Swing Contract Pricing: A Parametric Approach with Adjoint Automatic Differentiation and Neural Networks

We propose two parametric approaches to price swing contracts with firm constraints. Our objective is to create approximations for the optimal control, which represents the amounts of energy purchased throughout the contract. The first approach involves explicitly defining a parametric function to model the optimal control, and the parameters using stochastic gradient descent-based algorithms. The second approach builds on the first one, replacing the parameters with neural networks. Our numerical experiments demonstrate that by using Langevin-based algorithms, both parameterizations provide, in a short computation time, better prices compared to state-of-the-art methods (like the one given by Longstaff and Schwartz).Comment: 33 page

Exploring with [18F]UCB-H the in vivo cariations in SV2A expression through the kainic acid rat model of temporal lobe epilepsy

Purpose The main purpose of this study was to understand how the positron emission tomography (PET) measure of the synaptic vesicle 2A (SV2A) protein varies in vivo during the development of temporal lobe epilepsy (TLE) in the kainic acid rat model. Procedures Twenty Sprague Dawley male rats were administered with multiple systemic doses of saline (control group, n = 5) or kainic acid (5 mg/kg/injection, epileptic group, n = 15). Both groups were scanned at the four phases of TLE (early, latent, transition, and chronic phase) with the [F-18]UCB-H PET radiotracer and T2-structural magnetic resonance imaging. At the end of the scans (3 months post-status epilepticus), rats were monitored for 7 days with electroencephalography for the detection of spontaneous electrographic seizures. Finally, the immunofluorescence staining for SV2A expression was performed. Results Control rats presented a significant increase in [F-18]UCB-H binding at the last two scans, compared with the first ones (p < 0.001). This increase existed but was lower in epileptic animals, producing significant group differences in all the phases of the disease (p < 0.028). Furthermore, the quantification of the SV2A expression in vivo with the [F-18]UCB-H radiotracer or ex vivo with immunofluorescence led to equivalent results, with a positive correlation between both. Conclusions Even if further studies in humans are required, the ability to detect a progressive decrease in SV2A expression during the development of temporal lobe epilepsy supports the use of [F-18]UCB-H as a useful tool to differentiate, in vivo, between healthy and epileptic animals along with the development of the epileptic disease

An experimental study of the reactivity of CN- and C3N- anions with cyanoacetylene (HC3N)

International audienceThe reactions of the CN- and C3N- anions with cyanoacetylene HC3N, of special interest for the chemistry of Titan’s upper atmosphere, have been investigated by means of FTICR mass-spectrometry. Primary ions, CN- and C3N-, have been produced by dissociative electron attachment (DEA) from BrCN and BrC3N, and prepared in a clean way before reaction. Total rate constants have been measured for both reactions at 300 K and are found to be: (3.9 ± 0.5) 10-9 and (1.0 ± 0.2) 10-10 cm3.s-1 for the reaction of HC3N with CN- and C3N-, respectively. For the CN- + HC3N reaction, proton transfer is found to be the only reactive channel within our detection limits. Proton transfer is also dominant for the C3N- + HC3N reaction but the resulting ionic product being identical to the primary ion C3N-, this process is transparent for the kinetics of the C3N- + HC3N reaction and the kinetic rate retrieved corresponds to a slow and competitive detachment pathway. Yet the nature and energetics of the neutral product(s) formed through this process remain unknown. Additional experiments using isotopic products have allowed to retrieve specific rate constants associated to the proton transfer channel in the C315N- + HC3N and C3N- + HC315N reactions and the measured rates are found to be significantly lower than for the CN- + HC3N system. This decrease and the evolution of reactivity when going from CN- to C3N- and the opening of a new detachment pathway is finally discusse

De la détermination de la perméabilité lacuno-canaliculaire dans l'os

La perméabilité lacuno-canaliculaire régit l'écoulement interstitiel cortical, ce qui en fait un élément-clé quant à la compréhension du remodelage osseux. Dans cette étude est présentée une mise en perspective des écarts entre les prédictions théoriques (10e-20 m2) et les récentes mesures de ce paramètre (10e-24 m2) [1]. Pour illustrer notre propos, nous proposons une loi de Kozeny numérique donnant l'évolution de la perméabilité avec les paramètres de la microstructure osseuse. Cette loi pourra servir d'entrée dans un modèle de remodelage osseux. [1] Gardinier et al, 2010, Bone 46:107

