The CTRW in finance: Direct and inverse problems with some generalizations and extensions

We study financial distributions within the framework of the continuous time random walk (CTRW). We review earlier approaches and present new results related to overnight effects as well as the generalization of the formalism which embodies a non-Markovian formulation of the CTRW aimed to account for correlated increments of the return.Comment: 25 pages, 3 figures, Elsart, submitted for publicatio

Frequency and type of adverse analytical findings in athletics: Differences among disciplines.

Athletics is a highly diverse sport that contains a set of disciplines grouped into jumps, throws, races of varying distances, and combined events. From a physiological standpoint, the physical capabilities linked to success are quite different among disciplines, with varying involvements of muscle strength, muscle power, and endurance. Thus, the use of banned substances in athletics might be dictated by physical dimensions of each discipline. Thus, the aim of this investigation was to analyse the number and distribution of adverse analytical findings per drug class in athletic disciplines. The data included in this investigation were gathered from the Anti-Doping Testing Figure Report made available by the World Anti-Doping Agency (from 2016 to 2018). Interestingly, there were no differences in the frequency of adverse findings (overall, 0.95%, range from 0.77 to 1.70%) among disciplines despite long distance runners having the highest number of samples analysed per year ( 9812 samples/year). Sprinters and throwers presented abnormally high proportions of adverse analytical findings within the group of anabolic agents (p < 0.01); middle- and long-distance runners presented atypically high proportions of findings related to peptide hormones and growth factors (p < 0.01); racewalkers presented atypically high proportions of banned diuretics and masking agents (p = 0.05). These results suggest that the proportion of athletes that are using banned substances is similar among the different disciplines of athletics. However, there are substantial differences in the class of drugs more commonly used in each discipline. This information can be used to effectively enhance anti-doping testing protocols in athletics.post-print1.911 K

Effect of Angiogenesis-Related Cytokines on Rotator Cuff Disease: The Search for Sensitive Biomarkers of Early Tendon Degeneration

Background Hallmarks of the pathogenesis of rotator cuff disease (RCD) include an abnormal immune response, angiogenesis, and altered variables of vascularity. Degenerative changes enhance production of pro-inflammatory, anti-inflammatory, and vascular angiogenesis-related cytokines (ARC) that play a pivotal role in the immune response to arthroscopic surgery and participate in the pathogenesis of RCD. The purpose of this study was to evaluate the ARC profile, ie, interleukin (IL): IL-1β, IL-6, IL-8, IL-10, vascular endothelial growth factor (VEGF), basic fibroblast growth factor (bFGF), and angiogenin (ANG), in human peripheral blood serum and correlate this with early degenerative changes in patients with RCD. Methods Blood specimens were obtained from 200 patients with RCD and 200 patients seen in the orthopedic clinic for nonrotator cuff disorders. Angiogenesis imaging assays was performed using power Doppler ultrasound to evaluate variables of vascularity in the rotator cuff tendons. Expression of ARC was measured by commercial Bio-Plex Precision Pro Human Cytokine Assays. Results Baseline concentrations of IL-1β, IL-8, and VEGF was significantly higher in RCD patients than in controls. Significantly higher serum VEGF levels were found in 85% of patients with RCD, and correlated with advanced stage of disease (r = 0.75; P < 0.0005), average microvascular density (r = 0.68, P < 0.005), and visual analog score (r = 0.75, P < 0.0002) in RCD patients. ANG and IL-10 levels were significantly lower in RCD patients versus controls. IL-1β and ANG levels were significantly correlated with degenerative tendon grade in RCD patients. No difference in IL-6 and bFGF levels was observed between RCD patients and controls. Patients with degenerative changes had markedly lower ANG levels compared with controls. Power Doppler ultrasound showed high blood vessel density in patients with tendon rupture. Conclusion The pathogenesis of RCD is associated with an imbalance between pro-inflammatory, anti-inflammatory, and vascular ARC

Class of correlated random networks with hidden variables

We study a class models of correlated random networks in which vertices are characterized by \textit{hidden variables} controlling the establishment of edges between pairs of vertices. We find analytical expressions for the main topological properties of these models as a function of the distribution of hidden variables and the probability of connecting vertices. The expressions obtained are checked by means of numerical simulations in a particular example. The general model is extended to describe a practical algorithm to generate random networks with an \textit{a priori} specified correlation structure. We also present an extension of the class, to map non-equilibrium growing networks to networks with hidden variables that represent the time at which each vertex was introduced in the system

