8 resultados para implied volatility function models

em Duke University


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Improvements in genomic technology, both in the increased speed and reduced cost of sequencing, have expanded the appreciation of the abundance of human genetic variation. However the sheer amount of variation, as well as the varying type and genomic content of variation, poses a challenge in understanding the clinical consequence of a single mutation. This work uses several methodologies to interpret the observed variation in the human genome, and presents novel strategies for the prediction of allele pathogenicity.

Using the zebrafish model system as an in vivo assay of allele function, we identified a novel driver of Bardet-Biedl Syndrome (BBS) in CEP76. A combination of targeted sequencing of 785 cilia-associated genes in a cohort of BBS patients and subsequent in vivo functional assays recapitulating the human phenotype gave strong evidence for the role of CEP76 mutations in the pathology of an affected family. This portion of the work demonstrated the necessity of functional testing in validating disease-associated mutations, and added to the catalogue of known BBS disease genes.

Further study into the role of copy-number variations (CNVs) in a cohort of BBS patients showed the significant contribution of CNVs to disease pathology. Using high-density array comparative genomic hybridization (aCGH) we were able to identify pathogenic CNVs as small as several hundred bp. Dissection of constituent gene and in vivo experiments investigating epistatic interactions between affected genes allowed for an appreciation of several paradigms by which CNVs can contribute to disease. This study revealed that the contribution of CNVs to disease in BBS patients is much higher than previously expected, and demonstrated the necessity of consideration of CNV contribution in future (and retrospective) investigations of human genetic disease.

Finally, we used a combination of comparative genomics and in vivo complementation assays to identify second-site compensatory modification of pathogenic alleles. These pathogenic alleles, which are found compensated in other species (termed compensated pathogenic deviations [CPDs]), represent a significant fraction (from 3 – 10%) of human disease-associated alleles. In silico pathogenicity prediction algorithms, a valuable method of allele prioritization, often misrepresent these alleles as benign, leading to omission of possibly informative variants in studies of human genetic disease. We created a mathematical model that was able to predict CPDs and putative compensatory sites, and functionally showed in vivo that second-site mutation can mitigate the pathogenicity of disease alleles. Additionally, we made publically available an in silico module for the prediction of CPDs and modifier sites.

These studies have advanced the ability to interpret the pathogenicity of multiple types of human variation, as well as made available tools for others to do so as well.

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Light rainfall is the baseline input to the annual water budget in mountainous landscapes through the tropics and at mid-latitudes. In the Southern Appalachians, the contribution from light rainfall ranges from 50-60% during wet years to 80-90% during dry years, with convective activity and tropical cyclone input providing most of the interannual variability. The Southern Appalachians is a region characterized by rich biodiversity that is vulnerable to land use/land cover changes due to its proximity to a rapidly growing population. Persistent near surface moisture and associated microclimates observed in this region has been well documented since the colonization of the area in terms of species health, fire frequency, and overall biodiversity. The overarching objective of this research is to elucidate the microphysics of light rainfall and the dynamics of low level moisture in the inner region of the Southern Appalachians during the warm season, with a focus on orographically mediated processes. The overarching research hypothesis is that physical processes leading to and governing the life cycle of orographic fog, low level clouds, and precipitation, and their interactions, are strongly tied to landform, land cover, and the diurnal cycles of flow patterns, radiative forcing, and surface fluxes at the ridge-valley scale. The following science questions will be addressed specifically: 1) How do orographic clouds and fog affect the hydrometeorological regime from event to annual scale and as a function of terrain characteristics and land cover?; 2) What are the source areas, governing processes, and relevant time-scales of near surface moisture convergence patterns in the region?; and 3) What are the four dimensional microphysical and dynamical characteristics, including variability and controlling factors and processes, of fog and light rainfall? The research was conducted with two major components: 1) ground-based high-quality observations using multi-sensor platforms and 2) interpretive numerical modeling guided by the analysis of the in situ data collection. Findings illuminate a high level of spatial – down to the ridge scale - and temporal – from event to annual scale - heterogeneity in observations, and a significant impact on the hydrological regime as a result of seeder-feeder interactions among fog, low level clouds, and stratiform rainfall that enhance coalescence efficiency and lead to significantly higher rainfall rates at the land surface. Specifically, results show that enhancement of an event up to one order of magnitude in short-term accumulation can occur as a result of concurrent fog presence. Results also show that events are modulated strongly by terrain characteristics including elevation, slope, geometry, and land cover. These factors produce interactions between highly localized flows and gradients of temperature and moisture with larger scale circulations. Resulting observations of DSD and rainfall patterns are stratified by region and altitude and exhibit clear diurnal and seasonal cycles.

