Optimal portfolios ans pricing models

Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2019, Director: David Márquez i José B. Sáez Madrid[en] This final degree project aims to introduce the bases of portfolio theory in order to understand mathematical and economic foundations which are used in optimal portfolios models. So it will be seen the models of Markowitz, Sharpe, the Capital Asset Pricing Model and the Arbitrage Pricing Theory in a theoretical way and in a practical case, so all the models can be embraced

Identifying hadronic charmonium decays in hadron colliders

Identification of charmonium states at hadron colliders has mostly been limited to leptonic decays of the J/{\psi}. In this paper we present and algorithm to identify hadronic decays of charmonium states (J/{\psi}, {\psi}(2S), \chi_{c0,1,2}) which make up the large majority of all decays. The algorithm is able to identify hadronic $J/\psi$ decays with an efficiency of 36\% while suppressing a background of quark and gluon jets by a factor 100.Comment: 8 pages, 2 figures, submitted to SciPos

Spontaneous portosystemic shunt embolization in liver transplant recipients with recurrent hepatic encephalopathy

Angiogenesis; Portal hypertension; Collateral vesselsAngiogénesis; Hipertensión portal; Vasos colateralesAngiogènesi; Hipertensió portal; Vasos col·lateralsIntroduction and objectives Spontaneous portosystemic shunts (SPSS) are a common cause of recurrent hepatic encephalopathy (HE). Shunt occlusion is an effective and safe procedure when performed in patients with cirrhosis and preserved liver function. We aimed to describe our experience with SPSS embolization after liver transplantation (LT). Patients We identified five patients who underwent SPSS embolization after LT. Clinical, biochemical and technical procedure data were collected. Results At presentation, all patients had developed graft cirrhosis and HE after LT. Median Model for End-stage Liver Disease (MELD) at embolization was 9 (range 7-12), median Child-Pugh was 8 (range 7-9). Splenorenal and mesocaval shunt were the most frequent types of SPSS found. Three patients have been completely free of HE. Of the two patients who had HE recurrence after embolization, one patient had two episodes of HE which was controlled well with medications. The other patient required three embolizations because of recurrent HE. Median follow-up was 4.4 years (range 1.0-5.0) and MELD score at last follow up was 13 (range 10-18) and median Child-Pugh score B, 7 points (range 5-12). Conclusions SPSS can be considered as a cause of HE after LT. SPSS embolization is feasible and safe in LT recipients.Isabel Campos-Varela's research activity is funded by grant PI19/00330, funded by Instituto de Salud Carlos III and co-funded by European Union (ERDF/ESF) - A way to build Europe. Macarena Simón-Talero is a recipient of the Juan Rodés grant JR17/00029 from Instituto de Salud Carlos III, Spain. CIBERehd is supported by Instituto de Salud Carlos III. The work was independent of all funding

