Increased efflux of amyloid-β peptides through the blood-brain barrier by muscarinic acetylcholine receptor inhibition reduces pathological phenotypes in mouse models of brain amyloidosis.

The formation and accumulation of toxic amyloid-β peptides (Aβ) in the brain may drive the pathogenesis of Alzheimer's disease. Accordingly, disease-modifying therapies for Alzheimer's disease and related disorders could result from treatments regulating Aβ homeostasis. Examples are the inhibition of production, misfolding, and accumulation of Aβ or the enhancement of its clearance. Here we show that oral treatment with ACI-91 (Pirenzepine) dose-dependently reduced brain Aβ burden in AβPPPS1, hAβPPSL, and AβPP/PS1 transgenic mice. A possible mechanism of action of ACI-91 may occur through selective inhibition of muscarinic acetylcholine receptors (AChR) on endothelial cells of brain microvessels and enhanced Aβ peptide clearance across the blood-brain barrier. One month treatment with ACI-91 increased the clearance of intrathecally-injected Aβ in plaque-bearing mice. ACI-91 also accelerated the clearance of brain-injected Aβ in blood and peripheral tissues by favoring its urinal excretion. A single oral dose of ACI-91 reduced the half-life of interstitial Aβ peptide in pre-plaque mhAβPP/PS1d mice. By extending our studies to an in vitro model, we showed that muscarinic AChR inhibition by ACI-91 and Darifenacin augmented the capacity of differentiated endothelial monolayers for active transport of Aβ peptide. Finally, ACI-91 was found to consistently affect, in vitro and in vivo, the expression of endothelial cell genes involved in Aβ transport across the Blood Brain Brain (BBB). Thus increased Aβ clearance through the BBB may contribute to reduced Aβ burden and associated phenotypes. Inhibition of muscarinic AChR restricted to the periphery may present a therapeutic advantage as it avoids adverse central cholinergic effects.

Anàlisi de models d'ensenyament-aprenentatge de competències no tècniques als estudis d'Enginyeria en informàtica

Actualment a l'Estat espanyol s'està implantant el Pla Bolonya per incorporar-se a l'Espai Europeu d'Estudis Superiors (l'EEES). Com a un dels principals objectius, l'EEES pretén homogeneïtzar els estudis i de manera concreta les competències adquirides per qualsevol estudiant independentment d'on hagi realitzat els seus estudis. Per això, existeixen iniciatives europees (com el projecte Tuning) que treballen per definir competències per a totes les titulacions universitàries.El projecte presenta l'anàlisi realitzat sobre vint Universitats de diferents continents per identificar models d'ensenyament-aprenentatge de competències no tècniques. La recerca es centra addicionalment en la competència comunicativa escrita.La font principal de dades ha estat la informació proporcionada a les pàgines Web de les universitats i molt especialment els seus plans d'estudi.

Validation of Logistic Regression Models for Landslide Susceptibility Maps

A wide range of numerical models and tools have been developed over the last decades to support the decision making process in environmental applications, ranging from physical models to a variety of statistically-based methods. In this study, a landslide susceptibility map of a part of Three Gorges Reservoir region of China was produced, employing binary logistic regression analyses. The available information includes the digital elevation model of the region, geological map and different GIS layers including land cover data obtained from satellite imagery. The landslides were observed and documented during the field studies. The validation analysis is exploited to investigate the quality of mapping.

New genetic models and mesenchymal cells as tools to ameliorate anti-tumor immunity

