Financial correlations at ultra-high frequency: theoretical models and empirical estimation

A detailed analysis of correlation between stock returns at high frequency is compared with simple models of random walks. We focus in particular on the dependence of correlations on time scales - the so-called Epps effect. This provides a characterization of stochastic models of stock price returns which is appropriate at very high frequency.Comment: 22 pages, 8 figures, 1 table, version to appear in EPJ

Structure and apparent topography of TiO2 (110) surfaces

We present self-consistent ab-initio total-energy and electronic-structure calculations on stoichiometric and non-stoichiometric TiO2 (110) surfaces. Scanning tunneling microscopy (STM) topographs are simulated by calculating the local electronic density of states over an energy window appropriate for the experimental positive-bias conditions. We find that under these conditions the STM tends to image the undercoordinated Ti atoms, in spite of the physical protrusion of the O atoms, giving an apparent reversal of topographic contrast on the stoichiometric 1x1 or missing-row 2x1 surface. We also show that both the interpretation of STM images and the direct comparison of surface energies favor an added-row structure over the missing-row structure for the oxygen-deficient 2x1 surface.Comment: 6 pages, two-column style with 5 postscript figures embedded. Uses REVTEX and epsf macros. Also available at http://www.physics.rutgers.edu/~dhv/preprints/index.html#ng_tio

Spatial Distribution of Factor Xa, Thrombin, and Fibrin(ogen) on Thrombi at Venous Shear

The generation of thrombin is a critical process in the formation of venous thrombi. In isolated plasma under static conditions, phosphatidylserine (PS)-exposing platelets support coagulation factor activation and thrombin generation; however, their role in supporting coagulation factor binding under shear conditions remains unclear. We sought to determine where activated factor X (FXa), (pro)thrombin, and fibrin(ogen) are localized in thrombi formed under venous shear.Fluorescence microscopy was used to study the accumulation of platelets, FXa, (pro)thrombin, and fibrin(ogen) in thrombi formed in vitro and in vivo. Co-perfusion of human blood with tissue factor resulted in formation of visible fibrin at low, but not at high shear rate. At low shear, platelets demonstrated increased Ca(2+) signaling and PS exposure, and supported binding of FXa and prothrombin. However, once cleaved, (pro)thrombin was observed on fibrin fibers, covering the whole thrombus. In vivo, wild-type mice were injected with fluorescently labeled coagulation factors and venous thrombus formation was monitored in mesenteric veins treated with FeCl(3). Thrombi formed in vivo consisted of platelet aggregates, focal spots of platelets binding FXa, and large areas binding (pro)thrombin and fibrin(ogen).FXa bound in a punctate manner to thrombi under shear, while thrombin and fibrin(ogen) distributed ubiquitously over platelet-fibrin thrombi. During thrombus formation under venous shear, thrombin may relocate from focal sites of formation (on FXa-binding platelets) to dispersed sites of action (on fibrin fibers)

A novel haemocytometric covid-19 prognostic score developed and validated in an observational multicentre european hospital-based study

COVID-19 induces haemocytometric changes. Complete blood count changes, including new cell activation parameters, from 982 confirmed COVID-19 adult patients from 11 European hospitals were retrospectively analysed for distinctive patterns based on age, gender, clinical severity, symptom duration and hospital days. The observed haemocytometric patterns formed the basis to develop a multi-haemocytometric-parameter prognostic score to predict, during the first three days after presentation, which patients will recover without ventilation or deteriorate within a two-week timeframe, needing intensive care or with fatal outcome. The prognostic score, with ROC curve AUC at baseline of 0.753 (95% CI 0.723-0.781) increasing to 0.875 (95% CI 0.806-0.926) on day 3, was superior to any individual parameter at distinguishing between clinical severity. Findings were confirmed in a validation cohort. Aim is that the score and haemocytometry results are simultaneously provided by analyser software, enabling wide applicability of the score as haemocytometry is commonly requested in COVID-19 patients

Platelet receptor interplay regulates collagen-induced thrombus formation in flowing human blood

The platelet glycoproteins (GPs) Ib, integrin alpha(2)beta(1), and GPVI are considered central to thrombus formation. Recently, their relative importance has been re-evaluated based on data from murine knockout models. To examine their relationship during human thrombus formation on collagen type I fibers at high shear (1000 s(-1)), we tested a novel antibody against GPVI, an immunoglobulin single-chain variable fragment, 10B12, together with specific antagonists for GPIb alpha (12G1 Fab(2)) and alpha(2)beta(1) (6F1 mAb or GFOGER-GPP peptide). GPVI was found to be crucial for aggregate formation, Ca(2+) signaling, and phosphatidylserine (PS) exposure, but not for primary adhesion, even with more than 97% receptor blockade. Inhibiting alpha(2)beta(1) revealed its involvement in regulating Ca(2+) signaling, PS exposure, and aggregate size. Both GPIb alpha and alpha(2)beta(1) contributed to primary adhesion, showing overlapping function. The coinhibition of receptors revealed synergism in thrombus formation: the coinhibition of adenosine diphosphate (ADP) receptors with collagen receptors further decreased adhesion and aggregation, and, crucially, the complete eradication of thrombus formation required the coinhibition of GPVI with either GPIb alpha or alpha(2)beta(1). In summary, human platelet deposition on collagen depends on the concerted interplay of several receptors: GPIb in synergy with alpha(2)beta(1) mediating primary adhesion, reinforced by activation through GPVI, which further regulates the thrombus formation.status: publishe