93 research outputs found

    On the consistency of jump-diffusion dynamics for FX rates under inversion

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    In this note we investigate the consistency under inversion of jump diffusion processes in the Foreign Exchange (FX) market. In other terms, if the EUR/USD FX rate follows a given type of dynamics, under which conditions will USD/EUR follow the same type of dynamics? In order to give a numerical description of this property, we first calibrate a Heston model and a SABR model to market data, plotting their smiles together with the smiles of the reciprocal processes. Secondly, we determine a suitable local volatility structure ensuring consistency. We subsequently introduce jumps and analyze both constant jump size (Poisson process) and random jump size (compound Poisson process). In the first scenario, we find that consistency is automatically satisfied, for the jump size of the inverted process is a constant as well. The second case is more delicate, since we need to make sure that the distribution of jumps in the domestic measure is the same as the distribution of jumps in the foreign measure. We determine a fairly general class of admissible densities for the jump size in the domestic measure satisfying the condition.Comment: 14 pages, 3 figure

    The varieties of the psychedelic experience: A preliminary study of the association between the reported subjective effects and the binding affinity profiles of substituted phenethylamines and tryptamines

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    Classic psychedelics are substances of paramount cultural and neuroscientific importance. A distinctive feature of psychedelic drugs is the wide range of potential subjective effects they can elicit, known to be deeply influenced by the internal state of the user (“set”) and the surroundings (“setting”). The observation of cross-tolerance and a series of empirical studies in humans and animal models support agonism at the serotonin (5-HT)2A receptor as a common mechanism for the action of psychedelics. The diversity of subjective effects elicited by different compounds has been attributed to the variables of “set” and “setting,” to the binding affinities for other 5-HT receptor subtypes, and to the heterogeneity of transduction pathways initiated by conformational receptor states as they interact with different ligands (“functional selectivity”). Here we investigate the complementary (i.e., not mutually exclusive) possibility that such variety is also related to the binding affinity for a range of neurotransmitters and monoamine transporters including (but not limited to) 5-HT receptors. Building on two independent binding affinity datasets (compared to “in silico” estimates) in combination with natural language processing tools applied to a large repository of reports of psychedelic experiences (Erowid’s Experience Vaults), we obtained preliminary evidence supporting that the similarity between the binding affinity profiles of psychoactive substituted phenethylamines and tryptamines is correlated with the semantic similarity of the associated reports. We also showed that the highest correlation was achieved by considering the combined binding affinity for the 5-HT, dopamine (DA), glutamate, muscarinic and opioid receptors and for the Ca+ channel. Applying dimensionality reduction techniques to the reports, we linked the compounds, receptors, transporters and the Ca+ channel to distinct fingerprints of the reported subjective effects. To the extent that the existing binding affinity data is based on a low number of displacement curves that requires further replication, our analysis produced preliminary evidence consistent with the involvement of different binding sites in the reported subjective effects elicited by psychedelics. Beyond the study of this particular class of drugs, we provide a methodological framework to explore the relationship between the binding affinity profiles and the reported subjective effects of other psychoactive compounds.Fil: Zamberlan, Federico. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; ArgentinaFil: Sanz, Camila. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad de Buenos Aires; ArgentinaFil: Martínez Vivot, Rocío. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Houssay. Instituto de Investigaciones Biomédicas. Universidad de Buenos Aires. Facultad de Medicina. Instituto de Investigaciones Biomédicas; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; ArgentinaFil: Pallavicini, Carla. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; Argentina. Fundación para la Lucha contra las Enfermedades Neurológicas de la Infancia; ArgentinaFil: Erowid, Fire. Grass Valley; Estados UnidosFil: Erowid, Earth. Grass Valley; Estados UnidosFil: Tagliazucchi, Enzo Rodolfo. Institut du cerveau et de la moelle épinière; Francia. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; Argentin

    Serum uric acid, creatinine, and the assessment of antioxidant capacity in critical illness

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    No Abstract - The letter addresses the issue of low plasma urate as a marker of impaired antioxidant capacity in critical illness

    Baseline Power of Theta Oscillations Predicts Mystical-Type Experiences Induced by DMT in a Natural Setting