Résumé Le but final de ce projet est d'utiliser des cellules T ou des cellules souches mésenchymateuses modifiées génétiquement afin de surexprimer localement les deux chémokines CXCL13 et CCL2 ensemble ou chacune séparément à l'intérieur d'une tumeur solide. CXCL13 est supposé induire des structures lymphoïdes ectopiques. Un niveau élevé de CCL2 est présumé initier une inflammation aiguë. La combinaison des deux effets amène à un nouveau modèle d'étude des mécanismes régulateur de la tolérance périphérique et de l'immunité tumorale. Les connaissances acquises grâce à ce modèle pourraient permettre le développement ou l'amélioration des thérapies immunes du cancer. Le but premier de ce travail a été l'établissement d'un modèle génétique de la souris permettant d'exprimer spécifiquement dans la tumeur les deux chémokines d'intérêt à des niveaux élevés. Pour accomplir cette tâche, qui est en fait une thérapie génétique de tumeurs solides, deux types de cellules porteuses potentielles ont été évaluées. Des cellules CD8+ T et des cellules mésenchymateuses de la moelle osseuse transférées dans des receveurs portant une tumeur. Si on pouvait répondre aux besoins de la thérapie génétique, indépendamment de la thérapie immune envisagée, on posséderait là un outil précieux pour bien d'autres approches thérapeutiques. Plusieurs lignées de souris transgéniques ont été générées comme source de cellules CD8+ T modifiées afin d'exprimer les chémokines d'intérêt. Dans une approche doublement transgénique les propriétés de deux promoteurs spécifiques de cellules T ont été combinées en utilisant la technologie Cre-loxP. Le promoteur de granzyme B confère une dépendance d'activation et le promoteur distal de lck assure une forte expression constitutive dès que les cellules CD8+ T ont été activées. Les transgènes construits ont montré une bonne performance in vivo et des souris qui expriment CCL2 dans des cellules CD8+ T activées ont été obtenues. Ces cellules peuvent maintenant être utilisées avec différents protocoles pour transférer des cellules T cytotoxiques (CTL) dans des receveurs porteur d'une tumeur, permettant ainsi d'évaluer leur capacité en tant que porteuse de chémokine d'infiltrer la tumeur. L'établissement de souris transgéniques, qui expriment pareillement CXCL13 est prévu dans un avenir proche. L'évaluation de cellules mésenchymateuses de la moelle osseuse a démontré que ces cellules se greffent efficacement dans le stroma tumoral suite à la co-injection avec des cellules tumorales. Cela représente un outil précieux pour la recherche, vu qu'il permet d'introduire des cellules manipulées dans un modèle tumoral. Les résultats confirment partiellement d'autres résultats rapportés dans un modèle amélioré. Cependant, l'efficacité et la spécificité suggérées de la migration systémique de cellules mésenchymateuses de la moelle osseuse dans une tumeur n'ont pas été observées dans notre modèle, ce qui indique, que ces cellules ne se prêtent pas à une utilisation thérapeutique. Un autre résultat majeur de ce travail est l'établissement de cultures de cellules mésenchymateuses de la moelle osseuse in vitro conditionnées par des tumeurs, ce qui a permis à ces cellules de s'étendre plus rapidement en gardant leur capacité de migration et de greffe. Cela offre un autre outil précieux, vu que la culture in vitro est un pas nécessaire pour une manipulation thérapeutique. Abstract The ultimate aim of the presented project is to use genetically modified T cells or mesenchymal stem cells to locally overexpress the two chemokines CXCL13 and CCL2 together or each one alone inside a solid tumor. CXCL13 is supposed to induce ectopic lymphoid structures and a high level of CCL2 is intended to trigger acute inflamation. The combination of these two effects represents a new model for studying mechanisms that regulate peripheral tolerance and tumor immunity. Gained insights may help developing or improving immunotherapy of cancer. The primary goal of the executed work was the establishment of a genetic mouse model that allows tumor-specific expression of high levels of the two chemokines of interest. For accomplishing this task, which represents gene therapy of solid tumors, two types of potentially useful carrier cells were evaluated. CD8+ T cells and mesenchymal bone marrow cells to be used in adoptive cell transfers into tumor-bearing mice. Irrespectively of the envisaged immunotherapy, satisfaction of so far unmet needs of gene therapy would be a highly valuable tool that may be employed by many other therapeutic approaches, too. Several transgenic mouse lines were generated as a source of CD8+ T cells modified to express the chemokines of interest. In a double transgenic approach the properties of two T cell-specific promoters were combined using Cre-loxP technology. The granzyme B promoter confers activation-dependency and the lck distal promoter assures strong constitutive expression once the CD8+ T cell has been activated. The constructed transgenes showed a good performance in vivo and mice expressing CCL2 in activated CD8+ T cells were obtained. These cells can now be used with different protocols for adoptively transferring cytotoxic T cells (CTL) into tumor-bearing recipients, thus allowing to study their capacity as tumor-infiltrating chemokine carrier. The establishment of transgenic mice likewisely expressing CXCL13 is expected in the near future. In addition, T cells from generated single transgenic mice that have high expression of an EGFP reporter in both CD4+ and CD8+ cells can be easily traced in vivo when setting up adoptive transfer conditions. The evaluation of mesenchymal bone marrow cells demonstrated that these cells can efficiently engraft into tumor stroma upon local coinjection with tumor cells. This represents a valuable tool for research purposes as it allows to introduce manipulated stromal cells into a tumor model. Therefore, the established engraftment model is suited for studying the envisaged immunotherapy. These results confirm to some extend previously reported results in an improved model, however, the suggested systemic tumor homing efficiency and specificity of mesenchymal bone marrow cells was not observed in our model indicating that these cells may not be suited for therapeutic use. Another major result of the presented work is the establishment oftumor-conditioned in vitro culture of mesenchymal bone marrow cells, which allowed to more rapidly expand these cells while maintaining their tumor homing and engrafting capacities. This offers another valuable tool as in vitro culture is a necessary step for therapeutic manipulations.

