Inverting multivariate analytic characteristic functions with financial applications

This dissertation is devoted to multivariate analytic characteristic functions inversion and applications in option pricing, option sensitivities estimation, and some electronic engineering problems. We will show that under certain analytic conditions for characteristic functions, the underlying pdfs and cdfs have exponential tails. The inversion from multivariate characteristic functions to the corresponding pdfs and cdfs can be approximated by the trapezoidal rule conveniently with great accuracy. Monte Carlo methods can be applied for option sensitivity analysis. Under multi-dimensional models, acceptance-rejection method is desirable. Simulating from a distribution without explicit pdf or CDF is then transformed to sampling from an easy-to-simulate distribution. Detailed algorithms are provided and comparisons against classical methods in terms of accuracy and efficiency are included

Preparation and characterization of a novel triple composite scaffold containing silk fibroin, chitosan, extracellular matrix and the mechanism of Akt/FoxO signaling pathway in colonic cancer cells cultured in 3D

This work examined the physical and chemical properties and biocompatibility in vivo and in vitro of a unique triple composite scaffold incorporating silk fibroin, chitosan, and extracellular matrix. The materials were blended, cross-linked, and freeze-dried to create a composite scaffold of silk fibroin/chitosan/colon extracellular matrix (SF/CTS/CEM) with varying CEM contents. The SF/CTS/CEM (1:1:1) scaffold demonstrated the preferable shape, outstanding porosity, favorable connectivity, good moisture absorption, and acceptable and controlled swelling and degradation properties. Additionally, HCT-116 cells cultivated with SF/CTS/CEM (1:1:1) showed excellent proliferation capacity, cell malignancy, and delayed apoptosis, according to the in vitro cytocompatibility examination. We also examined the PI3K/PDK1/Akt/FoxO signaling pathway and discovered that cell culture using a SF/CTS/CEM (1:1:1) scaffold may prevent cell death by phosphorylating Akt and suppressing FoxO expression. Our findings demonstrate the potential of the SF/CTS/CEM (1:1:1) scaffold as an experimental model for colonic cancer cell culture and for replicating the three-dimensional in vivo cell growth environment

Inverting multivariate analytic characteristic functions with financial applications

This dissertation is devoted to multivariate analytic characteristic functions inversion and applications in option pricing, option sensitivities estimation, and some electronic engineering problems. We will show that under certain analytic conditions for characteristic functions, the underlying pdfs and cdfs have exponential tails. The inversion from multivariate characteristic functions to the corresponding pdfs and cdfs can be approximated by the trapezoidal rule conveniently with great accuracy. Monte Carlo methods can be applied for option sensitivity analysis. Under multi-dimensional models, acceptance-rejection method is desirable. Simulating from a distribution without explicit pdf or CDF is then transformed to sampling from an easy-to-simulate distribution. Detailed algorithms are provided and comparisons against classical methods in terms of accuracy and efficiency are included.U of I OnlyAuthor requested U of Illinois access only (OA after 2yrs) in Vireo ETD syste

Early-Life Exposure to Lead Induces Cognitive Impairment in Elder Mice Targeting SIRT1 Phosphorylation and Oxidative Alterations

Pb is a potential risk factor for cognition, mainly mediated by enhanced oxidative stress. Resveratrol, a natural polyphenol with crucial anti-oxidative property, is recently implicated in preventing cognitive deficits in normal aging and neurodegenerative disorders. Its beneficial effects have been linked to sirtuin 1(SIRT1) activation. The aim of this work is to investigate the possible linkage between alterations in Pb-induced oxidative damage and cognitive impairment by prolonged treatment of resveratrol. Male C57BL/6 mice were given Pb(Ac)2 treatment or deionized H2O for 12 weeks, and subjected to resveratrol gavage at the dose of 50 mg/kgBw•d or vehicle after Pb exposure. Results from biochemical analysis and immunohistofluorescence showed that Pb induced oxidative DNA damage and decreased cortical antioxidant biomarker. As expected, these abnormalities were improved by resveratrol treatment. Morris water maze test, Western blotting, immunohistofluorescence staining and RT-qPCR indicated that resveratrol ameliorated spatial learning and memory deficits with alterations in hippocampal BDNF-TrkB signaling, promoted nuclear localization and phosphorylation of hippocampal SIRT1, partly increased protein levels of AMPK and PGC-1α involving in modulation of antioxidant response in Pb-exposed mice. Our results support the hypothesis that resveratrol could attenuate Pb-induced cognitive impairment which was associated with activating SIRT1 via modulation of oxidative stress. Additionally, resveratrol also repressed the Pb-induce amyloidogenic processing with resultant decline in cortical Aβ1−−40. Noteworthy, such effects were not mediated by resveratrol treatment alone. These findings emphasize the potential of SIRT1 activator as an efficacious dietary intervention to downgrade the Pb-induced neurotoxic lesion

GABRD promotes progression and predicts poor prognosis in colorectal cancer

Little is known about the functional roles of gamma-aminobutyric acid type A receptor subunit delta (GABRD) in colorectal cancer (CRC). The expression of GABRD between CRCs and adjacent normal tissues (NTs), metastasis and primary tumors was compared using public transcriptomic datasets. A tissue microarray and immunohistochemical staining (IHC) were used to determine the clinical and prognostic significance of the GABRD in CRC. We used gain-of-function and loss-of-function experiments to investigate the in vitro roles of GABRD in cultured CRC cells. We characterized the potential mechanism of GABRD’s activities in CRC using a Gene Set Enrichment Analysis (GSEA) with The Cancer Genome Atlas Colon Adenocarcinoma (TCGA-COAD) dataset. We found that the GABRD expression was significantly increased in CRCs compared to that in NTs, but was similar between metastasis and primary tumors. Overexpression of GABRD was significantly associated with later pTNM stages and unfavorable patient survival. Overexpression of GABRD accelerated while knock-down of GABRD inhibited cell growth and migration. Mechanistically, the function of GABRD might be ascribed to its influence on major oncogenic events such as epithelial–mesenchymal transition (EMT), angiogenesis, and hedgehog signaling. Collectively, GABRD could be a novel prognostic predictor for CRC that deserves further investigation