A distributed algorithm for European options with nonlinear volatility

A distributed algorithm is developed to solve nonlinear Black-Scholes equations in the hedging of portfolios. The algorithm is based on an approximate inverse Laplace transform and is particularly suitable for problems that do not require detailed knowledge of each intermediate time steps

WIF1 re-expression in glioblastoma inhibits migration through attenuation of non-canonical WNT signaling by downregulating the lncRNA MALAT1.

Glioblastoma is the most aggressive primary brain tumor in adults and due to the invasive nature cannot be completely removed. The WNT inhibitory factor 1 (WIF1), a secreted inhibitor of WNTs, is systematically downregulated in glioblastoma and acts as strong tumor suppressor. The aim of this study was the dissection of WIF1-associated tumor-suppressing effects mediated by canonical and non-canonical WNT signaling. We found that WIF1 besides inhibiting the canonical WNT pathway selectively downregulates the WNT/calcium pathway associated with significant reduction of p38-MAPK (p38-mitogen-activated protein kinase) phosphorylation. Knockdown of WNT5A, the only WNT ligand overexpressed in glioblastoma, phenocopied this inhibitory effect. WIF1 expression inhibited cell migration in vitro and in an orthotopic brain tumor model, in accordance with the known regulatory function of the WNT/Ca(2+) pathway on migration and invasion. In search of a mediator for this function differential gene expression profiles of WIF1-expressing cells were performed. Metastasis-associated lung adenocarcinoma transcript 1 (MALAT1), a long non-coding RNA and key positive regulator of invasion, emerged as the top downregulated gene. Indeed, knockdown of MALAT1 reduced migration in glioblastoma cells, without effect on proliferation. Hence, loss of WIF1 enhances the migratory potential of glioblastoma through WNT5A that activates the WNT/Ca(2+) pathway and MALAT1. These data suggest the involvement of canonical and non-canonical WNT pathways in glioblastoma promoting key features associated with this deadly disease, proliferation on one hand and invasion on the other. Successful targeting will require a dual strategy affecting both canonical and non-canonical WNT pathways

Classifying white rot decay resistance of some hardwoods from Sarawak and Peninsular Malaysia and correlations with their tropical in-ground durability

White rot wood decay under Malaysian (humid tropical) terrestrial conditions pose more serious threats to the in-ground service life of hardwoods than other common fungal decay types. A study is made on decay resistance variation for a total combined list of 30 Peninsular Malaysian and Sarawak timber species (plus 6 exotic reference temperate commercial woods for comparison) using the laboratory soilblock decay test method of ASTM D 2017, challenged with a representative virulent Malaysian white rot Basidiomycete Pycnoporus sanguineus. Results showed that Hevea brasiliensis (rubberwood) suffered the most severe wood decay with average percentage mass loss of 43.9%, and regarded as non-durable. On the other scale, there was expectedly negligible decay of the most durable species Eusideroxylon zwageri (belian) heartwood with mean mass loss of only 0.7 %. The remaining species varies between non-durability and high decay durability, but mainly moderately durable on the American ASTM 2017 and European EN350-1 decay resistance classification scales. The decay test findings were weakly correlated with recent Malaysian stake test results. Comparative variation of the white rot decay resistance among the timber species will augment the existing pool of information on wood quality classifications of some tropical timbers that are currently sought by the international timber trade, as well as detecting promising relatively decay resistant lesser-utilised species, that the international forest products trade may also be inclined to utilize in addition to the traditional commercial Malaysian species that are now in limited supplies

Acute Stroke, Hematocrit, and Blood Pressure.