Recovering Euclidean deformable models from stereo-motion

In this paper we present a novel structure from motion (SfM) approach able to infer 3D deformable models from uncalibrated stereo images. Using a stereo setup dramatically improves the 3D model estimation when the observed 3D shape is mostly deforming without undergoing strong rigid motion. Our approach first calibrates the stereo system automatically and then computes a single metric rigid structure for each frame. Afterwards, these 3D shapes are aligned to a reference view using a RANSAC method in order to compute the mean shape of the object and to select the subset of points on the object which have remained rigid throughout the sequence without deforming. The selected rigid points are then used to compute frame-wise shape registration and to extract the motion parameters robustly from frame to frame. Finally, all this information is used in a global optimization stage with bundle adjustment which allows to refine the frame-wise initial solution and also to recover the non-rigid 3D model. We show results on synthetic and real data that prove the performance of the proposed method even when there is no rigid motion in the original sequence

Modern statistical models for forensic fingerprint examinations : a critical review

Over the last decade, the development of statistical models in support of forensic fingerprint identification has been the subject of increasing research attention, spurned on recently by commentators who claim that the scientific basis for fingerprint identification has not been adequately demonstrated. Such models are increasingly seen as useful tools in support of the fingerprint identification process within or in addition to the ACE-V framework. This paper provides a critical review of recent statistical models from both a practical and theoretical perspective. This includes analysis of models of two different methodologies: Probability of Random Correspondence (PRC) models that focus on calculating probabilities of the occurrence of fingerprint configurations for a given population, and Likelihood Ratio (LR) models which use analysis of corresponding features of fingerprints to derive a likelihood value representing the evidential weighting for a potential source.

Diagnosi basada en models tenint en compte els retards en xarxes de comunicació

Els mètodes de detecció, diagnosi i aïllament de fallades (Fault Detection and Isolation - FDI) basats en la redundància analítica (és a dir, la comparació del comportament actual del procés amb l’esperat, obtingut mitjançant un model matemàtic del mateix), són àmpliament utilitzats per al diagnòstic de sistemes quan el model matemàtic està disponible. S’ha implementat un algoritme per implementar aquesta redundància analítica a partir del model de la plana conegut com a Anàlisi Estructural

Melt topology and chemistry during partial melting in contact aureoles : an experimental study and field example