Multiple plasmon resonances in naturally-occurring multiwall nanotubes: infrared spectra of chrysotile asbestos

Chrysotile asbestos is formed by densely packed bundles of multiwall hollow nanotubes. Each wall in the nanotubes is a cylindrically wrapped layer of $Mg_3 Si_2 O_5 (OH)_4$. We show by experiment and theory that the infrared spectrum of chrysotile presents multiple plasmon resonances in the Si-O stretching bands. These collective charge excitations are universal features of the nanotubes that are obtained by cylindrically wrapping an anisotropic material. The multiple plasmons can be observed if the width of the resonances is sufficiently small as in chrysotile.Comment: 4 pages, 5 figures. Revtex4 compuscript. Misprint in Eq.(6) correcte

Cerebral metabolism during vegetative state and after recovery to consciousness

peer reviewe

Use of a beta microprobe system to measure arterial input function in PET via an arteriovenous shunt in rats

Kinetic modeling of physiological function using imaging techniques requires the accurate measurement of the time-activity curve of the tracer in plasma, known as the arterial input function (IF). The measurement of IF can be achieved through manual blood sampling, the use of small counting systems such as beta microprobes, or by derivation from PET images. Previous studies using beta microprobe systems to continuously measure IF have suffered from high background counts. In the present study, a light-insensitive beta microprobe with a temporal resolution of up to 1 s was used in combination with a pump-driven femoral arteriovenous shunt to measure IF in rats. The shunt apparatus was designed such that the placement of the beta microprobe was highly reproducible. The probe-derived IF was compared to that obtained from manual sampling at 5-s intervals and IF derived from a left ventricle VOI in a dynamic PET image of the heart. Probe-derived IFs were very well matched to that obtained by "gold standard" manual blood sampling, but with an increased temporal resolution of up to 1 s. The area under the curve (AUC) ratio between probe- and manually derived IFs was 1.07 ± 0.05 with a coefficient of variation of 0.04. However, image-derived IFs were significantly underestimated compared to the manually sampled IFs, with an AUC ratio of 0.76 ± 0.24 with a coefficient of variation of 0.32. IF derived from the beta microprobe accurately represented the IF as measured by blood sampling, was reproducible, and was more accurate than an image-derived technique. The use of the shunt removed problems of tissue-background activity, and the use of a light-tight probe with minimal gamma sensitivity refined the system. The probe/shunt apparatus can be used in both microprobe and PET studies

Anosognosia in Mild Cognitive Impairment: Lack of awareness of memory difficulties characterizes prodromal Alzheimer’s disease

peer reviewe

Toxicity Assays in Nanodrops Combining Bioassay and Morphometric Endpoints

BACKGROUND: Improved chemical hazard management such as REACH policy objective as well as drug ADMETOX prediction, while limiting the extent of animal testing, requires the development of increasingly high throughput as well as highly pertinent in vitro toxicity assays. METHODOLOGY: This report describes a new in vitro method for toxicity testing, combining cell-based assays in nanodrop Cell-on-Chip format with the use of a genetically engineered stress sensitive hepatic cell line. We tested the behavior of a stress inducible fluorescent HepG2 model in which Heat Shock Protein promoters controlled Enhanced-Green Fluorescent Protein expression upon exposure to Cadmium Chloride (CdCl(2)), Sodium Arsenate (NaAsO(2)) and Paraquat. In agreement with previous studies based on a micro-well format, we could observe a chemical-specific response, identified through differences in dynamics and amplitude. We especially determined IC50 values for CdCl(2) and NaAsO(2), in agreement with published data. Individual cell identification via image-based screening allowed us to perform multiparametric analyses. CONCLUSIONS: Using pre/sub lethal cell stress instead of cell mortality, we highlighted the high significance and the superior sensitivity of both stress promoter activation reporting and cell morphology parameters in measuring the cell response to a toxicant. These results demonstrate the first generation of high-throughput and high-content assays, capable of assessing chemical hazards in vitro within the REACH policy framework