Combining Nearest Neighbor Predictions and Model-Based Predictions of Realized Variance: Does it Pay?

The increasing availability of intraday financial data has led to improvements in daily volatility forecasting through long-memory models of realized volatility. This paper demonstrates the merit of the non-parametric Nearest Neighbor (NN) approach for S&P 100 realized variance forecasting. A priori the NN approach is appealing because it can reproduce complex dynamic dependencies while largely avoiding misspecification and parameter estimation uncertainty, unlike model-based methods. We evaluate the forecasts through straddle trading profitability metrics and using conventional statistical accuracy criteria. The ranking of individual forecasts confirms that statistical accuracy does not have a one-to-one mapping into profitability. In turbulent markets, the NN forecasts lead to higher risk-adjusted profitability even though the model-based forecasts are statistically superior. In both calm and turbulent market conditions, the directional combination of NN and model-based forecasts is more profitable than any of the individual forecasts

Mobile sensing for behavioral research: A component-based approach for rapid deployment of sensing campaigns

The author(s) disclosed receipt of the following financial support for the research, authorship, and/or publication of this article: This work was partially funded by the National Council for Science and Technology (CONACYT) in Mexico through a scholarship provided to I.R.F. Also, this work was partially funded by the Instituto Tecnológico de Sonora (ITSON) through the PROFAPI program.Collecting experimental data from multiple sensing devices has just recently become quite popular in behavioral and social sciences. Among existing devices, mobile phones stand out as they allow researchers to collect data from individuals in an unbiased, precise, unobtrusive, and timely manner. Current mobile sensing applications are typically developed from scratch, provide no reusable components, and frequently do not take advantage of the devices’ processing capabilities. In light of such limitations, this work presents a novel tool that leverages mobile phones not only to collect data via their sensors but also to process them on the device as soon as they are gathered. The tool provides researchers with easy-to-use services that allow them to configure the required processing routines on the mobile phones. This work proposes a new approach for rapid deployment of sensing campaigns targeted at scientists with basic technical knowledge and requiring low effort. We performed an evaluation aimed at determining whether there is a significant improvement in terms of user effectiveness and efficiency in the definition of new components. The results suggest that the proposed tool speeds up the time and reduces the effort taken for setting up and deploying a sensing campaign

Blocking Complement Factor B Activation Reduces Renal Injury and Inflammation in a Rat Brain Death Model

Introduction: The majority of kidneys used for transplantation are retrieved from brain-dead organ donors. In brain death, the irreversible loss of brain functions results in hemodynamic instability, hormonal changes and immunological activation. Recently, brain death has been shown to cause activation of the complement system, which is adversely associated with renal allograft outcome in recipients. Modulation of the complement system in the brain-dead donor might be a promising strategy to improve organ quality before transplantation. This study investigated the effect of an inhibitory antibody against complement factor B on brain death-induced renal inflammation and injury. Method: Brain death was induced in male Fischer rats by inflating a balloon catheter in the epidural space. Anti-factor B (anti-FB) or saline was administered intravenously 20 min before the induction of brain death (n = 8/group). Sham-operated rats served as controls (n = 4). After 4 h of brain death, renal function, renal injury, and inflammation were assessed. Results: Pretreatment with anti-FB resulted in significantly less systemic and local complement activation than in saline-treated rats after brain death. Moreover, anti-FB treatment preserved renal function, reflected by significantly reduced serum creatinine levels compared to saline-treated rats after 4 h of brain death. Furthermore, anti-FB significantly attenuated histological injury, as seen by reduced tubular injury scores, lower renal gene expression levels (>75%) and renal deposition of kidney injury marker-1. In addition, anti-FB treatment significantly prevented renal macrophage influx and reduced systemic IL-6 levels compared to saline-treated rats after brain death. Lastly, renal gene expression of IL-6, MCP-1, and VCAM-1 were significantly reduced in rats treated with anti-FB. Conclusion: This study shows that donor pretreatment with anti-FB preserved renal function, reduced renal damage and inflammation prior to transplantation. Therefore, inhibition of factor B in organ donors might be a promising strategy to reduce brain death-induced renal injury and inflammation.Nephrolog

Evidence of a tick RNAi pathway by comparative genomics and reverse genetics screen of targets with known loss-of-function phenotypes in Drosophila

