A modular model for limit order book forecasting

LAUREA MAGISTRALENel settore finanziario, come in altri campi, l’usabilità dei modelli dipende in gran parte dalla flessibilità che offrono in un ambiente di produzione e dalla capacità di adattarsi a scenari diversi da quelli pensati nella fase di definizione del modello. In questo lavoro, presentiamo un modello modulare che offre grande flessibilità e consente di essere scalato in base alle esigenze. Il modello qui proposto è costituito da una serie di reti neurali e il suo scopo è prevedere i movimenti dei prezzi in un ambiente ad alta frequenza. In particolare, applichiamo il nostro modello a dati provenienti da Limit Order Book estratti dagli exchange NASDAQ e Bitfinex. Inoltre, illustriamo una serie di passaggi di analisi che devono essere compiuti per determinare parametri rilevanti per modelli -non necessariamente simili al nostro- che cerchino di trattare gli stessi dati a nostra disposizione.In the financial industry, as in other fields, the usability of models largely depends on the flexibility they offer in a production environment, and the ability to adapt to scenarios that were not necessarily intended for the model to handle. In this work, we present a modular model that offers great flexibility and allows to be scaled according to the needs of a particular situation. The model proposed here is made up of a series of neural network, and its purpose is to forecast price movements in a high-frequency setting. In particular, we apply our model to Limit Order Book data from the NASDAQ and Bitfinex exchanges. Moreover, we illustrate a series of analysis steps that need to be taken in order to determine relevant parameters for models -not necessarily similar to ours- trying to deal with the same data at our disposal

SHANK3 controls maturation of social reward circuits in the VTA.

Haploinsufficiency of SHANK3, encoding the synapse scaffolding protein SHANK3, leads to a highly penetrant form of autism spectrum disorder. How SHANK3 insufficiency affects specific neural circuits and how this is related to specific symptoms remains elusive. Here we used shRNA to model Shank3 insufficiency in the ventral tegmental area of mice. We identified dopamine (DA) and GABA cell-type-specific changes in excitatory synapse transmission that converge to reduce DA neuron activity and generate behavioral deficits, including impaired social preference. Administration of a positive allosteric modulator of the type 1 metabotropic glutamate receptors mGluR1 during the first postnatal week restored DA neuron excitatory synapse transmission and partially rescued the social preference defects, while optogenetic DA neuron stimulation was sufficient to enhance social preference. Collectively, these data reveal the contribution of impaired ventral tegmental area function to social behaviors and identify mGluR1 modulation during postnatal development as a potential treatment strategy

BOD1 Is Required for Cognitive Function in Humans and <i>Drosophila</i>

Here we report a stop-mutation in the BOD1 (Biorientation Defective 1) gene, which co-segregates with intellectual disability in a large consanguineous family, where individuals that are homozygous for the mutation have no detectable BOD1 mRNA or protein. The BOD1 protein is required for proper chromosome segregation, regulating phosphorylation of PLK1 substrates by modulating Protein Phosphatase 2A (PP2A) activity during mitosis. We report that fibroblast cell lines derived from homozygous BOD1 mutation carriers show aberrant localisation of the cell cycle kinase PLK1 and its phosphatase PP2A at mitotic kinetochores. However, in contrast to the mitotic arrest observed in BOD1-siRNA treated HeLa cells, patient-derived cells progressed through mitosis with no apparent segregation defects but at an accelerated rate compared to controls. The relatively normal cell cycle progression observed in cultured cells is in line with the absence of gross structural brain abnormalities in the affected individuals. Moreover, we found that in normal adult brain tissues BOD1 expression is maintained at considerable levels, in contrast to PLK1 expression, and provide evidence for synaptic localization of Bod1 in murine neurons. These observations suggest that BOD1 plays a cell cycle-independent role in the nervous system. To address this possibility, we established two Drosophila models, where neuron-specific knockdown of BOD1 caused pronounced learning deficits and significant abnormalities in synapse morphology. Together our results reveal novel postmitotic functions of BOD1 as well as pathogenic mechanisms that strongly support a causative role of BOD1 deficiency in the aetiology of intellectual disability. Moreover, by demonstrating its requirement for cognitive function in humans and Drosophila we provide evidence for a conserved role of BOD1 in the development and maintenance of cognitive features

