Results in stochastic control: optimal prediction problems and Markov decision processes

The following thesis is divided in two main topics. The first part studies variations of optimal prediction problems introduced in Shiryaev, Zhou and Xu (2008) and Du Toit and Peskir (2009) to a randomized terminal-time set up and different families of utility measures. The work presents optimal stopping rules that apply under different criteria, introduces a numerical technique to build approximations of stopping boundaries for fixed terminal time problems and suggest previously reported stopping rules extend to certain generalizations of measures. The second part of the thesis is concerned with analysing optimal wealth allocation techniques within a defaultable financial market similar to Bielecki and Jang (2007). It studies a portfolio optimization problem combining a continuous time jump market and a defaultable security; and presents numerical solutions through the conversion into a Markov Decision Process and characterization of its value function as a unique fixed point to a contracting operator. This work analyses allocation strategies under several families of utilities functions, and highlights significant portfolio selection differences with previously reported results

Markov decision process algorithms for wealth allocation problems with defaultable bonds

This paper is concerned with analysing optimal wealth allocation techniques within a defaultable financial market similar to Bielecki and Jang (2007). It studies a portfolio optimization problem combining a continuous-time jump market and a defaultable security; and presents numerical solutions through the conversion into a Markov decision process and characterization of its value function as a unique fixed point to a contracting operator. This work analyses allocation strategies under several families of utilities functions, and highlights significant portfolio selection differences with previously reported results

Results in stochastic control: optimal prediction problems and Markov decision processes

The following thesis is divided in two main topics. The first part studies variations of optimal prediction problems introduced in Shiryaev, Zhou and Xu (2008) and Du Toit and Peskir (2009) to a randomized terminal-time set up and different families of utility measures. The work presents optimal stopping rules that apply under different criteria, introduces a numerical technique to build approximations of stopping boundaries for fixed terminal time problems and suggest previously reported stopping rules extend to certain generalizations of measures. The second part of the thesis is concerned with analysing optimal wealth allocation techniques within a defaultable financial market similar to Bielecki and Jang (2007). It studies a portfolio optimization problem combining a continuous time jump market and a defaultable security; and presents numerical solutions through the conversion into a Markov Decision Process and characterization of its value function as a unique fixed point to a contracting operator. This work analyses allocation strategies under several families of utilities functions, and highlights significant portfolio selection differences with previously reported results

Somatic and Germline Mutation Periodicity Follow the Orientation of the DNA Minor Groove around Nucleosomes

Mutation rates along the genome are highly variable and influenced by several chromatin features. Here, we addressed how nucleosomes, the most pervasive chromatin structure in eukaryotes, affect the generation of mutations. We discovered that within nucleosomes, the somatic mutation rate across several tumor cohorts exhibits a strong 10 base pair (bp) periodicity. This periodic pattern tracks the alternation of the DNA minor groove facing toward and away from the histones. The strength and phase of the mutation rate periodicity are determined by the mutational processes active in tumors. We uncovered similar periodic patterns in the genetic variation among human and Arabidopsis populations, also detectable in their divergence from close species, indicating that the same principles underlie germline and somatic mutation rates. We propose that differential DNA damage and repair processes dependent on the minor groove orientation in nucleosome-bound DNA contribute to the 10-bp periodicity in AT/CG content in eukaryotic genomes

