Semi-parametric Expected Shortfall Forecasting

Intra-day sources of data have proven effective for dynamic volatility and tail risk estimation. Expected shortfall is a tail risk measure, that is now recommended by the Basel Committee, involving a conditional expectation that can be semi-parametrically estimated via an asymmetric sum of squares function. The conditional autoregressive expectile class of model, used to indirectly model expected shortfall, is generalised to incorporate information on the intra-day range. An asymmetric Gaussian density model error formulation allows a likelihood to be developed that leads to semiparametric estimation and forecasts of expectiles, and subsequently of expected shortfall. Adaptive Markov chain Monte Carlo sampling schemes are employed for estimation, while their performance is assessed via a simulation study. The proposed models compare favourably with a large range of competitors in an empirical study forecasting seven financial return series over a ten year period

Disease burden and conditioning regimens in ASCT1221, a randomized phase II trial in children with juvenile myelomonocytic leukemia: A Children's Oncology Group study

Background: Most patients with juvenile myelomonocytic leukemia (JMML) are curable only with allogeneic hematopoietic cell transplantation (HCT). However, the current standard conditioning regimen, busulfan-cyclophosphamide-melphalan (Bu-Cy-Mel), may be associated with higher risks of morbidity and mortality. ASCT1221 was designed to test whether the potentially less-toxic myeloablative conditioning regimen containing busulfan-fludarabine (Bu-Flu) would be associated with equivalent outcomes. Procedure: Twenty-seven patients were enrolled on ASCT1221 from 2013 to 2015. Pre- and post-HCT (starting Day +30) mutant allele burden was measured in all and pre-HCT therapy was administered according to physician discretion. Results: Fifteen patients were randomized (six to Bu-Cy-Mel and nine to Bu-Flu) after meeting diagnostic criteria for JMML. Pre-HCT low-dose chemotherapy did not appear to reduce pre-HCT disease burden. Two patients, however, received aggressive chemotherapy pre-HCT and achieved low disease-burden state; both are long-term survivors. All four patients with detectable mutant allele burden at Day +30 post-HCT eventually progressed compared to two of nine patients with unmeasurable allele burden (P = 0.04). The 18-month event-free survival of the entire cohort was 47% (95% CI, 21–69%), and was 83% (95% CI, 27–97%) and 22% (95% CI, 03–51%) for Bu-Cy-Mel and Bu-Flu, respectively (P = 0.04). ASCT1221 was terminated early due to concerns that the Bu-Flu arm had inferior outcomes. Conclusions: The regimen of Bu-Flu is inadequate to provide disease control in patients with JMML who present to HCT with large burdens of disease. Advances in molecular testing may allow better characterization of biologic risk, pre-HCT responses to chemotherapy, and post-HCT management

Establishment and characterization of a new human pancreatic adenocarcinoma cell line with high metastatic potential to the lung

<p>Abstract</p> <p>Background</p> <p>Pancreatic cancer is still associated with devastating prognosis. Real progress in treatment options has still not been achieved. Therefore new models are urgently needed to investigate this deadly disease. As a part of this process we have established and characterized a new human pancreatic cancer cell line.</p> <p>Methods</p> <p>The newly established pancreatic cancer cell line PaCa 5061 was characterized for its morphology, growth rate, chromosomal analysis and mutational analysis of the K-<it>ras</it>, EGFR and p53 genes. Gene-amplification and RNA expression profiles were obtained using an Affymetrix microarray, and overexpression was validated by IHC analysis. Tumorigenicity and spontaneous metastasis formation of PaCa 5061 cells were analyzed in pfp^-/-/rag2^-/-mice. Sensitivity towards chemotherapy was analysed by MTT assay.</p> <p>Results</p> <p>PaCa 5061 cells grew as an adhering monolayer with a doubling time ranging from 30 to 48 hours. M-FISH analyses showed a hypertriploid complex karyotype with multiple numerical and unbalanced structural aberrations. Numerous genes were overexpressed, some of which have previously been implicated in pancreatic adenocarcinoma (GATA6, IGFBP3, IGFBP6), while others were detected for the first time (MEMO1, RIOK3). Specifically highly overexpressed genes (fold change > 10) were identified as EGFR, MUC4, CEACAM1, CEACAM5 and CEACAM6. Subcutaneous transplantation of PaCa 5061 into pfp^-/-/rag2^-/-mice resulted in formation of primary tumors and spontaneous lung metastasis.</p> <p>Conclusion</p> <p>The established PaCa 5061 cell line and its injection into pfp^-/-/rag2^-/-mice can be used as a new model for studying various aspects of the biology of human pancreatic cancer and potential treatment approaches for the disease.</p

Array-based comparative genomic hybridization for the differential diagnosis of renal cell cancer.

