Cascades on a stochastic pulse-coupled network

While much recent research has focused on understanding isolated cascades of networks, less attention has been given to dynamical processes on networks exhibiting repeated cascades of opposing influence. An example of this is the dynamic behaviour of financial markets where cascades of buying and selling can occur, even over short timescales. To model these phenomena, a stochastic pulse-coupled oscillator network with upper and lower thresholds is described and analysed. Numerical confirmation of asynchronous and synchronous regimes of the system is presented, along with analytical identification of the fixed point state vector of the asynchronous mean field system. A lower bound for the finite system mean field critical value of network coupling probability is found that separates the asynchronous and synchronous regimes. For the low-dimensional mean field system, a closed-form equation is found for cascade size, in terms of the network coupling probability. Finally, a description of how this model can be applied to interacting agents in a financial market is provided

Complex systems models of financial and systemic risk

The primary purpose of this thesis is to develop mathematical models and tools that aid the understanding of financial systemic risk, by analysing and applying techniques from complexity science. Large systemic risks that arise in financial asset markets have proved that they can emerge virtually without warning, and create large financial and social costs. I argue that herd behaviour in asset markets is a source of such systemic risk. In this thesis, I present a new mathematical model of cascades on a stochastic pulse-coupled network, in the presence of binary opposing influences, and analyse it as both a mean field dynamical system, and probabilistically. I demonstrate that a critical coupling parameter exists separating a quiescent regime, from a volatile synchronous regime consisting of large cascades. Second, as an application to systemic risk, I develop a new model of a stylised financial market, using only minimal assumptions, and demonstrate how this replicates important empirical features of financial asset returns, such as long-memory volatility patterns, without recourse to strategy switching or stochastic volatility. Numerical evidence is presented that suggests this minimal market model self-organises to a critical regime, assuming only mild plausible optimising behaviour on the part of the agent. Lastly, I consider some implications for policy scenarios in light of my findings

A qualitative study of the experiences and expectations of women receiving in-patient postnatal care in one English maternity unit

Background Studies consistently highlight in-patient postnatal care as the area of maternity care women are least satisfied with. As part of a quality improvement study to promote a continuum of care from the birthing room to discharge home from hospital, we explored women’s expectations and experiences of current inpatient care. Methods For this part of the study, qualitative data from semi-structured interviews were transcribed and analysed using content analyses to identify issues and concepts. Women were recruited from two postnatal wards in one large maternity unit in the South of England, with around 6,000 births a year. Results Twenty women, who had a vaginal or caesarean birth, were interviewed on the postnatal ward. Identified themes included; the impact of the ward environment; the impact of the attitude of staff; quality and level of support for breastfeeding; unmet information needs; and women’s low expectations of hospital based postnatal care. Findings informed revision to the content and planning of in-patient postnatal care, results of which will be reported elsewhere. Conclusions Women’s responses highlighted several areas where changes could be implemented. Staff should be aware that how they inter-act with women could make a difference to care as a positive or negative experience. The lack of support and inconsistent advice on breastfeeding highlights that units need to consider how individual staff communicate information to women. Units need to address how and when information on practical aspects of infant care is provided if women and their partners are to feel confident on the woman’s transfer home from hospital

Common SNPs explain some of the variation in the personality dimensions of neuroticism and extraversion