Multiple Sporadic Colorectal Cancers Display a Unique Methylation Phenotype

The members of the Gastrointestinal Oncology Group of the Spanish Gastroenterological Association are: Hospital 12 de Octubre, Madrid: Juan Diego Morillas (local coordinator), Raquel Muñoz, Marisa Manzano, Francisco Colina, Jose Díaz, Carolina Ibarrola, Guadalupe López, Alberto Ibáñez; Hospital Clínic, Barcelona: Antoni Castells (local coordinator), Virgínia Piñol, Sergi Castellví-Bel, Francesc Balaguer, Victoria Gonzalo, Teresa Ocaña, María Dolores Giráldez, Maria Pellisé, Anna Serradesanferm, Leticia Moreira, Miriam Cuatrecasas, Josep M. Piqué; Hospital Clínico Universitario, Zaragoza: Ángel Lanas (local coordinator), Javier Alcedo, Javier Ortego; Hospital Cristal-Piñor, Complexo Hospitalario de Ourense: Joaquin Cubiella (local coordinator), Ma Soledad Díez, Mercedes Salgado, Eloy Sánchez, Mariano Vega; Hospital del Mar, Barcelona: Montserrat Andreu (local coordinator), Anna Abuli, Xavier Bessa, Mar Iglesias, Agustín Seoane, Felipe Bory, Gemma Navarro, Beatriz Bellosillo, Josep Ma Dedeu, Cristina Álvarez, Begoña Gonzalez; Hospital San Eloy, Baracaldo and Hospital Donostia, CIBERehd, University of Country Basque, San Sebastián: Luis Bujanda (local coordinator) Ángel Cosme, Inés Gil, Mikel Larzabal, Carlos Placer, María del Mar Ramírez, Elisabeth Hijona, Jose M. Enríquez-Navascués, Jose L. Elosegui; Hospital General Universitario de Alicante: Artemio Payá (EPICOLON I local coordinator), Rodrigo Jover (EPICOLON II local coordinator), Cristina Alenda, Laura Sempere, Nuria Acame, Estefanía Rojas, Lucía Pérez-Carbonell; Hospital General de Granollers: Joaquim Rigau (local coordinator), Ángel Serrano, Anna Giménez; Hospital General de Vic: Joan Saló (local coordinator), Eduard Batiste-Alentorn, Josefina Autonell, Ramon Barniol; Hospital General Universitario de Guadalajara and Fundación para la Formación e Investigación Sanitarias Murcia: Ana María García (local coordinator), Fernando Carballo, Antonio Bienvenido, Eduardo Sanz, Fernando González, Jaime Sánchez, Akiko Ono; Hospital General Universitario de Valencia: Mercedes Latorre (local coordinator), Enrique Medina, Jaime Cuquerella, Pilar Canelles, Miguel Martorell, José Ángel García, Francisco Quiles, Elisa Orti; CHUVI-Hospital Meixoeiro, Vigo: EPICOLON I: Juan Clofent (local coordinator), Jaime Seoane, Antoni Tardío, Eugenia Sanchez; EPICOLON II: Ma Luisa de Castro (local coordinator), Antoni Tardío, Juan Clofent, Vicent Hernández; Hospital Universitari Germans Trias i Pujol, Badalona and Section of Digestive Diseases and Nutrition, University of Illinois at Chicago, Chicago, IL: Xavier Llor (local coordinator), Rosa M. Xicola, Marta Piñol, Mercè Rosinach, Anna Roca, Elisenda Pons, José M. Hernández, Miquel A. Gassull; Hospital Universitari Mútua de Terrassa: Fernando Fernández-Bañares (local coordinator), Josep M. Viver, Antonio Salas, Jorge Espinós, Montserrat Forné, Maria Esteve; Hospital Universitari Arnau de Vilanova, Lleida: Josep M. Reñé (local coordinator), Carmen Piñol, Juan Buenestado, Joan Viñas; Hospital Universitario de Canarias: Enrique Quintero (local coordinator), David Nicolás, Adolfo Parra, Antonio Martín; Hospital Universitario La Fe, Valencia: Lidia Argüello (local coordinator), Vicente Pons, Virginia Pertejo, Teresa Sala; Hospital Sant Pau, Barcelona: Dolors Gonzalez (local coordinator), Eva Roman, Teresa Ramon, Maria Poca, Ma Mar Concepción, Marta Martin, Lourdes Pétriz; Hospital Xeral Cies, Vigo: Daniel Martinez (local coordinator); Fundacion Publica Galega de Medicina Xenomica (FPGMX), CIBERER, Genomic Medicine Group-University of Santiago de Compostela, Santiago de Compostela, Galicia, Spain: Ángel Carracedo (local coordinator), Clara Ruiz-Ponte, Ceres Fernández-Rozadilla, Ma Magdalena Castro; Hospital Universitario Central de Asturias: Sabino Riestra (local coordinator), Luis Rodrigo; Hospital de Galdácano, Vizcaya: Javier Fernández (local coordinator), Jose Luis Cabriada; Fundación Hospital de Calahorra (La Rioja) La Rioja: Luis Carreño (local coordinator), Susana Oquiñena, Federico Bolado; Hospital Royo Villanova, Zaragoza: Elena Peña (local coordinator), José Manuel Blas, Gloria Ceña, Juan José Sebastián; Hospital Universitario Reina Sofía, Córdoba: Antonio Naranjo (local coordinator).Epigenetics are thought to play a major role in the carcinogenesis of multiple sporadic colorectal cancers (CRC). Previous studies have suggested concordant DNA hypermethylation between tumor pairs. However, only a few methylation markers have been analyzed. This study was aimed at describing the epigenetic signature of multiple CRC using a genome-scale DNA methylation profiling. We analyzed 12 patients with synchronous CRC and 29 age-, sex-, and tumor location-paired patients with solitary tumors from the EPICOLON II cohort. DNA methylation profiling was performed using the Illumina Infinium HM27 DNA methylation assay. The most significant results were validated by Methylight. Tumors samples were also analyzed for the CpG Island Methylator Phenotype (CIMP); KRAS and BRAF mutations and mismatch repair deficiency status. Functional annotation clustering was performed. We identified 102 CpG sites that showed significant DNA hypermethylation in multiple tumors with respect to the solitary counterparts (difference in β value ≥0.1). Methylight assays validated the results for 4 selected genes (p = 0.0002). Eight out of 12(66.6%) multiple tumors were classified as CIMP-high, as compared to 5 out of 29(17.2%) solitary tumors (p = 0.004). Interestingly, 76 out of the 102 (74.5%) hypermethylated CpG sites found in multiple tumors were also seen in CIMP-high tumors. Functional analysis of hypermethylated genes found in multiple tumors showed enrichment of genes involved in different tumorigenic functions. In conclusion, multiple CRC are associated with a distinct methylation phenotype, with a close association between tumor multiplicity and CIMP-high. Our results may be important to unravel the underlying mechanism of tumor multiplicity.This work was supported by grants from the Hospital Clínic of Barcelona (Josep Font grant), Ministerio de Economí­a y Competitividad (SAF 2007-64873 and SAF2010-19273), Fundación Científica de la Asociación Española contra el Cáncer, and Instituto de Salud Carlos III (PI10/00384). “Cofinanciado por el Fondo Europeo de Desarrollo Regional (FEDER). Unión Europea. Una manera de hacer Europa”. CIBEREHD is funded by the Instituto de Salud Carlos III