Evidence of conditioned behavior in amoebae

Associative memory is the main type of learning by which complex organisms endowed with evolved nervous systems respond efficiently to certain environmental stimuli. It has been found in different multicellular species, from cephalopods to humans, but never in individual cells. Here we describe a motility pattern consistent with associative conditioned behavior in the microorganism Amoeba proteus. We use a controlled direct-current electric field as the conditioned stimulus, and a specific chemotactic peptide as the unconditioned stimulus. The amoebae are capable of linking two independent past events, generating persistent locomotion movements that can prevail for 44 min on average. We confirm a similar behavior in a related species, Metamoeba leningradensis. Thus, our results indicate that unicellular organisms can modify their behavior during migration by associative conditioning.We would like to thank Dr. Andrew Goodkov from the Institute of Cytology (Russian Academy of Science) St. Petersburg, Russia, for valuable advices related to Amoeba organisms, Laura Perez Gomez and Luis Rojo Garcia for their assistance designing Fig. 1 and the AutoCAD 3D model, A-M Perez Biedermann for her valuable contribution in our study, Jose Gonzalez Romero and Jose Miguel Perez Perez from the Institute of Parasitology and Biomedicine "Lopez-Neyra" for their technical assistance. In addition, we thank Maria Calleja-Felipe for her valuable help in the peptide gradient experiments. This work was supported by a grant of the University of Basque Country (UPV/EHU), GIU17/066, the Basque Government grant IT974-16, and by the UPV/EHU and Basque Center of Applied Mathematics, grant US18/21"

External Validation of SAFE Score to Predict Atrial Fibrillation Diagnosis after Ischemic Stroke: A Retrospective Multicenter Study

Diagnóstico; Fibrilación auricular; Ictus isquémicoDiagnòstic; Fibril·lació auricular; Ictus isquèmicDiagnosis; Atrial fibrillation; Ischemic strokeIntroduction: The screening for atrial fibrillation (AF) scale (SAFE score) was recently developed to provide a prediction of the diagnosis of AF after an ischemic stroke. It includes 7 items: age ≥ 65 years, bronchopathy, thyroid disease, cortical location of stroke, intracranial large vessel occlusion, NT-ProBNP ≥250 pg/mL, and left atrial enlargement. In the internal validation, a good performance was obtained, with an AUC = 0.88 (95% CI 0.84-0.91) and sensitivity and specificity of 83% and 80%, respectively, for scores ≥ 5. The aim of this study is the external validation of the SAFE score in a multicenter cohort. Methods: A retrospective multicenter study, including consecutive patients with ischemic stroke or transient ischemic attack between 2020 and 2022 with at least 24 hours of cardiac monitoring. Patients with previous AF or AF diagnosed on admission ECG were excluded. Results: Overall, 395 patients were recruited for analysis. The SAFE score obtained an AUC = 0.822 (95% CI 0.778-0.866) with a sensitivity of 87.2%, a specificity of 65.4%, a positive predictive value of 44.1%, and a negative predictive value of 94.3% for a SAFE score ≥ 5, with no significant gender differences. Calibration analysis in the external cohort showed an absence of significant differences between the observed values and those predicted by the model (Hosmer-Lemeshow's test 0.089). Conclusions: The SAFE score showed adequate discriminative ability and calibration, so its external validation is justified. Further validations in other external cohorts or specific subpopulations of stroke patients might be required.We acknowledge FIBAO (Biomedical Research Foundation) and Adrián Aparicio Mota for their assistance with statistical analysis. Adrián Aparicio (a FIBAO statistician) analyzed the collected data. The project was the winner of the IV research grant “STROKE PROJECT 2020” from the Spanish Society of Neurology

Soybean Inoculated with One Bradyrhizobium Strain Isolated at Elevated [CO2] Show an Impaired C and N Metabolism When Grown at Ambient [CO2]