This study was initiated to investigate partial melting within the high-grade metamorphic rocks beneath the Little Cottonwood contact aureole (Utah, USA), in order to understand the melt generation, melt migration, and geometry of initial melt distribution on grain scale during crustal anatexis. The emplacement of the Little Cottonwood stock produced a contact aureole in the pelitic host rocks of the Big Cottonwood formation (BC). Metamorphic isogrades in pelitic rocks range form biotite to 2nd sillimanite grade as a function of distance from the contact. Migmatites are restricted to the highest grade and resulted form partial melting of the BC formation rocks. First melt was produced by a combined muscovite/biotite dehydration reaction in the sillimanite + k-feldspar stability field. Melt extraction from the pelites resulted in restites (magnetite + cordierite + alumosilicate ± biotite) surrounded by feldspar enriched quartzite zones. This texture is the result of gradual infiltration of partial melts into the quartzite. Larger, discrete melt accumulation occurred in extensional or transpressional domains such as boudin necks, veins, and ductile shear zones. Melt composition are Si02- rich, crystallized as pegmatites, and apparently were very mobile. They were able to infiltrate the quartzite pervaisivly. These melts are similar in composition to first melts produced in the hydrothermal partial melt experiments at 2kbar between 700 - 800°C on fine grained high metamorphic rocks (andalusite-cordierited-biotite-zone) of the BC formation. The experimental melts are water rich and in disequilibrium with the melting rock. Initial melt composition is heterogeneous for short run duration, reflective a lack of chemical equilibrium between individual melt pools. Rock core scale heterogeneity decreased with time indicating partial homogenization of melt compositions. A simultaneous shift of melt composition to higher silica content with time was observed. The silica content of the melt increased due to local melt/mineral reactions. Melt textures indicate that reactive melt transport is most efficient along grain boundaries rimmed by dissimilar grains. Melt heterogeneity resulted in chemical potential gradients which are major driving forces for initial melt migration and govern melt distribution during initial melting. An additional subject of the thesis is the crystal size distributions of opaque minerals in a fine-grained, high-grade meta-pelite of the Big Cottonwood which were obtained from 3D X-ray tomography (uCT) and 2D thin section analysis. µCT delivers accurate size distributions within a restricted range (~ a factor of 20 in size in a single 3D image), while the absolute number of crystals is difficult to obtain from these sparsely distributed, small crystals on the basis of 2D images. Crystal size distributions obtained from both methods are otherwise similar. - Ce travail de recherche a été entrepris dans le but d'étudier les processus de fusion partielle dans les roches fortement métamorphiques de l'auréole de contact de Little Cottonwood (Utah, USA) et ceci afin de comprendre la génération de liquide de fusion, la migration de ces liquides et la géométrie de la distribution initiale des liquides de fusion à l'échelle du grain durant l'anatexie de la croûte. L'emplacement du petit massif intrusif de Little Cottonwood a produit une auréole de contact dans les roches pélitiques encaissantes appartenant à la Foimation du Big Cottonwood (BC). Les isogrades métamorphiques dans les roches pélitiques varient de l'isograde de la biotite à la deuxième isograde de la sillimanite en fonction de la distance par rapport au massif intrusif. Les migmatites sont restreintes aux zones montrant le plus haut degré métamorphique et résultent de la fusion partielle des roches de la Formation de BC. Le premier liquide de fusion a été produit par la réaction de déshydratation combinée de la muscovite et de la biotite dans le champ de stabilité du feldspath potassique Pt de la sillimanite. L'extraction du liquide de fusion des pélites forme des restites (magnétites + cordiérite + aluminosilicate ± biotite) entourées par des zones de quartzites enrichies en feldspath. Cette texture est le résultat de l'infiltration graduelle du liquide de fusion partielle dans les quartzites. Des accumulations distinctes et plus larges de liquide de fusion ont lieu dans des domaines d'extension ou de transpression tels que les boudins, les