Volatility smile extrapolation with an artificial neural network

I use a multi-layer feedforward perceptron, with backpropagation learning implemented via stochastic gradient descent, to extrapolate the volatility smile of Euribor derivatives over low-strikes by training the network on parametric prices.

Genetic redox dysregulation induces behavioural deficits in the adult mouse: an animal model for schizophrenia

Background: Glutathione (GSH), a major cellular redox regulator and antioxidant, is decreased in cerebrospinal fluid and prefrontal cortex of schizophrenia patients. The gene of the key GSH-synthesizing enzyme, glutamate-cysteine ligase, modifier (GCLM) subunit, is associated with schizophrenia, suggesting that the deficit in the GSH system is of genetic origin. Using the GCLM knock-out (KO) mouse as model system with 60% decreased brain GSH levels and, thus, strong vulnerability to oxidative stress, we have shown that GSH dysregulation results in abnormal mouse brain morphology (e.g., reduced parvalbumin, PV, immuno-reactivity in frontal areas) and function. Additional oxidative stress, induced by GBR12909 (a dopamine re-uptake inhibitor), enhances morphological changes even further. Aim: In the present study we use the GCLM KO mouse model system, asking now, whether GSH dysregulation also compromises mouse behaviour and cognition. Methods: Male and female wildtype (WT) and GCLM-KO mice are treated with GBR12909 or phosphate buffered saline (PBS) from postnatal day (P) 5 to 10, and are behaviourally tested at P 60 and older. Results: In comparison to WT, KO animals of both sexes are hyperactive in the open field, display more frequent open arm entries on the elevated plus maze, longer float latencies in the Porsolt swim test, and more frequent contacts of novel and familiar objects. Contrary to other reports of animal models with reduced PV immuno-reactivity, GCLM-KO mice display normal rule learning capacity and perform normally on a spatial recognition task. GCLM-KO mice do, however, show a strong deficit in object-recognition after a 15 minutes retention delay. GBR12909 treatment exerts no additional effect. Conclusions: The results suggest that animals with impaired regulation of brain oxidative stress are impulsive and have reduced behavioural control in novel, unpredictable contexts. Moreover, GSH dysregulation seems to induce a selective attentional or stimulus-encoding deficit: despite intensive object exploration, GCLM-KO mice cannot discriminate between novel and familiar objects. In conclusion, the present data indicate that GSH dysregulation may contribute to the manifestation of behavioural and cognitive anomalies that are associated with schizophrenia.

Prévention des adhérences péricardiques avec une membrane biorésorbable [Prevention of pericardial adhesions with a bioresorbable membrane]

A bioresorbable membrane made of sodium hyaluronate and carboxymethycellulose, has been reported to prevent peritoneal adhesion. This study was designed to test its efficiency in the prevention of pericardial adhesions. Two groups of six pigs (mean weight 72 +/- 8 kg) were chosen for the experiment. The heart was exposed through a left thoracotomy and a wide patch of pericardium was excised. In the test group (n = 6), the left ventricular area without pericardium was divided into two areas: area A where six stitches of Prolene were performed, and area B which was left intact. The membrane was applied on the both areas as well as on the adjacent area covered with pericardium (area C). In the control group (n = 6), the same protocol was performed except for the membrane application. The animals were sacrificed one month later. The adhesion status as well as the visibility of the coronary anatomy was assessed according to severity scores ranging from 0 to 3 for the adhesions and from 0 to 2 for the visibility. The difference between groups was considered significant when p < 0.05. The adhesion score of the area A was 1.7 +/- 0.5 in the test group versus 2.5 +/- 0.5 in the control group (p = 0.02) and the visibility score was 1.3 +/- 0.8 and 2 +/- 0 respectively (p = 0.07). In the area B, the adhesion score was 1 +/- 0 in the test group versus 2 +/- 0.6 in the control group (p = 0.03) and the visibility score was 0.7 +/- 0.5 and 2 +/- 0 respectively (p = 0.001). Lastly, in the area C, the adhesion score was 1 +/- 0 in both groups (n.s.) and the visibility score was 0.7 +/- 0.4 in the test group versus 0.5 +/- 0.5 in the control group (n.s.). In this animal model, the role of the bioresorbable membrane in the prevention of pericardial adhesions is limited to the areas without pericardial cover and without foreign material. The presence of foreign material neutralizes its effect.

Description of a new artificial diet for rearing ant colonies as Iridomyrmex humilis, Monomorium pharaonis and Wasmannia auropunctata (Hymenoptera, Formicidae)

A diet which does not desiccate was developed for rearing various ant species. this diet was found to be very attractive forIridomyrmex humilis. Monomorium pharaonis andWasmannia auropunctata in which species it permitted the rearing of colonies for long periods and the regular production of sexuals. Nous présentons la recette d'une nourriture artificielle élaborée pour élever des fourmis en laboratoire. Cette nourriture ne se dessèche pas et s'est avérée adéquate pour l'élevage de plusieur espèces telles queIridomyrmex humilis, Monomorium pharaonis etWasmannia auropunctata. Des sexués mâles et femelles ont été régulièrement produits dans ces sociétés.

