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Search Results: 1 - 10 of 991 matches for " Malay Bhattacharyya "
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A Comparison of VaR Estimation Procedures for Leptokurtic Equity Index Returns  [PDF]
Malay Bhattacharyya, Siddarth Madhav R
Journal of Mathematical Finance (JMF) , 2012, DOI: 10.4236/jmf.2012.21002
Abstract: The paper presents and tests Dynamic Value at Risk (VaR) estimation procedures for equity index returns. Volatility clustering and leptokurtosis are well-documented characteristics of such time series. An ARMA (1, 1)-GARCH (1, 1) approach models the inherent autocorrelation and dynamic volatility. Fattailed behavior is modeled in two ways. In the first approach, the ARMA-GARCH process is run assuming alternatively that the standardized residuals are distributed with Pearson Type IV, Johnson SU, Manly’s exponential transformation, normal and t-distributions. In the second approach, the ARMA-GARCH process is run with the pseudonormal assumption, the parameters calculated with the pseudo maximum likelihood procedure, and the standardized residuals are later alternatively modeled with Mixture of Normal distributions, Extreme Value Theory and other power transformations such as John-Draper, Bickel-Doksum, Manly, Yeo-Johnson and certain combinations of the above. The first approach yields five models, and the second ap-proach yields nine. These are tested with six equity index return time series using rolling windows. These models are compared by computing the 99%, 97.5% and 95% VaR violations and contrasting them with the expected number of violations.
PuTmiR: A database for extracting neighboring transcription factors of human microRNAs
Sanghamitra Bandyopadhyay, Malay Bhattacharyya
BMC Bioinformatics , 2010, DOI: 10.1186/1471-2105-11-190
Abstract: The interface is built around two datasets that consist of the exhaustive lists of putative TFs binding respectively in the 10 kb upstream region (USR) and downstream region (DSR) of human miRNAs. A web server, named as PuTmiR, is designed. It provides an option for extracting the putative TFs for human miRNAs, as per the requirement of a user, based on genomic locality, i.e., any upstream or downstream region of interest less than 10 kb. The degree distributions of the number of putative TFs and miRNAs against each other for the 10 kb USR and DSR are analyzed from the data and they explore some interesting results. We also report about the finding of a significant regulatory activity of the YY1 protein over a set of oncomiRNAs related to the colon cancer.The interface provided by the PuTmiR web server provides an important resource for analyzing the direct and indirect regulation of human miRNAs. While it is already an established fact that miRNAs are regulated by TFs binding to their USR, this database might possibly help to study whether an miRNA can also be regulated by the TFs binding to their DSR.MicroRNAs (miRNAs) are non-coding small RNAs (21-23 nt), which regulate mRNA stability and translation through the action of an RNA-induced silencing complex (RISC) [1,2]. Various biological processes, e.g., insulin secretion, cell proliferation, brain development, apoptosis etc., are controlled by miRNAs and emerging evidences strengthen the belief about their involvement in various diseases like fragile X syndrome, schizophrenia, cancer and many others [3-5]. Recent studies in systems biology suggest that there exists a complex regulatory network between genes, transcription factors (TFs) and miRNAs [6]. Study of such regulatory network is indeed promising for disease analysis in various organisms. The initiatives for exploring this comprehensive regulatory network primarily focus on pairwise regulation (e.g., gene-TF, gene-miRNA and TF-miRNA regulations) [6,7]. How
Analyzing miRNA co-expression networks to explore TF-miRNA regulation
Sanghamitra Bandyopadhyay, Malay Bhattacharyya
BMC Bioinformatics , 2009, DOI: 10.1186/1471-2105-10-163
Abstract: Three co-expression networks, configured from one patient-specific, one tissue-specific and a stem cell-based miRNA expression data, are studied for analyzing the proposed methodology. A novel compactness measure is introduced. The results establish the statistical significance of the sets of miRNAs evolved and the efficacy of the self-pruning phase employed by the proposed method. All these datasets yield similar network patterns and produce coherent groups of miRNAs. The existence of common TFs, regulating these groups of miRNAs, is empirically tested. The results found are very promising. A novel visual validation method is also proposed that reflects the homogeneity as well as statistical properties of the grouped miRNAs. This visual validation method provides a promising and statistically significant graphical tool for expression analysis.A heuristic mining methodology that resembles a clustering motivation is proposed in this paper. However, there remains a basic difference between the mining method and a clustering approach. The heuristic approach can produce priority modules (PM) from an miRNA co-expression network, by employing a self-pruning phase, which are analyzed for statistical