795 research outputs found
Replicating financial market dynamics with a simple self-organized critical lattice model
We explore a simple lattice field model intended to describe statistical
properties of high frequency financial markets. The model is relevant in the
cross-disciplinary area of econophysics. Its signature feature is the emergence
of a self-organized critical state. This implies scale invariance of the model,
without tuning parameters. Prominent results of our simulation are time series
of gains, prices, volatility, and gains frequency distributions, which all
compare favorably to features of historical market data. Applying a standard
GARCH(1,1) fit to the lattice model gives results that are almost
indistinguishable from historical NASDAQ data.Comment: 20 pages, 33 figure
Schwinger boson theory of anisotropic ferromagnetic ultrathin films
Ferromagnetic thin films with magnetic single-ion anisotropies are studied
within the framework of Schwinger bosonization of a quantum Heisenberg model.
Two alternative bosonizations are discussed. We show that qualitatively correct
results are obtained even at the mean-field level of the theory, similar to
Schwinger boson results for other magnetic systems. In particular, the
Mermin-Wagner theorem is satisfied: a spontaneous magnetization at finite
temperatures is not found if the ground state of the anisotropic system
exhibits a continuous degeneracy. We calculate the magnetization and effective
anisotropies as functions of exchange interaction, magnetic anisotropies,
external magnetic field, and temperature for arbitrary values of the spin
quantum number. Magnetic reorientation transitions and effective anisotropies
are discussed. The results obtained by Schwinger boson mean-field theory are
compared with the many-body Green's function technique.Comment: 14 pages, including 7 EPS figures, minor changes, final version as
publishe
Anisotropy of ultra-thin ferromagnetic films and the spin reorientation transition
The influence of uniaxial anisotropy and the dipole interaction on the
direction of the magnetization of ultra-thin ferromagnetic films in the
ground-state is studied. The ground-state energy can be expressed in terms of
anisotropy constants which are calculated in detail as function of the system
parameters and the film thickness. In particular non-collinear spin
arrangements are taken into account. Conditions for the appearance of a spin
reorientation transition are given and analytic results for the width of the
canted phase and its shift in applied magnetic fields associated with this
transition are derived.Comment: 6 pages, RevTeX
Critical exponents of directed percolation measured in spatiotemporal intermittency
A new experimental system showing a transition to spatiotemporal
intermittency is presented. It consists of a ring of hundred oscillating
ferrofluidic spikes. Four of five of the measured critical exponents of the
system agree with those obtained from a theoretical model of directed
percolation.Comment: 7 pages, 12 figures, submitted to PR
Avalanches in the Weakly Driven Frenkel-Kontorova Model
A damped chain of particles with harmonic nearest-neighbor interactions in a
spatially periodic, piecewise harmonic potential (Frenkel-Kontorova model) is
studied numerically. One end of the chain is pulled slowly which acts as a weak
driving mechanism. The numerical study was performed in the limit of infinitely
weak driving. The model exhibits avalanches starting at the pulled end of the
chain. The dynamics of the avalanches and their size and strength distributions
are studied in detail. The behavior depends on the value of the damping
constant. For moderate values a erratic sequence of avalanches of all sizes
occurs. The avalanche distributions are power-laws which is a key feature of
self-organized criticality (SOC). It will be shown that the system selects a
state where perturbations are just able to propagate through the whole system.
For strong damping a regular behavior occurs where a sequence of states
reappears periodically but shifted by an integer multiple of the period of the
external potential. There is a broad transition regime between regular and
irregular behavior, which is characterized by multistability between regular
and irregular behavior. The avalanches are build up by sound waves and shock
waves. Shock waves can turn their direction of propagation, or they can split
into two pulses propagating in opposite directions leading to transient
spatio-temporal chaos. PACS numbers: 05.70.Ln,05.50.+q,46.10.+zComment: 33 pages (RevTex), 15 Figures (available on request), appears in
Phys. Rev.
Tumor immunosurveillance in human cancers
Until now, the anatomic extent of tumor (TNM classification) has been by far the most important factor to predict the prognosis of colorectal cancer patients. However, in recent years, data collected from large cohorts of human cancers demonstrated that the immune contexture of the primary tumors is an essential prognostic factor for patients’ disease-free and overall survival. Tumoral and immunological markers predicted by systems biology methods are involved in the shaping of an efficient immune reaction and can serve as targets for novel therapeutic approaches. Global analysis of tumor microenvironment showed that the nature, the functional orientation, the density, and the location of adaptive immune cells within distinct tumor regions influence the risk of relapse events. The density and the immune cell location within the tumor have a prognostic value that is superior to the TNM classification, and tumor invasion is statistically dependent on the host-immune reaction. Thus, the strength of the immune reaction could advance our understanding of cancer evolution and have important consequences in clinical practice
Blood-based extracellular matrix biomarkers are correlated with clinical outcome after PD-1 inhibition in patients with metastatic melanoma
Background Immune checkpoint inhibitors that target
the programmed cell death protein 1 (PD-1) receptor
induce a response in only a subgroup of patients with
metastatic melanoma. Previous research suggests that
transforming growth factor beta signaling and a collagenrich peritumoral stroma (tumor fibrosis), may negatively
interfere with the interaction between T cells and tumor
cells and thereby contribute to resistance mechanisms by
immune-exclusion, while increased tumor infiltration of
M1-like macrophages enhances T cell activity. Hence, the
current study aimed to assess the relationship between
blood-based markers of collagen or vimentin turnover
(reflecting M1 macrophage activity) and clinical outcome in
patients with metastatic melanoma after PD-1 inhibition.