Redox dysregulation in the pathophysiology of schizophrenia and bipolar disorder: insights from animal models.

Abstract Significance: Schizophrenia (SZ) and bipolar disorder (BD) are classified as two distinct diseases. However, accumulating evidence shows that both disorders share genetic, pathological, and epidemiological characteristics. Based on genetic and functional findings, redox dysregulation due to an imbalance between pro-oxidants and antioxidant defense mechanisms has been proposed as a risk factor contributing to their pathophysiology. Recent Advances: Altered antioxidant systems and signs of increased oxidative stress are observed in peripheral tissues and brains of SZ and BD patients, including abnormal prefrontal levels of glutathione (GSH), the major cellular redox regulator and antioxidant. Here we review experimental data from rodent models demonstrating that permanent as well as transient GSH deficit results in behavioral, morphological, electrophysiological, and neurochemical alterations analogous to pathologies observed in patients. Mice with GSH deficit display increased stress reactivity, altered social behavior, impaired prepulse inhibition, and exaggerated locomotor responses to psychostimulant injection. These behavioral changes are accompanied by N-methyl-D-aspartate receptor hypofunction, elevated glutamate levels, impairment of parvalbumin GABA interneurons, abnormal neuronal synchronization, altered dopamine neurotransmission, and deficient myelination. Critical Issues: Treatment with the GSH precursor and antioxidant N-acetylcysteine normalizes some of those deficits in mice, but also improves SZ and BD symptoms when given as adjunct to antipsychotic medication. Future Directions: These data demonstrate the usefulness of GSH-deficient rodent models to identify the mechanisms by which a redox imbalance could contribute to the development of SZ and BD pathophysiologies, and to develop novel therapeutic approaches based on antioxidant and redox regulator compounds. Antioxid. Redox Signal. 18, 1428-1443.

Animal Industry News, February 2004, Vol. 5, No. 1

Newsletter produced by Iowa Department of Agriculture and Land Stewardship.

Establishment of animal models to analyze the kinetics and distribution of human tumor antigen-specific CD8⁺ T cells.

Many patients develop tumor antigen-specific T cell responses detectable in peripheral blood mononuclear cells (PBMCs) following cancer vaccine. However, measurable tumor regression is observed in a limited number of patients receiving cancer vaccines. There is a need to re-evaluate systemically the immune responses induced by cancer vaccines. Here, we established animal models targeting two human cancer/testis antigens, NY-ESO-1 and MAGE-A4. Cytotoxic T lymphocyte (CTL) epitopes of these antigens were investigated by immunizing BALB/c mice with plasmids encoding the entire sequences of NY-ESO-1 or MAGE-A4. CD8(+) T cells specific for NY-ESO-1 or MAGE-A4 were able to be detected by ELISPOT assays using antigen presenting cells pulsed with overlapping peptides covering the whole protein, indicating the high immunogenicity of these antigens in mice. Truncation of these peptides revealed that NY-ESO-1-specific CD8(+) T cells recognized D(d)-restricted 8mer peptides, NY-ESO-181-88. MAGE-A4-specific CD8(+) T cells recognized D(d)-restricted 9mer peptides, MAGE-A4265-273. MHC/peptide tetramers allowed us to analyze the kinetics and distribution of the antigen-specific immune responses, and we found that stronger antigen-specific CD8(+) T cell responses were required for more effective anti-tumor activity. Taken together, these animal models are valuable for evaluation of immune responses and optimization of the efficacy of cancer vaccines.

Genome Biology and Evolution of the Animal Kingdom

Estudi realitzat a partir d’una estada a la Institut J.W. Jenkinson Laboratory for Evolution and Development of the University of Oxford, Regne Unit, entre 2010 i 2012. He estat membre del laboratori del Professor Peter W.H. Holland com a becari post-doctoral Beatriu de Pinós des de setembre de 2010 al setembre de 2012. El nostre projecte de recerca se centra en l'anàlisi genòmic comparatiu del Regne Animal, tot explorant el contingut dels genomes a través de totes les branques de l'arbre dels animals. Totes les referències a les meves publicacions durant aquest post-doc es poden trobar a http://about.me/jordi_paps. Crec que el nombre i la qualitat dels resultats del meu post-doc, un total de 8 publicacions incloent dos articles a la prestigiosa revista Nature, són prova de l'èxit d'aquest post-doc. Prof Peter W. H. Holland (Departament de Zoologia de la Universitat d'Oxford) i jo som coautors de tres articles de genòmica comparativa, resultats directes d'aquest projecte: 1) comparació de families gèniques entre vertebrats invertebrats (Briefings in Functional Genomics), 2) el genoma de l'ostra (publicat a la revista Nature), i 3) els genomes de 6 platihelmints paràsits (acceptat també a Nature). A més, tenim altres 2 treballs en preparació. Un d'ells analitza l'evolució, expressió i funció dels gens Hox al a la tènia Hymenolepis. El perfil fi d'aquests gens clau del desenvolupament esclareix els canvis d'estil de vida dels organismes. A més, durant aquest últim post-doc he participat en diverses col•laboracions, incloent anàlisi de gens d'envelliment a cucs plans, un estudi sobre la filogènia del grup Gastrotricha, una revisió de l'evolució phylum Platyhelminthes, així com un capítol d'un llibre sobre l'evolució dels animals bilaterals. Finalment, gràcies a la beca Beatriu de Pinós, el Prof. Peter W.H. Holland m'ha convidat a formar part del seu equip com un investigador post-doctoral en el seu projecte ERC Advance actual sobre duplicacions genòmiques.