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CD4+ T cells play a crucial in the adaptive immune system. They function as the central hub to orchestrate the rest of immunity: CD4+ T cells are essential governing machinery in antibacterial and antiviral responses by facilitating B cell affinity maturation and coordinating the innate and adaptive immune systems to boost the overall immune outcome; on the contrary, hyperactivation of the inflammatory lineages of CD4+ T cells, as well as the impairments of suppressive CD4+ regulatory T cells, are the etiology of various autoimmunity and inflammatory diseases. The broad role of CD4+ T cells in both physiological and pathological contexts prompted me to explore the modulation of CD4+ T cells on the molecular level.

microRNAs (miRNAs) are small RNA molecules capable of regulating gene expression post-transcriptionally. miRNAs have been shown to exert substantial regulatory effects on CD4+ T cell activation, differentiation and helper function. Specifically, my lab has previously established the function of the miR-17-92 cluster in Th1 differentiation and anti-tumor responses. Here, I further analyzed the role of this miRNA cluster in Th17 differentiation, specifically, in the context of autoimmune diseases. Using both gain- and loss-of-function approaches, I demonstrated that miRNAs in miR-17-92, specifically, miR-17 and miR-19b in this cluster, is a crucial promoter of Th17 differentiation. Consequently, loss of miR-17-92 expression in T cells mitigated the progression of experimental autoimmune encephalomyelitis and T cell-induced colitis. In combination with my previous data, the molecular dissection of this cluster establishes that miR-19b and miR-17 play a comprehensive role in promoting multiple aspects of inflammatory T cell responses, which underscore them as potential targets for oligonucleotide-based therapy in treating autoimmune diseases.

To systematically study miRNA regulation in effector CD4+ T cells, I devised a large-scale miRNAome profiling to track in vivo miRNA changes in antigen-specific CD4+ T cells activated by Listeria challenge. From this screening, I identified that miR-23a expression tightly correlates with CD4+ effector expansion. Ectopic expression and genetic deletion strategies validated that miR-23a was required for antigen-stimulated effector CD4+ T cell survival in vitro and in vivo. I further determined that miR-23a targets Ppif, a gatekeeper of mitochondrial reactive oxygen species (ROS) release that protects CD4+ T cells from necrosis. Necrosis is a type of cell death that provokes inflammation, and it is prominently triggered by ROS release and its consequent oxidative stress. My finding that miR-23a curbs ROS-mediated necrosis highlights the essential role of this miRNA in maintaining immune homeostasis.

A key feature of miRNAs is their ability to modulate different biological aspects in different cell populations. Previously, my lab found that miR-23a potently suppresses CD8+ T cell cytotoxicity by restricting BLIMP1 expression. Since BLIMP1 has been found to inhibit T follicular helper (Tfh) differentiation by antagonizing the master transcription factor BCL6, I investigated whether miR-23a is also involved in Tfh differentiation. However, I found that miR-23a does not target BLIMP1 in CD4+ T cells and loss of miR-23a even fostered Tfh differentiation. This data indicate that miR-23a may target other pathways in CD4+ T cells regarding the Tfh differentiation pathway.

Although the lineage identity and regulatory networks for Tfh cells have been defined, the differentiation path of Tfh cells remains elusive. Two models have been proposed to explain the differentiation process of Tfh cells: in the parallel differentiation model, the Tfh lineage is segregated from other effector lineages at the early stage of antigen activation; alternatively, the sequential differentiation model suggests that naïve CD4+ T cells first differentiate into various effector lineages, then further program into Tfh cells. To address this question, I developed a novel in vitro co-culture system that employed antigen-specific CD4+ T cells, naïve B cells presenting cognate T cell antigen and BAFF-producing feeder cells to mimic germinal center. Using this system, I were able to robustly generate GC-like B cells. Notably, well-differentiated Th1 or Th2 effector cells also quickly acquired Tfh phenotype and function during in vitro co-culture, which suggested a sequential differentiation path for Tfh cells. To examine this path in vivo, under conditions of classical Th1- or Th2-type immunizations, I employed a TCRβ repertoire sequencing technique to track the clonotype origin of Tfh cells. Under both Th1- and Th2- immunization conditions, I observed profound repertoire overlaps between the Teff and Tfh populations, which strongly supports the proposed sequential differentiation model. Therefore, my studies establish a new platform to conveniently study Tfh-GC B cell interactions and provide insights into Tfh differentiation processes.