veines, et les zones de cisaillement ductile. La composition des liquides de fusion est similaire à celle des liquides pegmatoïdes, et ces liquides sont apparemment très mobiles et capables d'infiltrer les quartzites. Ces liquides de fusion ont la même composition que les premiers liquides produits dans les expériences hydrotheunales de fusion partielle à 2kbar et entre 700-800° C sur les roches finement grenues et hautement métamorphiques (andalousite-cordiérite-biotite zone) de la Formation de BC. Les liquides de fusion obtenus expérimentalement sont riches en eau et sont en déséquilibre avec la roche en fusion. La composition initiale des liquides de fusion est hétérogène pour les expériences de courte durée et reflète l'absence d'équilibre chimique entre les différentes zones d'accumulation des liquides de fusion. L'hétérogénéité à l'échelle du noyau s'estompe avec le temps et témoigne de l'homogénéisation de la composition des liquides de fusion. Par ailleurs, on observe parallèlement un décalage de la composition des liquides vers des compositions plus riches en silice au cours du temps. Le contenu en silice des liquides de fusion évolue vers un liquide pegmatitique en raison des réactions liquides/minéraux. Les textures des liquides de fusion indiquent que le transport des liquides est plus efficace le long des bordures de grains bordés par des grains différents. Aucun changement apparent du volume total n'est visible. L'hétérogénéité des liquides s'accompagne d'un gradient de potentiel chimique qui sert de moteur principal à la migration des liquides et à la distribution des liquides durant la fusion. Un sujet complémentaire de ce travail de thèse réside dans l'étude de la distribution de la taille des cristaux opaques dans les pélites finement grenues et fortement métamorphiques de la Formation de Big Cottonwood. Les distributions de taille ont été obtenues suite à l'analyse d'images 3D acquise par tomographie ainsi que par analyse de lames minces. La microtomographie par rayon X fournit une distribution de taille précise sur une marge restreinte (- un facteur de taille 20 dans une seule image 3D), alors que le nombre absolu de cristaux est difficile à obtenir sur la base d'image 2D en raison de la petite taille et de la faible abondance de ces cristaux. Les distributions de taille obtenues par les deux méthodes sont sinon similaire. Abstact: Chemical differentiation of the primitive Earth was due to melting and separation of melts. Today, melt generation and emplacement is still the dominant process for the growth of the crust. Most granite formation is due to partial melting of the lower crust, followed by transport of magma through the crust to the shallow crust where it is emplaced. Partial melting and melt segregation are essential steps before such a granitic magma can ascent through the crust. The chemistry and physics of partial melting and segregation is complex. Hence detailed studies, in which field observations yield critical information that can be compared to experimental observations, are crucial to the understanding of these fundamental processes that lead and are leading to the chemical stratification of the Earth. The research presented in this thesis is a combined field and experimental study of partial melting of high-grade meta-pelitic rocks of the Little Cottonwood contact aureole (Utah, USA). Contact metamorphic rocks are ideal for textural studies of melt generation, since the relatively short times of the metamorphic event prevents much of the recrystallization which plagues textural studies of lower crustal rocks. The purpose of the study is to characterize melt generation, identify melting reactions, and to constrain melt formation, segregation and migration mechanisms. In parallel an experimental study was undertaken to investigate melt in the high grade meta pelitic rocks, to confirm melt composition, and to compare textures of the partial molten rock cores in the absence of deformation. Results show that a pegmatoidal melt is produced by partial melting of the pelitic rocks. This melt is highly mobile. It is capable of pervasive infiltration of the adjacent quartzite. Infiltration results in rounded quartz grains bordered by a thin feldspar rim. Using computed micro X-ray tomography these melt networks can be imaged. The infiltrated melt leads to rheological weakening and to a decompaction of the solid quartzite. Such decompaction can explain the recent discovery of abundant