Haar wavelets-based approach for quantifying credit portfolio losses

This paper proposes a new methodology to compute Value at Risk (VaR) for quantifying losses in credit portfolios. We approximate the cumulative distribution of the loss function by a finite combination of Haar wavelet basis functions and calculate the coefficients of the approximation by inverting its Laplace transform. The Wavelet Approximation (WA) method is specially suitable for non-smooth distributions, often arising in small or concentrated portfolios, when the hypothesis of the Basel II formulas are violated. To test the methodology we consider the Vasicek one-factor portfolio credit loss model as our model framework. WA is an accurate, robust and fast method, allowing to estimate VaR much more quickly than with a Monte Carlo (MC) method at the same level of accuracy and reliability.

Activation of the heat shock response in plants by chlorophenols: transgenic Physcomitrella patens as a sensitive biosensor for organic pollutants.

The ability to detect early molecular responses to various chemicals is central to the understanding of biological impact of pollutants in a context of varying environmental cues. To monitor stress responses in a model plant, we used transgenic moss Physcomitrella patens expressing the beta-glucuronidase reporter (GUS) under the control of the stress-inducible promoter hsp17.3B. Following exposure to pollutants from the dye and paper industry, GUS activity was measured by monitoring a fluorescent product. Chlorophenols, heavy metals and sulphonated anthraquinones were found to specifically activate the hsp17.3B promoter (within hours) in correlation with long-term toxicity effects (within days). At mildly elevated physiological temperatures, the chemical activation of this promoter was strongly amplified, which considerably increased the sensitivity of the bioassay. Together with the activation of hsp17.3B promoter, chlorophenols induced endogenous chaperones that transiently protected a recombinant thermolabile luciferase (LUC) from severe heat denaturation. This sensitive bioassay provides an early warning molecular sensor to industrial pollutants under varying environments, in anticipation to long-term toxic effects in plants. Because of the strong cross-talk between abiotic and chemical stresses that we find, this P. patens line is more likely to serve as a direct toxicity bioassay for pollutants combined with environmental cues, than as an indicator of absolute toxicity thresholds for various pollutants. It is also a powerful tool to study the role of heat shock proteins (HSPs) in plants exposed to combined chemical and environmental stresses.

Survival and Molting Incidence after Heat and Cold Shocks in Panstrongylus megistus Burmeister

Survival and molting incidence were studied after heat (40°C) and cold (0°C) shocks in specimens of Panstrongylus megistus with the aim of establishing its response to temperature stress under laboratory rearing conditions and to understand occasional changes in the biological characteristics of specimens captured in nature. The response to the thermal shocks was found to vary as a function of the temperature and duration of the shock, developmental phase and sex of the specimens, and in certain cases, the insect habit and nourishment conditions. P. megistus specimens were found to be less resistant to the heat shock assay than Triatoma infestans, another reduviid species. The short cold shock affected survival of P. megistus more than did the heat shock, survival of fully-nourished specimens being preferential. The response of adults to the short cold shock was affected by sex, males being generally less resistant. The insect sylvatic habit was found to seldom affect the thermal shock response established for specimens with domestic habit. A decrease in molting frequency and sometimes a slowdown of the molting rate were found after the short heat and cold shocks, possibly promoted by change in hormonal balance, and differing from patterns reported for T. infestans. The results indicate that no generalization should be made for different reduviid species in terms of the effects of temperature shocks.

Recombinant " Physcomitrella patens " as a sensitive tool to study heat sensing and heat-shock signal transduction in plants

