Moments of the asset price for the Barndorff-Nielsen and Shephard model

In this paper, we derive closed-form formulas for moments of the asset price in the Barndorff-Nielsen and Shephard (BN–S) stochastic volatility model. We also present similar results where the market is driven by a BN–S-type stochastic process. It is shown that in both cases the results depend on the cumulant transform of the background driving Lévy process for the models. In this paper, we have also obtain various approximate expressions for the expected value of the square-root process for the shifted asset price with respect to the BN–S model.     

New solution methods for single machine bicriteria scheduling problem: Minimization of average flowtime and number of tardy jobs

We consider the bicriteria scheduling problem of minimizing the number of tardy jobs and average flowtime on a single machine. This problem, which is known to be NP-hard, is important in practice, as the former criterion conveys the customer’s position, and the latter reflects the manufacturer’s perspective in the supply chain. We propose four new heuristics to solve this multiobjective scheduling problem. Two of these heuristics are constructive algorithms based on beam search methodology. The other two are metaheuristic approaches using a genetic algorithm and tabu-search. Our computational experiments indicate that the proposed beam search heuristics find efficient schedules optimally in most cases and perform better than the existing heuristics in the literature.     

Outlining In Vitro and In Silico Cholinesterase Inhibitory Activity of Twenty-Four Natural Products of Various Chemical Classes: Smilagenin,Kokusaginine, and Methyl Rosmarinate as Emboldening Inhibitors

Cholinesterase (ChE) inhibition is an important treatment strategy for Alzheimer’s disease (AD) as acetylcholinesterase (AChE) and butyrylcholinesterase (BChE) are involved in the pathology of AD. In the current work, ChE inhibitory potential of twenty-four natural products from different chemical classes (i.e., diosgenin, hecogenin, rockogenin, smilagenin, tigogenin, astrasieversianins II and X, astragalosides I, IV, and VI, cyclocanthosides E and G, macrophyllosaponins A-D, kokusaginin, lamiide, forsythoside B, verbascoside, alyssonoside, ipolamide, methyl rosmarinate, and luteolin-7-O-glucuronide) was examined using ELISA microtiter assay. Among them, only smilagenin and kokusaginine displayed inhibitory action against AChE (IC₅₀ = 43.29 ± 1.38 and 70.24 ± 2.87 µg/mL, respectively). BChE was inhibited by only methyl rosmarinate and kokusaginine (IC₅₀ = 41.46 ± 2.83 and 61.40 ± 3.67 µg/mL, respectively). IC₅₀ values for galantamine as the reference drug were 1.33 ± 0.11 µg/mL for AChE and 52.31 ± 3.04 µg/mL for BChE. Molecular docking experiments showed that the orientation of smilagenin and kokusaginine was mainly driven by the interactions with the peripheral anionic site (PAS) comprising residues of hAChE, while kokusaginine and methyl rosmarinate were able to access deeper into the active gorge in hBChE. Our data indicate that similagenin, kokusaginine, and methyl rosmarinate could be hit compounds for designing novel anti-Alzheimer agents.     

Imidazolidin-4-ones via (3+2) cycloadditions of aza-oxyallyl cations onto (E)-N-arylideneanilines

In the course of our studies on the chemistry of oxyallyl species we uncovered a new (3+2) cycloaddition of aza-oxyallyl systems, generated in situ from N-benzyloxy-2-chloroamides in the presence of NEt₃, onto N-arylimines yielding imidazolidin-4-ones in moderate to good yields. The cycloadditions are regioselective. Computational modeling using DFT at the M062x/6-311+G⁷ level is in support the observed regioselectivities. Although the path to the trans imidazolin-4-one is favored, the cis product is preferred by almost 8?kcal/mol and could be formed by base-catalyzed epimerization. All products were isolated by chromatography and characterized by means of their FTIR, NMR and HRMS data.     

Preparation of phenol formaldehyde resins containing pendant isoimides and their isomerization to stable resins

Aminophenols were allowed to react with maleic and phthalic anhydrides, producing high yields of the corresponding N‐(hydroxyphenyl) maleamic and phthalamic acids, respectively. The amic acids were dehydrated to the corresponding maleisoimides and phthalisoimides with N,N‐dicyclohexylcarbodiimide or ethyl chloroformate as the dehydrating agent. Formaldehyde was allowed to react with the products in the presence of an acid catalyst, and novel phenol formaldehyde resins (Novolac‐like) were produced. The resins on treatment with a sodium carbonate solution or on prolonged heating at 50 °C suffered rearrangement to corresponding phenol formaldehyde resins with pendant imides. This rearrangement was accompanied by an increase in the softening point and thermal stability. © 2000 John Wiley & Sons, Inc. J Polym Sci A: Polym Chem 38: 3244–3252, 2000     