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    N,N-Dimethyltryptamine (DMT) is a classic psychedelic capable of inducing short-lasting but profound changes in consciousness. As with other psychedelics, the experience induced by DMT strongly depends upon contextual factors, yet the neurobiological determinants of this variability remain unknown. The present study investigated changes in neural oscillations elicited by inhaled DMT, and whether baseline electroencephalography (EEG) recordings could predict the subjective effects reported by the participants. Healthy volunteers (N = 35) were measured with EEG before and during the acute effects of DMT consumed in a natural setting. Source-localized neural oscillations were correlated with the results of multiple questionnaires employed to assess the subjective effects of the drug. DMT resulted in a marked reduction of alpha and beta oscillations, and increased posterior spectral power in the delta, theta and gamma bands. The power of fronto-temporal theta oscillations was inversely correlated with scales indexing feelings of unity and transcendence, which are an integral part of the phenomenology of mystical-type experiences. The robustness of these results was supported using a machine learning model for regression trained and tested following a cross-validation procedure. These results are consistent with the observation that the state of mind prior to consuming a psychedelic drug influences the ensuing subjective experience of the user. They also suggest that baseline EEG screenings before administration of a serotonergic psychedelic could be useful to estimate the likelihood of inducing mystical-type experiences, previously linked to sustained positive effects in well-being and improved outcome of therapeutic interventions.Fil: Tagliazucchi, Enzo Rodolfo. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; ArgentinaFil: Zamberlan, Federico. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; ArgentinaFil: Cavanna, Federico Amadeo. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; Argentina. Fundación para la Lucha contra las Enfermedades Neurológicas de la Infancia; ArgentinaFil: de la Fuente, Laura. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; ArgentinaFil: Romero, Celeste. Centro de Estudios de la Cultura Cannabica; ArgentinaFil: Sanz Perl Hernandez, Yonatan. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; ArgentinaFil: Pallavicini, Carla. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; Argentina. Fundación para la Lucha contra las Enfermedades Neurológicas de la Infancia; Argentin

    Lifetime use of psychedelics is associated with better mental health indicators during the COVID-19 pandemic

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    Background and aimsThe COVID-19 pandemic and its consequences represent a major challenge to the mental health and well-being of the general population. Building on previous work on the potential long-term benefits of psychedelics, we hypothesized that lifetime use of these drugs could be linked to better mental health indicators in the context of the ongoing pandemic.MethodsTwo anonymous online surveys were conducted between April and June 2020, including questions about lifetime experience with psychedelics and other psychoactive drugs, and psychometric scales designed to measure personality traits, anxiety, negative, and positive affect, well-being, and resilience. Principal component analysis was applied to divide the sample into groups of subjects based on their drug use reports.ResultsFive thousand six hundred eighteen participants (29.15 ± 0.12 years, 71.97% female) completed both surveys and met the inclusion criteria, with 32.43% of the sample reporting at least one use of a psychedelic drug. Preliminary analyses showed that certain psychedelics were linked to improved mental health indicators, while other psychoactive drugs exhibited the opposite behavior. Lifetime psychedelic use was linked to increased openness and decreased conscientiousness, and to higher scores of positive affect. The reported number of past psychedelic experiences predicted higher scores of the secondary personality trait beta factor, which has been interpreted as a measure of plasticity. No significant associations between lifetime use of psychedelics and indicators of impaired mental health were observed.ConclusionWe did not find evidence of an association between lifetime use of psychedelics and poor mental health indicators. Conversely, experience with psychedelic drugs was linked to increased positive affect and to personality traits that favor resilience and stability in the light of the ongoing crisis.Fil: Cavanna, Federico Amadeo. Fundación para la Lucha contra las Enfermedades Neurológicas de la Infancia; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; ArgentinaFil: Pallavicini, Carla. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; Argentina. Fundación para la Lucha contra las Enfermedades Neurológicas de la Infancia; ArgentinaFil: Milano, Virginia. No especifíca;Fil: Cuiule, Juan. No especifíca;Fil: Di Tella, Rocco. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; ArgentinaFil: González, Pablo. No especifíca;Fil: Tagliazucchi, Enzo Rodolfo. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; Argentina. Universidad Adolfo Ibañez; Chil

    The Varieties of the Psychedelic Experience: A Preliminary Study of the Association Between the Reported Subjective Effects and the Binding Affinity Profiles of Substituted Phenethylamines and Tryptamines

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    Classic psychedelics are substances of paramount cultural and neuroscientific importance. A distinctive feature of psychedelic drugs is the wide range of potential subjective effects they can elicit, known to be deeply influenced by the internal state of the user (“set”) and the surroundings (“setting”). The observation of cross-tolerance and a series of empirical studies in humans and animal models support agonism at the serotonin (5-HT)2A receptor as a common mechanism for the action of psychedelics. The diversity of subjective effects elicited by different compounds has been attributed to the variables of “set” and “setting,” to the binding affinities for other 5-HT receptor subtypes, and to the heterogeneity of transduction pathways initiated by conformational receptor states as they interact with different ligands (“functional selectivity”). Here we investigate the complementary (i.e., not mutually exclusive) possibility that such variety is also related to the binding affinity for a range of neurotransmitters and monoamine transporters including (but not limited to) 5-HT receptors. Building on two independent binding affinity datasets (compared to “in silico” estimates) in combination with natural language processing tools applied to a large repository of reports of psychedelic experiences (Erowid’s Experience Vaults), we obtained preliminary evidence supporting that the similarity between the binding affinity profiles of psychoactive substituted phenethylamines and tryptamines is correlated with the semantic similarity of the associated reports. We also showed that the highest correlation was achieved by considering the combined binding affinity for the 5-HT, dopamine (DA), glutamate, muscarinic and opioid receptors and for the Ca+ channel. Applying dimensionality reduction techniques to the reports, we linked the compounds, receptors, transporters and the Ca+ channel to distinct fingerprints of the reported subjective effects. To the extent that the existing binding affinity data is based on a low number of displacement curves that requires further replication, our analysis produced preliminary evidence consistent with the involvement of different binding sites in the reported subjective effects elicited by psychedelics. Beyond the study of this particular class of drugs, we provide a methodological framework to explore the relationship between the binding affinity profiles and the reported subjective effects of other psychoactive compounds

