66 research outputs found

    Shaping Biological Knowledge: Applications in Proteomics

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    The central dogma of molecular biology has provided a meaningful principle for data integration in the field of genomics. In this context, integration reflects the known transitions from a chromosome to a protein sequence: transcription, intron splicing, exon assembly and translation. There is no such clear principle for integrating proteomics data, since the laws governing protein folding and interactivity are not quite understood. In our effort to bring together independent pieces of information relative to proteins in a biologically meaningful way, we assess the bias of bioinformatics resources and consequent approximations in the framework of small-scale studies. We analyse proteomics data while following both a data-driven (focus on proteins smaller than 10 kDa) and a hypothesis-driven (focus on whole bacterial proteomes) approach. These applications are potentially the source of specialized complements to classical biological ontologies

    2012 Activity Report of the Regional Research Programme on Hadrontherapy for the ETOILE Center

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    2012 is the penultimate year of financial support by the CPER 2007-2013 for ETOILE's research program, sustained by the PRRH at the University Claude Bernard. As with each edition we make the annual review of the research in this group, so active for over 12 years now. Over the difficulties in the decision-making process for the implementation of the ETOILE Center, towards which all our efforts are focussed, some "themes" (work packages) were strengthened, others have progressed, or have been dropped. This is the case of the eighth theme (technological developments), centered around the technology for rotative beam distribution heads (gantries) and, after being synchronized with the developments of ULICE's WP6, remained so by ceasing its activities, coinciding also with the retirement of its historic leader at IPNL, Marcel Bajard. Topic number 5 ("In silico simulations") has suffered the departure of its leader, Benjamin Ribba, although the work has still been provided by Branka Bernard, a former postdoctoral fellow in Lyon Sud, and now back home in Croatia, still in contract with UCBL for the ULICE project. Aside from these two issues (and the fact that the theme "Medico-economical simulations" is now directly linked to the first one ("Medical Project"), the rest of the teams are growing, as evidenced by the publication statistics at the beginning of this report. This is obviously due to the financial support of our always faithful regional institutions, but also to the synergy that the previous years, the European projects, the arrival of the PRIMES LabEx, and the national France Hadron infrastructure have managed to impulse. The Rhone-Alpes hadron team, which naturally includes the researchers of LPC at Clermont, should also see its influence result in a strong presence in France Hadron's regional node, which is being organized. The future of this regional research is not yet fully guaranteed, especially in the still uncertain context of ETOILE, but the tracks are beginning to emerge to allow past and present efforts translate into a long future that we all want to see established. Each of the researchers in PRRH is aware that 2013 will be (and already is) the year of great challenge : for ETOILE, for the PRRH, for hadron therapy in France, for French hadrontherapy in Europe (after the opening and beginning of treatments in the German [HIT Heidelberg, Marburg], Italian [CNAO, Pavia] and Austrian [MedAustron, Wien Neuerstadt]) centers. Let us meet again in early 2014 for a comprehensive review of the past and a perspective for the future ..

    Pricing multiple exercise American options by linear programming

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    We consider the problem of computing the lower hedging price of American options of the call and put type written on a non-dividend paying stock in a non-recombinant tree model with multiple exercise rights. We prove using a simple argument that an optimal exercise policy for an option with h exercise rights is to delay exercise until the last h periods. The result implies that the mixedinteger programming model for computing the lower hedging price and the optimal exercise and hedging policy has a linear programming relaxation that is exact, i.e., the relaxation admits an optimal solution where all variables required to be integral have integer values. © Springer International Publishing Switzerland 2017

    A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes

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    We present a quasi-analytical method for pricing multi-dimensional American options based on interpolating two arbitrage bounds, along the lines of Johnson (1983). Our method allows for the close examination of the interpolation parameter on a rigorous theoretical footing instead of empirical regression. The method can be adapted to general diffusion processes as long as quick and accurate pricing methods exist for the corresponding European and perpetual American options. The American option price is shown to be approximately equal to an interpolation of two European option prices with the interpolation weight proportional to a perpetual American option. In the Black-Scholes model, our method achieves the same e±ciency as Barone-Adesi and Whaley's (1987) quadratic approximation with our method being generally more accurate for out-of-the-money and long-maturity options. When applied to Heston's stochastic volatility model, our method is shown to be extremely e±cient and fairly accurate

    Optimization Applications in the Airline Industry

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    A stable Atlantic Meridional Overturning Circulation in a changing North Atlantic Ocean since the 1990s

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    The Atlantic Meridional Overturning Circulation (AMOC) is crucially important to global climate. Model simulations suggest that the AMOC may have been weakening over decades. However, existing array-based AMOC observations are not long enough to capture multidecadal changes. Here, we use repeated hydrographic sections in the subtropical and subpolar North Atlantic, combined with an inverse model constrained using satellite altimetry, to jointly analyze AMOC and hydrographic changes over the past three decades. We show that the AMOC state in the past decade is not distinctly different from that in the 1990s in the North Atlantic, with a remarkably stable partition of the subpolar overturning occurring prominently in the eastern basins rather than in the Labrador Sea. In contrast, profound hydrographic and oxygen changes, particularly in the subpolar North Atlantic, are observed over the same period, suggesting a much higher decoupling between the AMOC and ocean interior property fields than previously thought

    Aroca (domaine marin côtier, Pays basque, France) : un karst continental ennoyé par les transgressions maritimes quaternaires

