Porphyria Cutanea Tarda in a Patient with Myelofibrosis

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Pricing holder-extendable call options with mean-reverting stochastic volatility

Options with extendable features have many applications in finance and these provide the motivation for this study. The pricing of extendable options when the underlying asset follows a geometric Brownian motion with constant volatility has appeared in the literature. In this paper, we consider holder-extendable call options when the underlying asset follows a mean-reverting stochastic volatility. The option price is expressed in integral forms which have known closed-form characteristic functions. We price these options using a fast Fourier transform, a finite difference method and Monte Carlo simulation, and we determine the efficiency and accuracy of the Fourier method in pricing holder-extendable call options for Heston parameters calibrated from the subprime crisis. We show that the fast Fourier transform reduces the computational time required to produce a range of holder-extendable call option prices by at least an order of magnitude. Numerical results also demonstrate that when the Heston correlation is negative, the Black-Scholes model under-prices in-the-money and over-prices out-of-the-money holder-extendable call options compared with the Heston model, which is analogous to the behaviour for vanilla calls

Random Walks on Stochastic Temporal Networks

In the study of dynamical processes on networks, there has been intense focus on network structure -- i.e., the arrangement of edges and their associated weights -- but the effects of the temporal patterns of edges remains poorly understood. In this chapter, we develop a mathematical framework for random walks on temporal networks using an approach that provides a compromise between abstract but unrealistic models and data-driven but non-mathematical approaches. To do this, we introduce a stochastic model for temporal networks in which we summarize the temporal and structural organization of a system using a matrix of waiting-time distributions. We show that random walks on stochastic temporal networks can be described exactly by an integro-differential master equation and derive an analytical expression for its asymptotic steady state. We also discuss how our work might be useful to help build centrality measures for temporal networks.Comment: Chapter in Temporal Networks (Petter Holme and Jari Saramaki editors). Springer. Berlin, Heidelberg 2013. The book chapter contains minor corrections and modifications. This chapter is based on arXiv:1112.3324, which contains additional calculations and numerical simulation

Genome Sequencing and Analysis of a Type A Clostridium perfringens Isolate from a Case of Bovine Clostridial Abomasitis

Clostridium perfringens is a common inhabitant of the avian and mammalian gastrointestinal tracts and can behave commensally or pathogenically. Some enteric diseases caused by type A C. perfringens, including bovine clostridial abomasitis, remain poorly understood. To investigate the potential basis of virulence in strains causing this disease, we sequenced the genome of a type A C. perfringens isolate (strain F262) from a case of bovine clostridial abomasitis. The ∼3.34 Mbp chromosome of C. perfringens F262 is predicted to contain 3163 protein-coding genes, 76 tRNA genes, and an integrated plasmid sequence, Cfrag (∼18 kb). In addition, sequences of two complete circular plasmids, pF262C (4.8 kb) and pF262D (9.1 kb), and two incomplete plasmid fragments, pF262A (48.5 kb) and pF262B (50.0 kb), were identified. Comparison of the chromosome sequence of C. perfringens F262 to complete C. perfringens chromosomes, plasmids and phages revealed 261 unique genes. No novel toxin genes related to previously described clostridial toxins were identified: 60% of the 261 unique genes were hypothetical proteins. There was a two base pair deletion in virS, a gene reported to encode the main sensor kinase involved in virulence gene activation. Despite this frameshift mutation, C. perfringens F262 expressed perfringolysin O, alpha-toxin and the beta2-toxin, suggesting that another regulation system might contribute to the pathogenicity of this strain. Two complete plasmids, pF262C (4.8 kb) and pF262D (9.1 kb), unique to this strain of C. perfringens were identified

Caveolin-1-Enhanced Motility and Focal Adhesion Turnover Require Tyrosine-14 but Not Accumulation to the Rear in Metastatic Cancer Cells

Caveolin-1 is known to promote cell migration, and increased caveolin-1 expression is associated with tumor progression and metastasis. In fibroblasts, caveolin-1 polarization and phosphorylation of tyrosine-14 are essential to promote migration. However, the role of caveolin-1 in migration of metastatic cells remains poorly defined. Here, caveolin-1 participation in metastatic cell migration was evaluated by shRNA targeting of endogenous caveolin-1 in MDA-MB-231 human breast cancer cells and ectopic expression in B16-F10 mouse melanoma cells. Depletion of caveolin-1 in MDA-MB-231 cells reduced, while expression in B16-F10 cells promoted migration, polarization and focal adhesion turnover in a sequence of events that involved phosphorylation of tyrosine-14 and Rac-1 activation. In B16-F10 cells, expression of a non-phosphorylatable tyrosine-14 to phenylalanine mutant failed to recapitulate the effects observed with wild-type caveolin-1. Alternatively, treatment of MDA-MB-231 cells with the Src family kinase inhibitor PP2 reduced caveolin-1 phosphorylation on tyrosine-14 and cell migration. Surprisingly, unlike for fibroblasts, caveolin-1 polarization and re-localization to the trailing edge were not observed in migrating metastatic cells. Thus, expression and phosphorylation, but not polarization of caveolin-1 favor the highly mobile phenotype of metastatic cells

