The fine structure of spectral properties for random correlation matrices: an application to financial markets

We study some properties of eigenvalue spectra of financial correlation matrices. In particular, we investigate the nature of the large eigenvalue bulks which are observed empirically, and which have often been regarded as a consequence of the supposedly large amount of noise contained in financial data. We challenge this common knowledge by acting on the empirical correlation matrices of two data sets with a filtering procedure which highlights some of the cluster structure they contain, and we analyze the consequences of such filtering on eigenvalue spectra. We show that empirically observed eigenvalue bulks emerge as superpositions of smaller structures, which in turn emerge as a consequence of cross-correlations between stocks. We interpret and corroborate these findings in terms of factor models, and and we compare empirical spectra to those predicted by Random Matrix Theory for such models.Comment: 21 pages, 10 figure

Serum antioxidant capacity and peroxide level of seven healthy subjects after consumption of different foods

This article reports experimental data related to the research article entitled \u201cDifferent effectiveness of two pastas supplemented with either lipophilic or hydrophilic/phenolic antioxidants in affecting serum as evaluated by the novel Antioxidant/Oxidant Balance approach\u201d (M.N. Laus, M. Soccio, M. Alfarano, A. Pasqualone, M.S. Lenucci, G. Di Miceli, D. Pastore, 2016) [1]. Antioxidant status of blood serum of seven healthy subjects was evaluated during four hours after consumption of two functional pastas, supplemented with either bran oleoresin or bran water extract obtained from durum wheat. For comparison, the effect of a non-supplemented reference pasta was also evaluated, as well as the effects of glucose, of the wheat grain dietary supplement Lisosan G, and of the reference pasta consumed together with Lisosan G. Serum antioxidant status was evaluated by measuring both the serum antioxidant capacity, using LOX-FL, ORAC and TEAC methods, and the serum oxidant status, assessed as peroxide level

po 324 interferon regulatory factor 1 irf1 regulates inflammatory and metabolic phenotypes in pancreatic ductal adenocarcinoma

Introduction Pancreatic Ductal Adenocarcinoma (PDAC) is the most frequent neoplasia of the exocrine pancreas. This tumour is and is characterised by a pervasive heterogeneity, with the coexistence of a range of histological grades, from epithelial-like to mesenchymal-like features. We previously dissected the transcriptional and epigenetic networks underlying PDAC grading. We identified the association of low grade phenotypes with a cell-autonomous interferon-related signature. Therefore, we set out to investigate the sustainment of inflammatory and interferon-related signatures in well-differentiated pancreatic cancer cells, and to determine the role of this network in PDAC biology. Material and methods We used cell-line based models of cancer differentiation, xenografts and human samples. We used CRISPR-Cas9 mediated genome editing to delete the transcription factor IRF1 (Interferon Regulatory Factor 1) in low-grade PDAC cells. RNA-seq, metabolic assays (oxygraphy, steady state metabolomics, fluxomics) and cell biology assays were carried out in IRF1 wt and knock-out cell lines. Data validation in human PDAC samples was carried out by immunohistochemistry. Results and discussions We found that IRF1 is a transcription factor differentially expressed between low- and high-grade PDACs, both in cell lines and in human tumours. IRF1 deletion in low-grade cell lines reduced the expression of genes in the antigen processing and presentation pathways, while its overexpression promoted the expression of the same genes in high-grade cells, where they are normally not expressed. Furthermore, xenografted IRF1-deficient cell lines recruited fewer immune cells in vivo . IRF1 deletion also affected epithelial phenotypes, including growth rate, cell shape, motility and collagen remodelling ability. Alongside, we unveiled a role of IRF1 in the control of the metabolism of low-grade PDAC cells, consisting in the control of mitochondrial respiration and lipogenesis as well as of the overall lipid profile of these cells. Conclusion To conclude, our results provide hints on the regulatory networks controlling cell differentiation in human PDACs. We show that IRF1 acts as a pleiotropic regulator in the low grade component of PDACs, with wide effects on immunological and metabolic features of this cancer population. Our work reinforces the body of knowledge needed for the development of those therapeutic strategies aiming at exploiting immunological or metabolic pitfalls

