Investigación en sistemas de trading, una propuesta para mejorar el desempeño de las AFOREs en México

El principal objetivo de un sistema de trading es maximizar sus beneficios utilizando señales y confirmaciones de tendencia que ayuden a mejorar el porcentaje de entradas y salidas apropiadas. En este proyecto, la fuente de estas señales proviene de un modelo de inteligencia artificial, específicamente una red neuronal multicapa. El entrenamiento del modelo utiliza datos diarios de contratos futuros continuos. Para mejorar el desempeño del sistema se tomó en cuenta un criterio de selección e importancia de variables con base a la estadística, así como una optimización de los hiper parámetros del modelo. Con el fin de disminuir la minusvalía de las posiciones abiertas, se propuso la implementación de una cobertura dinámica. Dicha cobertura se ejecutó con opciones para preservar el capital y gestionar el riesgo. El impacto de esta investigación se dirigió a contribuir e innovar el proceso de estrategias de inversión que realizan actualmente los fondos de pensión (AFORES) en México. Siendo el rendimiento un factor determinante para el retiro de futuras generaciones, y tomando en cuenta el contexto actual y recientes reformas en la materia, las estrategias de inversión apoyadas en tecnología se ha convertido en un área de suma importancia para nuestra sociedad.ITESO, A.C

Atlas of lesion locations and postsurgical seizure freedom in focal cortical dysplasia: A MELD study

Objective: Drug-resistant focal epilepsy is often caused by focal cortical dysplasias (FCDs). The distribution of these lesions across the cerebral cortex and the impact of lesion location on clinical presentation and surgical outcome are largely unknown. We created a neuroimaging cohort of patients with individually mapped FCDs to determine factors associated with lesion location and predictors of postsurgical outcome. Methods: The MELD (Multi-centre Epilepsy Lesion Detection) project collated a retrospective cohort of 580 patients with epilepsy attributed to FCD from 20 epilepsy centers worldwide. Magnetic resonance imaging-based maps of individual FCDs with accompanying demographic, clinical, and surgical information were collected. We mapped the distribution of FCDs, examined for associations between clinical factors and lesion location, and developed a predictive model of postsurgical seizure freedom. Results: FCDs were nonuniformly distributed, concentrating in the superior frontal sulcus, frontal pole, and temporal pole. Epilepsy onset was typically before the age of 10 years. Earlier epilepsy onset was associated with lesions in primary sensory areas, whereas later epilepsy onset was associated with lesions in association cortices. Lesions in temporal and occipital lobes tended to be larger than frontal lobe lesions. Seizure freedom rates varied with FCD location, from around 30% in visual, motor, and premotor areas to 75% in superior temporal and frontal gyri. The predictive model of postsurgical seizure freedom had a positive predictive value of 70% and negative predictive value of 61%. Significance: FCD location is an important determinant of its size, the age at epilepsy onset, and the likelihood of seizure freedom postsurgery. Our atlas of lesion locations can be used to guide the radiological search for subtle lesions in individual patients. Our atlas of regional seizure freedom rates and associated predictive model can be used to estimate individual likelihoods of postsurgical seizure freedom. Data-driven atlases and predictive models are essential for evidence-based, precision medicine and risk counseling in epilepsy

Virulence of 32 Salmonella Strains in Mice

Virulence and persistence in the BALB/c mouse gut was tested for 32 strains of Salmonella enterica for which genome sequencing is complete or underway, including 17 serovars within subspecies I (enterica), and two representatives of each of the other five subspecies. Only serovar Paratyphi C strain BAA1715 and serovar Typhimurium strain 14028 were fully virulent in mice. Three divergent atypical Enteritidis strains were not virulent in BALB/c, but two efficiently persisted. Most of the other strains in all six subspecies persisted in the mouse intestinal tract for several weeks in multiple repeat experiments although the frequency and level of persistence varied considerably. Strains with heavily degraded genomes persisted very poorly, if at all. None of the strains tested provided immunity to Typhimurium infection. These data greatly expand on the known significant strain-to-strain variation in mouse virulence and highlight the need for comparative genomic and phenotypic studies

