The correlation between inbreeding and fitness: does allele size matter?

The availability of highly polymorphic genetic markers, in particular microsatellites, has made it possible to test the effect of inbreeding on fitness in the field and in the absence of pedigree information. It has been suggested that the squared difference in allele size at a locus (d(2)) might be a better indicator of the level of inbreeding than is heterozygosity. Using an elegant new analytical model, Tsitrone et al. now put this idea to the test, and to rest.

Smooth Transition Patterns in the Realized Stock- Bond Correlation

Abstract: We analyze the realized stock-bond correlation. Gradual transitions between negative and positive stock-bond correlation is accommodated by the smooth transition regression (STR) model. The changes in regime are de…ned by economic and …financial transition variables. Both in sample and out-of- sample results document that STR models with multiple transition variables outperform STR models with a single transition variable. The most important transition variables are the short rate, the yield spread, and the VIX volatility index. Keywords: realized correlation; smooth transition regressions; stock-bond correlation; VIX index JEL Classifi…cations: C22; G11; G12; G17

Trace-element and phosphorus contents in sediment associated with Cretaceous oceanic anoxic events

ABSTRACT : During my SNSF-funded Ph.D. thesis project, I studied the evolution of redox conditions and organic-carbon preservation in the western Tethyan realm during three major positive excursions in the Cretaceous δ13C record, corresponding to the Valanginian, Early Aptian and Late Cenomanian. These periods were characterized by important global environmental and climate change, which was associated with perturbations in the carbon cycle. For the period of the Valanginian δ13C excursion, total organic carbon (TOC) contents and the quality of preserved organic matter are typical of oxic pelagic settings in the western Tethys. This is confirmed by the absence of major excursions in the stratigraphic distribution of RSTE during the δ13C shift. Published TOC data from other parts of the Valanginian oceans indicate that dys- to anaerobic zones were restricted to marginal seas within the Atlantic and Southern Ocean, and to the Pacific. Phosphorus (P) and mineralogical contents suggest a stepwise climatic evolution during the Valanginian, with a humid and warm climate prior to the δ13C shift leading to an increase in continental runoff. During the δ13C shift, a decrease in detrital input and P contents suggests a change in the climate towards more and conditions. During the early Aptian oceanic anoxic event (OAE 1a), a general increase followed by a rapid decrease in P contents suggests enhanced nutrient input at the beginning of OAE 1a. The return to lower values during OAE 1 a, associated with an increase in RSTE contents, may have been related to the weakened capacity to retain P in the sedimentary reservoir due to bottom-water oxygen depletion. In basinal settings, the RSTE distribution indicates well-developed anoxic conditions during OAE la, whereas in the shallower-water environments, conditions were oxic to suboxic, rather than anoxic. Furthermore, in the deeper part of the Tethys, two distinct enrichments have been observed, indicating fluctuations in the intensity of water column anoxia during the δ73C excursion. We also studied the effect of the end-Cenomanian oceanic anoxic event (OAE 2) on an expanded section in the Chrummflueschlucht (E of Euthal, Ct Switzerland). The goal here was to identify paleoceanographic and paleoenvironmental conditions during OAE 2 in this part of the northern Tethyan margin. The results show that this section is one of the most complete sections for the Cenomanian-Turonian boundary interval known from the Helvetic realm, despite a small hiatus between sediments corresponding to peaks 1 and 2 in the δ13C record. The evolution of P contents points to an increase in the input of this nutrient at the onset of OAE 2. The trends in RSTE contents show, however, that this part of the Helvetic realm was not affected by a strong depletion in oxygen conditions during OAE 2, despite its hemipelagic position. A further goal of this project was to submit the samples to a total extraction method (a combined HF/HNO3/HCI acid digestion) and compare the results obtained by the partial HNO3 acid extraction in order to standardize the