An automatic procedure for the estimation of the tail index

Extreme Value Theory is increasingly used in the modelling of financial time series. The non-normality of stock returns leads to the search for alternative distributions that allows skewness and leptokurtic behavior. One of the most used distributions is the Pareto Distribution because it allows non-normal behaviour, which requires the estimation of a tail index. This paper provides a new method for estimating the tail index. We propose an automatic procedure based on the computation of successive normality tests over the whole of the distribution in order to estimate a Gaussian Distribution for the central returns and two Pareto distributions for the tails. We find that the method proposed is an automatic procedure that can be computed without need of an external agent to take the decision, so it is clearly objective.Tail Index; Hill estimator; Normality Test

An automatic procedure for the estimation of the tail index

Extreme Value Theory is increasingly used in the modelling of financial time series. The non-normality of stock returns leads to the search for alternative distributions that allows skewness and leptokurtic behavior. One of the most used distributions is the Pareto Distribution because it allows non-normal behaviour, which requires the estimation of a tail index. This paper provides a new method for estimating the tail index. We propose an automatic procedure based on the computation of successive normality tests over the whole of the distribution in order to estimate a Gaussian Distribution for the central returns and two Pareto distributions for the tails. We find that the method proposed is an automatic procedure that can be computed without need of an external agent to take the decision, so it is clearly objective

De la universidad del derecho y la calidad hacia una universidad del cuidado

El presente artículo nace de la necesidad de detenernos a pensar acerca de lo que nos está ocurriendo en este tiempo de crisis. La universidad “patas arriba” evidencia una pregunta por lo educativo: ¿qué vale la pena cuidar? Una cuestión que parte de un pensar sobre el asombro por ver cómo, la universidad y quienes la conformamos, componemos el paisaje educativo en una situación que trastoca y conmueve todas las dimensiones de nuestras vidas. El texto presenta tres hilos de sentido: a) la docencia universitaria en tiempos de no presencialidad; b) una clase de rostros, pero no de cuerpos; y c) un curso sin final. Todos ellos se desarrollan a partir de fragmentos de diarios de confinamiento, narrativas docentes e interrogantes que muestran cómo, en el espacio universitario, además de existir posturas que apuestan por un modelo formativo neoliberal, existen también historias, experiencias y reflexiones que nos permiten gestar, cultivar y vivir la universidad desde su sentido radical. Un sentido que, desde la perspectiva relacional, permite recuperar cualidades y disposiciones educativas fundamentales para una formación universitaria del cuidado

Influence of age, gender and obesity on pressure discomfort threshold of the foot: A cross-sectional study

[EN] Background: Foot pain is a highly prevalent health problem for which measures such as a pattern of Pressure Discomfort Threshold of the foot plantar surface can provide valuable information for orthosis design. This study aimed to describe such pattern as a tool for the assessment of painful conditions of the feet and to analyse how it modifies according to age, gender and obesity. Methods: A cross-sectional study was performed with participants allocated in: Group 1 people aged 20 to 35 years, Group 2 aged 50 to 65 years and Group 3 aged over 65. Pressure Discomfort Threshold on twelve points of the foot plantar surface was measured with an adapted manual dynamometer. Inferential analyses of the data were performed using one-way analysis of variance (ANOVA) considering foot areas, age group, gender and obesity. Findings: 36 participants were analysed. The pattern of Pressure Discomfort Threshold for all individuals showed a significantly higher threshold on the heel and external foot (P < 0.001, eta(2) = 0.124) and was statistical significantly influenced by age (P < 0.001, eta(2) = 0.17), especially in participants aged over 65; by gender, with women having higher values (P < 0.001, eta(2) = 0.13), and by obesity (P < 0.001, eta(2) = 0.19). Interpretation: A Pressure Discomfort Threshold pattern exists in the foot plantar surface. The characteristics of the discomfort pattern of the foot and its association with aging, gender and obesity may have considerable implications for orthosis and footwear design.Dueñas, L.; Arnal-Gómez, A.; Aparicio, I.; Balasch-Bernat, M.; López-Bueno, L.; Gonzalez Garcia, JC.; Solves Camallonga, C.... (2021). Influence of age, gender and obesity on pressure discomfort threshold of the foot: A cross-sectional study. 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A Single Nucleotide Polymorphism in the RASGRF2 Gene Is Associated with Alcoholic Liver Cirrhosis in Men

