Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk

We investigate computational aspects of basket credit default swap pricing with counterparty credit risk under a multiname contagion model. This model enables us to capture systematic volatility increases in the market triggered by particular bankruptcies. A drawback of this model is its analytical intractability due to a combination of path-dependent coefficients and a path-dependent functional, which furthermore causes potential failure of convergence of numerical approximations under standing assumptions. In this paper, we find sufficient conditions for the desired convergence of functionals associated with approximated solution of certain path-dependent stochastic differential equations

Cardiomyocyte-restricted overexpression of extracellular superoxide dismutase increases nitric oxide bioavailability and reduces infarct size after ischemia/reperfusion

published_or_final_versio

Synthesis and Application of Carbon–Iron Oxide Microspheres’ Black Pigments in Electrophoretic Displays

Carbon–iron oxide microspheres’ black pigments (CIOMBs) had been prepared via ultrasonic spray pyrolysis of aqueous solutions containing ferrous chloride and glucose. Due to the presence of carbon, CIOMBs not only exhibited remarkably acid resistance, but also could be well dispersed in both polar solvents and nonpolar solvent. Finally, dispersions of hollow CIOMBs in tetrachloroethylene had successfully been applied in electrophoretic displays

An improved microtiter assay for evaluating anti-HIV-1 neutralizing antibodies from sera or plasma

BACKGROUND: The anti-HIV-1 neutralizing antibody assay is widely used in AIDS vaccine research and other experimental and clinical studies. The vital dye staining method applied in the detection of anti-HIV-1 neutralizing antibody has been used in many laboratories. However, the unknown factor(s) in sera or plasma affected cell growth and caused protection when the tested sera or plasma was continuously maintained in cell culture. In addition, the poor solubility of neutral red in medium (such as RPMI-1640) also limited the use of this assay. METHODS: In this study, human T cell line C8166 was used as host cells, and 3-(4,5-Dimethyl-2-thiazolyl)-2,5-diphenyl-2H-tetrazolium bromide (MTT) instead of neutral red was used as vital dye. In order to avoid the effect of the unknown factor(s), the tested sera or plasma was removed by a washout procedure after initial 3–6 h culture in the assay. RESULT: This new assay eliminated the effect of the tested sera or plasma on cell growth, improved the reliability of detection of anti-HIV-1 neutralizing antibody, and showed excellent agreement with the p24 antigen method. CONCLUSION: The results suggest that the improved assay is relatively simple, highly duplicable, cost-effective, and well reliable for evaluating anti-HIV-1 neutralizing antibodies from sera or plasma

Functional polymorphisms in the BRCA1 promoter influence transcription and are associated with decreased risk for breast cancer in Chinese women

Background: The BRCA1 gene is an important breast-cancer susceptibility gene. Promoter polymorphisms can alter the binding affinity of transcription factors, changing transcriptional activity and may affect susceptibility to disease. Methods and Results: Using direct sequencing of the BRCA1 promoter region, we identified four polymorphisms c.-2804T→C (rs799908:T→C), c.-2265C→T (rs11655505:C→T), c.-2004A→G (rs799906:A→G) and c.-1896(ACA) 1→(ACA) 2 (rs8176071:(ACA) 1→(ACA) 2) present in Hong Kong Chinese. Each polymorphism was studied independently and in combination by functional assays. Although all four variants significantly altered promoter activity, the c.-2265T allele had stronger binding than the C allele, and the most common mutant haplotype, which contains the c.-2265T allele, increased promoter activity by 70%. Risk association first tested in Hong Kong Chinese women with breast cancer and age-matched controls and replicated in a large population-based study of Shanghai Chinese, together totalling >3000 participants, showed that carriers of the c.-2265T allele had a reduced risk for breast cancer (combined odd ratio (OR) = 0.80, 95% Cl 0.69 to 0.93; p = 0.003) which was more evident among women aged ≥45 years at first diagnosis of breast cancer and without a family history of breast cancer (combined OR = 0.75, 95% Cl 0.61 to 0.91; p = 0.004). The most common haplotype containing the c.-2265T allele also showed significant risk association for women aged ≥45 years without a family history of breast cancer (OR = 0.64, 95% Cl 0.46 to 0.89; p = 0.008). Conclusion: This comprehensive study of BRCA1 promoter polymorphisms found four variants that altered promoter activity and with the most significant contribution from c.-2265C→T, which could affect susceptibility to breast cancer in the Chinese population. Its significance in other populations remains to be investigated.published_or_final_versio

HAGE (DDX43) is a biomarker for poor prognosis and a predictor of chemotherapy response in breast cancer

Background: HAGE protein is a known immunogenic cancer-specific antigen. Methods: The biological, prognostic and predictive values of HAGE expression was studied using immunohistochemistry in three cohorts of patients with BC (n=2147): early primary (EP-BC; n=1676); primary oestrogen receptor-negative (PER-BC; n=275) treated with adjuvant anthracycline-combination therapies (Adjuvant-ACT); and primary locally advanced disease (PLA-BC) who received neo-adjuvant anthracycline-combination therapies (Neo-adjuvant-ACT; n=196). The relationship between HAGE expression and the tumour-infiltrating lymphocytes (TILs) in matched prechemotherapy and postchemotherapy samples were investigated. Results: Eight percent of patients with EP-BC exhibited high HAGE expression (HAGEþ) and was associated with aggressive clinico-pathological features (Ps<0.01). Furthermore, HAGEþexpression was associated with poor prognosis in both univariate and multivariate analysis (Ps<0.001). Patients with HAGE+ did not benefit from hormonal therapy in high-risk ER-positive disease. HAGE+ and TILs were found to be independent predictors for pathological complete response to neoadjuvant-ACT; P<0.001. A statistically significant loss of HAGE expression following neoadjuvant-ACT was found (P=0.000001), and progression-free survival was worse in those patients who had HAGE+ residual disease (P=0.0003). Conclusions: This is the first report to show HAGE to be a potential prognostic marker and a predictor of response to ACT in patients with BC

Accuracy of epidemiological inferences based on publicly available information: retrospective comparative analysis of line lists of human cases infected with influenza A(H7N9) in China

published_or_final_versio

Proteomic analysis at the sites of clinical infection with invasive Streptococcus pyogenes

Invasive Streptococcus pyogenes infections are rare, with often-unexplained severity. Prompt diagnosis is desirable, as deaths can occur rapidly following onset and there is an increased, but preventable, risk to contacts. Here, proteomic analyses of clinical samples from invasive human S. pyogenes infections were undertaken to determine if novel diagnostic targets could be detected, and to augment our understanding of disease pathogenesis. Fluid samples from 17 patients with confirmed invasive S. pyogenes infection (empyema, septic arthritis, necrotising fasciitis) were analysed by proteomics for streptococcal and human proteins; 16/17 samples had detectable S. pyogenes DNA. Nineteen unique S. pyogenes proteins were identified in just 6/17 samples, and 15 of these were found in a single pleural fluid sample including streptococcal inhibitor of complement, trigger factor, and phosphoglycerate kinase. In contrast, 469 human proteins were detected in patient fluids, 177 (38%) of which could be identified as neutrophil proteins, including alpha enolase and lactotransferrin which, together, were found in all 17 samples. Our data suggest that streptococcal proteins are difficult to detect in infected fluid samples. A vast array of human proteins associated with leukocyte activity are, however, present in samples that deserve further evaluation as potential biomarkers of infection