SUMMARY When exposed to heat stress, plants display a particular set of cellular and molecular responses, such as chaperones expression, which are highly conserved in all organisms. In chapter 1, I studied the ability of heat shock genes to become transiently and abundantly induced under various temperature regimes. To this aim, I designed a highly sensitive heat-shock dependent conditional gene expression system in the moss Physcomitrella patens, using the soybean heatinducible promoter (hsp17.3B). Heat-induced expression of various reporter genes was over three orders of magnitude, in tight correlation with the intensity and duration of the heat treatments. By performing repeated heating/cooling cycles, a massive accumulation of recombinant proteins was obtained. Interestingly, the hsp17.3B promoter was also activated by specific organic chemicals. Thus, in chapter 2, I took advantage of the extreme sensitivity of this promoter to small temperature variations to further address the role of various natural and organic chemicals and develop a plant based-bioassay that can serve as an early warning indicator of toxicity by pollutants and heavy metals. A screen of several organic pollutants from textile and paper industry showed that chlorophenols as well as sulfonated anthraquinones elicited a heat shock like response at noninducing temperatures. Their effects were synergistically amplified by mild elevated temperatures. In contrast to standard methods of pollutant detection, this plant-based biosensor allowed to monitor early stress-responses, in correlation with long-term toxic effect, and to attribute effective toxicity thresholds for pollutants, in a context of varying environmental cues. In chapter 3, I deepened the study of the primary mechanism by which plants sense mild temperature variations and trigger a cellular signal leading to the heat shock response. In addition to the above described heat-inducible reporter line, I generated a P. patens transgenic line to measure, in vivo, variations of cytosolic calcium during heat treatment, and another line to monitor the role of protein unfolding in heat-shock sensing and signalling. The heat shock signalling pathway was found to be triggered by the plasma membrane, where temperature up shift specifically induced the transient opening of a putative high afimity calcium channel. The calcium influx triggered a signalling cascade leading to the activation of the heat shock genes, independently on the presence of misfolded proteins in the cytoplasm. These results strongly suggest that changes in the fluidity of the plasma membrane are the primary trigger of the heatshocksignalling pathway in plants. The present thesis contributes to the understanding of the basic mechanism by which plants perceive and respond to heat and chemical stresses. This may contribute to developing appropriate better strategies to enhance plant productivity under the increasingly stressful environment of global warming. RÉSUME Les plantes exposées à des températures élevées déclenchent rapidement des réponses cellulaires qui conduisent à l'induction de gènes codant pour les heat shock proteins (HSPs). En fonction de la durée d'exposition et de la vitesse à laquelle la température augmente, les HSPs sont fortement et transitoirement induites. Dans le premier chapitre, cette caractéristique aété utilisée pour développer un système inductible d'expression de gènes dans la mousse Physcomitrella patens. En utilisant plusieurs gènes rapporteurs, j'ai montré que le promoteur du gène hsp17.3B du Soja est activé d'une manière. homogène dans tous les tissus de la mousse proportionnellement à l'intensité du heat shock physiologique appliqué. Un très fort taux de protéines recombinantes peut ainsi être produit en réalisant plusieurs cycles induction/recovery. De plus, ce promoteur peut également être activé par des composés organiques, tels que les composés anti-inflammatoires, ce qui constitue une bonne alternative à l'induction par la chaleur. Les HSPs sont induites pour remédier aux dommages cellulaires qui surviennent. Étant donné que le promoteur hsp17.3B est très sensible à des petites augmentations de température ainsi qu'à des composés chimiques, j'ai utilisé les lignées développées dans le chapitre 1 pour identifier des polluants qui déclenchent une réaction de défense impliquant les HSPs. Après un criblage de plusieurs composés, les chlorophénols et les antraquinones sulfonés ont été identifiés comme étant activateurs du promoteur de stress. La détection de leurs effets a été réalisée seulement après quelques heures d'exposition et corrèle parfaitement avec les effets toxiques détectés après de longues périodes d'exposition. Les produits identifiés montrent aussi un effet synergique avec la température, ce qui fait du biosensor développé dans ce chapitre un bon outil pour révéler les effets réels des polluants dans un environnement où les stress chimiques sont combinés aux stress abiotiques. Le troisième chapitre est consacré à l'étude des mécanismes précoces qui permettent aux plantes de percevoir la chaleur et ainsi de déclencher une cascade de signalisation spécifique qui aboutit à l'induction des gènes HSPs. J'ai généré deux nouvelles lignées afin de mesurer en temps réel les changements de concentrations du calcium cytosolique ainsi que l'état de dénaturation des protéines au cours du heat shock. Quand la fluidité de la membrane augmente après élévation de la température, elle semble induire l'ouverture d'un canal qui permet de faire entrer le calcium dans les cellules. Ce dernier initie une cascade de signalisation qui finit par activer la transcription des gènes HSPs indépendamment de la dénaturation de protéines cytoplasmiques. Les résultats présentés dans ce chapitre montrent que la perception de la chaleur se fait essentiellement au niveau de la membrane plasmique qui joue un rôle majeur dans la régulation des gènes HSPs. L'élucidation des mécanismes par lesquels les plantes perçoivent les signaux environnementaux est d'une grande utilité pour le développement de nouvelles stratégies afin d'améliorer la productivité des plantes soumises à des conditions extrêmes. La présente thèse contribue à décortiquer la voie de signalisation impliquée dans la réponse à la chaleur.