and biological significance. The mining algorithm minimizes the space/time complexity of the analysis, and also handles noise in the data. In addition, the mining method reveals promising results in the unsupervised analysis of TF-miRNA regulation.Throughout the last decade, much research was devoted to unearth the functionality of microRNAs (miRNAs), which are small (21–23 nt), non-coding RNAs regulating mRNA stability and translation through the action of the RNA-induced silencing complex (RISC) [1-3]. Earlier investigations [2,4] have discovered that miRNAs regulate a variety of key biological functions that includes insulin secretion, apoptosis, cell proliferation and differentiation, etc. More importantly, recent beliefs hypothesize that miRNAs are indirectly responsible,
Diffusive instability in a prey-predator system with time-dependent diffusivity
Rakhi Bhattacharyya,Banibrata Mukhopadhyay,Malay Bandyopadhyay
International Journal of Mathematics and Mathematical Sciences , 2003, DOI: 10.1155/s0161171203207274
Abstract: An ecological model for prey-predator planktonic species has been considered, in which the growth of prey has been assumed to follow a Holling type II function. The model consists of two reaction-diffusion equations and we extend it to time-varying diffusivity for plankton population. A comparative study of local stability in case of constant diffusivity and time varying diffusivity has been performed. It has been found that the system would be more stable with time varying diffusivity depending upon the values of system parameter.
DNA Methylation Patterns Facilitate the Identification of MicroRNA Transcription Start Sites: A Brain-Specific Study
Tapas Bhadra, Malay Bhattacharyya, Lars Feuerbach, Thomas Lengauer, Sanghamitra Bandyopadhyay
PLOS ONE , 2013, DOI: 10.1371/journal.pone.0066722
Abstract: Predicting the transcription start sites (TSSs) of microRNAs (miRNAs) is important for understanding how these small RNA molecules, known to regulate translation and stability of protein-coding genes, are regulated themselves. Previous approaches are primarily based on genetic features, trained on TSSs of protein-coding genes, and have low prediction accuracy. Recently, a support vector machine based technique has been proposed for miRNA TSS prediction that uses known miRNA TSS for training the classifier along with a set of existing and novel CpG island based features. Current progress in epigenetics research has provided genomewide and tissue-specific reports about various phenotypic traits. We hypothesize that incorporating epigenetic characteristics into statistical models may lead to better prediction of primary transcripts of human miRNAs. In this paper, we have tested our hypothesis on brain-specific miRNAs by using epigenetic as well as genetic features to predict the primary transcripts. For this, we have used a sophisticated feature selection technique and a robust classification model. Our prediction model achieves an accuracy of more than 80% and establishes the potential of epigenetic analysis for in silico prediction of TSSs.
Studying the System-Level Involvement of MicroRNAs in Parkinson's Disease
Paulami Chatterjee, Malay Bhattacharyya, Sanghamitra Bandyopadhyay, Debjani Roy
PLOS ONE , 2014, DOI: 10.1371/journal.pone.0093751
Abstract: Background Parkinson's Disease (PD) is a progressive neurologic disorder that affects movement and balance. Recent studies have revealed the importance of microRNA (miR) in PD. However, the detailed role of miR and its regulation by Transcription Factor (TF) remain unexplored. In this work for the first time we have studied TF-miR-mRNA regulatory network as well as miR co-expression network in PD. Result We compared the 204 differentially expressed miRs from microarray data with 73 PD related miRs obtained from literature, Human MicroRNA Disease Database and found a significant overlap of 47 PD related miRs (p-value<0.05). Functional enrichment analyses of these 47 common (Group1) miRs and the remaining 157 (Group2) miRs revealed similar kinds of over-representative GO Biological Processes and KEGG pathways. This strengthens the possibility that some of the Group 2 miRs can have functional roles in PD progression, hitherto unidentified in any study. In order to explore the cross talk between TF, miR and target mRNA, regulatory networks were constructed. Study of these networks resulted in 14 Inter-Regulatory hub miRs whereas miR co-expression network revealed 18 co-expressed hub miRs. Of these 32 hub miRs, 23 miRs were previously unidentified with respect to their association with PD. Hierarchical clustering analysis further strengthens the roles of these novel miRs in different PD pathways. Furthermore hsa-miR-92a appeared as novel hub miR in both regulatory and co-expression network indicating its strong functional role in PD. High conservation patterns were observed for most of these 23 novel hub miRs across different species including human. Thus these 23 novel hub miRs can be considered as potential biomarkers for PD. Conclusion Our study identified 23 novel miR markers which can open up new avenues for future studies and shed lights on potential therapeutic targets for PD.