Background Genetic polymorphisms in the RAS gene family are associated with different diseases, which may include alcohol-related disorders. Previous studies showed an association of the allelic variant rs26907 in RASGRF2 gene with higher alcohol intake. Additionally, the rs61764370 polymorphism in the KRAS gene is located in a binding site for the let-7 micro-RNA family, which is potentially involved in alcohol-induced inflammation. Therefore, this study was designed to explore the association between these two polymorphisms and susceptibility to alcoholism or alcoholic liver disease (ALD). Methods We enrolled 301 male alcoholic patients and 156 healthy male volunteers in this study. Polymorphisms were genotyped by using TaqMan® PCR assays for allelic discrimination. Allelic and genotypic frequencies were compared between the two groups. Logistic regression analysis was performed to analyze the inheritance model. Results The A allele of the RASGRF2 polymorphism (rs26907) was significantly more prevalent among alcoholic patients with cirrhosis (23.2%) compared to alcoholic patients without ALD (14.2%). This difference remained significant in the group of patients with alcohol dependence (28.8% vs. 14.3%) but not in those with alcohol abuse (15.1% vs. 14.4%). Multivariable logistic regression analysis showed that the A allele of this polymorphism (AA or GA genotype) was associated with alcoholic cirrhosis both in the total group of alcoholics (odds ratio [OR]: 2.33, 95% confidence interval [CI]: 1.32–4.11; P = 0.002) and in the group of patients with alcohol dependence (OR: 3.1, 95% CI: 1.50–6.20; P = 0.001). Allelic distributions of the KRAS polymorphism (rs61764370) did not differ between the groups. Conclusions To our knowledge, this genetic association study represents the first to show an association of the RASGRF2 G>A (rs26907) polymorphism with ALD in men, particularly in the subgroup of patients with AD. The findings suggest the potential relevance of the RAS gene family in alcoholism and ALD

Exome sequencing of early-onset patients supports genetic heterogeneity in colorectal cancer

Colorectal cancer (CRC) is a complex disease that can be caused by a spectrum of genetic variants ranging from low to high penetrance changes, that interact with the environment to determine which individuals will develop the disease. In this study, we sequenced 20 early-onset CRC patients to discover novel genetic variants that could be linked to the prompt disease development. Eight genes, CHAD, CHD1L, ERCC6, IGTB7, PTPN13, SPATA20, TDG and TGS1, were selected and re-sequenced in a further 304 early onset CRC patients to search for rare, high-impact variants. Although we found a recurring truncating variant in the TDG gene shared by two independent patients, the results obtained did not help consolidate any of the candidates as promising CRC predisposing genes. However, we found that potential risk alleles in our extended list of candidate variants have a tendency to appear at higher numbers in younger cases. This supports the idea that CRC onset may be oligogenic in nature and may show molecular heterogeneity. Further, larger and robust studies are thus needed to unravel the genetics behind early-onset CRC development, coupled with novel functional analyses and omic approaches that may offer complementary insight

BMP2/BMP4 colorectal cancer susceptibility loci in northern and southern european populations

