Inequalities for the Gaussian measure of convex sets

This note presents families of inequalities for the Gaussian measure of convex sets which extend the recently proven Gaussian correlation inequality in various directions

Uniform bounds for Black--Scholes implied volatility

In this note, Black--Scholes implied volatility is expressed in terms of various optimization problems. From these representations, upper and lower bounds are derived which hold uniformly across moneyness and call price. Various symmetries of the Black--Scholes formula are exploited to derive new bounds from old. These bounds are used to reprove asymptotic formulas for implied volatility at extreme strikes and/or maturities

Optimisation-based representations for branching processes

It is shown that a certain functional of a branching process has representations in terms of both a maximisation problem and a minimisation problem. A consequence of these representations is that upper and lower bounds on the functional can be found easily, yielding a non-asymptotic Trotter product formula. As an application, the speed of the right-most particle of a branching Levy process is calculated

Implied volatility of basket options at extreme strikes

In the paper, we characterize the asymptotic behavior of the implied volatility of a basket call option at large and small strikes in a variety of settings with increasing generality. First, we obtain an asymptotic formula with an error bound for the left wing of the implied volatility, under the assumption that the dynamics of asset prices are described by the multidimensional Black-Scholes model. Next, we find the leading term of asymptotics of the implied volatility in the case where the asset prices follow the multidimensional Black-Scholes model with time change by an independent increasing stochastic process. Finally, we deal with a general situation in which the dependence between the assets is described by a given copula function. In this setting, we obtain a model-free tail-wing formula that links the implied volatility to a special characteristic of the copula called the weak lower tail dependence function

Electrophoretic deposition of graphene oxide on magnetic ribbon: Toward high sensitive and selectable magnetoimpedance response

Graphene oxide (GO) layers have shown to be fascinating elements for application in high performance sensors. They can be applied in multi-disciplinary designs based on surface selective sensing mechanisms. One immediate application of such surface sensitive elements is implementing of GO layer in magnetoimpedance (MI) sensors to improve their multi-functionality. In this paper, deposition of GO on the surface of Co-based amorphous ribbons (Co 68.15 Fe 4.35 Si 12.5 B 15 ) is performed using electrophoretic deposition (EPD) method to evaluate the MI response. MI ratio increased from 271% (bare ribbon) up to 281% and 301% EPD GO deposited within 4 and 8 min, respectively. Similar experiment for the ribbon drop coated with GO was carried out while no enhancement in MI response was seen. Vertical growth of GO on the surface of the ribbon in EPD and drop coated layers observed by topographical measurements. We explained the difference between the MI responses based on layers verticality and surface coverage. UV–Visible absorption and Raman spectroscopy were used to study the nature of GO. Gaining a high surface area of GO along with their biocompatible and anticorrosive properties atop the MI sensors can open pathways towards increasing applications of surface selective and high sensitive MI sensors

Electrophoretic deposition of graphene oxide on magnetic ribbon: Toward high sensitive and selectable magnetoimpedance response

Graphene oxide (GO) layers have shown to be fascinating elements for application in high performance sensors. They can be applied in multi-disciplinary designs based on surface selective sensing mechanisms. One immediate application of such surface sensitive elements is implementing of GO layer in magnetoimpedance (MI) sensors to improve their multi-functionality. In this paper, deposition of GO on the surface of Co-based amorphous ribbons (Co 68.15 Fe 4.35 Si 12.5 B 15 ) is performed using electrophoretic deposition (EPD) method to evaluate the MI response. MI ratio increased from 271% (bare ribbon) up to 281% and 301% EPD GO deposited within 4 and 8 min, respectively. Similar experiment for the ribbon drop coated with GO was carried out while no enhancement in MI response was seen. Vertical growth of GO on the surface of the ribbon in EPD and drop coated layers observed by topographical measurements. We explained the difference between the MI responses based on layers verticality and surface coverage. UV–Visible absorption and Raman spectroscopy were used to study the nature of GO. Gaining a high surface area of GO along with their biocompatible and anticorrosive properties atop the MI sensors can open pathways towards increasing applications of surface selective and high sensitive MI sensors

Electrophoretic deposition of graphene oxide on magnetic ribbon: Toward high sensitive and selectable magnetoimpedance response

Graphene oxide (GO) layers have shown to be fascinating elements for application in high performance sensors. They can be applied in multi-disciplinary designs based on surface selective sensing mechanisms. One immediate application of such surface sensitive elements is implementing of GO layer in magnetoimpedance (MI) sensors to improve their multi-functionality. In this paper, deposition of GO on the surface of Co-based amorphous ribbons (Co 68.15 Fe 4.35 Si 12.5 B 15 ) is performed using electrophoretic deposition (EPD) method to evaluate the MI response. MI ratio increased from 271% (bare ribbon) up to 281% and 301% EPD GO deposited within 4 and 8 min, respectively. Similar experiment for the ribbon drop coated with GO was carried out while no enhancement in MI response was seen. Vertical growth of GO on the surface of the ribbon in EPD and drop coated layers observed by topographical measurements. We explained the difference between the MI responses based on layers verticality and surface coverage. UV–Visible absorption and Raman spectroscopy were used to study the nature of GO. Gaining a high surface area of GO along with their biocompatible and anticorrosive properties atop the MI sensors can open pathways towards increasing applications of surface selective and high sensitive MI sensors

Autophagy limits proliferation and glycolytic metabolism in acute myeloid leukemia

Decreased autophagy contributes to malignancies; however, it is unclear how autophagy has an impact on tumor growth. Acute myeloid leukemia (AML) is an ideal model to address this as (i) patient samples are easily accessible, (ii) the hematopoietic stem and progenitor cells (HSPC) where transformation occurs is well characterized and (iii) loss of the key autophagy gene Atg7 in HSPCs leads to a lethal pre-leukemic phenotype in mice. Here we demonstrate that loss of Atg5 results in an identical HSPC phenotype as loss of Atg7, confirming a general role for autophagy in HSPC regulation. Compared with more committed/mature hematopoietic cells, healthy human and mouse HSPCs displayed enhanced basal autophagic flux, limiting mitochondrial damage and reactive oxygen species in this long-lived population. Taken together, with our previous findings these data are compatible with autophagy-limiting leukemic transformation. In line with this, autophagy gene losses are found within chromosomal regions that are commonly deleted in human AML. Moreover, human AML blasts showed reduced expression of autophagy genes and displayed decreased autophagic flux with accumulation of unhealthy mitochondria, indicating that deficient autophagy may be beneficial to human AML. Crucially, heterozygous loss of autophagy in an MLL–ENL model of AML led to increased proliferation in vitro, a glycolytic shift and more aggressive leukemias in vivo. With autophagy gene losses also identified in multiple other malignancies, these findings point to low autophagy, providing a general advantage for tumor growth