Item does not contain fulltextArray-based comparative genomic hybridization (CGH) uses multiple genomic clones arrayed on a slide to detect relative copy number of tumor DNA sequences. Application of array CGH to tumor specimens makes genetic diagnosis of cancers possible and may help to differentiate relevant subsets of tumors, biologically and clinically, which would allow better prognostic and therapeutic decision making. In this study, we have used array-based CGH to detect DNA copy number alterations in distinct types of renal cell carcinomas for diagnostic purposes. We were able to correctly diagnose 33 of 34 malignant tumors by automated computational means and to group together eight benign neoplasms and normal kidney samples. These results indicate that array-based CGH is capable of diagnosing the vast majority of renal cell carcinomas based on their genetic profiles

Bayesian Joint Estimation of CN and LOH Aberrations

SNP-microarrays are able to measure simultaneously both copy number and genotype at several single nucleotide polymorphism positions. Combining the two data, it is possible to better identify genomic aberrations. For this purpose, we propose a Bayesian piecewise constant regression which infers the type of aberration occurred, taking into account all the possible influence in the microarray detection of the genotype, resulting from an altered copy number level. Namely, we model the distributions of the detected genotype given a specific genomic alteration and we estimate the hyper-parameters used on public reference datasets.Research supported by Swiss National Science Foundation grant 205321-112430; Oncosuisse grants OCS-1939-8-2006 and OCS - 02296-08-2008; Cantone Ticino Ticino in rete grant; Fondazione per la Ricerca e la Cura sui Linfomi (Lugano, Switzerland)

A colorectal cancer classification system that associates cellular phenotype and responses to therapy.

Colorectal cancer (CRC) is a major cause of cancer mortality. Whereas some patients respond well to therapy, others do not, and thus more precise, individualized treatment strategies are needed. To that end, we analyzed gene expression profiles from 1,290 CRC tumors using consensus-based unsupervised clustering. The resultant clusters were then associated with therapeutic response data to the epidermal growth factor receptor-targeted drug cetuximab in 80 patients. The results of these studies define six clinically relevant CRC subtypes. Each subtype shares similarities to distinct cell types within the normal colon crypt and shows differing degrees of 'stemness' and Wnt signaling. Subtype-specific gene signatures are proposed to identify these subtypes. Three subtypes have markedly better disease-free survival (DFS) after surgical resection, suggesting these patients might be spared from the adverse effects of chemotherapy when they have localized disease. One of these three subtypes, identified by filamin A expression, does not respond to cetuximab but may respond to cMET receptor tyrosine kinase inhibitors in the metastatic setting. Two other subtypes, with poor and intermediate DFS, associate with improved response to the chemotherapy regimen FOLFIRI in adjuvant or metastatic settings. Development of clinically deployable assays for these subtypes and of subtype-specific therapies may contribute to more effective management of this challenging disease

Array-based comparative genomic hybridization for genome-wide screening of DNA copy number in bladder tumors.

Genome-wide copy number profiles were characterized in 41 primary bladder tumors using array-based comparative genomic hybridization (array CGH). In addition to previously identified alterations in large chromosomal regions, alterations were identified in many small genomic regions, some with high-level amplifications or homozygous deletions. High-level amplifications were detected for 192 genomic clones, most frequently at 6p22.3 (E2F3), 8p12 (FGFR1), 8q22.2 (CMYC), 11q13 (CCND1, EMS1, INT2), and 19q13.1 (CCNE). Homozygous deletions were detected in 51 genomic clones, with four showing deletions in more than one case: two clones mapping to 9p21.3 (CDKN2A/p16, in nine cases), one at 8p23.1 (three cases), and one at 11p13 (two cases). Significant correlations were observed between copy number gain of clones containing CCNE1 and gain of ERBB2, and between gain of CCND1 and deletion of TP53. In addition, there was a significant complementary association between gain of CCND1 and gain of E2F3. Although there was no significant relationship between copy number changes and tumor stage or grade, the linked behavior among genomic loci suggests that array CGH will be increasingly important in understanding pathways critical to bladder tumor biology