Quantifying Credit Portfolio sensitivity to asset correlations with interpretable generative neural networks

In this research, we propose a novel approach for the quantification of credit portfolio Value-at-Risk (VaR) sensitivity to asset correlations with the use of synthetic financial correlation matrices generated with deep learning models. In previous work Generative Adversarial Networks (GANs) were employed to demonstrate the generation of plausible correlation matrices, that capture the essential characteristics observed in empirical correlation matrices estimated on asset returns. Instead of GANs, we employ Variational Autoencoders (VAE) to achieve a more interpretable latent space representation. Through our analysis, we reveal that the VAE latent space can be a useful tool to capture the crucial factors impacting portfolio diversification, particularly in relation to credit portfolio sensitivity to asset correlations changes

The essential role of multi-point measurements in investigations of turbulence, three-dimensional structure, and dynamics: the solar wind beyond single scale and the Taylor Hypothesis

Space plasmas are three-dimensional dynamic entities. Except under very special circumstances, their structure in space and their behavior in time are not related in any simple way. Therefore, single spacecraft in situ measurements cannot unambiguously unravel the full space-time structure of the heliospheric plasmas of interest in the inner heliosphere, in the Geospace environment, or the outer heliosphere. This shortcoming leaves numerous central questions incompletely answered. Deficiencies remain in at least two important subjects, Space Weather and fundamental plasma turbulence theory, due to a lack of a more complete understanding of the space-time structure of dynamic plasmas. Only with multispacecraft measurements over suitable spans of spatial separation and temporal duration can these ambiguities be resolved. We note that these characterizations apply to turbulence across a wide range of scales, and also equally well to shocks, flux ropes, magnetic clouds, current sheets, stream interactions, etc. In the following, we will describe the basic requirements for resolving space-time structure in general, using turbulence' as both an example and a principal target or study. Several types of missions are suggested to resolve space-time structure throughout the Heliosphere.Comment: White Paper submitted to: Decadal Survey for Solar and Space Physics (Heliophysics) 2024-2033. arXiv admin note: substantial text overlap with arXiv:1903.0689

Mitochondrial Damage in the Trabecular Meshwork Occurs Only in Primary Open-Angle Glaucoma and in Pseudoexfoliative Glaucoma

Open-angle glaucoma appears to be induced by the malfunction of the trabecular meshwork cells due to injury induced by oxidative damage and mitochondrial impairment. Here, we report that, in fact, we have detected mitochondrial damage only in primary open-angle glaucoma and pseudo-exfoliation glaucoma, among several glaucoma types compared.Mitochondrial damage was evaluated by analyzing the common mitochondrial DNA deletion by real-time PCR in trabecular meshwork specimens collected at surgery from glaucomatous patients and controls. Glaucomatous patients included 38 patients affected by various glaucoma types: primary open-angle, pigmented, juvenile, congenital, pseudoexfoliative, acute, neovascular, and chronic closed-angle glaucoma. As control samples, we used 16 specimens collected from glaucoma-free corneal donors. Only primary open-angle glaucoma (3.0-fold) and pseudoexfoliative glaucoma (6.3-fold) showed significant increases in the amount of mitochondrial DNA deletion. In all other cases, deletion was similar to controls.despite the fact that the trabecular meshwork is the most important tissue in the physiopathology of aqueous humor outflow in all glaucoma types, the present study provides new information regarding basic physiopathology of this tissue: only in primary open-angle and pseudoexfoliative glaucomas oxidative damage arising from mitochondrial failure play a role in the functional decay of trabecular meshwork

The human body at cellular resolution: the NIH Human Biomolecular Atlas Program

Abstract: Transformative technologies are enabling the construction of three-dimensional maps of tissues with unprecedented spatial and molecular resolution. Over the next seven years, the NIH Common Fund Human Biomolecular Atlas Program (HuBMAP) intends to develop a widely accessible framework for comprehensively mapping the human body at single-cell resolution by supporting technology development, data acquisition, and detailed spatial mapping. HuBMAP will integrate its efforts with other funding agencies, programs, consortia, and the biomedical research community at large towards the shared vision of a comprehensive, accessible three-dimensional molecular and cellular atlas of the human body, in health and under various disease conditions

Social isolation selectively reduces hippocampal brain-derived neurotrophic factor without altering plasma corticosterone

It is well known that housing conditions may alter several physiological and behavioral parameters. In this study, we have investigated whether a prolonged period of partial social isolation can modify central brain-derived neurotrophic (BDNF) concentrations. Male Sprague-Dawley rats were singly housed for 8 weeks before hippocampi, prefrontal cortices and striata were collected for BDNF determination. Compared to rats housed two per cage, isolated rats showed a significant reduction on BDNF protein concentrations in the hippocampus while no changes were observed in the other brain regions examined. Moreover, housing condition had no effect on basal plasma corticosterone. On the basis of the proposed etiological participation of reduced central BDNF concentrations in affective disorders, our results would candidate social isolation as a model for the study of antidepressant treatments. (c) 2006 Elsevier B.V. All rights reserved

Combined use of three forms of chiroptical spectroscopies in the study of the absolute configuration and conformational properties of 3-phenylcyclopentanone, 3-phenylcyclohexanone, and 3-phenylcycloheptanone

Three forms of chiroptical spectroscopies, electronic circular dichroism (ECD), vibrational circular dichroism (VCD), and optical rotatory dispersion (ORD) have been employed to study the configuration and conformational properties of the three molecules: (S)-3-phenylcyclopentanone, (S)-3- phenylcyclohexanone, and (S)-3-phenylcycloheptanone (including (S)-3-phenylcyclopentanone-2,2,5,5- d4 and (S)-3-phenylcyclohexanone-2,2,6,6-d4). ECD and VCD spectra in the mid-IR for the three molecular systems are marginally dependent on fine conformational details, as interpreted in terms of standard DFT computational methods, with common spectroscopic features to the three systems clearly identified. Accounting for vibronic coupling mechanisms reproduces the structuring of ECD n/p* band. The ORD curves are quite similar for the three types of molecules, but their interpretation highlights a crucial role played by conformations of the cycloalkanone ring in the case of (S)-3- phenylcycloheptanone. The same conclusions are reached by considering the VCD spectra in the CHstretching region. 2013 Elsevier Ltd. All rights reserve

Combined use of three forms of chiroptical spectroscopies in the study of the absolute configuration and conformational properties of 3-phenylcyclopentanone, 3-phenylcyclohexanone, and 3-phenylcycloheptanone

Three forms of chiroptical spectroscopies, electronic circular dichroism (ECD), vibrational circular dichroism (VCD), and optical rotatory dispersion (ORD) have been employed to study the configuration and conformational properties of the three molecules: (S)-3-phenylcyclopentanone, (S)-3- phenylcyclohexanone, and (S)-3-phenylcycloheptanone (including (S)-3-phenylcyclopentanone-2,2,5,5- d4 and (S)-3-phenylcyclohexanone-2,2,6,6-d4). ECD and VCD spectra in the mid-IR for the three molecular systems are marginally dependent on fine conformational details, as interpreted in terms of standard DFT computational methods, with common spectroscopic features to the three systems clearly identified. Accounting for vibronic coupling mechanisms reproduces the structuring of ECD n/p* band. The ORD curves are quite similar for the three types of molecules, but their interpretation highlights a crucial role played by conformations of the cycloalkanone ring in the case of (S)-3- phenylcycloheptanone. The same conclusions are reached by considering the VCD spectra in the CHstretching region. 2013 Elsevier Ltd. All rights reserve