A population-based study of the relation between hematocrit and stroke subtype was carried out among 2,077 individuals using the Lehigh Valley Stroke Register. This register identifies all stroke patients admitted to the 8 acute care hospitals serving the Lehigh Valley area of eastern Pennsylvania-western New Jersey. The mean hematocrit was higher in patients with lacunes than with thrombotic or embolic strokes (p = 0.02). However, when blood pressure was also considered the increase in hematocrit in patients with lacunar stroke was significant only when systolic hypertension (greater than or equal to 150 mm Hg) was also present (p = 0.029); no significant difference in hematocrit was found between stroke subtypes in normotensive individuals. Therefore, we cannot exclude the possibility that hypertension interacts with hematocrit in accounting for the observed association with lacunar infarcts. There was no trend for increased in-hospital mortality for stroke patients in either the low (less than or equal to 30, 30-36%) or high (greater than or equal to 47%) hematocrit groups

Asymmetric Fluid Criticality II: Finite-Size Scaling for Simulations

The vapor-liquid critical behavior of intrinsically asymmetric fluids is studied in finite systems of linear dimensions, $L$, focusing on periodic boundary conditions, as appropriate for simulations. The recently propounded ``complete'' thermodynamic $(L\to\infty)$ scaling theory incorporating pressure mixing in the scaling fields as well as corrections to scaling ${[arXiv:cond-mat/0212145]}$, is extended to finite $L$, initially in a grand canonical representation. The theory allows for a Yang-Yang anomaly in which, when $L\to\infty$, the second temperature derivative, $(d^{2}\mu_{\sigma}/dT^{2})$, of the chemical potential along the phase boundary, $\mu_{\sigma}(T)$, diverges when T\to\Tc -. The finite-size behavior of various special {\em critical loci} in the temperature-density or $(T,\rho)$ plane, in particular, the $k$-inflection susceptibility loci and the $Q$-maximal loci -- derived from $Q_{L}(T,_{L}) \equiv ^{2}_{L}/< m^{4}>_{L}$ where $m \equiv \rho - _{L}$ -- is carefully elucidated and shown to be of value in estimating \Tc and \rhoc. Concrete illustrations are presented for the hard-core square-well fluid and for the restricted primitive model electrolyte including an estimate of the correlation exponent $\nu$ that confirms Ising-type character. The treatment is extended to the canonical representation where further complications appear.Comment: 23 pages in the two-column format (including 13 figures) This is Part II of the previous paper [arXiv:cond-mat/0212145

Atenolol versus losartan in children and young adults with Marfan's syndrome

BACKGROUND : Aortic-root dissection is the leading cause of death in Marfan's syndrome. Studies suggest that with regard to slowing aortic-root enlargement, losartan may be more effective than beta-blockers, the current standard therapy in most centers. METHODS : We conducted a randomized trial comparing losartan with atenolol in children and young adults with Marfan's syndrome. The primary outcome was the rate of aortic-root enlargement, expressed as the change in the maximum aortic-root-diameter z score indexed to body-surface area (hereafter, aortic-root z score) over a 3-year period. Secondary outcomes included the rate of change in the absolute diameter of the aortic root; the rate of change in aortic regurgitation; the time to aortic dissection, aortic-root surgery, or death; somatic growth; and the incidence of adverse events. RESULTS : From January 2007 through February 2011, a total of 21 clinical centers enrolled 608 participants, 6 months to 25 years of age (mean [+/- SD] age, 11.5 +/- 6.5 years in the atenolol group and 11.0 +/- 6.2 years in the losartan group), who had an aorticroot z score greater than 3.0. The baseline-adjusted rate of change (+/- SE) in the aortic-root z score did not differ significantly between the atenolol group and the losartan group (-0.139 +/- 0.013 and -0.107 +/- 0.013 standard-deviation units per year, respectively; P = 0.08). Both slopes were significantly less than zero, indicating a decrease in the degree of aortic-root dilatation relative to body-surface area with either treatment. The 3-year rates of aortic-root surgery, aortic dissection, death, and a composite of these events did not differ significantly between the two treatment groups. CONCLUSIONS : Among children and young adults with Marfan's syndrome who were randomly assigned to losartan or atenolol, we found no significant difference in the rate of aorticroot dilatation between the two treatment groups over a 3-year period