    Relationship among subjective responses, flavor, and chemical composition across more than 800 commercial cannabis varieties

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    Background: Widespread commercialization of cannabis has led to the introduction of brand names based onusers? subjective experience of psychological effects and flavors, but this process has occurred in the absence ofagreed standards. The objective of this work was to leverage information extracted from large databases toevaluate the consistency and validity of these subjective reports, and to determine their correlation with thereported cultivars and with estimates of their chemical composition (delta-9-THC, CBD, terpenes).Methods: We analyzed a large publicly available dataset extracted from Leafly.com where users freely reportedtheir experiences with cannabis cultivars, including different subjective effects and flavour associations. This analysiswas complemented with information on the chemical composition of a subset of the cultivars extracted fromPsilabs.org. The structure of this dataset was investigated using network analysis applied to the pairwise similaritiesbetween reported subjective effects and/or chemical compositions. Random forest classifiers were used to evaluatewhether reports of flavours and subjective effects could identify the labelled species cultivar. We applied NaturalLanguage Processing (NLP) tools to free narratives written by the users to validate the subjective effect and flavourtags. Finally, we explored the relationship between terpenoid content, cannabinoid composition and subjectivereports in a subset of the cultivars.Results: Machine learning classifiers distinguished between species tags given by ?Cannabis sativa? and ?Cannabisindica? based on the reported flavours: = 0.828 ± 0.002 (p = 0.9965 ± 0.0002 (p <0.001). A significant relationship between terpene and cannabinoid content was suggested by positive correlationsbetween subjective effect and flavour tags (p < 0.05, False-Discovery-rate (FDR)-corrected); these correlationsclustered the reported effects into three groups that represented unpleasant, stimulant and soothing effects. Theuse of predefined tags was validated by applying latent semantic analysis tools to unstructured written reviews, alsoproviding breed-specific topics consistent with their purported subjective effects. Terpene profiles matched theperceptual characterizations made by the users, particularly for the terpene-flavours graph (Q = 0.324).Fil: de la Fuente de la Torre, Laura Alethia. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Houssay. Instituto de Neurociencia Cognitiva y Traslacional. Fundación Ineco Rosario Sede del Incyt | Instituto de Neurología Cognitiva. Instituto de Neurociencia Cognitiva y Traslacional. Fundación Ineco Rosario Sede del Incyt | Fundación Favaloro. Instituto de Neurociencia Cognitiva y Traslacional. Fundación Ineco Rosario Sede del Incyt; ArgentinaFil: Zamberlan, Federico. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; ArgentinaFil: Sánchez Ferrán, Andrés. Universidad Nacional de Tucumán; ArgentinaFil: Carrillo, Facundo. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigación en Ciencias de la Computación. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigación en Ciencias de la Computación; ArgentinaFil: Tagliazucchi, Enzo Rodolfo. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; ArgentinaFil: Pallavicini, Carla. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; Argentin

    Citron Kinase Deficiency Leads to Chromosomal Instability and TP53-Sensitive Microcephaly

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    Mutations in citron (CIT), leading to loss or inactivation of the citron kinase protein (CITK), cause primary microcephaly in humans and rodents, associated with cytokinesis failure and apoptosis in neural progenitors. We show that CITK loss induces DNA damage accumulation and chromosomal instability in both mammals and Drosophila. CITK-deficient cells display "spontaneous" DNA damage, increased sensitivity to ionizing radiation, and defective recovery from radiation-induced DNA lesions. In CITK-deficient cells, DNA double-strand breaks increase independently of cytokinesis failure. Recruitment of RAD51 to DNA damage foci is compromised by CITK loss, and CITK physically interacts with RAD51, suggesting an involvement of CITK in homologous recombination. Consistent with this scenario, in doubly CitK and Trp53 mutant mice, neural progenitor cell death is dramatically reduced; moreover, clinical and neuroanatomical phenotypes are remarkably improved. Our results underscore a crucial role of CIT in the maintenance of genomic integrity during brain development
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