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B cells mediate immune responses via the secretion of antibody and interactions with other immune cell populations through antigen presentation, costimulation, and cytokine secretion. Although B cells are primarily believed to promote immune responses using the mechanisms described above, some unique regulatory B cell populations that negatively influence inflammation have also been described. Among these is a rare interleukin (IL)-10-producing B lymphocyte subset termed “B10 cells.” B cell-derived IL-10 can inhibit various arms of the immune system, including polarization of Th1/Th2 cell subsets, antigen presentation and cytokine production by monocytes and macrophages, and activation of regulatory T cells. Further studies in numerous autoimmune and inflammatory models of disease have confirmed the ability of B10 cells to negatively regulate inflammation in an IL-10-dependent manner. Although IL-10 is indispensable to the effector functions of B10 cells, how this specialized B cell population is selected in vivo to produce IL-10 is unknown. Some studies have demonstrated a link between B cell receptor (BCR)-derived signals and the acquisition of IL-10 competence. Additionally, whether antigen-BCR interactions are required for B cell IL-10 production during homeostasis as well as active immune responses is a matter of debate. Therefore, the goal of this thesis is to determine the importance of antigen-driven signals during B10 cell development in vivo and during B10 cell-mediated immunosuppression.

Chapter 3 of the dissertation explored the BCR repertoire of spleen and peritoneal cavity B10 cells using single-cell sequencing to lay the foundation for studies to understand the full range of antigens that may be involved in B10 cell selection. In both the spleen and peritoneal cavity B10 cells studied, BCR gene utilization was diverse, and the expressed BCR transcripts were largely unmutated. Thus, B10 cells are likely capable of responding to a wide range of foreign and self-antigens in vivo.

Studies in Chapter 4 determined the predominant antigens that drive B cell IL-10 secretion during homeostasis. A novel in vitro B cell expansion system was used to isolate B cells actively expressing IL-10 in vivo and probe the reactivities of their secreted monoclonal antibodies. B10 cells were found to produce polyreactive antibodies that bound multiple self-antigens. Therefore, in the absence of overarching active immune responses, B cell IL-10 is secreted following interactions with self-antigens.

Chapter 5 of this dissertation investigated whether foreign antigens are capable of driving B10 cell expansion and effector activity during an active immune response. In a model of contact-induced hypersensitivity, in vitro B cell expansion was again used to isolate antigen-specific B10 clones, which were required for optimal immunosuppression.

The studies described in this dissertation shed light on the relative contributions of BCR-derived signals during B10 cell development and effector function. Furthermore, these investigations demonstrate that B10 cells respond to both foreign and self-antigens, which has important implications for the potential manipulation of B10 cells for human therapy. Therefore, B10 cells represent a polyreactive B cell population that provides antigen-specific regulation of immune responses via the production of IL-10.

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Uncertainty quantification (UQ) is both an old and new concept. The current novelty lies in the interactions and synthesis of mathematical models, computer experiments, statistics, field/real experiments, and probability theory, with a particular emphasize on the large-scale simulations by computer models. The challenges not only come from the complication of scientific questions, but also from the size of the information. It is the focus in this thesis to provide statistical models that are scalable to massive data produced in computer experiments and real experiments, through fast and robust statistical inference.

Chapter 2 provides a practical approach for simultaneously emulating/approximating massive number of functions, with the application on hazard quantification of Soufri\`{e}re Hills volcano in Montserrate island. Chapter 3 discusses another problem with massive data, in which the number of observations of a function is large. An exact algorithm that is linear in time is developed for the problem of interpolation of Methylation levels. Chapter 4 and Chapter 5 are both about the robust inference of the models. Chapter 4 provides a new criteria robustness parameter estimation criteria and several ways of inference have been shown to satisfy such criteria. Chapter 5 develops a new prior that satisfies some more criteria and is thus proposed to use in practice.