On-farm animal welfare assessment in dairy cattle: improved lameness detection

Estudi realitzat a partir d’una estada a la University of British Columbia, Canada, entre 2010 i 2012. Primerament es va desenvolupar una escala per mesurar coixeses (amb valors de l’1 al 5). Aquesta escala es va utilitzar per estudiar l’associació entre factors de risc a nivell de granja (disseny de le instal.lacions i maneig) i la prevalencia de coixeses a Nord America. Les dades es van recollir en un total de 40 granges al Nord Est dels E.E.U.U (NE) i 39 a California (CA) . Totes les vaques del group mes productiu es van categoritzar segons la severitat de les coixeses: sanes, coixes i severament coixes. La prevalencia de coixeses en general fou del 55 % a NE i del 31% a CA. La prevalencia de coixeses severes fou del 8% a NE i del 4% a Ca. A NE, les coixeses en general increntaren amb la presencia de serradura als llits i disminuiren en granjes grans, amb major quantitat de llit i acces a pastura. Les coixeses mes severes incrementaren amb la falta d’higiene als llit i amb la presencia de serradura als llits, i disminuiren amb la quantitat de llit proveit, l’us de sorra als llits i amb la mida de la granja. A CA, les coixeses en general incrementaren amb la falta d’higiene al llit, i disminuiren amb la mida de la granja, la presencia de terres de goma, l’increment d’espai als cubicles , l’espai a l’abeuredor i la desinfeccio de les peulles. Les coixeses severes incrementaren amb la falta d’higiene al llit i disminuixen amb la frequencia de neteja del corral. En conclusio, canvis en el maneig i el disseny de les instal.lacions poden ajudar a disminuir la prevalencia de coixeses, tot i que les estrategies a seguir variaran segons la regio.

Nematode selenoproteome: the use of the selenocysteine insertion system to decode one codon in an animal genome?

Selenocysteine (Sec) is co-translationally inserted into selenoproteins in response to codon UGA with the help of the selenocysteine insertion sequence (SECIS) element. The number of selenoproteins in animals varies, with humans having 25 and mice having 24 selenoproteins. To date, however, only one selenoprotein, thioredoxin reductase, has been detected in Caenorhabditis elegans, and this enzyme contains only one Sec. Here, we characterize the selenoproteomes of C.elegans and Caenorhabditis briggsae with three independent algorithms, one searching for pairs of homologous nematode SECIS elements, another searching for Cys- or Sec-containing homologs of potential nematode selenoprotein genes and the third identifying Sec-containing homologs of annotated nematode proteins. These methods suggest that thioredoxin reductase is the only Sec-containing protein in the C.elegans and C.briggsae genomes. In contrast, we identified additional selenoproteins in other nematodes. Assuming that Sec insertion mechanisms are conserved between nematodes and other eukaryotes, the data suggest that nematode selenoproteomes were reduced during evolution, and that in an extreme reduction case Sec insertion systems probably decode only a single UGA codon in C.elegans and C.briggsae genomes. In addition, all detected genes had a rare form of SECIS element containing a guanosine in place of a conserved adenosine present in most other SECIS structures, suggesting that in organisms with small selenoproteomes SECIS elements may change rapidly.

Propagation velocity kinetics and repolarization alternans in a free-behaving sheep model of pacing-induced atrial fibrillation.

AIMS: Experimental models have reported conflicting results regarding the role of dispersion of repolarization in promoting atrial fibrillation (AF). Repolarization alternans, a beat-to-beat alternation in action potential duration, enhances dispersion of repolarization when propagation velocity is involved. METHODS AND RESULTS: In this work, original electrophysiological parameters were analysed to study AF susceptibility in a chronic sheep model of pacing-induced AF. Two pacemakers were implanted, each with a single right atrial lead. Right atrial depolarization and repolarization waves were documented at 2-week intervals. A significant and gradual decrease in the propagation velocity at all pacing rates and in the right atrial effective refractory period (ERP) was observed during the weeks of burst pacing before sustained AF developed when compared with baseline conditions. Right atrial repolarization alternans was observed, but because of the development of 2/1 atrioventricular block with far-field ventricular interference, its threshold could not be precisely measured. Non-sustained AF was not observed at baseline, but appeared during the electrical remodelling in association with a decrease in both ERP and propagation velocity. CONCLUSION: We report here on the feasibility of measuring ERP, atrial repolarization alternans, and propagation velocity kinetics and their potential in predicting susceptibility to AF in a free-behaving model of pacing-induced AF using the standard pacemaker technology.