Short-time near-the-money skew in rough fractional volatility models

We consider rough stochastic volatility models where the driving noise of volatility has fractional scaling, in the "rough" regime of Hurst parameter H < ½. This regime recently attracted a lot of attention both from the statistical and option pricing point of view. With focus on the latter, we sharpen the large deviation results of Forde-Zhang (2017) in a way that allows us to zoom-in around the money while maintaining full analytical tractability. More precisely, this amounts to proving higher order moderate deviation estimates, only recently introduced in the option pricing context. This in turn allows us to push the applicability range of known at-the-money skew approximation formulae from CLT type log-moneyness deviations of order t1/2 (recent works of Al{\`o}s, Le{\'o}n & Vives and Fukasawa) to the wider moderate deviations regime

Transcriptomic analysis of autistic brain reveals convergent molecular pathology.

Autism spectrum disorder (ASD) is a common, highly heritable neurodevelopmental condition characterized by marked genetic heterogeneity. Thus, a fundamental question is whether autism represents an aetiologically heterogeneous disorder in which the myriad genetic or environmental risk factors perturb common underlying molecular pathways in the brain. Here, we demonstrate consistent differences in transcriptome organization between autistic and normal brain by gene co-expression network analysis. Remarkably, regional patterns of gene expression that typically distinguish frontal and temporal cortex are significantly attenuated in the ASD brain, suggesting abnormalities in cortical patterning. We further identify discrete modules of co-expressed genes associated with autism: a neuronal module enriched for known autism susceptibility genes, including the neuronal specific splicing factor A2BP1 (also known as FOX1), and a module enriched for immune genes and glial markers. Using high-throughput RNA sequencing we demonstrate dysregulated splicing of A2BP1-dependent alternative exons in the ASD brain. Moreover, using a published autism genome-wide association study (GWAS) data set, we show that the neuronal module is enriched for genetically associated variants, providing independent support for the causal involvement of these genes in autism. In contrast, the immune-glial module showed no enrichment for autism GWAS signals, indicating a non-genetic aetiology for this process. Collectively, our results provide strong evidence for convergent molecular abnormalities in ASD, and implicate transcriptional and splicing dysregulation as underlying mechanisms of neuronal dysfunction in this disorder

Syndemics and the PrEP Cascade: Results from a Sample of Young Latino Men Who Have Sex with Men.

Young Latino men who have sex with men (MSM) are a highly vulnerable population for HIV infection. Pre-exposure prophylaxis (PrEP) is a novel biomedical HIV prevention tool that may aid in reducing the disparity in HIV incidence among Latino MSM. However, PrEP use is disproportionally low among Latino MSM and, therefore, identifying barriers along the PrEP continuum of care (the "PrEP cascade") would provide insight into how to best deploy PrEP interventions. Syndemics theory is a prominent framework employed in HIV prevention; however, to date, no known studies have applied this theory to PrEP. Thus, the aim of the current study was to explore the association between syndemics and the PrEP cascade, including the degree to which psychosocial and structural syndemic constructs are related to the PrEP cascade. Participants were 151 young Latino MSM (M age = 24&nbsp;years; SD&nbsp;=&nbsp;3) residing in San Diego, California, who completed a battery of online self-report measures. Results indicated high levels of syndemic indicators and varying levels of engagement across the PrEP cascade. As syndemic indicators increased, the odds of engagement across the PrEP cascade were significantly lowered. Psychosocial and structural syndemic factors accounted for unique variance in the PrEP cascade. Results highlight the need for combination interventions that address both psychosocial and structural barriers to PrEP use and persistence among young Latino MSM

Nucleoside supplementation modulates mitochondrial DNA copy number in the dguok -/- zebrafish.

Deoxyguanosine kinase (dGK) is an essential rate-limiting component of the mitochondrial purine nucleotide salvage pathway, encoded by the nuclear gene encoding deoxyguanosine kinase (DGUOK). Mutations in DGUOK lead to mitochondrial DNA (mtDNA) depletion typically in the liver and brain, causing a hepatocerebral phenotype. Previous work has shown that in cultured DGUOK patient cells it is possible to rescue mtDNA depletion by increasing substrate amounts for dGK. In this study we developed a mutant dguok zebrafish (Danio rerio) line using CRISPR/Cas9 mediated mutagenesis; dguok-/- fish have significantly reduced mtDNA levels compared with wild-type (wt) fish. When supplemented with only one purine nucleoside (dGuo), mtDNA copy number in both mutant and wt juvenile animals was significantly reduced, contrasting with previous cell culture studies, possibly because of nucleotide pool imbalance. However, in adult dguok-/- fish we detected a significant increase in liver mtDNA copy number when supplemented with both purine nucleosides. This study further supports the idea that nucleoside supplementation has a potential therapeutic benefit in mtDNA depletion syndromes by substrate enhancement of the purine nucleoside salvage pathway and might improve the liver pathology in patients

Rosacea and perioral dermatitis: a single‐center retrospective analysis of the clinical presentation of 1032 patients

Background Rosacea is a common chronic inflammatory cutaneous disorder affecting nearly 5.5 % of the adult population. Our aim was to evaluate the prevalence and epidemiology of rosacea and perioral dermatitis (POD) in an ambulatory care setting. Methods We retrospectively analyzed medical data of patients with a confirmed diagnosis of rosacea or perioral dermatitis (POD) presenting at our university hospital outpatient clinic during a 3‐year period. Results Out of 1032 patients, 81.5 % were diagnosed with rosacea and 18.5 % with POD. Overall prevalence was 1.4 % for rosacea and 0.3 % for POD. 69.3 % of the analyzed patients were female. Overall mean age was 49.3 ± 7.7 (1–92) years; the women’s average age was less than the men’s. Patients with POD were younger and predominantly female, whereas patients with phymatous rosacea were older and predominantly male. The most common phenotypes were papulopustular rosacea (68.4 %), erythematotelangiectatic rosacea (22.5 %), and phymatous rosacea (8.0 %). Special forms of rosacea were diagnosed in 15.8 % of the patients; the most frequent were ocular rosacea (6.9 %) and steroid‐induced rosacea (5.4 %). Conclusions The large patient cohort analyzed in our study provides a good estimate of the frequency of the rosacea subtypes, special forms and of perioral dermatitis in a hospital‐based outpatient care setting