Elongation factor-2 phosphorylation in dendrites and the regulation of dendritic mRNA translation in neurons

Neuronal activity results in long lasting changes in synaptic structure and function by regulating mRNA translation in dendrites. These activity dependent events yield the synthesis of proteins known to be important for synaptic modifications and diverse forms of synaptic plasticity. Worthy of note, there is accumulating evidence that the eukaryotic Elongation Factor 2 Kinase (eEF2K)/eukaryotic Elongation Factor 2 (eEF2) pathway may be strongly involved in this process. Upon activation, eEF2K phosphorylates and thereby inhibits eEF2, resulting in a dramatic reduction of mRNA translation. eEF2K is activated by elevated levels of calcium and binding of Calmodulin (CaM), hence its alternative name calcium/CaM-dependent protein kinase III (CaMKIII). In dendrites, this process depends on glutamate signaling and N-methyl-D-aspartate receptor (NMDAR) activation. Interestingly, it has been shown that eEF2K can be activated in dendrites by metabotropic glutamate receptor (mGluR) 1/5 signaling, as well. Therefore, neuronal activity can induce local proteomic changes at the postsynapse by altering eEF2K activity. Well-established targets of eEF2K in dendrites include brain-derived neurotrophic factor (BDNF), activity-regulated cytoskeletal-associated protein (Arc), the alpha subunit of calcium/CaM-dependent protein kinase II (\u3b1CaMKII), and microtubule-associated protein 1B (MAP1B), all of which have well-known functions in different forms of synaptic plasticity. In this review we will give an overview of the involvement of the eEF2K/eEF2 pathway at dendrites in regulating the translation of dendritic mRNA in the context of altered NMDAR- and neuronal activity, and diverse forms of synaptic plasticity, such as metabotropic glutamate receptor-dependent-long-term depression (mGluR-LTD). For this, we draw on studies carried out both in vitro and in vivo

Definition and clinical variability of SHANK3-related Phelan-McDermid syndrome

Phelan-McDermid syndrome (PMS) is an infrequently described syndrome that presents with a disturbed development, neurological and psychiatric characteristics, and sometimes other comorbidities. As part of the development of European medical guidelines we studied the definition, phenotype, genotype-phenotype characteristics, and natural history of the syndrome. The number of confirmed diagnoses of PMS in different European countries was also assessed and it could be concluded that PMS is underdiagnosed. The incidence of PMS in European countries is estimated to be at least 1 in 30,000. Next generation sequencing, including analysis of copy number variations, as first tier in diagnostics of individuals with intellectual disability will likely yield a larger number of individuals with PMS than presently known. A definition of PMS by its phenotype is at the present not possible, and therefore PMS-SHANK3 related is defined by the presence of SHANK3 haploinsufficiency, either by a deletion involving region 22q13.2–33 or a pathogenic/likely pathogenic variant in SHANK3. In summarizing the phenotype, we subdivided it into that of individuals with a 22q13 deletion and that of those with a pathogenic/likely pathogenic SHANK3 variant. The phenotype of individuals with PMS is variable, depending in part on the deletion size or whether only a variant of SHANK3 is present. The core phenotype in the domains development, neurology, and senses are similar in those with deletions and SHANK3 variants, but individuals with a SHANK3 variant more often are reported to have behavioural disorders and less often urogenital malformations and lymphedema. The behavioural disorders may, however, be a less outstanding feature in individuals with deletions accompanied by more severe intellectual disability. Data available on the natural history are limited. Results of clinical trials using IGF-1, intranasal insulin, and oxytocin are available, other trials are in progress. The present guidelines for PMS aim at offering tools to caregivers and families to provide optimal care to individuals with PMS.</p

Shank3 deletion in PV neurons is associated with abnormal behaviors and neuronal functions that are rescued by increasing GABAergic signaling