analytical prócedures in the extraction of RSTE. The obtained results for samples of OAE 1 a suggest that RSTE trends using the partial HNO3 digestion are very comparable to those obtained by the total digestion method and subsequently normalized with regards to AI contents. RÉSUMÉ : Durant ce projet de thèse, financé par le Swiss National Science Funding (SNSF), j'ai étudié l'évolution des conditions redox et de la préservation de carbone organique dans le domnaine ouesttéthysien pendant trois excursions majeures du δ13C au Crétacé correspondant au Valanginien, à l'Aptien inférieur et à la limite Cénomanien-Turonien. Ces périodes sont caractérisées par des changements climatiques et environnementaux globaux associés à des perturbations dans le cylce du carbone. Pour L'excursion positive en δ13C du Valanginien, les analyses du carbone organique total (COT) et les observations palynologiques du domaine téthysien ont présenté des indications d'environnement pélagique relativementbienoxygéné. L'absence d'enrichissements en éléments traces sensibles aux conditions redox (TE) pendant l'excursion positive en δ13C confirme ces interprétations. Les données publiées de COT dans d'autres partie du globe indiquent cependant l'existence de conditions dys- à anaérobiques dans certains bassins restreints de l'Atlantique, l'Océan Austral et du Pacifique. L'évolution du phosphore (P) et la composition minéralogique des sédiments semblent indiquer un climat relativement chaud et humide avant l'excursion en δ13C entraînant une augmentation de l'altération continentale. Pendant le shift isotopique, une diminution des apports détritiques et du P suggèrent une transition vers des conditions plus arides. À l'Aptien Inférieur, le début de l'événement anoxique (OAE 1a) est marqué par une augmentation générale du P dans les sédiments indiquant une augmentation du niveau trophique à la base de l'excursion isotopique. Durant l'événement anoxique, les sédiments sont relativement appauvris en P. Cette diminution rapide associée à des enrichissements en TE est probablement liée à une remobilisation plus importante du P lors de la mise en place de conditions anoxiques dans les eaux de fond. Dans les environnements de bassin, le comportement des TE (enrichissements bien marqués) attestent de conditions réductrices bien marquées alors que dans les environnements moins profonds, les conditions semblent plutôt oxiques à dysoxiques. De plus, deux niveaux d'enrichissement en TE ont été observés dans la partie plus profonde de la Téthys, indiquant des fluctuations assez rapides dans l'intensité de l'anoxie de la colonne d'eau. Nous avons ensuite étudié les effets de l'événement anoxique de la fin du Cenomanien (OAE 2) dans un basin marginal de la marge nord de la Téthys avec la coupe de Chrummflueschlucht (à l'est de Euthal, Ct Schwyz). Les résultats ont montré que cette coupe présente un des enregistrements sédimentaires des plus complets de l'OAE 2 dans le domaine helvétique malgré un hiatus entre le pic 1 et 2 de l'excursion en δ13C. L'évolution du P montre une augmentation au début de l'OAE 2. Cependant, la distribution des TE indique que cette région n'a pas été affectée par des conditions réductrices trop importantes. Un second aspect de ce travail a été l'étude des différentes méthodes sur l'analyse de la distribution des TE. Des échantillons de l'OAE 1a ont été soumis à deux types d'extractions, l'une dite «totale » (attaque combinée d'acides HF/HNO3/HCI) et l'autre dite partielle » (HNO3). Les résultats obtenus suggèrent que les courbes de tendances des TE acquises par extraction partielle sont semblables à celle obtenues par extraction totale et normalisées par l'AI.

Power laws and scaling of rain events and dry spells in the Catalonia region

We analyze the statistics of rain-event sizes, rain-event durations, and dry-spell durations in a network of 20 rain gauges scattered in an area situated close to the NW Mediterranean coast. Power-law distributions emerge clearly for the dryspell durations, with an exponent around 1.50 ± 0.05, although for event sizes and durations the power-law ranges are rather limited, in some cases. Deviations from power-law behavior are attributed to finite-size effects. A scaling analysis helps to elucidate the situation, providing support for the existence of scale invariance in these distributions. It is remarkable that rain data of not very high resolution yield findings in agreement with self-organized critical phenomena.