A Different Approach for Big Bang Singularity  [PDF]
Malay Kanti Sikdar
Natural Science (NS) , 2018, DOI: 10.4236/ns.2018.104016
Abstract: With the discovery of Hubble Red Shift in the cosmological Universe, the question of Big Bang explosion has become inevitable and to explain this point of singularity thereon. Dissolution and manifestation of the universe happen to occur periodically. In this paper,analysis has been undertaken on the basis of scientific development on well accepted cosmological model, different scientific concepts and on one Vedic/Tantric scriptural remark. According to Vedic/Tantric scriptural remark, at the time of dissolution of the universe it remains in the form of gram. Different scientific tools like Electron Microscopy, X-rays powder diffraction method. Raman & UV spectroscopy have been applied in analyzing the two parts of gram and finally to find out what do they correspond to cosmological analysis of Big Bang singularity. Main mechanisms in action in dissolution and manifestation have also been pointed out.
Banter: An Alternative Strategy in Creating a Learning Community  [PDF]
Sumita Bhattacharyya
Creative Education (CE) , 2013, DOI: 10.4236/ce.2013.43030
Abstract: In this qualitative study we investigated the role of bantering in creating a learning community for science education. The curriculum was centered on a technology-integrated Project Based Approach (PBA). We examined the pattern of in-service teachers’ interaction with such a learning environment and perceptions of their future instructional practices that result from collaborative reflection on the use of Banter throughout the semester. The findings suggest that exposure to bantering interaction not only helped the in-service teachers to make decisions about the scientific issues they will face in the future but also helped to construct a more inquiry based understanding of the issues in science teaching. Methodological limits and possibilities were explored through the use of data analysis software such as Inspiration and NVivo.

Charged oscillator in a heat bath in the presence of a magnetic field & third law of thermodynamics
Malay Bandyopadhyay
Physics , 2008,
Abstract: The quantum thermodynamic behaviour of a charged oscillator in the presence of a magnetic field and coupled to a heat bath through different coupling schemes is obtained analytically. It is shown that finite dissipation substitutes the zero-coupling result of exponential decay of entropy by a power law behaviour at low temperature. For the coordinate-coordinates coupling scheme the low temperature explicit results for the case of Ohmic, exponentially correlated and more generalized heat bath models are derived. In all the above mentioned cases free energy and entropy vanish linearly with temperature ($T$) as $T\to 0$ in conformity with Nernst's theorem. It is seen that coordinate (velocity)-velocities (coordinates) coupling is much more beneficial than the coordinate-coordinates coupling to ensure third law of thermodynamics. The case of radiation heat bath shows $T^3$ decay behaviour for entropy as $T\to 0$. It is observed that at low temperature free energy and entropy decay faster for the velocity-velocities scheme than any other coupling schemes. This implies velocity-velocities coupling scheme is the most advantageous coupling scheme in restoring the third law of thermodynamics. It is shown that the low temperature thermodynamic functions are independent of magnetic field for all the above mentioned cases except the without dissipation case.
Nucleation of superconductivity under rapid cycling of electric field
Malay Bandyopadhyay
Physics , 2009,
Abstract: The effect of an externally applied high frequency oscillating electric field on the critical nucleation field of superconductivity in the bulk as well as at the surface of a superconductor is investigated in details in this work. Starting from the linearized time dependent Ginzburg-Landau (TDLG) theory and using the variational principle we have shown the analogy between a quantum harmonic oscillator with that of the nucleation of superconductivity in bulk and a quantum double oscillator with that of the nucleation at the surface of a finite sample. The effective Hamiltonian approach of Cook {\it et al} \cite{cook} is employed to incorporate the effect of an externally applied highly oscillating electric field. The critical nucleation field ratio is also calculated from the ground state energy method. The results obtained from these two approximated theories agree very well with the exact results for the case of undriven system which establishes the validity of these two approximated theories. It is observed that the highly oscillating electric field actually increases the bulk critical nucleation field ($H_{c_2}$) as well as the surface critical nucleation field ($H_{c_3}$) of superconductivity as compared to the case of absence of electric field ($\varepsilon_0=0$). But the externally applied rapidly oscillating electric field accentuates the surface critical nucleation field more than the bulk critical nucleation field i.e. the increase of $H_{c_3}$ is 1.6592 times larger than that of $H_{c_2}$.
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