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The work presented in this dissertation is focused on applying engineering methods to develop and explore probabilistic survival models for the prediction of decompression sickness in US NAVY divers. Mathematical modeling, computational model development, and numerical optimization techniques were employed to formulate and evaluate the predictive quality of models fitted to empirical data. In Chapters 1 and 2 we present general background information relevant to the development of probabilistic models applied to predicting the incidence of decompression sickness. The remainder of the dissertation introduces techniques developed in an effort to improve the predictive quality of probabilistic decompression models and to reduce the difficulty of model parameter optimization.

The first project explored seventeen variations of the hazard function using a well-perfused parallel compartment model. Models were parametrically optimized using the maximum likelihood technique. Model performance was evaluated using both classical statistical methods and model selection techniques based on information theory. Optimized model parameters were overall similar to those of previously published Results indicated that a novel hazard function definition that included both ambient pressure scaling and individually fitted compartment exponent scaling terms.

We developed ten pharmacokinetic compartmental models that included explicit delay mechanics to determine if predictive quality could be improved through the inclusion of material transfer lags. A fitted discrete delay parameter augmented the inflow to the compartment systems from the environment. Based on the observation that symptoms are often reported after risk accumulation begins for many of our models, we hypothesized that the inclusion of delays might improve correlation between the model predictions and observed data. Model selection techniques identified two models as having the best overall performance, but comparison to the best performing model without delay and model selection using our best identified no delay pharmacokinetic model both indicated that the delay mechanism was not statistically justified and did not substantially improve model predictions.

Our final investigation explored parameter bounding techniques to identify parameter regions for which statistical model failure will not occur. When a model predicts a no probability of a diver experiencing decompression sickness for an exposure that is known to produce symptoms, statistical model failure occurs. Using a metric related to the instantaneous risk, we successfully identify regions where model failure will not occur and identify the boundaries of the region using a root bounding technique. Several models are used to demonstrate the techniques, which may be employed to reduce the difficulty of model optimization for future investigations.

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This review summarizes evidence of dysregulated reward circuitry function in a range of neurodevelopmental and psychiatric disorders and genetic syndromes. First, the contribution of identifying a core mechanistic process across disparate disorders to disease classification is discussed, followed by a review of the neurobiology of reward circuitry. We next consider preclinical animal models and clinical evidence of reward-pathway dysfunction in a range of disorders, including psychiatric disorders (i.e., substance-use disorders, affective disorders, eating disorders, and obsessive compulsive disorders), neurodevelopmental disorders (i.e., schizophrenia, attention-deficit/hyperactivity disorder, autism spectrum disorders, Tourette's syndrome, conduct disorder/oppositional defiant disorder), and genetic syndromes (i.e., Fragile X syndrome, Prader-Willi syndrome, Williams syndrome, Angelman syndrome, and Rett syndrome). We also provide brief overviews of effective psychopharmacologic agents that have an effect on the dopamine system in these disorders. This review concludes with methodological considerations for future research designed to more clearly probe reward-circuitry dysfunction, with the ultimate goal of improved intervention strategies.

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Stem cell transplantation holds great promise for the treatment of myocardial infarction injury. We recently described the embryonic stem cell-derived cardiac progenitor cells (CPCs) capable of differentiating into cardiomyocytes, vascular endothelium, and smooth muscle. In this study, we hypothesized that transplanted CPCs will preserve function of the infarcted heart by participating in both muscle replacement and neovascularization. Differentiated CPCs formed functional electromechanical junctions with cardiomyocytes in vitro and conducted action potentials over cm-scale distances. When transplanted into infarcted mouse hearts, CPCs engrafted long-term in the infarct zone and surrounding myocardium without causing teratomas or arrhythmias. The grafted cells differentiated into cross-striated cardiomyocytes forming gap junctions with the host cells, while also contributing to neovascularization. Serial echocardiography and pressure-volume catheterization demonstrated attenuated ventricular dilatation and preserved left ventricular fractional shortening, systolic and diastolic function. Our results demonstrate that CPCs can engraft, differentiate, and preserve the functional output of the infarcted heart.