Soybean (Glycine max L.) future response to elevated [CO2] has been shown to differ when inoculated with B. japonicum strains isolated at ambient or elevated [CO2]. Plants, inoculated with three Bradyrhizobium strains isolated at different [CO2], were grown in chambers at current and elevated [CO2] (400 vs. 700 ppm). Together with nodule and leaf metabolomic profile, characterization of nodule N-fixation and exchange between organs were tested through N-15(2)-labeling analysis. Soybeans inoculated with SFJ14-36 strain (isolated at elevated [CO2]) showed a strong metabolic imbalance, at nodule and leaf levels when grown at ambient [CO2], probably due to an insufficient supply of N by nodules, as shown by N-15(2)-labeling. In nodules, due to shortage of photoassimilate, C may be diverted to aspartic acid instead of malate in order to improve the efficiency of the C source sustaining N-2-fixation. In leaves, photorespiration and respiration were boosted at ambient [CO2] in plants inoculated with this strain. Additionally, free phytol, antioxidants, and fatty acid content could be indicate induced senescence due to oxidative stress and lack of nitrogen. Therefore, plants inoculated with Bradyrhizobium strain isolated at elevated [CO2] may have lost their capacity to form effective symbiosis at ambient [CO2] and that was translated at whole plant level through metabolic impairment.This work was financially supported by the following grants: GRUPO Gobierno Vasco IT1022-16 and projects 32-2016-00043, 37-2017-00047, and 000049-IDA2019-38 from the Economic Development and Infrastructures Department of the Basque Country, Spai

Changes in environmental CO2 concentration can modify Rhizobium-soybean specificity and condition plant fitness and productivity

(EN) Over the past 10 years, it has been demonstrated in the literature that legume responses to elevated [CO2], whether positive, negative, or null, are in part dependent on the Rhizobium species and genotypes that establish symbiosis with the plant. However, all the strains used in these past experiments were isolated in field conditions at ambient [CO2]. We studied for first time the fitness response of soybean inoculated with a Rhizobium strain that has been previously isolated from nodules of plants grown at elevated [CO2] in field conditions at a FACE site. In experiments developed in controlled growth chambers, and in the field under ambient [CO2], the plants inoculated with the strain isolated at elevated [CO2] showed similar response as plants without inoculation. We hypothesize that deficient nodulation may be associated with a change in root exudates caused by the change in [CO2]. This study showed that the strains isolated in nodules at elevated [CO2] are not capable of properly nodulating soybean plants grown at ambient [CO2] and that the origin of strains do not ensure the performance of plants under the same conditions. However, more research is needed in order to understand how changes in environmental conditions can affect the symbiotic relationship and ultimately how we can improve plant fitness in a changeable world.This research was financially supported by the following grant: GRUPO GobiernoVasco-IT1022-16

Associative Conditioning Is a Robust Systemic Behavior in Unicellular Organisms: An Interspecies Comparison

The capacity to learn new efficient systemic behavior is a fundamental issue of contemporary biology. We have recently observed, in a preliminary analysis, the emergence of conditioned behavior in some individual amoebae cells. In these experiments, cells were able to acquire new migratory patterns and remember them for long periods of their cellular cycle, forgetting them later on. Here, following a similar conceptual framework of Pavlov’s experiments, we have exhaustively studied the migration trajectories of more than 2000 individual cells belonging to three different species: Amoeba proteus, Metamoeba leningradensis, and Amoeba borokensis. Fundamentally, we have analyzed several relevant properties of conditioned cells, such as the intensity of the responses, the directionality persistence, the total distance traveled, the directionality ratio, the average speed, and the persistence times. We have observed that cells belonging to these three species can modify the systemic response to a specific stimulus by associative conditioning. Our main analysis shows that such new behavior is very robust and presents a similar structure of migration patterns in the three species, which was characterized by the presence of conditioning for long periods, remarkable straightness in their trajectories and strong directional persistence. Our experimental and quantitative results, compared with other studies on complex cellular responses in bacteria, protozoa, fungus-like organisms and metazoans that we discus here, allow us to conclude that cellular associative conditioning might be a widespread characteristic of unicellular organisms. This new systemic behavior could be essential to understand some key principles involved in increasing the cellular adaptive fitness to microenvironments.This work was supported by a grant of the University of Basque Country (UPV/EHU), GIU17/066, the Basque Government grant IT974-16, the UPV/EHU and Basque Center of Applied Mathematics, grant US18/21, and the Israel Science Foundation (536/19)Peer reviewe