Nuclear phenotype changes after heat shock in Panstrongylus megistus (Burmeister)

The nuclear phenotypes of Malpighian tubule epithelial cells of male nymphs of the blood-sucking insect, Panstrongylus megistus, subjected to short- and long-duration heat shocks at 40ºC were analyzed immediately after the shock and 10 and 30 days later. Normal nuclei with a usual heterochromatic body as well as phenotypes indicative of survival (unravelled heterochromatin, giants) and death (apoptosis, necrosis) responses were observed in control and treated specimens. However, all nuclear phenotypes, except the normal ones, were more frequent in shocked specimens. Similarly altered phenotypes have also been reported in Triatoma infestans following heat shock, although at different frequencies. The frequency of the various nuclear phenotypes observed in this study suggests that the forms of cell survival observed were not sufficient or efficient enough to protect all of the Malpighian tubule cells from the deleterious effects of stress. In agreement with studies on P. megistus survival following heat shock, only long-duration shock produced strongly deleterious effects.

Survival of tubercle bacilli in heat-fixed and stained sputum smears

We used a slide culture technique to detect tubercle bacilli surviving in sputum smears (n=46) after conventional heat fixation and Ziehl-Neelsen staining. In all heat-fixed sputum smears, tubercle bacilli survived after time 0 (n=22), 24 h (n=7), 48 h (n=7), 72 h (n=4), and seven days (n=6). None of the stained sputum smears showed growth on slide cultures. Viable tubercle bacilli remaining in heat-fixed sputum smears for at least seven days may present an infection risk to laboratory staff. Thus, sputum smears should be stained immediately by the Ziehl-Neelsen method or stored in a safe container to avoid transmission of tuberculosis.

Schistosoma mansoni heat shock protein 70 elicits an early humoral immune response in S. mansoni infected baboons

A study was undertaken to search for DNA recombinant Schistosoma mansoni proteins responsible for eliciting an antibody response from the host at a very early phase after infection. A S. mansoni adult worm cDNA expression library was screened using pooled sera from baboons with four weeks of infection. Based on their specific reactivity with the S. mansoni infected sera and no reactivity when tested against the pre-infection sera from the same baboons, four clones were selected for further studies. Sequence analysis revealed that they were homologous to the S. mansoni heat shock protein 70 (hsp70). The insert sizes of the four selected clones varied from 1150 to 2006 bp. The preliminary characterization for antibody reactivity against a panel of baboon sera showed that the longest clone was the most reactive, eight out of eight acute and three out of four chronic sera reacting positively to this clone. The shortest clone was the least reactive. Our results suggest that the S. mansoni hsp70 elicits an early and strong antibody response in baboons and that antibodies to this protein can be detected in chronically infected animals. Therefore S. mansoni hsp70 may be a valid target for immunodiagnosis. However further studies are needed to identify the portion of the hsp70 that best fits the requirements for a valuable diagnostic antigen.

Effect of sequential heat and cold shocks on nuclear phenotypes of the blood-sucking insect, Panstrongylus megistus (Burmeister) (Hemiptera, Reduviidae)

Thermal shocks induce changes in the nuclear phenotypes that correspond to survival (heterochromatin decondensation, nuclear fusion) or death (apoptosis, necrosis) responses in the Malpighian tubules of Panstrongylus megistus. Since thermal tolerance increased survival and molting rate in this species following sequential shocks, we investigated whether changes in nuclear phenotypes accompanied the insect survival response to sequential thermal shocks. Fifth instar nymphs were subjected to a single heat (35 or 40°C, 1 h) or cold (5 or 0°C, 1 h) shock and then subjected to a second shock for 12 h at 40 or 0°C, respectively, after 8, 18, 24 and 72 h at 28°C (control temperature). As with specimen survival, sequential heat and cold shocks induced changes in frequency of the mentioned nuclear phenotypes although their patterns differed. The heat shock tolerance involved decrease in apoptosis simultaneous to increase in cell survival responses. Sequential cold shocks did not involve cell/nuclear fusion and even elicited increase in necrosis with advancing time after shocks. The temperatures of 40 and 0ºC were more effective than the temperatures of 35 and 5ºC in eliciting the heat and cold shock tolerances, respectively, as shown by cytological analysis of the nuclear phenotypes. It is concluded that different sequential thermal shocks can trigger different mechanisms of cellular protection against stress in P. megistus, favoring the insect to adapt to various ecotopes.