Gametogenesis in the Pacific Oyster Crassostrea gigas: A Microarrays-Based Analysis Identifies Sex and Stage Specific Genes

Background: The Pacific oyster Crassostrea gigas (Mollusca, Lophotrochozoa) is an alternative and irregular protandrous hermaphrodite: most individuals mature first as males and then change sex several times. Little is known about genetic and phenotypic basis of sex differentiation in oysters, and little more about the molecular pathways regulating reproduction. We have recently developed and validated a microarray containing 31,918 oligomers (Dheilly et al., 2011) representing the oyster transcriptome. The application of this microarray to the study of mollusk gametogenesis should provide a better understanding of the key factors involved in sex differentiation and the regulation of oyster reproduction. Methodology/Principal Findings: Gene expression was studied in gonads of oysters cultured over a yearly reproductive cycle. Principal component analysis and hierarchical clustering showed a significant divergence in gene expression patterns of males and females coinciding with the start of gonial mitosis. ANOVA analysis of the data revealed 2,482 genes differentially expressed during the course of males and/or females gametogenesis. The expression of 434 genes could be localized in either germ cells or somatic cells of the gonad by comparing the transcriptome of female gonads to the transcriptome of stripped oocytes and somatic tissues. Analysis of the annotated genes revealed conserved molecular mechanisms between mollusks and mammals: genes involved in chromatin condensation, DNA replication and repair, mitosis and meiosis regulation, transcription, translation and apoptosis were expressed in both male and female gonads. Most interestingly, early expressed male-specific genes included bindin and a dpy-30 homolog and female-specific genes included foxL2, nanos homolog 3, a pancreatic lipase related protein, cd63 and vitellogenin. Further functional analyses are now required in order to investigate their role in sex differentiation in oysters. Conclusions/Significance: This study allowed us to identify potential markers of early sex differentiation in the oyster C. gigas, an alternative hermaphrodite mollusk. We also provided new highly valuable information on genes specifically expressed by mature spermatozoids and mature oocytes

Caspase-2 Mediated Apoptotic and Necrotic Murine Macrophage Cell Death Induced by Rough Brucella abortus

Brucella species are Gram-negative, facultative intracellular bacteria that cause zoonotic brucellosis. Survival and replication inside macrophages is critical for establishment of chronic Brucella infection. Virulent smooth B. abortus strain 2308 inhibits programmed macrophage cell death and replicates inside macrophages. Cattle B. abortus vaccine strain RB51 is an attenuated rough, lipopolysaccharide O antigen-deficient mutant derived from smooth strain 2308. B. abortus rough mutant RA1 contains a single wboA gene mutation in strain 2308. Our studies demonstrated that live RB51 and RA1, but not strain 2308 or heat-killed Brucella, induced both apoptotic and necrotic cell death in murine RAW264.7 macrophages and bone marrow derived macrophages. The same phenomenon was also observed in primary mouse peritoneal macrophages from mice immunized intraperitoneally with vaccine strain RB51 using the same dose as regularly performed in protection studies. Programmed macrophage cell death induced by RB51 and RA1 was inhibited by a caspase-2 inhibitor (Z-VDVAD-FMK). Caspase-2 enzyme activation and cleavage were observed at the early infection stage in macrophages infected with RB51 and RA1 but not strain 2308. The inhibition of macrophage cell death promoted the survival of rough Brucella cells inside macrophages. The critical role of caspase-2 in mediating rough B. abortus induced macrophage cell death was confirmed using caspase-2 specific shRNA. The mitochondrial apoptosis pathway was activated in macrophages infected with rough B. abortus as demonstrated by increase in mitochondrial membrane permeability and the release of cytochrome c to cytoplasm in macrophages infected with rough Brucella. These results demonstrate that rough B. abortus strains RB51 and RA1 induce apoptotic and necrotic murine macrophage cell death that is mediated by caspase-2. The biological relevance of Brucella O antigen and caspase-2-mediated macrophage cell death in Brucella pathogenesis and protective Brucella immunity is discussed