Background The Arthropods are a diverse group of organisms including Chelicerata (ticks, mites, spiders), Crustacea (crabs, shrimps), and Insecta (flies, mosquitoes, beetles, silkworm). The cattle tick, Rhipicephalus (Boophilus) microplus, is an economically significant ectoparasite of cattle affecting cattle industries world wide. With the availability of sequence reads from the first Chelicerate genome project (the Ixodes scapularis tick) and extensive R. microplus ESTs, we investigated evidence for putative RNAi proteins and studied RNA interference in tick cell cultures and adult female ticks targeting Drosophila homologues with known cell viability phenotype. Results We screened 13,643 R. microplus ESTs and I. scapularis genome reads to identify RNAi related proteins in ticks. Our analysis identified 31 RNAi proteins including a putative tick Dicer, RISC associated (Ago-2 and FMRp), RNA dependent RNA polymerase (EGO-1) and 23 homologues implicated in dsRNA uptake and processing. We selected 10 R. microplus ESTs with >80% similarity to D. melanogaster proteins associated with cell viability for RNAi functional screens in both BME26 R. microplus embryonic cells and female ticks in vivo. Only genes associated with proteasomes had an effect on cell viability in vitro. In vivo RNAi showed that 9 genes had significant effects either causing lethality or impairing egg laying. Conclusion We have identified key RNAi-related proteins in ticks and along with our loss-of-function studies support a functional RNAi pathway in R. microplus. Our preliminary studies indicate that tick RNAi pathways may differ from that of other Arthropods such as insects

Slotted Polyimide-Aerogel-Filled-Waveguide Arrays

This presentation discussed the potential advantages of developing Slotted Waveguide Arrays using polyimide aerogels. Polyimide (PI) aerogels offer great promise as an enabling technology for lightweight aerospace antenna systems. PI aerogels are highly porous solids possessing low density and low dielectric permittivity combined with good mechanical properties. For slotted waveguide array applications, there are significant advantages in mass that more than compensate for the slightly higher loss of the aerogel filled waveguide when compared to state of practice commercial waveguide

The complexity of Rhipicephalus (Boophilus) microplus genome characterised through detailed analysis of two BAC clones

<p>Abstract</p> <p>Background</p> <p><it>Rhipicephalus (Boophilus) microplus (Rmi) </it>a major cattle ectoparasite and tick borne disease vector, impacts on animal welfare and industry productivity. In arthropod research there is an absence of a complete Chelicerate genome, which includes ticks, mites, spiders, scorpions and crustaceans. Model arthropod genomes such as <it>Drosophila </it>and <it>Anopheles </it>are too taxonomically distant for a reference in tick genomic sequence analysis. This study focuses on the <it>de-novo </it>assembly of two <it>R. microplus </it>BAC sequences from the understudied <it>R microplus </it>genome. Based on available <it>R. microplus </it>sequenced resources and comparative analysis, tick genomic structure and functional predictions identify complex gene structures and genomic targets expressed during tick-cattle interaction.</p> <p>Results</p> <p>In our BAC analyses we have assembled, using the correct positioning of BAC end sequences and transcript sequences, two challenging genomic regions. Cot DNA fractions compared to the BAC sequences confirmed a highly repetitive BAC sequence BM-012-E08 and a low repetitive BAC sequence BM-005-G14 which was gene rich and contained short interspersed elements (SINEs). Based directly on the BAC and Cot data comparisons, the genome wide frequency of the SINE Ruka element was estimated. Using a conservative approach to the assembly of the highly repetitive BM-012-E08, the sequence was de-convoluted into three repeat units, each unit containing an 18S, 5.8S and 28S ribosomal RNA (rRNA) encoding gene sequence (rDNA), related internal transcribed spacer and complex intergenic region.</p> <p>In the low repetitive BM-005-G14, a novel gene complex was found between to 2 genes on the same strand. Nested in the second intron of a large 9 Kb <it>papilin </it>gene was a <it>helicase </it>gene. This <it>helicase </it>overlapped in two exonic regions with the <it>papilin</it>. Both these genes were shown expressed in different tick life stage important in ectoparasite interaction with the host. Tick specific sequence differences were also determined for the <it>papilin </it>gene and the protein binding sites of the 18S subunit in a comparison to <it>Bos taurus</it>.</p> <p>Conclusion</p> <p>In the absence of a sequenced reference genome we have assembled two complex BAC sequences, characterised novel gene structure that was confirmed by gene expression and sequencing analyses. This is the first report to provide evidence for 2 eukaryotic genes with exon regions that overlap on the same strand, the first to describe <it>Rhipicephalinae papilin</it>, and the first to report the complete ribosomal DNA repeated unit sequence structure for ticks. The Cot data estimation of genome wide sequence frequency means this research will underpin future efforts for genome sequencing and assembly of the <it>R. microplus </it>genome.</p