Well-differentiated papillary mesothelioma of the tunica vaginalis testis: imaging on Tc-99m heat-denatured red blood cell scintigraphy.

An 18-year-old man presented with a growing painless left scrotal mass. Sonography showed a hydrocele and a homogeneous, well-encapsulated left extratesticular mass with similar echogenicity as the normal testis, suggestive of a splenogonadal fusion. To substantiate the diagnosis, the patient underwent Tc-99m heat-denatured red blood cell scintigraphy showing normal physiological hyperactivity in the spleen but activity similar to the blood pool projecting on the upper part of the left testis. This made testicular splenic tissue less likely. The patient underwent resection and histopathology revealed a well-differentiated papillary mesothelioma. Inguinal orchidectomy was subsequently performed and the patient was free of recurrence at 18 months.

Effects of tetrodotoxin and ion replacements on the short-circuit current induced by Escherichiacoli heat stable enterotoxin across small intestine of the gerbil (Gerbillus cheesmani)

The effects of mucosally added Escherichia coli heat stable enterotoxin (STa 30 ng ml-1) on the basal short-circuit current (Isc in µA cm-2) across stripped and unstripped sheets of jejuna and ilea taken from fed, starved (4 days, water ad lib) and undernourished (50% control food intake for 21 days) gerbil (Gerbillus cheesmani) were investigated. The effect of neurotoxin tetrodotoxin (TTX 10 µM) and the effects of replacing chloride by gluconate or the effects of removing bicarbonate from bathing buffers on the maximum increase in Isc induced by STa were also investigated. The maximum increase in Isc which resulted from the addition of STa were significantly higher in jejuna and ilea taken from starved and undernourished gerbils when compared with the fed control both using stripped and unstripped sheets. In the two regions of the small intestine taken from fed and starved animals TTX reduced the maximum increase in Isc induced by STa across unstripped sheets only. Moreover in jejuna and ilea taken from undernourished gerbils TTX reduced significantly the maximum increase in Isc induced by STa across stripped and unstripped sheets. Replacing chloride by gluconate decreased the maximum increase in Isc induced by STa across jejuna and ilea taken from undernourished gerbils only. Removing bicarbonates from bathing buffer decreased the maximum increase in Isc across the jejuna and ilea taken from starved and undernourished gerbils.

Production, characterization, and application of antibodies against heat-labile type-I toxin for detection of enterotoxigenic Escherichia coli

Strains of enterotoxigenic Escherichia coli (ETEC) are responsible for significant rates of morbidity and mortality among children, particularly in developing countries. The majority of clinical and public health laboratories are capable of isolating and identifying Salmonella, Shigella, Campylobacter, and Escherichia coli O157:H7 from stool samples, but ETEC cannot be identified by routine methods. The method most often used to identify ETEC is polymerase chain reaction for heat-stable and heat-labile enterotoxin genes, and subsequent serotyping, but most clinical and public health laboratories do not have the capacity or resources to perform these tests. In this study, polyclonal rabbit and monoclonal mouse IgG2b antibodies against ETEC heat-labile toxin-I (LT) were characterized and the potential applicability of a capture assay was analyzed. IgG-enriched fractions from rabbit polyclonal and the IgG2b monoclonal antibodies recognized LT in a conformational shape and they were excellent tools for detection of LT-producing strains. These findings indicate that the capture immunoassay could be used as a diagnostic assay of ETEC LT-producing strains in routine diagnosis and in epidemiological studies of diarrhea in developing countries as enzyme linked immunosorbent assay techniques remain as effective and economical choice for the detection of specific pathogen antigens in cultures.

Relation of heart rate to percent VO2 peak during submaximal exercise in the heat.