Boundary Layer Transition Results From STS-114

The tool for predicting the onset of boundary layer transition from damage to and/or repair of the thermal protection system developed in support of Shuttle Return to Flight is compared to the STS-114 flight results. The Boundary Layer Transition (BLT) Tool is part of a suite of tools that analyze the aerothermodynamic environment of the local thermal protection system to allow informed disposition of damage for making recommendations to fly as is or to repair. Using mission specific trajectory information and details of each damage site or repair, the expected time of transition onset is predicted to help determine the proper aerothermodynamic environment to use in the subsequent thermal and stress analysis of the local structure. The boundary layer transition criteria utilized for the tool was developed from ground-based measurements to account for the effect of both protuberances and cavities and has been calibrated against flight data. Computed local boundary layer edge conditions provided the means to correlate the experimental results and then to extrapolate to flight. During STS-114, the BLT Tool was utilized and was part of the decision making process to perform an extravehicular activity to remove the large gap fillers. The role of the BLT Tool during this mission, along with the supporting information that was acquired for the on-orbit analysis, is reviewed. Once the large gap fillers were removed, all remaining damage sites were cleared for reentry as is. Post-flight analysis of the transition onset time revealed excellent agreement with BLT Tool predictions

RNA exosome mutations in pontocerebellar hypoplasia alter ribosome biogenesis and p53 levels.

The RNA exosome is a ubiquitously expressed complex of nine core proteins (EXOSC1-9) and associated nucleases responsible for RNA processing and degradation. Mutations in EXOSC3, EXOSC8, EXOSC9, and the exosome cofactor RBM7 cause pontocerebellar hypoplasia and motor neuronopathy. We investigated the consequences of exosome mutations on RNA metabolism and cellular survival in zebrafish and human cell models. We observed that levels of mRNAs encoding p53 and ribosome biogenesis factors are increased in zebrafish lines with homozygous mutations of exosc8 or exosc9, respectively. Consistent with higher p53 levels, mutant zebrafish have a reduced head size, smaller brain, and cerebellum caused by an increased number of apoptotic cells during development. Down-regulation of EXOSC8 and EXOSC9 in human cells leads to p53 protein stabilisation and G2/M cell cycle arrest. Increased p53 transcript levels were also observed in muscle samples from patients with EXOSC9 mutations. Our work provides explanation for the pathogenesis of exosome-related disorders and highlights the link between exosome function, ribosome biogenesis, and p53-dependent signalling. We suggest that exosome-related disorders could be classified as ribosomopathies

Aeroheating Testing and Predictions for Project Orion CEV at Turbulent Conditions

An investigation of the aeroheating environment of the Project Orion Crew Exploration Vehicle was performed in the Arnold Engineering Development Center Hypervelocity Wind Tunnel No. 9 Mach 8 and Mach 10 nozzles and in the NASA Langley Research Center 20 - Inch Mach 6 Air Tunnel. Heating data were obtained using a thermocouple-instrumented approx.0.035-scale model (0.1778-m/7-inch diameter) of the flight vehicle. Runs were performed in the Tunnel 9 Mach 10 nozzle at free stream unit Reynolds numbers of 1x10(exp 6)/ft to 20x10(exp 6)/ft, in the Tunnel 9 Mach 8 nozzle at free stream unit Reynolds numbers of 8 x 10(exp 6)/ft to 48x10(exp 6)/ft, and in the 20-Inch Mach 6 Air Tunnel at free stream unit Reynolds numbers of 1x10(exp 6)/ft to 7x10(exp 6)/ft. In both facilities, enthalpy levels were low and the test gas (N2 in Tunnel 9 and air in the 20-Inch Mach 6) behaved as a perfect-gas. These test conditions produced laminar, transitional and turbulent data in the Tunnel 9 Mach 10 nozzle, transitional and turbulent data in the Tunnel 9 Mach 8 nozzle, and laminar and transitional data in the 20- Inch Mach 6 Air Tunnel. Laminar and turbulent predictions were generated for all wind tunnel test conditions and comparisons were performed with the experimental data to help define the accuracy of computational method. In general, it was found that both laminar data and predictions, and turbulent data and predictions, agreed to within less than the estimated 12% experimental uncertainty estimate. Laminar heating distributions from all three data sets were shown to correlate well and demonstrated Reynolds numbers independence when expressed in terms of the Stanton number based on adiabatic wall-recovery enthalpy. Transition onset locations on the leeside centerline were determined from the data and correlated in terms of boundary-layer parameters. Finally turbulent heating augmentation ratios were determined for several body-point locations and correlated in terms of the boundary-layer momentum Reynolds number

Experimental Investigation of Project Orion Crew Exploration Vehicle Aeroheating in AEDC Tunnel 9

An investigation of the aeroheating environment of the Project Orion Crew Entry Vehicle has been performed in the Arnold Engineering Development Center Tunnel 9. The goals of this test were to measure turbulent heating augmentation levels on the heat shield and to obtain high-fidelity heating data for assessment of computational fluid dynamics methods. Laminar and turbulent predictions were generated for all wind tunnel test conditions and comparisons were performed with the data for the purpose of helping to define uncertainty margins for the computational method. Data from both the wind tunnel test and the computational study are presented herein