xenocrysts in many magmas, since it favors the isolation of mineral grains. Pervasive infiltration is apparently strongly influenced by melt viscosity and melt-crystal wetting behavior, both of which depend on the water content of melt and the temperature. In all experiments the first melt is produced on grain boundaries, dominantly by the local minerals. Grain scale heterogeneity of a melting rock leads thus to chemical concentration gradients in the melt, which are the driving force for initial melt migration. Pervasive melt films along grain boundaries leading to an interconnected network are immediately established. The initial chemical heterogeneities in the melt diminish with time. Résumé large public: La différenciation chimique de la Terre primitive est la conséquence de la fusion des roches et de la séparation des liquides qui en résultent. Aujourd'hui, la production de liquide magmatique est toujours le mécanisme dominant pour la croissance de la croûte terrestre. Ainsi la formation de la plupart des granites est un processus qui implique la production de magma par fusion partielle de la croûte inférieure, la migration de ces magmas à travers la croûte et finalement son emplacement dans les niveaux superficielle de la croûte terrestre. Au cours de cette évolution, les processus de fusion partielle et de ségrégation sont des étapes indispensables à l'ascension des granites à travers la croûte. Les conditions physico-chimiques nécessaires à la fusion partielle et à l'extraction de ces liquides sont complexes. C'est pourquoi des études détaillées des processus de fusion partielle sont cruciales pour la compréhension de ces mécanismes fondamentaux responsables de la stratification chimique de la Terre. Parmi ces études, les observations de terrain apportent notamment des informations déterminantes qui peuvent être comparées aux données expérimentales. Le travail de recherche présenté dans ce mémoire de thèse associe études de terrain et données expérimentales sur la fusion partielle des roches pélitiques de haut degré métamorphiques provenant de l'auréole de contact de Little Cottonwood (Utah, USA). Les roches du métamorphisme de contact sont idéales pour l'étude de la folination de liquide de fusion. En effet, la durée relativement courte de ce type d'événement métamorphique prévient en grande partie la recristallisation qui perturbe les études de texture des roches dans la croûte inférieure. Le but de cette étude est de caractériser la génération des liquides de fusion, d'identifier les réactions responsables de la fusion de ces roches et de contraindre la formation de ces liquides et leur mécanisme de ségrégation et de migration. Parallèlement, des travaux expérimentaux ont été entrepris pour reproduire la fusion partielle de ces roches en laboratoire. Cette étude a été effectuée dans le but de confirmer la composition chimique des liquides, et de comparer les textures obtenues en l'absence de déformation. Les résultats montrent qu'un liquide de fusion pegmatoïde est produit par fusion partielle des roches pélitiques. La grande mobilité de ce liquide permet une infiltration pénétrative dans les quarzites. Ces infiltrations se manifestent par des grains de quartz arrondis entourés par une fine bordure de feldspath. L'utilisation de la tomography à rayons X a permis d'obtenir des images de ce réseau de liquide de fusion. L'infiltration de liquide de fusion entraîne un affaiblissement de la rhéologie de la roche ainsi qu'une décompaction des quartzites massifs. Une telle décompaction peut expliquer la découverte récente d'abondants xénocristaux dans beaucoup de magmas, puisque elle favorise l'isolation des minéraux. L'infiltration pénétrative est apparemment fortement influencée par la viscosité du fluide de fusion et le comportement de la tension superficielle entre les cristaux et le liquide, les deux étant dépendant du contenu en eau dans le liquide de fusion et de la température. Dans toutes les expériences, le premier liquide est produit sur les bordures de grains, principalement par les minéraux locaux. L'hétérogénéité à l'échelle des grains d'une roche en fusion conduit donc à un gradient de concentration chimique dans le liquide, qui sert de moteur à l'initiation de la migration du liquide. Des fines couches de liquide de fusion le long de bordures de grains formant un réseau enchevêtré s'établit immédiatement. Les hétérogénéités chimiques initiales dans le liquide s'estompent avec le temps.