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.

A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation

This paper analyses the impact of using different correlation assumptions between lines of business when estimating the risk-based capital reserve, the Solvency Capital Requirement (SCR), under Solvency II regulations. A case study is presented and the SCR is calculated according to the Standard Model approach. Alternatively, the requirement is then calculated using an Internal Model based on a Monte Carlo simulation of the net underwriting result at a one-year horizon, with copulas being used to model the dependence between lines of business. To address the impact of these model assumptions on the SCR we conduct a sensitivity analysis. We examine changes in the correlation matrix between lines of business and address the choice of copulas. Drawing on aggregate historical data from the Spanish non-life insurance market between 2000 and 2009, we conclude that modifications of the correlation and dependence assumptions have a significant impact on SCR estimation.

Patient-ventilator asynchrony during non-invasive ventilation for acute respiratory failure: a multicenter study.

OBJECTIVE : To determine the prevalence of patient-ventilator asynchrony in patients receiving non-invasive ventilation (NIV) for acute respiratory failure. DESIGN : Prospective multicenter observation study. SETTING : Intensive care units in three university hospitals. METHODS: Patients consecutively admitted to ICU were included. NIV, performed with an ICU ventilator, was set by the clinician. Airway pressure, flow, and surface diaphragmatic electromyography were recorded continuously for 30 min. Asynchrony events and the asynchrony index (AI) were determined from visual inspection of the recordings and clinical observation. RESULTS: A total of 60 patients were included, 55% of whom were hypercapnic. Auto-triggering was present in 8 (13%) patients, double triggering in 9 (15%), ineffective breaths in 8 (13%), premature cycling 7 (12%) and late cycling in 14 (23%). An AI > 10%, indicating severe asynchrony, was present in 26 patients (43%), whose median (25-75 IQR) AI was 26 (15-54%). A significant correlation was found between the magnitude of leaks and the number of ineffective breaths and severity of delayed cycling. Multivariate analysis indicated that the level of pressure support and the magnitude of leaks were weakly, albeit significantly, associated with an AI > 10%. Patient comfort scale was higher in pts with an AI < 10%. CONCLUSION: Patient-ventilator asynchrony is common in patients receiving NIV for acute respiratory failure. Our results suggest that leaks play a major role in generating patient-ventilator asynchrony and discomfort, and point the way to further research to determine if ventilator functions designed to cope with leaks can reduce asynchrony in the clinical setting.

. Phenotype/genotype correlation associated with a novel nonsense Glu20stop mutation in the Rp2 gene in a three-generation family with x-linked retinitis pigmentosa

Purpose: To assess the phenotype of patients in a large 3 generation Swiss family with X-linked retinitis pigmentosa (XLRP) due to a novel nonsense mutation Glu20stop in RP2 gene and to correlate with the genotype. Methods: 6 affected patients (1 male, 5 females, age range: 23 - 73 years) were assessed with a complete ophthalmologic examination. All had fundus autofluorescence images, standardised electroretinography, Goldmann visual fields and Optical Coherence Tomography. In addition, medical records of 2 affected male patients were reviewed. Blood sample was taken for molecular analysis. Results: The male patients were severely affected at a young age with early macular involvement. The youngest 23 y old male had also high myopia and vision of less than 0.05 according to Snellen EDTRS chart bilaterally. All 5 female carriers had some degree of rod-cone dystrophy, but no macular involvement. The visual acuity was 1.0 in the younger carriers, while the 73 years old had VA of 0.5. Two females had mild myopia (range -0.75 to -2) and one had anisometropia of 3.5D, with the more severely affected eye being myopic. Three out of 5 female carriers had optic nerve drusen. Conclusions: We report a novel Glu20stop mutation in RP2 gene, which is a rare cause of XLRP. Our description of severe phenotype in male patients with high myopia and early macular atrophy confirms previous reports. Unlike previous reports, all our female carriers had RP, but not macular involvement or high myopia. The identifiable phenotype for RP2-XLRP aids in clinical diagnosis and targeted genetic screening.

