A Sequential Monte Carlo Approach for the pricing of barrier option in a Stochastic Volatility Model

In this paper we propose a numerical scheme to estimate the price of a barrier option in a general framework. More precisely, we extend a classical Sequential Monte Carlo approach, developed under the hypothesis of deterministic volatility, to Stochastic Volatility models, in order to improve the efficiency of Standard Monte Carlo techniques in the case of barrier options whose underlying approaches the barriers. The paper concludes with the application of our procedure to two case studies in a SABR model

Adaptive mitigation of the Air-Time pressure in LoRa multi-gateway architectures

LoRa is a promising technology in the current Internet of Things market, which operates in un-licensed bands achieving long-range communications and with ultra power devices. In this work we capitalize on the idea introduced in [1], i.e. balance the Air-Time of the different modulation spreading factors (SF), and adapt it to operate in a typical metropolitan scenario comprising multiple gateways (GWs) interconnected to a same network server. Our proposed approach, named ADaptive Mitigation of the AIr-time pressure in lORa (AD MAIORA), relies on a suitable measure of the per-spreading-factor load at each GW - quantified by means of a so-called pressure table -, and on a relevant heuristic algorithm which attempts to balance such a per-SF-pressure. Especially in cases of very loaded scenarios, where a high number of nodes insist on the same GWs, the use of AD MAIORA shows significant performance gains, up to a factor of 5 improvements with respect to the legacy LoRaWAN's Adaptive Data Rate

Patient Safety and Risk Management in Mental Health

AbstractThis chapter will review the most common adverse events that happen in a psychiatric unit and the safety measures that are needed to decrease the risk of errors and adverse events. The adverse events and errors that may happen in a psychiatric unit are unique and will be examined in detail. This section will also highlight the role of staff members and patients in preventing or causing the error

A Comparison of Times Taken for the Placement of the First portal and Complication Rates between the Veress Needle Technique and the Modified Hasson Technique in Canine Ovariectomy Laparoscopic Surgery

Minimally invasive surgery is increasingly being used in veterinary medicine. Laparoscopic procedures have several advantages compared with open surgery. These include the magnification of the field of surgery, reduced post-surgical pain and associated stress, reduced post-operative infection rates, and decreased hospitalization time. The establishment of a pneumoperitoneum is a critical step; however, this procedure can prolong the operation time, and most of the complications associated with laparoscopic surgery have been attributed to the insertion of devices into the abdominal cavity. Two main techniques have been employed to create pneumoperitoneum: the closed-entry method using the Veress needle and the open Hasson technique. The first portal is necessary to start insufflation and, subsequently, to realize the operative channel to insert the laparoscopic instruments into the abdomen. Many authors have compared the time necessary to create the first portal using different techniques in human medicine, but studies on this topic in veterinary medicine are lacking. In the veterinary medicine literature, complications associated with the creation of a pneumoperitoneum and the placement of ports include spleen, bowel, or bladder injuries; pneumothorax; and subcutaneous emphysema. The aim of the present study was to compare the times required for the placement of the first portal and the creation of pneumoperitoneum, and the rates of intraoperative complications using the Veress needle technique (VNT) and the open modified Hasson technique (MHT). The sample population comprised 30 female dogs who underwent laparoscopic ovariectomies. The dogs were randomly organized into two groups and two different entry techniques were used: Veress needle (VNT = group A) and the modified Hasson technique (MHT = group B). Complications related to abdominal entry were classified as major, in cases of organ perforation, and minor, in cases of subcutaneous emphysema and gas leakage. The VNT and MHT required 374.0 s and 242.9 s, respectively, for the placement of the first portal and for establishing pneumoperitoneum (p < 0.05). Their major complications rates were 20% and 0%, respectively (p < 0.05). Their minor complications rates were 20% and 35%, respectively (p < 0.05). No surgical procedures required laparotomy. The MHT was associated with a lower major complication rate and required less time to create the first portal, compared with the Veress needle technique

Protein-Protein Interaction Prediction via Graph Signal Processing

This paper tackles the problem of predicting the protein-protein interactions that arise in all living systems. Inference of protein-protein interactions is of paramount importance for understanding fundamental biological phenomena, including cross-species protein-protein interactions, such as those causing the 2020-21 pandemic of severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2). Furthermore, it is relevant also for applications such as drug repurposing, where a known authorized drug is applied to novel diseases. On the other hand, a large fraction of existing protein interactions are not known, and their experimental measurement is resource consuming. To this purpose, we adopt a Graph Signal Processing based approach modeling the protein-protein interaction (PPI) network (a.k.a. the interactome) as a graph and some connectivity related node features as a signal on the graph. We then leverage the signal on graph features to infer links between graph nodes, corresponding to interactions between proteins. Specifically, we develop a Markovian model of the signal on graph that enables the representation of connectivity properties of the nodes, and exploit it to derive an algorithm to infer the graph edges. Performance assessment by several metrics recognized in the literature proves that the proposed approach, named GRAph signal processing Based PPI prediction (GRABP), effectively captures underlying biologically grounded properties of the PPI network