Genome-wide association studies have successfully identified 20 colorectal cancer susceptibility loci. Amongst these, four of the signals are defined by tagging single nucleotide polymorphisms (SNPs) on regions 14q22.2 (rs4444235 and rs1957636) and 20p12.3 (rs961253 and rs4813802). These markers are located close to two of the genes involved in bone morphogenetic protein (BMP) signaling (BMP4 and BMP2, respectively). By investigating these four SNPs in an initial cohort of Spanish origin, we found substantial evidence that minor allele frequencies (MAFs) may be different in northern and southern European populations. Therefore, we genotyped three additional southern European cohorts comprising a total of 2028 cases and 4273 controls. The meta-analysis results show that only one of the association signals (rs961253) is effectively replicated in the southern European populations, despite adequate power to detect all four. The other three SNPs (rs4444235, rs1957636 and rs4813802) presented discordant results in MAFs and linkage disequilibrium patterns between northern and southern European cohorts. We hypothesize that this lack of replication could be the result of differential tagging of the functional variant in both sets of populations. Were this true, it would have complex consequences in both our ability to understand the nature of the real causative variants, as well as for further study designs

A decline in inflammation is associated with less depressive symptoms after a dietary intervention in metabolic syndrome patients: a longitudinal study

BACKGROUND: Metabolic syndrome (MetS) and depression have become two prevalent diseases worldwide, whose interaction needs further investigation. Dietary treatment for weight loss in patients with MetS may improve depressive manifestations, however, the precise interactive pathways remain uncertain. Therefore, the aim of this study was to examine the effects of a hypocaloric diet designed to reduce MetS features on self-perceived depression and the possible underlying factors. METHODS: Sixty subjects (Age:50 +/- 1 y; BMI:36.1 +/- 0.6 kg/m2) with MetS were selected from the RESMENA study (control and intervention) after they completed the 6-months hypocaloric treatment and rated for depressive symptoms using the Beck Depression Inventory (BDI). Anthropometric and biochemical measurements including leptin, C-reactive protein (CRP) and insulin levels were evaluated. RESULTS: Depressive symptoms decreased during the weight loss intervention, with no differences between both dietary groups (control group -4.2 +/- 0.8 vs RESMENA group -3.2 +/- 0.6, P = 0.490). The number of criteria of the MetS was higher among subjects with more somatic-related depressive symptoms at baseline (B = 1.032, P-trend = 0.017). After six months of dietary treatment, body weight decreased in all subjects (-8.7%; confidence interval (95%CI) = 7.0-9.7) and also self-perceived depression (-37.9%; 95%CI = 2.7-4.9), as well as circulating leptin (-20.1%; 95%CI = 1.8-6.8), CRP (-42.8%; 95%CI = 0.6-3.0) and insulin (-37.7%; 95%CI = 4.1-7.2) concentrations. The decrease in BDI was significantly associated with declines in body fat mass (B = 0.34, 95%CI = 0.11-0.56) and also with the decrease in leptin (B = 0.16, 95%CI = 0.04-0.28) and CRP (B = 0.24, 95%CI = 0.01-0.46) concentrations. CONCLUSIONS: The decrease in depressive manifestations after a weight loss intervention was related with adiposity, CRP and leptin in subjects with MetS

Newborn screening for presymptomatic diagnosis of complement and phagocyte deficiencies

The clinical outcomes of primary immunodeficiencies (PIDs) are greatly improved by accurate diagnosis early in life. However, it is not common to consider PIDs before the manifestation of severe clinical symptoms. Including PIDs in the nation-wide newborn screening programs will potentially improve survival and provide better disease management and preventive care in PID patients. This calls for the detection of disease biomarkers in blood and the use of dried blood spot samples, which is a part of routine newborn screening programs worldwide. Here, we developed a newborn screening method based on multiplex protein profiling for parallel diagnosis of 22 innate immunodeficiencies affecting the complement system and respiratory burst function in phagocytosis. The proposed method uses a small fraction of eluted blood from dried blood spots and is applicable for population-scale performance. The diagnosis method is validated through a retrospective screening of immunodeficient patient samples. This diagnostic approach can pave the way for an earlier, more comprehensive and accurate diagnosis of complement and phagocytic disorders, which ultimately lead to a healthy and active life for the PID patientsThis work was supported by the Swedish Research Council (VR) and grants provided by the Stockholm County Council (ALF)