Methods Patients with metastatic melanoma who
were treated with anti-PD-1 monotherapy between May
2016 and March 2019 were included in a prospective
observational study. N-terminal pro-peptide of type III
collagen (PRO-C3) cross-linked N-terminal pro-peptides
of type III collagen (PC3X), matrix metalloprotease (MMP)-
degraded type III (C3M) and type IV collagen (C4M),
granzyme B-degraded type IV collagen and citrullinated
and MMP-degraded vimentin (VICM) were measured with
immunoassays in serum before (n=107), and 6weeks
after the first administration of immunotherapy (n=94). The
association between biomarker levels and overall survival
(OS) or progression-free survival (PFS) was assessed.
Results Multivariate Cox regression analysis identified
high baseline PRO-C3 (Q4) and PC3X (Q4) as independent
variables of worse PFS (PRO-C3: HR=1.81, 95% CI=1.06
to 3.10, p=0.030 and PC3X: HR=1.86, 95% CI=1.09
to 3.18, p=0.023). High baseline PRO-C3 was also
independently related to worse OS (HR=2.08, 95%
CI=1.06 to 4.09, p=0.035), whereas a high C3M/PRO-C3
ratio was related to improved OS (HR=0.42, 95% CI=0.20
to 0.90, p=0.025). An increase in VICM (p<0.0001; in 56%
of the patients) was observed after 6weeks of treatment,
and an increase in VICM was independently associated
with improved OS (HR=0.28, 95% CI=0.10 to 0.77,
p=0.014).
Conclusions Blood-based biomarkers reflecting
excessive type III collagen turnover were associated with
worse OS and PFS after PD-1 inhibition in metastatic
melanoma. Moreover, an increase in VICM levels after
6weeks of treatment was associated with improved OS These findings suggest that type III collagen and vimentin
turnover contribute to resistance/response mechanisms of
PD-1 inhibitors and hold promise of assessing extracellular
matrix-derived and stroma-derived components to predict
immunotherapy response
Nonlinear excitations in CsNiF3 in magnetic fields perpendicular to the easy plane
Experimental and numerical studies of the magnetic field dependence of the
specific heat and magnetization of single crystals of CsNiF3 have been
performed at 2.4 K, 2.9 K, and 4.2 K in magnetic fields up to 9 T oriented
perpendicular to the easy plane. The experimental results confirm the presence
of the theoretically predicted double peak structure in the specific heat
arising from the formation of nonlinear spin modes. The demagnetizing effects
are found to be negligible, and the overall agreement between the data and
numerical predictions is better than reported for the case when the magnetic
field was oriented in the easy plane. Demagnetizing effects might play a role
in generating the difference observed between theory and experiment in previous
work analyzing the excess specific heat using the sine-Gordon model.Comment: 6 pages, 5 figures, submitted to Phys. Rev.
Dynamic Scaling and Two-Dimensional High-Tc Superconductors
There has been ongoing debate over the critical behavior of two-dimensional
superconductors; in particular for high Tc superconductors. The conventional
view is that a Kosterlitz-Thouless-Berezinskii transition occurs as long as
finite size effects do not obscure the transition. However, there have been
recent suggestions that a different transition actually occurs which
incorporates aspects of both the dynamic scaling theory of Fisher, Fisher, and
Huse and the Kosterlitz-Thouless-Berezinskii transition. Of general interest is
that this modified transition apparently has a universal dynamic critical
exponent. Some have countered that this apparent universal behavior is rooted
in a newly proposed finite-size scaling theory; one that also incorporates
scaling and conventional two-dimensional theory. To investigate these issues we
study DC voltage versus current data of a 12 angstrom thick YBCO film. We find
that the newly proposed scaling theories have intrinsic flexibility that is
relevant to the analysis of the experiments. In particular, the data scale
according to the modified transition for arbitrarily defined critical
temperatures between 0 K and 19.5 K, and the temperature range of a successful
scaling collapse is related directly to the sensitivity of the measurement.
This implies that the apparent universal exponent is due to the intrinsic
flexibility rather than some real physical property. To address this intrinsic
flexibility, we propose a criterion which would give conclusive evidence for
phase transitions in two-dimensional superconductors. We conclude by reviewing
results to see if our criterion is satisfied.Comment: 14 page
Islands of linkage in an ocean of pervasive recombination reveals two-speed evolution of human cytomegalovirus genomes
Human cytomegalovirus (HCMV) infects most of the population worldwide, persisting throughout the host's life in a latent state with periodic episodes of reactivation. While typically asymptomatic, HCMV can cause fatal disease among congenitally infected infants and immunocompromised patients. These clinical issues are compounded by the emergence of antiviral resistance and the absence of an effective vaccine, the development of which is likely complicated by the numerous immune evasins encoded by HCMV to counter the host's adaptive immune responses, a feature that facilitates frequent super-infections. Understanding the evolutionary dynamics of HCMV is essential for the development of effective new drugs and vaccines. By comparing viral genomes from uncultivated or low-passaged clinical samples of diverse origins, we observe evidence of frequent homologous recombination events, both recent and ancient, and no structure of HCMV genetic diversity at the whole-genome scale. Analysis of individual gene-scale loci reveals a striking dichotomy: while most of the genome is highly conserved, recombines essentially freely and has evolved under purifying selection, 21 genes display extreme diversity, structured into distinct genotypes that do not recombine with each other. Most of these hyper-variable genes encode glycoproteins involved in cell entry or escape of host immunity. Evidence that half of them have diverged through episodes of intense positive selection suggests that rapid evolution of hyper-variable loci is likely driven by interactions with host immunity. It appears that this process is enabled by recombination unlinking hyper-variable loci from strongly constrained neighboring sites. It is conceivable that viral mechanisms facilitating super-infection have evolved to promote recombination between diverged genotypes, allowing the virus to continuously diversify at key loci to escape immune detection, while maintaining a genome optimally adapted to its asymptomatic infectious lifecycle
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