Advances in the Agent-based Modeling of Economic and Social Behavior

In this review we discuss advances in the agent-based modeling of economic and social systems. We show the state of the art of the heuristic design of agents and how behavioral economics and laboratory experiments have improved the modeling of agent behavior. We further discuss how economic networks and social systems can be modeled and we discuss novel methodology and data sources. Lastly, we present an overview of estimation techniques to calibrate and validate agent-based models and show avenues for future research

MoKCa database - mutations of kinases in cancer

Members of the protein kinase family are amongst the most commonly mutated genes in human cancer, and both mutated and activated protein kinases have proved to be tractable targets for the development of new anticancer therapies The MoKCa database (Mutations of Kinases in Cancer, http://strubiol.icr.ac.uk/extra/mokca) has been developed to structurally and functionally annotate, and where possible predict, the phenotypic consequences of mutations in protein kinases implicated in cancer. Somatic mutation data from tumours and tumour cell lines have been mapped onto the crystal structures of the affected protein domains. Positions of the mutated amino-acids are highlighted on a sequence-based domain pictogram, as well as a 3D-image of the protein structure, and in a molecular graphics package, integrated for interactive viewing. The data associated with each mutation is presented in the Web interface, along with expert annotation of the detailed molecular functional implications of the mutation. Proteins are linked to functional annotation resources and are annotated with structural and functional features such as domains and phosphorylation sites. MoKCa aims to provide assessments available from multiple sources and algorithms for each potential cancer-associated mutation, and present these together in a consistent and coherent fashion to facilitate authoritative annotation by cancer biologists and structural biologists, directly involved in the generation and analysis of new mutational data

Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior

Despite the availability of very detailed data on financial market, agent-based modeling is hindered by the lack of information about real trader behavior. This makes it impossible to validate agent-based models, which are thus reverse-engineering attempts. This work is a contribution to the building of a set of stylized facts about the traders themselves. Using the client database of Swissquote Bank SA, the largest on-line Swiss broker, we find empirical relationships between turnover, account values and the number of assets in which a trader is invested. A theory based on simple mean-variance portfolio optimization that crucially includes variable transaction costs is able to reproduce faithfully the observed behaviors. We finally argue that our results bring into light the collective ability of a population to construct a mean-variance portfolio that takes into account the structure of transaction costsComment: 26 pages, 9 figures, Fig. 8 fixe

Comprehensive Analysis of Market Conditions in the Foreign Exchange Market: Fluctuation Scaling and Variance-Covariance Matrix

We investigate quotation and transaction activities in the foreign exchange market for every week during the period of June 2007 to December 2010. A scaling relationship between the mean values of number of quotations (or number of transactions) for various currency pairs and the corresponding standard deviations holds for a majority of the weeks. However, the scaling breaks in some time intervals, which is related to the emergence of market shocks. There is a monotonous relationship between values of scaling indices and global averages of currency pair cross-correlations when both quantities are observed for various window lengths $\Delta t$.Comment: 13 pages, 10 figure

Human immunodeficiency virus type 1, human protein interaction database at NCBI

The ‘Human Immunodeficiency Virus Type 1 (HIV-1), Human Protein Interaction Database’, available through the National Library of Medicine at www.ncbi.nlm.nih.gov/RefSeq/HIVInteractions, was created to catalog all interactions between HIV-1 and human proteins published in the peer-reviewed literature. The database serves the scientific community exploring the discovery of novel HIV vaccine candidates and therapeutic targets. To facilitate this discovery approach, the following information for each HIV-1 human protein interaction is provided and can be retrieved without restriction by web-based downloads and ftp protocols: Reference Sequence (RefSeq) protein accession numbers, Entrez Gene identification numbers, brief descriptions of the interactions, searchable keywords for interactions and PubMed identification numbers (PMIDs) of journal articles describing the interactions. Currently, 2589 unique HIV-1 to human protein interactions and 5135 brief descriptions of the interactions, with a total of 14 312 PMID references to the original articles reporting the interactions, are stored in this growing database. In addition, all protein–protein interactions documented in the database are integrated into Entrez Gene records and listed in the ‘HIV-1 protein interactions’ section of Entrez Gene reports. The database is also tightly linked to other databases through Entrez Gene, enabling users to search for an abundance of information related to HIV pathogenesis and replication

The PAMELA Storage and Control Unit

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