Integrating human indoor air pollutant exposure within Life Cycle Impact Assessment.

Neglecting health effects from indoor pollutant emissions and exposure, as currently done in Life Cycle Assessment (LCA), may result in product or process optimizations at the expense of workers' or consumers' health. To close this gap, methods for considering indoor exposure to chemicals are needed to complement the methods for outdoor human exposure assessment already in use. This paper summarizes the work of an international expert group on the integration of human indoor and outdoor exposure in LCA, within the UNEP/ SETAC Life Cycle Initiative. A new methodological framework is proposed for a general procedure to include human-health effects from indoor exposure in LCA. Exposure models from occupational hygiene and household indoor air quality studies and practices are critically reviewed and recommendations are provided on the appropriateness of various model alternatives in the context of LCA. A single-compartment box model is recommended for use as a default in LCA, enabling one to screen occupational and household exposures consistent with the existing models to assess outdoor emission in a multimedia environment. An initial set of model parameter values was collected. The comparison between indoor and outdoor human exposure per unit of emission shows that for many pollutants, intake per unit of indoor emission may be several orders of magnitude higher than for outdoor emissions. It is concluded that indoor exposure should be routinely addressed within LCA.

Study and implementation of some quantitative trading models

Quantitative or algorithmic trading is the automatization of investments decisions obeying a fixed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of one of the biggest financial markets such as the New York Stock Exchange (NYSE). However, there is not a signi cant amount of academic literature devoted to it due to the private nature of investment banks and hedge funds. This projects aims to review the literature and discuss the models available in a subject that publications are scarce and infrequently. We review the basic and fundamental mathematical concepts needed for modeling financial markets such as: stochastic processes, stochastic integration and basic models for prices and spreads dynamics necessary for building quantitative strategies. We also contrast these models with real market data with minutely sampling frequency from the Dow Jones Industrial Average (DJIA). Quantitative strategies try to exploit two types of behavior: trend following or mean reversion. The former is grouped in the so-called technical models and the later in the so-called pairs trading. Technical models have been discarded by financial theoreticians but we show that they can be properly cast into a well defined scientific predictor if the signal generated by them pass the test of being a Markov time. That is, we can tell if the signal has occurred or not by examining the information up to the current time; or more technically, if the event is F_t-measurable. On the other hand the concept of pairs trading or market neutral strategy is fairly simple. However it can be cast in a variety of mathematical models ranging from a method based on a simple euclidean distance, in a co-integration framework or involving stochastic differential equations such as the well-known Ornstein-Uhlenbeck mean reversal ODE and its variations. A model for forecasting any economic or financial magnitude could be properly defined with scientific rigor but it could also lack of any economical value and be considered useless from a practical point of view. This is why this project could not be complete without a backtesting of the mentioned strategies. Conducting a useful and realistic backtesting is by no means a trivial exercise since the \laws" that govern financial markets are constantly evolving in time. This is the reason because we make emphasis in the calibration process of the strategies' parameters to adapt the given market conditions. We find out that the parameters from technical models are more volatile than their counterpart form market neutral strategies and calibration must be done in a high-frequency sampling manner to constantly track the currently market situation. As a whole, the goal of this project is to provide an overview of a quantitative approach to investment reviewing basic strategies and illustrating them by means of a back-testing with real financial market data. The sources of the data used in this project are Bloomberg for intraday time series and Yahoo! for daily prices. All numeric computations and graphics used and shown in this project were implemented in MATLAB^R scratch from scratch as a part of this thesis. No other mathematical or statistical software was used.

Antitumour effects of single or combined monoclonal antibodies directed against membrane antigens expressed by human B cells leukaemia.

Background: The increasing availability of different monoclonal antibodies (mAbs) opens the way to more specific biologic therapy of cancer patients. However, despite the significant success of therapy in breast and ovarian carcinomas with anti-HER2 mAbs as well as in non-Hodkin B cell lymphomas with anti-CD20 mAbs, certain B cell malignancies such as B chronic lymphocytic leukaemia (B-CLL) respond poorly to anti-CD20 mAb, due to the low surface expression of this molecule. Thus, new mAbs adapted to each types of tumour will help to develop personalised mAb treatment. To this aim, we analyse the biological and therapeutic properties of three mAbs directed against the CD5, CD71 or HLA-DR molecules highly expressed on B-CLL cells. Results: The three mAbs, after purification and radiolabelling demonstrated high and specific binding capacity to various human leukaemia target cells. Further in vitro analysis showed that mAb anti-CD5 induced neither growth inhibition nor apoptosis, mAb anti-CD71 induced proliferation inhibition with no early sign of cell death and mAb anti-HLA-DR induced specific cell aggregation, but without evidence of apoptosis. All three mAbs induced various degrees of ADCC by NK cells, as well as phagocytosis by macrophages. Only the anti-HLA-DR mAb induced complement mediated lysis. Coincubation of different pairs of mAbs did not significantly modify the in vitro results. In contrast with these discrete and heterogeneous in vitro effects, in vivo the three mAbs demonstrated marked anti-tumour efficacy and prolongation of mice survival in two models of SCID mice, grafted either intraperitoneally or intravenously with the CD5 transfected JOK1-5.3 cells. This cell line was derived from a human hairy cell leukaemia, a type of malignancy known to have very similar biological properties as the B-CLL, whose cells constitutively express CD5. Interestingly, the combined injection of anti-CD5 with anti-HLA-DR or with anti-CD71 led to longer mouse survival, as compared to single mAb injection, up to complete inhibition of tumour growth in 100% mice treated with both anti-HLA-DR and anti-CD5. Conclusions: Altogether these data suggest that the combined use of two mAbs, such as anti-HLA-DR and anti-CD5, may significantly enhance their therapeutic potential.

Reaching for the Holy Grail: insights from infection/cure models on the prospects for vaccines for Trypanosoma cruziinfection

Prevention of Trypanosoma cruzi infection in mammals likely depends on either prevention of the invading trypomastigotes from infecting host cells or the rapid recognition and killing of the newly infected cells byT. cruzi-specific T cells. We show here that multiple rounds of infection and cure (by drug therapy) fails to protect mice from reinfection, despite the generation of potent T cell responses. This disappointing result is similar to that obtained with many other vaccine protocols used in attempts to protect animals from T. cruziinfection. We have previously shown that immune recognition ofT. cruziinfection is significantly delayed both at the systemic level and at the level of the infected host cell. The systemic delay appears to be the result of a stealth infection process that fails to trigger substantial innate recognition mechanisms while the delay at the cellular level is related to the immunodominance of highly variable gene family proteins, in particular those of the trans-sialidase family. Here we discuss how these previous studies and the new findings herein impact our thoughts on the potential of prophylactic vaccination to serve a productive role in the prevention of T. cruziinfection and Chagas disease.