Feasibility of Double-Blind Clinical Trials with Oral Diacetylmorphine: A Randomized Controlled Phase II Study in an Inpatient Setting

The aim of this study was to evaluate the feasibility of conducting double-blind controlled randomized clinical trials using twice-a-day immediate-release oral diacetylmorphine (DAM) in heroin-dependent patients, by means of measuring the capacity of oral DAM to block opiate withdrawal and clinicians' ability to distinguish it from morphine and methadone. This was a randomized, phase II, double-blind, multicenter pilot study comparing immediate-release oral DAM, slow-release oral morphine and oral methadone administered twice a day during 10 days. Forty-five heroin-dependent patients were randomly assigned to these three treatment groups in an inpatient regime. Patients were stabilized with a mean of 350 mg (SD = 193) of immediate-release oral DAM, 108 mg (SD = 46.2) of slow-release oral morphine and 40 mg (SD = 17.9) of methadone. No statistically significant differences were found between any studied medication in clinical outcome. Neither patients nor clinicians were able to identify the administered medication. This study shows the feasibility of double-blind clinical trials using b.i.d. immediate-release oral DAM allowing further phase III clinical trials in the process of introducing oral DAM as a medication for heroin-dependent patients not responding to standard maintenance treatments

CNApp, a tool for the quantification of copy number alterations and integrative analysis revealing clinical implications.