Background: Phelan–McDermid syndrome (PMS) is a neurodevelopmental disorder characterized by developmental delay, intellectual disability, and autistic-like behaviors and is primarily caused by haploinsufficiency of SHANK3 gene. Currently, there is no specific treatment for PMS, highlighting the need for a better understanding of SHANK3 functions and the underlying pathophysiological mechanisms in the brain. We hypothesize that SHANK3 haploinsufficiency may lead to alterations in the inhibitory system, which could be linked to the excitatory/inhibitory imbalance observed in models of autism spectrum disorder (ASD). Investigation of these neuropathological features may shed light on the pathogenesis of PMS and potential therapeutic interventions. Methods: We recorded local field potentials and visual evoked responses in the visual cortex of Shank3∆11−/− mice. Then, to understand the impact of Shank3 in inhibitory neurons, we generated Pv-cre+/− Shank3 Fl/Wt conditional mice, in which Shank3 was deleted in parvalbumin-positive neurons. We characterized the phenotype of this murine model and we compared this phenotype before and after ganaxolone administration. Results: We found, in the primary visual cortex,&nbsp;an alteration of the gain control of Shank3 KO compared with Wt mice, indicating a deficit of inhibition on pyramidal neurons. This alteration was rescued after the potentiation of GABAA receptor activity by Midazolam. Behavioral analysis showed an impairment in grooming, memory, and motor coordination of Pv-cre+/− Shank3 Fl/Wt compared with Pv-cre+/− Shank3 Wt/Wt mice. These deficits were rescued with ganaxolone, a positive modulator of GABAA receptors. Furthermore, we demonstrated that treatment with ganaxolone also ameliorated evocative memory deficits and repetitive behavior of Shank3 KO mice. Limitations: Despite the significant findings of our study, some limitations remain. Firstly, the neurobiological mechanisms underlying the link between Shank3 deletion in PV neurons and behavioral alterations need further investigation. Additionally, the impact of Shank3 on other classes of inhibitory neurons requires further exploration. Finally, the pharmacological activity of ganaxolone needs further characterization to improve our understanding of its potential therapeutic effects. Conclusions: Our study provides evidence that Shank3 deletion leads to an alteration in inhibitory feedback on cortical pyramidal neurons, resulting in cortical hyperexcitability and ASD-like behavioral problems. Specifically, cell type-specific deletion of Shank3 in PV neurons was associated with these behavioral deficits. Our findings suggest that ganaxolone may be a potential pharmacological approach for treating PMS, as it was able to rescue the behavioral deficits in Shank3 KO mice. Overall, our study highlights the importance of investigating the role of inhibitory neurons and potential therapeutic interventions in neurodevelopmental disorders such as PMS

Modelling genetic mosaicism of neurodevelopmental disorders in vivo by a Cre-amplifying fluorescent reporter

Genetic mosaicism, a condition in which an organ includes cells with different genotypes, is frequently present in monogenic diseases of the central nervous system caused by the random inactivation of the X-chromosome, in the case of X-linked pathologies, or by somatic mutations affecting a subset of neurons. The comprehension of the mechanisms of these diseases and of the cell-autonomous effects of specific mutations requires the generation of sparse mosaic models, in which the genotype of each neuron is univocally identified by the expression of a fluorescent protein in vivo. Here, we show a dual-color reporter system that, when expressed in a floxed mouse line for a target gene, leads to the creation of mosaics with tunable degree. We demonstrate the generation of a knockout mosaic of the autism/epilepsy related gene PTEN in which the genotype of each neuron is reliably identified, and the neuronal phenotype is accurately characterized by two-photon microscopy

Alternative splicing of the histone demethylase LSD1/KDM1 contributes to the modulation of neurite morphogenesis in the mammalian nervous system