HLA-DRB1 association with Henoch-Schonlein purpura

Objective: Henoch-Schönlein purpura (HSP) is the most common vasculitis in children but it is not exceptional in adults. Increased familial occurrence supports a genetic predisposition for HSP. In this context, an association with the human leukocyte antigen-HLA-DRB1*01 phenotype has been suggested in Caucasian individuals with HSP. However, data on the potential association of HSP with HLA-DRB1*01 were based on small case series. To further investigate this issue, we performed HLA-DRB1 genotyping of the largest series of HSP patients ever assessed for genetic studies in Caucasians. Methods: 342 Spanish patients diagnosed with HSP fulfilling the American College of Rheumatology and the Michel et al classification criteria, and 303 sex and ethnically matched controls were assessed. HLA-DRB1 alleles were determined using a PCR-Sequence-Specific-Oligonucleotide Probe (PCR-SSOP) method. Results: A statistically significant increase of HLA-DRB1*01 in HSP patients when compared with controls was found (43% vs 7%, respectively; p<0.001; odds ratio-OR=2.03 [1.43-2.87]). It was due to the increased frequency of HLA-DRB1*0103 phenotype in HSP (14% vs 2%; p<0.001; OR=8.27 [3.46-23.9]). These results remained statistically significant after adjusting for Bonferroni correction. In contrast, a statistically significant decreased frequency of the HLA-DRB1*0301 phenotype was observed in patients compared to controls (5.6% vs 18.1%, respectively; p<0.001, OR=0.26 [0.14-0.47]), even after adjustment for Bonferroni correction. No HLA-DRB1 association with specific features of the disease was found. Conclusion: Our study confirms an association of HSP with HLA-DRB1*01 in Caucasians. Also, a protective effect against the development of HSP appears to exist in Caucasians carrying the HLA-DRB1*03 phenotype

Neutrinos below 100 TeV from the southern sky employing refined veto techniques to IceCube data

Many Galactic sources of gamma rays, such as supernova remnants, are expected to produce neutrinos with a typical energy cutoff well below 100 TeV. For the IceCube Neutrino Observatory located at the South Pole, the southern sky, containing the inner part of the Galactic plane and the Galactic Center, is a particularly challenging region at these energies, because of the large background of atmospheric muons. In this paper, we present recent advancements in data selection strategies for track-like muon neutrino events with energies below 100 TeV from the southern sky. The strategies utilize the outer detector regions as veto and features of the signal pattern to reduce the background of atmospheric muons to a level which, for the first time, allows IceCube searching for point-like sources of neutrinos in the southern sky at energies between 100 GeV and several TeV in the muon neutrino charged current channel. No significant clustering of neutrinos above background expectation was observed in four years of data recorded with the completed IceCube detector. Upper limits on the neutrino flux for a number of spectral hypotheses are reported for a list of astrophysical objects in the southern hemisphere

A meta-analysis of long-term effects of conservation agriculture on maize grain yield under rain-fed conditions

Conservation agriculture involves reduced tillage, permanent soil cover and crop rotations to enhance soil fertility and to supply food from a dwindling land resource. Recently, conservation agriculture has been promoted in Southern Africa, mainly for maize-based farming systems. However, maize yields under rain-fed conditions are often variable. There is therefore a need to identify factors that influence crop yield under conservation agriculture and rain-fed conditions. Here, we studied maize grain yield data from experiments lasting 5 years and more under rain-fed conditions. We assessed the effect of long-term tillage and residue retention on maize grain yield under contrasting soil textures, nitrogen input and climate. Yield variability was measured by stability analysis. Our results show an increase in maize yield over time with conservation agriculture practices that include rotation and high input use in low rainfall areas. But we observed no difference in system stability under those conditions. We observed a strong relationship between maize grain yield and annual rainfall. Our meta-analysis gave the following findings: (1) 92% of the data show that mulch cover in high rainfall areas leads to lower yields due to waterlogging; (2) 85% of data show that soil texture is important in the temporal development of conservation agriculture effects, improved yields are likely on well-drained soils; (3) 73% of the data show that conservation agriculture practices require high inputs especially N for improved yield; (4) 63% of data show that increased yields are obtained with rotation but calculations often do not include the variations in rainfall within and between seasons; (5) 56% of the data show that reduced tillage with no mulch cover leads to lower yields in semi-arid areas; and (6) when adequate fertiliser is available, rainfall is the most important determinant of yield in southern Africa. It is clear from our results that conservation agriculture needs to be targeted and adapted to specific biophysical conditions for improved impact

Evaluation of dengue fever reports during an epidemic, Colombia

OBJECTIVE To assess the validity of dengue fever reports and how they relate to the definition of case and severity. METHODS Diagnostic test assessment was conducted using cross-sectional sampling from a universe of 13,873 patients treated during the fifth epidemiological period in health institutions from 11 Colombian departments in 2013. The test under analyses was the reporting to the National Public Health Surveillance System, and the reference standard was the review of histories identified by active institutional search. We reviewed all histories of patients diagnosed with dengue fever, as well as a random sample of patients with febrile syndromes. The specificity and sensitivity of reports were estimated for this purpose, considering the inverse of the probability of being selected for weighting. The concordance between reporting and the findings of the active institutional search was calculated using Kappa statistics. RESULTS We included 4,359 febrile patients, and 31.7% were classified as compatible with dengue fever (17 with severe dengue fever; 461 with dengue fever and warning signs; 904 with dengue fever and no warning signs). The global sensitivity of reports was 13.2% (95%CI 10.9;15.4) and specificity was 98.4% (95%CI 97.9;98.9). Sensitivity varied according to severity: 12.1% (95%CI 9.3;14.8) for patients presenting dengue fever with no warning signs; 14.5% (95%CI 10.6;18.4) for those presenting dengue fever with warning signs, and 40.0% (95%CI 9.6;70.4) for those with severe dengue fever. Concordance between reporting and the findings of the active institutional search resulted in a Kappa of 10.1%. CONCLUSIONS Low concordance was observed between reporting and the review of clinical histories, which was associated with the low reporting of dengue fever compatible cases, especially milder cases