Target Design of Novel Histone Deacetylase 6 Selective Inhibitors with 2-Mercaptoquinazolinone as the Cap Moiety

Epigenetic alterations found in all human cancers are promising targets for anticancer therapy. In this sense, histone deacetylase inhibitors (HDACIs) are interesting anticancer agents that play an important role in the epigenetic regulation of cancer cells. Here, we report 15 novel hydroxamic acid-based histone deacetylase inhibitors with quinazolinone core structures. Five compounds exhibited antiproliferative activity with IC₅₀ values of 3.4–37.8 µM. Compound 8 with a 2-mercaptoquinazolinone cap moiety displayed the highest antiproliferative efficacy against MCF-7 cells. For the HDAC6 target selectivity study, compound 8 displayed an IC₅₀ value of 2.3 µM, which is 29.3 times higher than those of HDAC3, HDAC4, HDAC8, and HDAC11. Western blot assay proved that compound 8 strongly inhibited tubulin acetylation, a substrate of HDAC6. Compound 8 also displayed stronger inhibition activity against HDAC11 than the control drug Belinostat. The inhibitory mechanism of action of compound 8 on HDAC enzymes was then explored using molecular docking study. The data revealed a high binding affinity (−7.92 kcal/mol) of compound 8 toward HDAC6. In addition, dock pose analysis also proved that compound 8 might serve as a potent inhibitor of HDAC11.     

The interior proximal extragradient method for solving equilibrium problems

In this article we present a new and efficient method for solving equilibrium problems on polyhedra. The method is based on an interior-quadratic proximal term which replaces the usual quadratic proximal term. This leads to an interior proximal type algorithm. Each iteration consists in a prediction step followed by a correction step as in the extragradient method. In a first algorithm each of these steps is obtained by solving an unconstrained minimization problem, while in a second algorithm the correction step is replaced by an Armijo-backtracking linesearch followed by an hyperplane projection step. We prove that our algorithms are convergent under mild assumptions: pseudomonotonicity for the two algorithms and a Lipschitz property for the first one. Finally we present some numerical experiments to illustrate the behavior of the proposed algorithms.     

Vapoluminescent Behavior and the Single-Crystal-to-Single-Crystal Transformations of Chloroform Solvates of [Au2(μ-1,2-bis(diphenylarsino)ethane)2](AsF6)2

The mono- and di-chloroform solvates of [Au₂(μ-1,2-bis(diphenylarsino)ethane)₂](AsF₆)₂ undergo single-crystal-to-single-crystal transformations that result in gain (over 12 hours) or slow loss (over five years) of only one chloroform molecule. The change in solvation results in changes in the structure and luminescence of the digold cation. The cation consists of a pair of slightly bent As-Au-As units that are connected through the two bridging dpae ligands and by aurophilic interactions with Au⋅⋅⋅Au contacts of 3.05152(15) Å in the disolvate or 2.9570(5) Å in the monosolvate.     

Some Results on Strongly Pseudomonotone Quasi-Variational Inequalities

Set-Valued and Variational Analysis - In this paper, strongly pseudomonotone quasi-variational inequalities are investigated. We provide sufficient conditions for existence and uniqueness of...     

The challenge in managing new financial risks: adopting an heuristic or theoretical approach

The financial crisis began with the collapse of Lehman Brothers and the subprime asset backed securities debacle. Credit risk was turned into liquidity risk, resulting in a lack of confidence among financial institutions. In this article, we will propose a way to model liquidity risk and the credit risk in best practices. We will show that liquidity risk is a new type of risk and the current way to deal with it is based solely on observed variables without any theoretical link. We propose an heuristic approach to combine the numerous liquidity risk indicators with a logistic regression for the first time. In regards to credit risk, several articles prove that the best practice is to use an option model to appreciate this risk. We will present our methodology using stochastic diffusion for the interest rate because currently the yield curves aren’t liquid. This approach is more relevant because the basis model in prior publications has a constant interest rate or a forward rate. Both models allow a better understanding of liquidity and credit risks and the further development of research deals with the link between these two financial risks.     

The existence of asymptotically stable solutions for a nonlinear functional integral equation with values in a general Banach space

Motivated by the recent known results about the solvability and existence of asymptotically stable solutions for nonlinear functional integral equations in spaces of functions defined on unbounded intervals with values in the n-dimensional real space, we establish asymptotically stable solutions for a nonlinear functional integral equation in the space of all continuous functions on R₊ with values in a general Banach space, via a fixed point theorem of Krasnosel’skii type. In order to illustrate the result obtained here, an example is given.     

New Applications of the <Emphasis Type="Italic">p</Emphasis>-Adic Nevanlinna Theory

Let IK be an algebraically closed field of characteristic 0 complete for an ultrametric absolute value. Following results obtained in complex analysis, here we examine problems of uniqueness for meromorphic functions having finitely many poles, sharing points or a pair of sets (C.M. or I.M.) defined either in the whole field IK or in an open disk, or in the complement of an open disk. Following previous works in C, we consider functions fⁿ(x)f^m(ax + b), gⁿ(x)g^m(ax + b) with |a| = 1 and n ≠ m, sharing a rational function and we show that f/g is a n + m-th root of 1 whenever n + m ≥ 5. Next, given a small function w, if n, m ∈ IN are such that |n ? m|_∞ ≥ 5, then fⁿ(x)f^m(ax + b) ? w has infinitely many zeros. Finally, we examine branched values for meromorphic functions fⁿ(x)f^m(ax + b).     

Variable sampling interval Shewhart control charts for monitoring the multivariate coefficient of variation

In many industrial manufacturing processes, the ratio of the variance to the mean of a quantity of interest is an important characteristic to ensure the quality of the processes. This ratio is called the coefficient of variation (CV). A lot of control charts have been designed for monitoring the CV of univariate quantity in the literature. However, the CV control charts for multivariate quantity have not received much attention yet. In this paper, we investigate a variable sampling interval (VSI) Shewhart control chart for monitoring multivariate CV. The time between two consecutive samples is allowed to vary according to the previous value of the multivariate CV, which will help the chart to detect the process shifts faster. The comparison with the fixed sampling interval Shewhart chart is implemented to highlight the advantage of the VSI method. Finally, an illustrative example is demonstrated on real data.