Somatic copy number alterations (CNAs) are a hallmark of cancer, but their role in tumorigenesis and clinical relevance remain largely unclear. Here, we developed CNApp, a web-based tool that allows a comprehensive exploration of CNAs by using purity-corrected segmented data from multiple genomic platforms. CNApp generates genome-wide profiles, computes CNA scores for broad, focal and global CNA burdens, and uses machine learning-based predictions to classify samples. We applied CNApp to the TCGA pan-cancer dataset of 10,635 genomes showing that CNAs classify cancer types according to their tissue-of-origin, and that each cancer type shows specific ranges of broad and focal CNA scores. Moreover, CNApp reproduces recurrent CNAs in hepatocellular carcinoma and predicts colon cancer molecular subtypes and microsatellite instability based on broad CNA scores and discrete genomic imbalances. In summary, CNApp facilitates CNA-driven research by providing a unique framework to identify relevant clinical implications. CNApp is hosted at https://tools.idibaps.org/CNApp/

Risk factors for cocaine-induced psychosis in cocaine-dependent patients

Cocaine consumption can induce transient psychotic symptoms, expressed as paranoia or hallucinations. Cocaine induced psychosis (CIP) is common but not developed in all cases. This is the first European study on the relationship between CIP, consumption pattern variables and personality disorders. We evaluated 173 cocaine-dependent patients over 18 years; mostly males, whose average age was 33.6 years (SD=7.8). Patients attending an outpatient addictions department were enrolled in the study and subsequently systematically evaluated using SCID I and SCID II interviews for comorbid disorders, a clinical interview for psychotic symptoms and EuropASI for severity of addiction. A high proportion of cocaine dependent patients reported psychotic symptoms under the influence of cocaine (53.8%), the most frequently reported being paranoid beliefs and suspiciousness (43.9%). A logistic regression analysis was performed, finding that a model consisting of amount of cocaine consumption, presence of an antisocial personality disorder and cannabis dependence history had 66.2% sensitivity 75.8% specificity predicting the presence of CIP. In our conclusions, we discuss the relevance of evaluating CIP in all cocaine dependent-patients, and particularly in those fulfilling the clinical profile derived from our results. These findings could be useful for a clinical approach to the risks of psychotic states in cocaine-dependent patients

Rectal Aberrant Crypt Foci in Humans Are Not Surrogate Markers for Colorectal Cancer Risk

NTRODUCTION: Over the past 20 years, aberrant crypt foci (ACF) have emerged as potential precursors and biomarkers for colorectal cancer (CRC). However, data regarding their molecular pathogenesis, as well as their endoscopic and histological identification, remain inconsistent. METHODS: A wide cohort of ACF from 100 control subjects and 100 case patients, including patients with adenoma and CRC, were characterized for endoscopic, morphologic, and molecular features. RESULTS: We observed that among all the endoscopic features evaluated, only the number of large ACF correlated with CRC risk (P = 0.003), whereas the histological classification, as assessed by 2 different pathologists, was inconsistent and did not differ between control and case patients. Moreover, only a few APC and BRAF mutations and no microsatellite instability were detected in our samples. KRAS mutations were detected in 16.3% of ACF samples, which also exhibited increased MGMT hypermethylation. However, none of those events were found to be predictive of CRC risk. DISCUSSION: Although ACF might be preneoplastic lesions of the colon, they are not suitable biomarkers for assessing CRC progression

Integrated Analysis of Germline and Tumor DNA Identifies New Candidate Genes Involved in Familial Colorectal Cancer

Colorectal cancer (CRC) shows aggregation in some families but no alterations in the known hereditary CRC genes. We aimed to identify new candidate genes which are potentially involved in germline predisposition to familial CRC. An integrated analysis of germline and tumor whole-exome sequencing data was performed in 18 unrelated CRC families. Deleterious single nucleotide variants (SNV), short insertions and deletions (indels), copy number variants (CNVs) and loss of heterozygosity (LOH) were assessed as candidates for first germline or second somatic hits. Candidate tumor suppressor genes were selected when alterations were detected in both germline and somatic DNA, fulfilling Knudson's two-hit hypothesis. Somatic mutational profiling and signature analysis were also performed. A series of germline-somatic variant pairs were detected. In all cases, the first hit was presented as a rare SNV/indel, whereas the second hit was either a different SNV (3 genes) or LOH affecting the same gene (141 genes). BRCA2, BLM, ERCC2, RECQL, REV3L and RIF1 were among the most promising candidate genes for germline CRC predisposition. The identification of new candidate genes involved in familial CRC could be achieved by our integrated analysis. Further functional studies and replication in additional cohorts are required to confirm the selected candidates