Electroactive biofilms: new means for electrochemistry

This work demonstrates that electrochemical reactions can be catalysed by the natural biofilms that form on electrode surfaces dipping into drinking water or compost. In drinking water, oxygen reduction was monitored with stainless steel ultra-microelectrodes under constant potential electrolysis at )0.30 V/SCE for 13 days. 16 independent experiments were conducted in drinking water, either pure or with the addition of acetate or dextrose. In most cases, the current increased and reached 1.5–9.5 times the initial current. The current increase was attributed to biofilm forming on the electrode in a similar way to that has been observed in seawater. Epifluorescence microscopy showed that the bacteria size and the biofilm morphology depended on the nutrients added, but no quantitative correlation between biofilm morphology and current was established. In compost, the oxidation process was investigated using a titanium based electrode under constant polarisation in the range 0.10–0.70 V/SCE. It was demonstrated that the indigenous micro-organisms were responsible for the current increase observed after a few days, up to 60 mA m)2. Adding 10 mM acetate to the compost amplified the current density to 145 mA m)2 at 0.50 V/SCE. The study suggests that many natural environments, other than marine sediments, waste waters and seawaters that have been predominantly investigated until now, may be able to produce electrochemically active biofilm

Relativistic Heavy--Ion Collisions in the Dynamical String--Parton Model

We develop and extend the dynamical string parton model. This model, which is based on the salient features of QCD, uses classical Nambu-Got\=o strings with the endpoints identified as partons, an invariant string breaking model of the hadronization process, and interactions described as quark-quark interactions. In this work, the original model is extended to include a phenomenological quantization of the mass of the strings, an analytical technique for treating the incident nucleons as a distribution of string configurations determined by the experimentally measured structure function, the inclusion of the gluonic content of the nucleon through the introduction of purely gluonic strings, and the use of a hard parton-parton interaction taken from perturbative QCD combined with a phenomenological soft interaction. The limited number of parameters in the model are adjusted to $e^+e^-$ and $p$--$p$ data. Utilizing these parameters, the first calculations of the model for $p$--$A$ and $A$--$A$ collisions are presented and found to be in reasonable agreement with a broad set of data.Comment: 26 pages of text with 23 Postscript figures placed in tex

Dispatcher-assisted cardiopulmonary resuscitation for paediatric out-of-hospital cardiac arrest

Aim To evaluate communication issues during dispatcher-assisted cardiopulmonary resuscitation (DACPR) for paediatric out-of-hospital cardiac arrest in a structured manner to facilitate recommendations for training improvement. Methods A retrospective observational study evaluated DACPR communication issues using the SACCIA ® Safe Communication typology (Sufficiency, Accuracy, Clarity, Contextualization, Interpersonal Adaptation). Telephone recordings of 31 cases were transcribed verbatim and analysed with respect to encoding, decoding and transactional communication issues. Results Sixty SACCIA communication issues were observed in the 31 cases, averaging 1.9 issues per case. A majority of the issues were related to sufficiency (35%) and accuracy (35%) of communication between dispatcher and caller. Situation specific guideline application was observed in CPR practice, (co)counting and methods of compressions. Conclusion This structured evaluation identified specific issues in paediatric DACPR communication. Our training recommendations focus on situation and language specific guideline application and moving beyond verbal communication by utilizing the smart phone’s functions. Prospective efforts are necessary to follow-up its translation into better paediatric DACPR outcomes

CKM Favored Semileptonic Decays of Heavy Hadrons at Zero Recoil

We study the properties of Cabibbo-Kobayashi-Maskawa (CKM) favored semileptonic decays of mesons and baryons containing a heavy quark at the point of no recoil. We first use a diagrammatic analysis to rederive the result observed by earlier authors that at this kinematic point the $B$ meson decays via $b\to c$ transitions can only produce a $D$ or $D^*$ meson. The result is generalized to include photon emissions which violate heavy quark flavor symmetry. We show that photons emitted by the heavy quarks and the charged lepton are the only light particles that can decorate the decays $\bar{B}\to D(D^*) + \ell\nu$ at zero recoil, and the similar processes of heavy baryons. Implications for the determinations of the CKM parameter $V_{cb}$ are discussed. Also studied in this paper is the connection between our diagrammatic analysis of suppression of particle emission and the formal observation based on weak currents at zero recoil being generators of heavy quark symmetry. We show that the two approaches can be unified by considering the Isgur-Wise function in the presence of an external source.Comment: 27 pages, including 11 figures using macros FEYNMAN.te