MC profiling: a novel approach to analyze DNA methylation heterogeneity in genome-wide bisulfite sequencing data

: DNA methylation is an epigenetic mark implicated in crucial biological processes. Most of the knowledge about DNA methylation is based on bulk experiments, in which DNA methylation of genomic regions is reported as average methylation. However, average methylation does not inform on how methylated cytosines are distributed in each single DNA molecule. Here, we propose Methylation Class (MC) profiling as a genome-wide approach to the study of DNA methylation heterogeneity from bulk bisulfite sequencing experiments. The proposed approach is built on the concept of MCs, groups of DNA molecules sharing the same number of methylated cytosines. The relative abundances of MCs from sequencing reads incorporates the information on the average methylation, and directly informs on the methylation level of each molecule. By applying our approach to publicly available bisulfite-sequencing datasets, we individuated cell-to-cell differences as the prevalent contributor to methylation heterogeneity. Moreover, we individuated signatures of loci undergoing imprinting and X-inactivation, and highlighted differences between the two processes. When applying MC profiling to compare different conditions, we identified methylation changes occurring in regions with almost constant average methylation. Altogether, our results indicate that MC profiling can provide useful insights on the epigenetic status and its evolution at multiple genomic regions

Tracing and tracking epiallele families in complex DNA populations

DNA methylation is a stable epigenetic modification, extremely polymorphic and driven by stochastic and deterministic events. Most of the current techniques used to analyse methylated sequences identify methylated cytosines (mCpGs) at a single-nucleotide level and compute the average methylation of CpGs in the population of molecules. Stable epialleles, i.e. CpG strings with the same DNA sequence containing a discrete linear succession of phased methylated/non-methylated CpGs in the same DNA molecule, cannot be identified due to the heterogeneity of the 5′–3′ ends of the molecules. Moreover, these are diluted by random unstable methylated CpGs and escape detection. We present here MethCoresProfiler, an R-based tool that provides a simple method to extract and identify combinations of methylated phased CpGs shared by all components of epiallele families in complex DNA populations. The methylated cores are stable over time, evolve by acquiring or losing new methyl sites and, ultimately, display high information content and low stochasticity. We have validated this method by identifying and tracing rare epialleles and their families in synthetic or in vivo complex cell populations derived from mouse brain areas and cells during postnatal differentiation

Short-term treatment of iron deficiency anemia after cardiac surgery

Iron deficiency anemia (IDA) is frequent after cardiac surgery and is associated with increased morbidity and mortality. In a retrospective study, we analyzed 106 patients with IDA (hemoglobin [Hb] ≤ 12 g/dl in women and ≤ 13 g/dl in men, transferrin saturation [TSAT] ≤ 20%) on admission to a Cardiac Rehabilitation Unit after cardiac surgery. The patients were divided into two groups, one was treated with oral sucrosomial iron (SI) and the other with intravenous ferric carboxymaltose (FCM). Patients received a single 1000 mg dose of FCM from the day after admission to rehabilitation (T1), or a 120 mg/day dose of SI from T1 until discharge (T2); after discharge, SI was reduced to 30 mg/day until the end of follow-up (T3). Hb was evaluated at T1, T2 and T3; the other hematological parameters at T1 and T3; natriuretic peptides at T1, T2 and T3; 6-minute walk test (6MWT) at T1 and T2. Folate, vitamin B12 and reticulocytes were sampled on admission. Folate deficiency was documented in 60.4% of patients. Hb increased in both groups with no significant differences between the two treatments (p = 0.397). The other iron metabolism parameters (sideremia, transferrin, TSAT) displayed similar behavior, showing a significant increase at T3 (p < 0.001) with both therapies, although the increase was faster with FCM. Ferritin - high on admission - decreased at T3 in the SI group and rose significantly in the FCM group (SI 219.5 vs. FCM 689 ng/ml p < 0.0001). The 6MWT increased significantly at T2, with an overlap between SI and FCM. In conclusion, the results of this study show that SI and FCM exhibit the same effectiveness on IDA; the response time to therapy of both treatments is also equally fast. SI and FCM induce a similar increase in functional capacity. The study shows that SI can be a viable alternative to FCM after cardiac surgery in terms of effectiveness and tolerability