Drop in the hard pulsed fraction and a candidate cyclotron line in IGR J16320-4751 seen by NuSTAR

We report on a timing and spectral analysis of a 50-ks NuSTAR observation of IGR J16320-4751 (= AX J1631.9-4752); a high-mass X-ray binary hosting a slowly-rotating neutron star. In this observation from 2015, the spin period was 1,308.8+/-0.4 s giving a period derivative dP/dt ~ 2E-8 s s-1 when compared with the period measured in 2004. In addition, the pulsed fraction decreased as a function of energy, as opposed to the constant trend that was seen previously. This suggests a change in the accretion geometry of the system during the intervening 11 years. The phase-averaged spectra were fit with the typical model for accreting pulsars: a power law with an exponential cutoff. This left positive residuals at 6.4 keV attributable to the known iron K-alpha line, as well as negative residuals around 14 keV from a candidate cyclotron line detected at a significance of 5-sigma. We found no significant differences in the spectral parameters across the spin period, other than the expected changes in flux and component normalizations. A flare lasting around 5 ks was captured during the first half of the observation where the X-ray emission hardened and the local column density decreased. Finally, the binary orbital period was refined to 8.9912+/-0.0078 d thanks to Swift/BAT monitoring data from 2005-2022.Comment: 17 pages, 11 figures, Referee-revised version accepted for publication in the Astrophysical Journa

Kaposi Sarcoma-associated Herpesvirus Glycoprotein H is Indispensable for Infection of Epithelial, Endothelial, and Fibroblast Cell Types

Kaposi sarcoma-associated herpesvirus (KSHV) is an emerging pathogen and is the causative infectious agent of Kaposi sarcoma and two malignancies of B cell origin. To date, there is no licensed KSHV vaccine. Development of an effective vaccine against KSHV continues to be limited by a poor understanding of how the virus initiates acute primary infection in vivo in diverse human cell types. The role of glycoprotein H (gH) in herpesvirus entry mechanisms remains largely unresolved. To characterize the requirement for KSHV gH in the viral life cycle and in determination of cell tropism, we generated and characterized a mutant KSHV in which expression of gH was abrogated. Using a bacterial artificial chromosome containing a complete recombinant KSHV genome and recombinant DNA technology, we inserted stop codons into the gH coding region. We used electron microscopy to reveal that the gH-null mutant virus assembled and exited from cells normally, compared to wild-type virus. Using purified virions, we assessed infectivity of the gH-null mutant in diverse mammalian cell types in vitro Unlike wild-type virus or a gH-containing revertant, the gH-null mutant was unable to infect any of the epithelial, endothelial, or fibroblast cell types tested. However, its ability to infect B cells was equivocal, and remains to be investigated in vivo due to generally poor infectivity in vitro Together, these results suggest that gH is critical for KSHV infection of highly permissive cell types including epithelial, endothelial, and fibroblasts. MPORTANCE: All homologues of herpesvirus gH studied to date have been implicated in playing an essential role in viral infection of diverse permissive cell types. However, the role of gH in the mechanism of KSHV infection remains largely unresolved. In this study, we generated a gH-null mutant KSHV and provided evidence that deficiency of gH expression did not affect viral particle assembly or egress. Using the gH-null mutant, we showed that gH was indispensable for KSHV infection of epithelial, endothelial, and fibroblast cells in vitro. This suggests that gH is an important target for the development of a KSHV prophylactic vaccine to prevent initial viral infection

Chiral Phonons with Giant Magnetic Moments in a Topological Crystalline Insulator

We have studied the magnetic response of transverse optical phonons in Pb$_{1-x}$Sn$_{x}$Te films. Polarization-dependent terahertz magnetospectroscopy measurements revealed Zeeman splittings and diamagnetic shifts, demonstrating that these phonon modes become chiral in magnetic fields. Films in the topological crystalline insulator phase ($x > 0.32$) exhibited magnetic moment values that are larger than those for topologically trivial films ($x < 0.32$) by two orders of magnitude. Furthermore, the sign of the effective $g$-factor was opposite in the two phases, which can be explained by our theoretical model. These results strongly hint at the existence of interplay between the magnetic properties of chiral phonons and the topology of electronic band structure.Comment: 6 pages, 3 figures, see Supplemental Material in the Ancillary director