We tested the hypothesis that elevation in heart rate (HR) during submaximal exercise in the heat is related, in part, to increased percentage of maximal O(2) uptake (%Vo(2 max)) utilized due to reduced maximal O(2) uptake (Vo(2 max)) measured after exercise under the same thermal conditions. Peak O(2) uptake (Vo(2 peak)), O(2) uptake, and HR during submaximal exercise were measured in 22 male and female runners under four environmental conditions designed to manipulate HR during submaximal exercise and Vo(2 peak). The conditions involved walking for 20 min at approximately 33% of control Vo(2 max) in 25, 35, 40, and 45 degrees C followed immediately by measurement of Vo(2 peak) in the same thermal environment. Vo(2 peak) decreased progressively (3.77 +/- 0.19, 3.61 +/- 0.18, 3.44 +/- 0.17, and 3.13 +/- 0.16 l/min) and HR at the end of the submaximal exercise increased progressively (107 +/- 2, 112 +/- 2, 120 +/- 2, and 137 +/- 2 beats/min) with increasing ambient temperature (T(a)). HR and %Vo(2 peak) increased in an identical fashion with increasing T(a). We conclude that elevation in HR during submaximal exercise in the heat is related, in part, to the increase in %Vo(2 peak) utilized, which is caused by reduced Vo(2 peak) measured during exercise in the heat. At high T(a), the dissociation of HR from %Vo(2 peak) measured after sustained submaximal exercise is less than if Vo(2 max) is assumed to be unchanged during exercise in the heat.

Heat capacity measurements by differential scanning calorimetry in the Pd-Pb, Pd-Sn and Pd-ln systems

Molar heat capacities at constant pressure of six solid solutions and 11 intermediate phases in the Pd-Pb, Pd-Sn and Pd-In systems were determined each 10 K by differential scanning calorimetry from 310 to 1000 K, The experimental values have been fitted by polynomials C-p = a + bT + cT(2) + d/T-2. Results are given, discussed and compared with available literature data. (C) 2001 Elsevier Science B.V, AII rights reserved.

The Plasmodium bottleneck: malaria parasite losses in the mosquito vector

Nearly one million people are killed every year by the malaria parasite Plasmodium. Although the disease-causing forms of the parasite exist only in the human blood, mosquitoes of the genus Anopheles are the obligate vector for transmission. Here, we review the parasite life cycle in the vector and highlight the human and mosquito contributions that limit malaria parasite development in the mosquito host. We address parasite killing in its mosquito host and bottlenecks in parasite numbers that might guide intervention strategies to prevent transmission.

In vitro heat exposure induces a redistribution of nuclear matrix proteins in human K562 erythroleukemia cells.

By using both conventional and confocal laser scanning microscopy with three monoclonal antibodies recognizing nuclear matrix proteins we have investigated by means of indirect fluorescence whether an incubation of isolated nuclei at the physiological temperature of 37 degrees C induces a redistribution of nuclear components in human K562 erythroleukemia cells. Upon incubation of isolated nuclei for 45 min at 37 degrees C, we have found that two of the antibodies, directed against proteins of the inner matrix network (M(r) 125 and 160 kDa), gave a fluorescent pattern different from that observed in permeabilized cells. By contrast, the fluorescent pattern did not change if nuclei were kept at 0 degrees C. The difference was more marked in case of the 160-kDa polypeptide. The fluorescent pattern detected by the third antibody, which recognizes the 180-kDa nucleolar isoform of DNA topoisomerase II, was unaffected by heat exposure of isolated nuclei. When isolated nuclear matrices prepared from heat-stabilized nuclei were stained by means of the same three antibodies, it was possible to see that the distribution of the 160-kDa matrix protein no longer corresponded to that observable in permeabilized cells, whereas the fluorescent pattern given by the antibody to the 125-kDa polypeptide resembled that detectable in permeabilized cells. The 180-kDa isoform of topoisomerase II was still present in the matrix nucleolar remnants. We conclude that a 37 degrees C incubation of isolated nuclei induces a redistribution of some nuclear matrix antigens and cannot prevent the rearrangement in the spatial organization of one of these antigens that takes place during matrix isolation in human erythroleukemia cells. The practical relevance of these findings is discussed.