Random Correlation Matrix and De-Noising

In Finance, the modeling of a correlation matrix is one of the important problems. In particular, the correlation matrix obtained from market data has the noise. Here we apply the de-noising processing based on the wavelet analysis to the noisy correlation matrix, which is generated by a parametric function with random parameters. First of all, we show that two properties, i.e. symmetry and ones of all diagonal elements, of the correlation matrix preserve via the de-noising processing and the efficiency of the de-nosing processing by numerical experiments. We propose that the de-noising processing is one of the effective methods in order to reduce the noise in the noisy correlation matrix.correlation matrix, calibration, rank reduction, de-noising, wavelet analysis

A stochastic linear–quadratic problem with Lévy processes and its application to finance

AbstractWe study a Linear–Quadratic Regulation (LQR) problem with Lévy processes and establish the closeness property of the solution of the multi-dimensional Backward Stochastic Riccati Differential Equation (BSRDE) with Lévy processes. In particular, we consider multi-dimensional and one-dimensional BSRDEs with Teugel’s martingales which are more general processes driven by Lévy processes. We show the existence and uniqueness of solutions to the one-dimensional regular and singular BSRDEs with Lévy processes by means of the closeness property of the BSRDE and obtain the optimal control for the non-homogeneous case. An application of the backward stochastic differential equation approach to a financial (portfolio selection) problem with full and partial observation cases is provided

Dynamics of Cancer-Related Proteins in Patients with Bladder Cancer

Bladder cancer (BC) is the second most common malignancy in the urologic field. Preoperative predictive biomarkers of cancer progression and prognosis are imperative for optimizing appropriate treatment for patients with BC. The prediction of patient outcomes before initial treatment would enable physicians to choose better modalities and avoid unnecessary aggressive treatments. In addition, preoperative molecular markers are expected to be a minimally invasive tool for predicting precise prognosis and progression in patients with BC. The proteins secreted from the tumor cells reflect various states of tumors in real time and at given conditions, and those expression patterns are different from normal cell components. Approximately 20–25% of cellular proteins are in extracellular spaces, and these proteins have important roles in invasion, angiogenesis, regulation of cell-to-cell interactions, and metastasis. It has been suggested that tumor-secreting proteins are a promising source for tumor diagnostic biomarkers. Proteomic analysis was utilized to identify the secreted proteins in sera from patients with BC. Several biomarkers associated with BC are reviewed here

Cytopathic effects and local immune responses in repeated neoadjuvant HSV-tk + ganciclovir gene therapy for prostate cancer

ObjectiveCytopathic effects and local immune response were analyzed histologically in prostatic carcinoma (PCa) with in situ herpes simplex virus-thymidine kinase (HSV-tk)/ganciclovir (GCV) gene therapy (GT). MethodsFour high-risk PCa patients who received HSV-tk/GCV GT were investigated. After two cycles of intraprostatic injection of HSV-tk and administration of GCV, radical prostatectomy was performed. Formalin-fixed, paraffin-embedded sections were evaluated using immunohistochemistry. PCa with hormone therapy (HT, n = 3) or without neoadjuvant therapy (NT, n = 4) that were equivalent in terms of risk were also examined as reference. Immunoreactively-positive cells were counted in at least three areas in cancer tissue. Labeling indices (LI) were calculated as percentage values. ResultsssDNA LI in GT increased, indicating apoptosis, as well as tumor-infiltrating lymphocytes and CD68-positive macrophages, compared with their biopsies. GT cases showed significantly higher numbers of ssDNA LI, CD4/CD8-positive T cells and CD68-positive macrophages including M1/M2 macrophages than HT or NT cases. However, there was no significant difference in CD20-positive B cells among the types of case. There were strong correlations between CD8+ T cells and CD68+ macrophages (ρ = 0.656, p < 0.0001) as well as CD4+ T cells and CD20+ B cells (ρ = 0.644, p < 0.0001) in PCa with GT. ConclusionsEnhanced cytopathic effect and local immune response were might be indicated in PCa patients with HSV-tk/GCV gene therapy.Cytopathic effects and local immune response were analyzed histologically in prostatic carcinoma (PCa) with in situ herpes simplex virus-thymidine kinase (HSV-tk)/ganciclovir (GCV) gene therapy (GT..

Transformed diffuse large B-cell lymphoma from marginal zone lymphoma in the anterior mediastinum: A case report and review of the literature

Marginal zone lymphoma (MZL) arising from the anterior mediastinum is rare. In the majority of reported cases, the tumor was incidentally discovered, reflecting its indolent clinical features. We present a 38-year-old woman who had no medical history, and presented with a bulky anterior mediastinal tumor complicated by life-threatening compression of the vasculature and bronchi. Biopsy specimens of the neoplasm suggested transformed diffuse large B-cell lymphoma (DLBCL) from MZL. To our best knowledge, this is the first case report of anterior mediastinum MZL associated with an aggressive clinical course and life-threatening complications likely due to transformation to DLBCL

Immunohistochemical detection of P-glycoprotein and carcinoembryonic antigen in small cell lung cancer: with reference to predictability of response to chemotherapy.