Teaching for Higher Levels of Thinking: Developing Quantitative and Analytical Skills in Environmental Science Courses

Professionals with strong quantitative and analytical skills are essential to understanding and responding to current environmental challenges. The goal of this study was to promote and evaluate the development of data analysis (DA) skills in undergraduate students through targeted interventions in environmental science courses. We developed materials to promote practice, instruction, and assessment of four core DA dimensions: the ability to make appropriate calculations, convert data to graphical representations, interpret graphical or mathematical information, and draw conclusions based on the analysis of data. We integrated two conservation exercises as pre/post assessment tools, flanking differentiated teaching interventions, into selected science courses and used a standardized rubric to measure students\u27 performance level. We found that students improved their DA skills in a single semester, but the level of improvement varied across skill dimensions. Students struggled with dimensions that require higher levels of thinking such as data interpretation and drawing conclusions. The use of additional exercises targeting these dimensions and alternative practices might enhance gains. Importantly, students also gained content knowledge in ecological principles while developing skills, and demonstrated an increase in self‐confidence with their DA skills. Our approach and open‐access materials can be integrated into existing courses to develop and assess data skills in undergraduate learners

A simple statistical test of taxonomic or functional homogeneity using replicated microbiome sequencing samples

One important question in microbiome analysis is how to assess the homogeneity of the microbial composition in a given environment, with respect to a given analysis method. Do different microbial samples taken from the same environment follow the same taxonomic distribution of organisms, or the same distribution of functions? Here we provide a non-parametric statistical “triangulation test” to address this type of question. The test requires that multiple replicates are available for each of the biological samples, and it is based on three-way computational comparisons of samples. To illustrate the application of the test, we collected three biological samples taken from different locations in one piece of human stool, each represented by three replicates, and analyzed them using MEGAN. (Despite its name, the triangulation test does not require that the number of biological samples or replicates be three.) The triangulation test rejects the null hypothesis that the three biological samples exhibit the same distribution of taxa or function (error probability ≤0.05), indicating that the microbial composition of the investigated human stool is not homogenous on a macroscopic scale, suggesting that pooling material from multiple locations is a reasonable practice. We provide an implementation of the test in our open source program MEGAN Community Edition

Determinants of male reproductive health disorders: the Men in Australia Telephone Survey (MATeS)

Background: The relationship between reproductive health disorders and lifestyle factors in middle-aged and older men is not clear. The aim of this study is to describe lifestyle and biomedical associations as possible causes of erectile dysfunction (ED), prostate disease (PD), lower urinary tract symptoms (LUTS) and perceived symptoms of androgen deficiency (pAD) in a representative population of middle-aged and older men, using the Men in Australia Telephone Survey (MATeS). Methods: A representative sample (n = 5990) of men aged 40+ years, stratified by age and State, was contacted by random selection of households, with an individual response rate of 78%. All men participated in a 20-minute computer-assisted telephone interview exploring general and reproductive health. Associations between male reproductive health disorders and lifestyle and biomedical factors were analysed using multivariate logistic regression (odds ratio [95% confidence interval]). Variables studied included age, body mass index, waist circumference, smoking, alcohol consumption, physical activity, co-morbid disease and medication use for hypertension, high cholesterol and symptoms of depression. Results: Controlling for age and a range of lifestyle and co-morbid exposures, sedentary lifestyle and being underweight was associated with an increased likelihood of ED (1.4 [1.1-1.8]; 2.9 [1.5-5.8], respectively) and pAD (1.3 [1.1-1.7]; 2.7 [1.4-5.0], respectively. Diabetes and cardiovascular disease were both associated with ED, with hypertension strongly associated with LUTS and pAD. Current smoking (inverse association) and depressive symptomatology were the only variables independently associated with PD. All reproductive disorders showed consistent associations with depression (measured either by depressive symptomatology or medication use) in both age-adjusted and multivariate analyses. Conclusion: A range of lifestyle factors, more often associated with chronic disease, were significantly associated with male reproductive health disorders. Education strategies directed to improving general health may also confer benefits to male reproductive health.Carol A. Holden, Robert I. McLachlan, Marian Pitts, Robert Cumming, Gary Wittert, Johnathon P. Ehsani, David M. de Kretser, David J. Handelsma