Optimal stopping with f-expectations: The irregular case

We consider the optimal stopping problem with non-linear f-expectation (induced by a BSDE) without making any regularity assumptions on the payoff process ξ and in the case of a general filtration. We show that the value family can be aggregated by an optional process Y. We characterize the process Y as the Ef-Snell envelope of ξ. We also establish an infinitesimal characterization of the value process Y in terms of a Reflected BSDE with ξ as the obstacle. To do this, we first establish some useful properties of irregular RBSDEs, in particular an existence and uniqueness result and a comparison theorem

On the strict value of the non-linear optimal stopping problem

We address the non-linear strict value problem in the case of a general filtration and a completely irregular pay-off process (ξt). While the value process (Vt) of the non-linear problem is only right-uppersemicontinuous, we show that the strict value process (V+t) is necessarily right-continuous. Moreover, the strict value process (V+t) coincides with the process of right-limits (Vt+) of the value process. As an auxiliary result, we obtain that a strong non-linear f-supermartingale is right-continuous if and only if it is right-continuous along stopping times in conditional f-expectation

On the monotone stability approach to BSDEs with jumps: Extensions, concrete criteria and examples

We show a concise extension of the monotone stability approach to backward stochastic differential equations (BSDEs) that are jointly driven by a Brownian motion and a random measure for jumps, which could be of infinite activity with a non-deterministic and time inhomogeneous compensator. The BSDE generator function can be non convex and needs not to satisfy global Lipschitz conditions in the jump integrand. We contribute concrete criteria, that are easy to verify, for results on existence and uniqueness of bounded solutions to BSDEs with jumps, and on comparison and a-priori $L^{\infty}$-bounds. Several examples and counter examples are discussed to shed light on the scope and applicability of different assumptions, and we provide an overview of major applications in finance and optimal control.Comment: 28 pages. Added DOI https://link.springer.com/chapter/10.1007%2F978-3-030-22285-7_1 for final publication, corrected typo (missing gamma) in example 4.1

Exome sequencing identifies novel AD-associated genes

The genetic component of Alzheimer’s disease (AD) has been mainly assessed using Genome Wide Association Studies (GWAS), which do not capture the risk contributed by rare variants. Here, we compared the gene-based burden of rare damaging variants in exome sequencing data from 32,558 individuals —16,036 AD cases and 16,522 controls— in a two-stage analysis. Next to known genes TREM2, SORL1 and ABCA7, we observed a significant association of rare, predicted damaging variants in ATP8B4 and ABCA1 with AD risk, and a suggestive signal in ADAM10. Next to these genes, the rare variant burden in RIN3, CLU, ZCWPW1 and ACE highlighted these genes as potential driver genes in AD-GWAS loci. Rare damaging variants in these genes, and in particular loss-of-function variants, have a large effect on AD-risk, and they are enriched in early onset AD cases. The newly identified AD-associated genes provide additional evidence for a major role for APP-processing, Aβ-aggregation, lipid metabolism and microglial function in AD

New insights into the genetic etiology of Alzheimer's disease and related dementias.

Characterization of the genetic landscape of Alzheimer's disease (AD) and related dementias (ADD) provides a unique opportunity for a better understanding of the associated pathophysiological processes. We performed a two-stage genome-wide association study totaling 111,326 clinically diagnosed/'proxy' AD cases and 677,663 controls. We found 75 risk loci, of which 42 were new at the time of analysis. Pathway enrichment analyses confirmed the involvement of amyloid/tau pathways and highlighted microglia implication. Gene prioritization in the new loci identified 31 genes that were suggestive of new genetically associated processes, including the tumor necrosis factor alpha pathway through the linear ubiquitin chain assembly complex. We also built a new genetic risk score associated with the risk of future AD/dementia or progression from mild cognitive impairment to AD/dementia. The improvement in prediction led to a 1.6- to 1.9-fold increase in AD risk from the lowest to the highest decile, in addition to effects of age and the APOE ε4 allele

New insights into the genetic etiology of Alzheimer's disease and related dementias