Novel Antileukemic Sterol Glycosides from Ajuga salicifolia

Two novel and three new sterol glycosides were isolated from the MeOH extract of the aerial parts of Ajuga salicifolia (L.) Schreber . The structures of the compounds were elucidated as (3R,16S,17S,20R,22S,23S, 24S,25S)‐16,23 : 16,27 : 22,25‐triepoxy‐3‐(β‐D ‐glucopyranosyloxy)coprostigmast‐7‐en‐17‐ol ( 1 ), (3R,16S,17S, 20R,22S,23S,24S,25S)‐16,23 : 16,27 : 22,25‐triepoxy‐3‐{[β‐D ‐glucopyranosyl‐(1→2)‐β‐D ‐glucopyranosyl]oxy}coprostigmast‐7‐en‐17‐ol ( 2 ), (3R,16S,17R,20S,22R,24S,25S)‐22,25‐epoxy‐3,27‐bis(β‐D ‐glucopyranosyloxy)coprostigmast‐7‐en‐16‐ol ( 3 ), (3R,16S,17R,20S,22R,24S,25S)‐22,25‐epoxy‐3‐{[β‐D ‐glucopyranosyl‐(1→2)‐β‐D ‐glucopyranosyl]oxy}‐27‐(β‐D ‐glucopyranosyloxy)coprostigmast‐7‐en‐16‐ol ( 4 ), and (3R,16R,17S,20R,22S,23S, 24S,25S)‐22,25‐epoxy‐3‐(β‐D ‐glucopyranosyloxy)coprostigmast‐7‐ene‐16,17,23,27‐tetrol 27‐acetate ( 5 ) by means of 1D and 2D NMR spectroscopy and HR‐MALDI mass spectrometry. The novel compounds, which consist of three additional ring systems at the coprostigmastane skeleton, were named ajugasalicioside A ( 1 ) and B ( 2 ), and the new compounds C ( 3 ), D ( 4 ) and E ( 5 ). In our cytotoxicity assays (HeLa cells, Jurkat T cells, and peripheral mononuclear blood cells), ajugasaliciosides A–D specifically inhibited the viability and growth of Jurkat T‐leukemia cells at concentrations below 10 μM . Ajugasalicioside A ( 1 ; (IC₅₀=6 μM ) and C ( 3 ; IC₅₀=3 μM ) were the most active compounds. Ajugasalicioside A ( 1 ) induced cell‐cell contact, inhibited Jurkat T cell proliferation, and up‐regulated mRNA levels of the cell‐cycle regulator cyclin D1, which might be an indication for cell differentiation. Furthermore, 1 down‐regulated the mRNA levels of the NF‐κB subunit p65 in a concentration‐dependent manner. These effects were not found for ajugasalicioside B ( 2 ), which has an additional glucose unit, and the onset of cytotoxicity of 2 (IC₅₀=10 μM ) was delayed by 24 h.     

Doubly Reflected Backward Stochastic Differential Equations in the Predictable Setting

Journal of Theoretical Probability - In this paper, we introduce a specific kind of doubly reflected backward stochastic differential equations (in short DRBSDEs), defined on probability spaces...     

Bioreducible cationic random copolymer for gene delivery

Cationic polymers have been widely investigated for gene delivery, although their low transfection efficiency and high cytotoxicity limit their application. We synthesized a bioreducible cationic random copolymer, poly(cystamine bisacylamide‐aminoethyl piperazine)‐co‐poly(cystamine bisacylamide‐histamine) (denoted as CBA‐AEP‐His) from N,N′‐cystamine bis acrylamide (CBA) with aminoethyl piperazine (AEP) and histamine (His). CBA‐AEP‐His copolymer possesses disulfide linkages that endow it with redox‐responsivity to the intracellular environment. This polymer efficiently condenses pZNF580 into complexes with the size of 160 ± 4 nm to 280 ± 5 nm and positive zeta potential of 20 ± 0.3 mV to 30 ± 0.4 mV. The gel‐retardation assay shows that CBA‐AEP‐His can retard pZNF580 even at a low mass ratio of 1/1. The gene complexes were triggered to release pZNF580 when exposed to the reducing environment of dithiothreitol (DTT). CBA‐AEP‐His random copolymer presented higher buffer capacity owing to its His moieties, which protected pZNF580 from DNase degradation. The gene transfection results reveal that CBA‐AEP‐His can efficiently deliver pZNF580 and transfect EA. Hy926 cells. The MTT assay indicates that CBA‐AEP‐His and its complexes exhibit lower cytotoxicity than PEI25KDa. These results illustrate that CBA‐AEP‐His had promising properties for gene delivery, which may provide a suitable platform for the development of a non‐viral gene carrier.