Neuronal in vitro models for the estimation of acute systemic toxicity.

The objective of the EU funded integrated project "ACuteTox" is to develop a strategy in which general cytotoxicity, together with organ-specific endpoints and biokinetic features, are taken into consideration in the in vitro prediction of oral acute systemic toxicity. With regard to the nervous system, the effects of 23 reference chemicals were tested with approximately 50 endpoints, using a neuronal cell line, primary neuronal cell cultures, brain slices and aggregated brain cell cultures. Comparison of the in vitro neurotoxicity data with general cytotoxicity data generated in a non-neuronal cell line and with in vivo data such as acute human lethal blood concentration, revealed that GABA(A) receptor function, acetylcholine esterase activity, cell membrane potential, glucose uptake, total RNA expression and altered gene expression of NF-H, GFAP, MBP, HSP32 and caspase-3 were the best endpoints to use for further testing with 36 additional chemicals. The results of the second analysis showed that no single neuronal endpoint could give a perfect improvement in the in vitro-in vivo correlation, indicating that several specific endpoints need to be analysed and combined with biokinetic data to obtain the best correlation with in vivo acute toxicity.

Two-sided learning in new keynesian models: dynamics, (lack of) convergence and the value of information

This paper investigates the role of learning by private agents and the central bank (two-sided learning) in a New Keynesian framework in which both sides of the economy have asymmetric and imperfect knowledge about the true data generating process. We assume that all agents employ the data that they observe (which may be distinct for different sets of agents) to form beliefs about unknown aspects of the true model of the economy, use their beliefs to decide on actions, and revise these beliefs through a statistical learning algorithm as new information becomes available. We study the short-run dynamics of our model and derive its policy recommendations, particularly with respect to central bank communications. We demonstrate that two-sided learning can generate substantial increases in volatility and persistence, and alter the behavior of the variables in the model in a signifficant way. Our simulations do not converge to a symmetric rational expectations equilibrium and we highlight one source that invalidates the convergence results of Marcet and Sargent (1989). Finally, we identify a novel aspect of central bank communication in models of learning: communication can be harmful if the central bank's model is substantially mis-specified

Genome-wide association study identifies variants associated with progression of liver fibrosis from HCV infection.

Polymorphisms in IL28B were shown to affect clearance of hepatitis C virus (HCV) infection in genome-wide association (GWA) studies. Only a fraction of patients with chronic HCV infection develop liver fibrosis, a process that might also be affected by genetic factors. We performed a 2-stage GWA study of liver fibrosis progression related to HCV infection. We studied well-characterized HCV-infected patients of European descent who underwent liver biopsies before treatment. We defined various liver fibrosis phenotypes on the basis of METAVIR scores, with and without taking the duration of HCV infection into account. Our GWA analyses were conducted on a filtered primary cohort of 1161 patients using 780,650 single nucleotide polymorphisms (SNPs). We genotyped 96 SNPs with P values <5 × 10(-5) from an independent replication cohort of 962 patients. We then assessed the most interesting replicated SNPs using DNA samples collected from 219 patients who participated in separate GWA studies of HCV clearance. In the combined cohort of 2342 HCV-infected patients, the SNPs rs16851720 (in the total sample) and rs4374383 (in patients who received blood transfusions) were associated with fibrosis progression (P(combined) = 8.9 × 10(-9) and 1.1 × 10(-9), respectively). The SNP rs16851720 is located within RNF7, which encodes an antioxidant that protects against apoptosis. The SNP rs4374383, together with another replicated SNP, rs9380516 (P(combined) = 5.4 × 10(-7)), were linked to the functionally related genes MERTK and TULP1, which encode factors involved in phagocytosis of apoptotic cells by macrophages. Our GWA study identified several susceptibility loci for HCV-induced liver fibrosis; these were linked to genes that regulate apoptosis. Apoptotic control might therefore be involved in liver fibrosis.