Solitary fibrous tumor of the lateral ventricle: CT appearances and pathologic correlation with follow-up.

Intracranial solitary fibrous tumors are rare, and intraventricular fibrous tumors are even more unusual. We report a case of solitary fibrous tumor in the region of trigone and body of the left lateral ventricle and discuss the clinical presentation, CT characteristics, and histopathologic features with 1-year follow-up. We speculate that the tumor arose from the perivascular connective tissue of the choroid plexus.

Credit risk contributions under the Vasicek one-factor model: a fast wavelet expansion approximation

To measure the contribution of individual transactions inside the total risk of a credit portfolio is a major issue in financial institutions. VaR Contributions (VaRC) and Expected Shortfall Contributions (ESC) have become two popular ways of quantifying the risks. However, the usual Monte Carlo (MC) approach is known to be a very time consuming method for computing these risk contributions. In this paper we consider the Wavelet Approximation (WA) method for Value at Risk (VaR) computation presented in [Mas10] in order to calculate the Expected Shortfall (ES) and the risk contributions under the Vasicek one-factor model framework. We decompose the VaR and the ES as a sum of sensitivities representing the marginal impact on the total portfolio risk. Moreover, we present technical improvements in the Wavelet Approximation (WA) that considerably reduce the computational effort in the approximation while, at the same time, the accuracy increases.

Paper money and national distress: William Huskisson and the early theories of credit, speculation and crises

This paper examines the explanation of commercial crises offered by William Huskisson in 1810 in the wake of the debate on the Bullion Report. Huskisson argued that the suspension of convertibility made it possible to extend issues of paper currency beyond its proper limits. Such an expansion, being in the interest of all parties concerned, would actually take place and stimulate excessive speculations, which would eventually prove unsustainable and bring generalized ruin and distress. Although some elements of this explanations were not new (having been anticipated by writers sucha as James Currie in 1793, William Roscoe in 1793, William Anderson in 1797 and an anonymous in 1796), Huskisson's explanation is more systematic and better organized, and his emphasis on the endogenous character of the crisis and on the instability of the dynamics of trade and credit makes it an interesting foreshadower of the theories of crises that were advanced half a century later.

Multiplex real-time PCR for the diagnosis of malaria: correlation with microscopy.

Malaria is generally diagnosed by microscopy and rapid antigen testing. Molecular methods become more widely used. In the present study, the contribution of a quantitative multiplex malaria PCR was investigated. We assessed: (i) the agreement between PCR-based identification and microscopy and (ii) the correlation between the parasite load as determined by quantitative PCR and by microscopy. For 83 patients positive by microscopy for Plasmodium spp., the first EDTA-blood sample was tested by multiplex PCR to confirm smear-based species identification. Parasite load was assessed daily using both microscopy and PCR. Among the 83 patients tested, one was positive by microscopy only and 82 were positive by microscopy and PCR. Agreement between microscopy and PCR for the identification at the species level was 89% (73/82). Six of the nine discordant results corresponded to co-infections by two or three species and were attributed to inaccurate morphological identification of mixed cases. The parasite load generally decreased rapidly after treatment had been started, with similar decay curves being obtained using both microscopy and PCR. Our PCR proved especially useful for identifying mixed infections. The quantification obtained by PCR closely correlated with microscopy-based quantification and could be useful for monitoring treatment efficacy, at least in clinical trials.

Immunocompromised host: from the early events until the impact of acquired immunodeficiency syndrome

The concept that microorganisms can modulate the host resistance was historically reviewed in the present article. The importance of African trypanosomiasis in the development of the research on immunosuppression as well as the impact of human immunodeficiency virus infection are discussed. Each day new opportunistic organisms establish a constant challenge for the correct diagnosis of concomitant infections in acquired immunodeficiency syndrome. The importance of parasite infection in the balance of host resistance in the third world was emphasized. Finally, some aspects of Leishmania as opportunistic organisms were presented.

Beurling-Landau densities of weighted Fekete sets and correlation kernel estimates

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