The personality traits of neuroticism and extraversion are predictive of a number of social and behavioural outcomes and psychiatric disorders. Twin and family studies have reported moderate heritability estimates for both traits. Few associations have been reported between genetic variants and neuroticism/extraversion, but hardly any have been replicated. Moreover, the ones that have been replicated explain only a small proportion of the heritability (<∼2%). Using genome-wide single-nucleotide polymorphism (SNP) data from ∼12 000 unrelated individuals we estimated the proportion of phenotypic variance explained by variants in linkage disequilibrium with common SNPs as 0.06 (s.e.=0.03) for neuroticism and 0.12 (s.e.=0.03) for extraversion. In an additional series of analyses in a family-based sample, we show that while for both traits ∼45% of the phenotypic variance can be explained by pedigree data (that is, expected genetic similarity) one third of this can be explained by SNP data (that is, realized genetic similarity). A part of the so-called ‘missing heritability' has now been accounted for, but some of the reported heritability is still unexplained. Possible explanations for the remaining missing heritability are that: (i) rare variants that are not captured by common SNPs on current genotype platforms make a major contribution; and/ or (ii) the estimates of narrow sense heritability from twin and family studies are biased upwards, for example, by not properly accounting for nonadditive genetic factors and/or (common) environmental factors

A computational model of excitation and contraction in uterine myocytes from the pregnant rat

Aberrant uterine myometrial activities in humans are major health issues. However, the cellular and tissue mechanism(s) that maintain the uterine myometrium at rest during gestation, and that initiate and maintain long-lasting uterine contractions during delivery are incompletely understood. In this study we construct a computational model for describing the electrical activity (simple and complex action potentials), intracellular calcium dynamics and mechanical contractions of isolated uterine myocytes from the pregnant rat. The model reproduces variant types of action potentials – from spikes with a smooth plateau, to spikes with an oscillatory plateau, to bursts of spikes – that are seen during late gestation under different physiological conditions. The effects of the hormones oestradiol (via reductions in calcium and potassium selective channel conductance), oxytocin (via an increase in intracellular calcium release) and the tocolytic nifedipine (via a block of L-type calcium channels currents) on action potentials and contractions are also reproduced, which quantitatively match to experimental data. All of these results validated the cell model development. In conclusion, the developed model provides a computational platform for further investigations of the ionic mechanism underlying the genesis and control of electrical and mechanical activities in the rat uterine myocytes

Expression of Distal-less, dachshund, and optomotor blind in Neanthes arenaceodentata (Annelida, Nereididae) does not support homology of appendage-forming mechanisms across the Bilateria

The similarity in the genetic regulation of arthropod and vertebrate appendage formation has been interpreted as the product of a plesiomorphic gene network that was primitively involved in bilaterian appendage development and co-opted to build appendages (in modern phyla) that are not historically related as structures. Data from lophotrochozoans are needed to clarify the pervasiveness of plesiomorphic appendage forming mechanisms. We assayed the expression of three arthropod and vertebrate limb gene orthologs, Distal-less (Dll), dachshund (dac), and optomotor blind (omb), in direct-developing juveniles of the polychaete Neanthes arenaceodentata. Parapodial Dll expression marks premorphogenetic notopodia and neuropodia, becoming restricted to the bases of notopodial cirri and to ventral portions of neuropodia. In outgrowing cephalic appendages, Dll activity is primarily restricted to proximal domains. Dll expression is also prominent in the brain. dac expression occurs in the brain, nerve cord ganglia, a pair of pharyngeal ganglia, presumed interneurons linking a pair of segmental nerves, and in newly differentiating mesoderm. Domains of omb expression include the brain, nerve cord ganglia, one pair of anterior cirri, presumed precursors of dorsal musculature, and the same pharyngeal ganglia and presumed interneurons that express dac. Contrary to their roles in outgrowing arthropod and vertebrate appendages, Dll, dac, and omb lack comparable expression in Neanthes appendages, implying independent evolution of annelid appendage development. We infer that parapodia and arthropodia are not structurally or mechanistically homologous (but their primordia might be), that Dll’s ancestral bilaterian function was in sensory and central nervous system differentiation, and that locomotory appendages possibly evolved from sensory outgrowths

