Multivariate FX models with jumps: triangles, Quantos and implied correlation

We propose an integrated model of the joint dynamics of FX rates and asset prices for the pricing of FX derivatives, including Quanto products; the model is based on a multivariate construction for Levy processes which proves to be analytically tractable. The approach allows for simultaneous calibration to market volatility surfaces of currency triangles, and also gives access to market consistent information on dependence between the relevant variables. A successful joint calibration to real market data is presented for the particular case of the Variance Gamma process

Chemotherapeutic effect of a novel temozolomide analog on nasopharyngeal carcinoma in vitro and in vivo

BACKGROUND: Many patients with nasopharyngeal carcinoma (NPC) face poor prognosis. Due to its hidden anatomical location, the tumor is usually diagnosed quite late, and despite initially successful treatment with radiation and cisplatin, many patients will relapse and succumb to the disease. New treatment options are urgently needed. We have performed preclinical studies to evaluate the potential NPC therapeutic activity of a newly developed analog of temozolomide (TMZ), an alkylating agent that is the current chemotherapeutic standard of care for patients with malignant glioma. RESULTS: TMZ was covalently conjugated to the natural monoterpene perillyl alcohol (POH), creating the novel fusion compound NEO212. Its impact on two NPC cell lines was studied through colony formation assays, cell death ELISA, immunoblots, and in vivo testing in tumor-bearing mice. In vitro, NEO212 effectively triggered tumor cell death, and its potency was significantly greater than that of its individual components, TMZ or POH alone. Intriguingly, merely mixing TMZ with POH also was unable to achieve the superior potency of the conjugated compound NEO212. Treatment of NPC cells with NEO212 inactivated the chemoprotective DNA repair protein MGMT (O6-methylguanine methyltransferase), resulting in significant chemosensitization of cells to a second round of drug treatment. When tested in vivo, NEO212 reduced tumor growth in treated animals. CONCLUSION: Our results demonstrate anticancer activity of NEO212 in preclinical NPC models, suggesting that this novel compound should be evaluated further for the treatment of patients with NPC. ELECTRONIC SUPPLEMENTARY MATERIAL: The online version of this article (doi:10.1186/s12929-015-0175-6) contains supplementary material, which is available to authorized users

GO Explorer: A gene-ontology tool to aid in the interpretation of shotgun proteomics data

<p>Abstract</p> <p>Background</p> <p>Spectral counting is a shotgun proteomics approach comprising the identification and relative quantitation of thousands of proteins in complex mixtures. However, this strategy generates bewildering amounts of data whose biological interpretation is a challenge.</p> <p>Results</p> <p>Here we present a new algorithm, termed GO Explorer (GOEx), that leverages the gene ontology (GO) to aid in the interpretation of proteomic data. GOEx stands out because it combines data from protein fold changes with GO over-representation statistics to help draw conclusions. Moreover, it is tightly integrated within the PatternLab for Proteomics project and, thus, lies within a complete computational environment that provides parsers and pattern recognition tools designed for spectral counting. GOEx offers three independent methods to query data: an interactive directed acyclic graph, a specialist mode where key words can be searched, and an automatic search. Its usefulness is demonstrated by applying it to help interpret the effects of perillyl alcohol, a natural chemotherapeutic agent, on glioblastoma multiform cell lines (A172). We used a new multi-surfactant shotgun proteomic strategy and identified more than 2600 proteins; GOEx pinpointed key sets of differentially expressed proteins related to cell cycle, alcohol catabolism, the Ras pathway, apoptosis, and stress response, to name a few.</p> <p>Conclusion</p> <p>GOEx facilitates organism-specific studies by leveraging GO and providing a rich graphical user interface. It is a simple to use tool, specialized for biologists who wish to analyze spectral counting data from shotgun proteomics. GOEx is available at <url>http://pcarvalho.com/patternlab</url>.</p

Search for new phenomena in final states with an energetic jet and large missing transverse momentum in pp collisions at √ s = 8 TeV with the ATLAS detector

Results of a search for new phenomena in final states with an energetic jet and large missing transverse momentum are reported. The search uses 20.3 fb−1 of √ s = 8 TeV data collected in 2012 with the ATLAS detector at the LHC. Events are required to have at least one jet with pT > 120 GeV and no leptons. Nine signal regions are considered with increasing missing transverse momentum requirements between Emiss T > 150 GeV and Emiss T > 700 GeV. Good agreement is observed between the number of events in data and Standard Model expectations. The results are translated into exclusion limits on models with either large extra spatial dimensions, pair production of weakly interacting dark matter candidates, or production of very light gravitinos in a gauge-mediated supersymmetric model. In addition, limits on the production of an invisibly decaying Higgs-like boson leading to similar topologies in the final state are presente

Measurement of the Z/gamma* + b-jet cross section in pp collisions at 7 TeV

The production of b jets in association with a Z/gamma* boson is studied using proton-proton collisions delivered by the LHC at a centre-of-mass energy of 7 TeV and recorded by the CMS detector. The inclusive cross section for Z/gamma* + b-jet production is measured in a sample corresponding to an integrated luminosity of 2.2 inverse femtobarns. The Z/gamma* + b-jet cross section with Z/gamma* to ll (where ll = ee or mu mu) for events with the invariant mass 60 < M(ll) < 120 GeV, at least one b jet at the hadron level with pT > 25 GeV and abs(eta) < 2.1, and a separation between the leptons and the jets of Delta R > 0.5 is found to be 5.84 +/- 0.08 (stat.) +/- 0.72 (syst.) +(0.25)/-(0.55) (theory) pb. The kinematic properties of the events are also studied and found to be in agreement with the predictions made by the MadGraph event generator with the parton shower and the hadronisation performed by PYTHIA.Comment: Submitted to the Journal of High Energy Physic

Search for neutral MSSM Higgs bosons decaying to a pair of tau leptons in pp collisions

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