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    Aroca (littoral, Basque country, France) : a continental karst drowned by quaternary maritime transgressions The rocky formations in shallow areas of the Atlantic coast are hardly known. Studies are rare because of the difficulties of direct observation (diving in always agitated, troubled water, depth between -20 and -40 m). Our first step was to make a detailed topography of a submarine plateau named Aroca, 4 km off Socoa harbour (bay of Saint-Jean-de-Luz). This plateau was already known for having a large variety of forms within a small surface (150 x 100 m). We gave names to most remarquable formations and defined five main characteristic zones : -in the exokarstic domain 1/ a top surface with channels, 2/ a dismantled surface with pinnacles ; -in the endokarstic domain 3/ caves, galleries, arches ; -at the limits 4/ three inclined plans, west, north and east, 5/ a cliff to the south. A typology of forms shows a predominance of ablation reliefs : aplanation, over-deepened channels, covered rooms and galleries, arches, residual pinnacles. Deposit accumulations regroup chaotic breakdown blocks, pebble accumulations and sand covers. Statement of explanations requires recognition of the nature and age of the outcrops and succession of erosional agents during the Pleistocene. Rocks are dated from Ypresien (limestones) to Bartonian (marls). Continental erosion during sea regressions is responsible of caracteristic Iandforms and deposits ; for example wall banks, allochthonous pebbles... The currently active marine erosion during sea transgressions is due to storms, tide, dissolution, biochemical action (lithophages) and gravity. We propose a paleogeographic reconstitution. After an essentially calcareous sedimentation in Eocene and an essentially marly sedimentation in Oligocene, the sea recedes during Miocene. From then, the platform, henceforward above the water, is subject to meteoric erosion, in Pliocene, evolution of the massif is isovolumic (under a marly cover and with a low hydraulic gradient). During the lower and middle Pleistocene, the erosion of the marly cover goes on. During the upper Pleistocene, the wurmian (-18000 BP) marine regression allows entrenchment of the hydrographie system thanks to an increase of hydraulic gradients (classic functional karst). From 15000 years onwards, a general transgression of sea level happens by successive steps. During the Boreal, a break in transgression allows the formation of a paleo-shore at -20 to -30 m, inducing a peneplanation phase in the tidal or infratidal zone. From 7500 BP onwards, a a rapid transgression from -23 to -8, then a slower one from -8 to the present level stops karstification on the massif. At present, only marine abrasion is active and tends to obliterate the previously built landforms.Les affleurements rocheux du domaine marin côtier atlantique restent mal connus car les études qui leur sont consacrées sont rares du fait des difficultés d'observation in situ (plongée sous marine à -20/-40 m, mer agitée, eau rarement claire). Une première étape a consisté à réaliser la topographie détaillée d'un relief — Aroca — situé 4 km au large du port de Socoa (baie de Saint-Jean-de-Luz). L'originalité du massif n'avait pas échappé aux spéléo-plongeurs. Ce plateau présente en effet sur une surface réduite (150 x 100 m) une grande variété de formes. Cinq zones caractéristiques ont été distinguées. Le cœur du massif comprend des modelés «exokarstiques» (1/ une surface sommitale à chenaux, 2/ une surface démantelée à pitons) et des modelés «endokarstiques» (3/ grottes, galeries et arches). Les bordures sont constituées de : 4/ trois plans inclinés (ouest, nord et est) et 5/ d'un tombant (sud). Une typologie des formes à grande échelle prouve la prédominance des modelés d'ablation : surface d'aplanissement, chenaux de surcreusement, salles et galeries souterraines, arches, pitons résiduels. Les modelés d'accumulation regroupent les chaos de blocs, les accumulations de galets et les couvertures sableuses. L'énoncé des facteurs explicatifs passe par la reconnaissance de la nature et de l'âge des affleurements (des calcaires de l'Yprésien terminal aux marnes du Bartonien) et de la succession des agents d'érosion actifs au cours du Pléistocène. L'érosion continentale — lors des régressions marines — est responsable de modelés (exemple : banquettes pariétales de méandre) et de dépôts (exemple : galets allochtones) caractéristiques. Les érosions actuelles (exemple : encoches de surcreusement) sont marines et doivent leur vigueur aux agents que sont les tempêtes et la houle, la dissolution et les actions bio-chimiques (lithophages), la gravité. Pour conclure une reconstitution paléogéographique est proposée. Après la sédimentation essentiellement calcaire à l'Eocène, puis marneuse de l'Oligocène, la mer se retire progressivement au Miocène. La plate-forme exondée est alors soumise aux processus météoriques. Au Pliocène, l'évolution du massif est de type isovolumique (couverture marneuse et proximité du niveau de base). Au Pléistocène inférieur et moyen, le décapage de la couverture marneuse se poursuit. Au Pléistocène supérieur, la régression marine wurmienne (-18000 BP) contribue à l'encaissement du réseau hydrographique et donc à l'augmentation des gradients hydrauliques (karst fonctionnel classique). A partir de 15 000 ans, la remontée générale du niveau marin se fait par étapes successives. Au Boréal, un arrêt de la transgression permet l'édification d'un paléo-rivage à -20/-30 m (phase d'aplanissement en zone tidale ou infra-tidale). A partir de -7 500 BP, la hausse rapide du niveau de la mer de -23 à -8 m, puis plus lente de -8 au niveau actuel a bloqué la karstification. Les formes évoluent désormais sous la seule emprise des érosions marines qui viennent progressivement oblitérer les modelés précédemment acquis.Vanara Nathalie, Perre Alain, Pernet Marc, Latapie Serge, Jaillet Stéphane, Martine Olivier. Aroca (domaine marin côtier, Pays basque, France) : un karst continental ennoyé par les transgressions maritimes quaternaires. In: Karstologia : revue de karstologie et de spéléologie physique, n°49, 1er semestre 2007. Formations superficielles du Causse de Sauveterre (Aveyron, Lozère) et Le karst ennoyé d'Aroca (Pays basque) pp. 43-55
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