In an attempt to elucidate the tumor properties relating to responsiveness to chemotherapy, we examined immunohistochemically the expression of P-glycoprotein (P-gp) and carcinoembryonic antigen (CEA) in small cell lung cancer (SCLC) tumors. Tumor specimens from 33 patients were obtained at the time of diagnosis and relapse. Four patients expressed P-gp in their initial tumors, and 7 others did in recurrent tumors. The overall response rate to chemotherapy of the initial tumors was 75% for P-gp-positive initial tumors and 86% for P-gp-negative tumors, whereas the disease-free and overall survival times were significantly shorter in the former than the latter. Three patients showed CEA in their initial tumors, and 5 others did in recurrent tumors. The patients with CEA-positive initial tumors tended to relapse earlier than those with CEA-negative tumors. In addition, recurrent tumors expressing CEA were resistant to salvage chemotherapy. A clear correlation between CEA expression by tumors and the CEA level in the serum was observed at diagnosis as well as at relapse. These findings indicate that P-gp and/or CEA expression by a tumor and elevated CEA level in the serum may predict refractoriness of the tumor to chemotherapy.</p

Efficacy of gilteritinib in comparison with alectinib for the treatment of ALK-rearranged non-small cell lung cancer

Gilteritinib is a multitarget tyrosine kinase inhibitor (TKI), approved for the treatment of FLT3-mutant acute myeloid leukemia, with a broad range of activity against several tyrosine kinases including anaplastic lymphoma kinase (ALK). This study investigated the efficacy of gilteritinib against ALK-rearranged non-small cell lung cancers (NSCLC). To this end, we assessed the effects of gilteritinib on cell proliferation, apoptosis, and acquired resistance responses in several ALK-rearranged NSCLC cell lines and mouse xenograft tumor models and compared its efficacy to alectinib, a standard ALK inhibitor. Gilteritinib was significantly more potent than alectinib, as it inhibited cell proliferation at a lower dose, with complete attenuation of growth observed in several ALK-rearranged NSCLC cell lines and no development of drug tolerance. Immunoblotting showed that gilteritinib strongly suppressed phosphorylated ALK and its downstream effectors, as well as mesenchymal-epithelial transition factor (MET) signaling. By comparison, MET signaling was enhanced in alectinib-treated cells. Furthermore, gilteritinib was found to more effectively abolish growth of ALK-rearranged NSCLC xenograft tumors, many of which completely receded. Interleukin-15 (IL-15) mRNA levels were elevated in gilteritinib-treated cells, together with a concomitant increase in the infiltration of tumors by natural killer (NK) cells, as assessed by immunohistochemistry. This suggests that IL-15 production along with NK cell infiltration may constitute components of the gilteritinib-mediated antitumor responses in ALK-rearranged NSCLCs. In conclusion, gilteritinib demonstrated significantly improved antitumor efficacy compared with alectinib against ALK-rearranged NSCLC cells, which can warrant its candidacy for use in anticancer regimens, after further examination in clinical trial settings

Pembrolizumab for Treatment-Refractory Metastatic Castration-Resistant Prostate Cancer: Multicohort, Open-Label Phase II KEYNOTE-199 Study

PURPOSE: Pembrolizumab has previously shown antitumor activity against programmed death ligand 1 (PD-L1)-positive metastatic castration-resistant prostate cancer (mCRPC). Here, we assessed the antitumor activity and safety of pembrolizumab in three parallel cohorts of a larger mCRPC population. METHODS: The phase II KEYNOTE-199 study included three cohorts of patients with mCRPC treated with docetaxel and one or more targeted endocrine therapies. Cohorts 1 and 2 enrolled patients with RECIST-measurable PD-L1-positive and PD-L1-negative disease, respectively. Cohort 3 enrolled patients with bone-predominant disease, regardless of PD-L1 expression. All patients received pembrolizumab 200 mg every 3 weeks for up to 35 cycles. The primary end point was objective response rate per RECIST v1.1 assessed by central review in cohorts 1 and 2. Secondary end points included disease control rate, duration of response, overall survival (OS), and safety. RESULTS: Two hundred fifty-eight patients were enrolled: 133 in cohort 1, 66 in cohort 2, and 59 in cohort 3. Objective response rate was 5% (95% CI, 2% to 11%) in cohort 1 and 3% (95% CI, = 21.8 months) and 10.6 months (range, 4.4 to 16.8 months), respectively. Disease control rate was 10% in cohort 1, 9% in cohort 2, and 22% in cohort 3. Median OS was 9.5 months in cohort 1, 7.9 months in cohort 2, and 14.1 months in cohort 3. Treatment-related adverse events occurred in 60% of patients, were of grade 3 to 5 severity in 15%, and led to discontinuation of treatment in 5%. CONCLUSION: Pembrolizumab monotherapy shows antitumor activity with an acceptable safety profile in a subset of patients with RECIST-measurable and bone-predominant mCRPC previously treated with docetaxel and targeted endocrine therapy. Observed responses seem to be durable, and OS estimates are encouraging