A variety of chromatin remodeling complexes are thought to orchestrate transcriptional programs that lead neuronal precursors from earliest commitment to terminal differentiation. Here we show that mammalian neurons have a specialized chromatin remodeling enzyme arising from a neurospecific splice variant of LSD1/KDM1, histone lysine specific demethylase 1, whose demethylase activity on Lys4 of histone H3 has been related to gene repression. We found that alternative splicing of LSD1 transcript generates four full-length isoforms from combinatorial retention of two identified exons: the 4 aa exon E8a is internal to the amine oxidase domain, and its inclusion is restricted to the nervous system. Remarkably, the expression of LSD1 splice variants is dynamically regulated throughout cortical development, particularly during perinatal stages, with a progressive increase of LSD1 neurospecific isoforms over the ubiquitous ones. Notably, the same LSD1 splice dynamics can be fairly recapitulated in cultured cortical neurons. Functionally, LSD1 isoforms display in vitro a comparable demethylase activity, yet the inclusion of the sole exon E8a reduces LSD1 repressor activity on a reporter gene. Additional distinction among isoforms is supported by the knockdown of neurospecific variants in cortical neurons resulting in the inhibition of neurite maturation, whereas overexpression of the same variants enhances it. Instead, perturbation of LSD1 isoforms that are devoid of the neurospecific exon elicits no morphogenic effect. Collectively, results demonstrate that the arousal of neuronal LSD1 isoforms pacemakes early neurite morphogenesis, conferring a neurospecific function to LSD1 epigenetic activity

The X-linked intellectual disability protein IL1RAPL1 regulates excitatory synapse formation by binding PTPδ and RhoGAP2

Mutations of the Interleukin-1-receptor accessory protein like 1 (IL1RAPL1) gene are associated with cognitive impairment ranging from non-syndromic X-linked mental retardation to autism. IL1RAPL1 belongs to a novel family of IL1/Toll receptors, which is localized at excitatory synapses and interacts with PSD-95. We previously showed that IL1RAPL1 regulates the synaptic localization of PSD-95 by controlling c-Jun N-terminal kinase activity and PSD-95 phosphorylation. Here, we show that the IgG-like extracellular domains of IL1RAPL1 induce excitatory pre-synapse formation by interacting with protein tyrosine phosphatase delta (PTPδ). We also found that IL1RAPL1 TIR domains interact with RhoGAP2, which is localized at the excitatory post-synaptic density. More interestingly, the IL1RAPL1/PTPδ complex recruits RhoGAP2 at excitatory synapses to induce dendritic spine formation. We also found that the IL1RAPL1 paralog, IL1RAPL2, interacts with PTPδ and induces excitatory synapse and dendritic spine formation. The interaction of the IL1RAPL1 family of proteins with PTPδ and RhoGAP2 reveals a pathophysiological mechanism of cognitive impairment associated with a novel type of trans-synaptic signaling that regulates excitatory synapse and dendritic spine formation

Recommendations, guidelines, and best practice for the use of human induced pluripotent stem cells for neuropharmacological studies of neuropsychiatric disorders

The number of individuals suffering from neuropsychiatric disorders (NPDs) has increased worldwide, with 3 million disability-adjusted life-years calculated in 2019. Though research using various approaches including genetics, imaging, clinical and animal models has advanced our knowledge regarding NPDs, we still lack basic knowledge regarding the underlying pathophysiological mechanisms. Moreover, there is an urgent need for highly effective therapeutics for NPDs. Human induced pluripotent stem cells (hiPSCs) generated from somatic cells enabled scientists to create brain cells in a patient-specific manner. However, there are challenges to the use of hiPSCs that need to be addressed. In the current paper, consideration of best practices for neuropharmacological and neuropsychiatric research using hiPSCs will be discussed. Specifically, we provide recommendations for best practice in patient recruitment, including collecting demographic, clinical, medical (before and after treatment and response), diagnostic (including scales) and genetic data from the donors. We highlight considerations regarding donor genetics and sex, in addition to discussing biological and technical replicates. Furthermore, we present our views on selecting control groups/lines, experimental designs, and considerations for conducting neuropharmacological studies using hiPSC-based models in the context of NPDs. In doing so, we explore key issues in the field concerning reproducibility, statistical analysis, and how to translate in vitro studies into clinically relevant observations. The aim of this article is to provide a key resource for hiPSC researchers to perform robust and reproducible neuropharmacological studies, with the ultimate aim of improving identification and clinical translation of novel therapeutic drugs for NPDs