Characterization of the genetic landscape of Alzheimer's disease (AD) and related dementias (ADD) provides a unique opportunity for a better understanding of the associated pathophysiological processes. We performed a two-stage genome-wide association study totaling 111,326 clinically diagnosed/'proxy' AD cases and 677,663 controls. We found 75 risk loci, of which 42 were new at the time of analysis. Pathway enrichment analyses confirmed the involvement of amyloid/tau pathways and highlighted microglia implication. Gene prioritization in the new loci identified 31 genes that were suggestive of new genetically associated processes, including the tumor necrosis factor alpha pathway through the linear ubiquitin chain assembly complex. We also built a new genetic risk score associated with the risk of future AD/dementia or progression from mild cognitive impairment to AD/dementia. The improvement in prediction led to a 1.6- to 1.9-fold increase in AD risk from the lowest to the highest decile, in addition to effects of age and the APOE ε4 allele

New insights into the genetic etiology of Alzheimer's disease and related dementias

Characterization of the genetic landscape of Alzheimer's disease (AD) and related dementias (ADD) provides a unique opportunity for a better understanding of the associated pathophysiological processes. We performed a two-stage genome-wide association study totaling 111,326 clinically diagnosed/'proxy' AD cases and 677,663 controls. We found 75 risk loci, of which 42 were new at the time of analysis. Pathway enrichment analyses confirmed the involvement of amyloid/tau pathways and highlighted microglia implication. Gene prioritization in the new loci identified 31 genes that were suggestive of new genetically associated processes, including the tumor necrosis factor alpha pathway through the linear ubiquitin chain assembly complex. We also built a new genetic risk score associated with the risk of future AD/dementia or progression from mild cognitive impairment to AD/dementia. The improvement in prediction led to a 1.6- to 1.9-fold increase in AD risk from the lowest to the highest decile, in addition to effects of age and the APOE ε4 allele

Biallelic NAA60 variants with impaired n-terminal acetylation capacity cause autosomal recessive primary familial brain calcifications.

Primary familial brain calcification (PFBC) is characterized by calcium deposition in the brain, causing progressive movement disorders, psychiatric symptoms, and cognitive decline. PFBC is a heterogeneous disorder currently linked to variants in six different genes, but most patients remain genetically undiagnosed. Here, we identify biallelic NAA60 variants in ten individuals from seven families with autosomal recessive PFBC. The NAA60 variants lead to loss-of-function with lack of protein N-terminal (Nt)-acetylation activity. We show that the phosphate importer SLC20A2 is a substrate of NAA60 in vitro. In cells, loss of NAA60 caused reduced surface levels of SLC20A2 and a reduction in extracellular phosphate uptake. This study establishes NAA60 as a causal gene for PFBC, provides a possible biochemical explanation of its disease-causing mechanisms and underscores NAA60-mediated Nt-acetylation of transmembrane proteins as a fundamental process for healthy neurobiological functioning

Exome sequencing identifies rare damaging variants in ATP8B4 and ABCA1 as risk factors for Alzheimer’s disease

Alzheimer’s disease (AD), the leading cause of dementia, has an estimated heritability of approximately 70%1. The genetic component of AD has been mainly assessed using genome-wide association studies, which do not capture the risk contributed by rare variants2. Here, we compared the gene-based burden of rare damaging variants in exome sequencing data from 32,558 individuals—16,036 AD cases and 16,522 controls. Next to variants in TREM2, SORL1 and ABCA7, we observed a significant association of rare, predicted damaging variants in ATP8B4 and ABCA1 with AD risk, and a suggestive signal in ADAM10. Additionally, the rare-variant burden in RIN3, CLU, ZCWPW1 and ACE highlighted these genes as potential drivers of respective AD-genome-wide association study loci. Variants associated with the strongest effect on AD risk, in particular loss-of-function variants, are enriched in early-onset AD cases. Our results provide additional evidence for a major role for amyloid-β precursor protein processing, amyloid-β aggregation, lipid metabolism and microglial function in AD