Monoaminergic neuropathology in Alzheimer's disease

None of the proposed mechanisms of Alzheimer’s disease (AD) fully explains the distribution patterns of the neuropathological changes at the cellular and regional levels, and their clinical correlates. One aspect of this problem lies in the complex genetic, epigenetic, and environmental landscape of AD: early-onset AD is often familial with autosomal dominant inheritance, while the vast majority of AD cases are late-onset, with the ε4 variant of the gene encoding apolipoprotein E (APOE) known to confer a 5–20 fold increased risk with partial penetrance. Mechanisms by which genetic variants and environmental factors influence the development of AD pathological changes, especially neurofibrillary degeneration, are not yet known. Here we review current knowledge of the involvement of the monoaminergic systems in AD. The changes in the serotonergic, noradrenergic, dopaminergic, histaminergic, and melatonergic systems in AD are briefly described. We also summarize the possibilities for monoamine-based treatment in AD. Besides neuropathologic AD criteria that include the noradrenergic locus coeruleus (LC), special emphasis is given to the serotonergic dorsal raphe nucleus (DRN). Both of these brainstem nuclei are among the first to be affected by tau protein abnormalities in the course of sporadic AD, causing behavioral and cognitive symptoms of variable severity. The possibility that most of the tangle-bearing neurons of the LC and DRN may release amyloid β as well as soluble monomeric or oligomeric tau protein trans-synaptically by their diffuse projections to the cerebral cortex emphasizes their selective vulnerability and warrants further investigations of the monoaminergic systems in AD

Patient attributes warranting consideration in clinical practice guidelines, health workforce planning and policy

<p>Abstract</p> <p>Background</p> <p>In order for clinical practice guidelines (CPGs) to meet their broad objective of enhancing the quality of care and supporting improved patient outcomes, they must address the needs of diverse patient populations. We set out to explore the patient attributes that are likely to demand a unique approach to the management of chronic disease, and which are crucial if evidence or services planning is to reflect clinic populations. These were incorporated into a new conceptual framework; using diabetes mellitus as an exemplar.</p> <p>Methods</p> <p>The patient attributes that informed the framework were identified from CPGs, the diabetes literature, an expert academic panel, and two cross-disciplinary panels; and agreed upon using a modified nominal group technique.</p> <p>Results</p> <p>Full consensus was reached on twenty-four attributes. These factors fell into one of three themes: (1) type/stage of disease, (2) morbid events, and (3) factors impacting on capacity to self-care. These three themes were incorporated in a convenient way in the workforce evidence-based (WEB) model.</p> <p>Conclusions</p> <p>While biomedical factors are frequently recognised in published clinical practice guidelines, little attention is given to attributes influencing a person's capacity to self-care. Paying explicit attention to predictable threats to effective self-care in clinical practice guidelines, by drawing on the WEB model, may assist in refinements that would address observed disparities in health outcomes across socio-economic groups. The WEB model also provides a framework to inform clinical training, and health services and workforce planning and research; including the assessment of healthcare needs, and the allocation of healthcare resources.</p

Genetic risk profiles for depression and anxiety in adult and elderly cohorts

The first generation of genome-wide association studies (GWA studies) for psychiatric disorders has led to new insights regarding the genetic architecture of these disorders. We now start to realize that a larger number of genes, each with a small contribution, are likely to explain the heritability of psychiatric diseases. The contribution of a large number of genes to complex traits can be analyzed with genome-wide profiling. In a discovery sample, a genetic risk profile for depression was defined based on a GWA study of 1738 adult cases and 1802 controls. The genetic risk scores were tested in two population-based samples of elderly participants. The genetic risk profiles were evaluated for depression and anxiety in the Rotterdam Study cohort and the Erasmus Rucphen Family (ERF) study. The genetic risk scores were significantly associated with different measures of depression and explained up to ∼0.7% of the variance in depression in Rotterdam Study and up to ∼1% in ERF study. The genetic score for depression was also significantly associated with anxiety explaining up to 2.1% in Rotterdam study. These findings suggest the presence of many genetic loci of small effect that influence both depression and anxiety. Remarkably, the predictive value of these profiles was as large in the sample of elderly participants as in the middle-aged samples