Testing the bivariate distribution of daily equity returns using copulas: an application to the Spanish stock market

In this paper we deal with the identification of dependencies between time series of equity returns. Marginal distribution functions are assumed to be known, and a bivariate chi-square test of fit is applied in a fully parametric copula approach. Several families of copulas are fitted and compared with Spanish stock market data. The results show that the t-copula generally outperforms other dependence structures, and highlight the difficulty in adjusting a significant number of bivariate data series

Testing extreme value copulas to estimate the quantile

Testing weather or not data belongs could been generated by a family of extreme value copulas is difficult. We generalize a test and we prove that it can be applied whatever the alternative hypothesis. We also study the effect of using different extreme value copulas in the context of risk estimation. To measure the risk we use a quantile. Our results have motivated by a bivariate sample of losses from a real database of auto insurance claims. Methods are implemented in R.

Survival in soil and detection of co-transformed Trichoderma harzianum by nested PCR

The objective of this work was to evaluate the survival of two Trichoderma harzianum co-transformants, TE 10 and TE 41, carrying genes for green fluorescent protein (egfp) and for resistance to benomyl, during four weeks in a contained soil microcosm. Selective culture media were used to detect viable fungal material, whose identity was confirmed by the observation of the fluorescent phenotype by direct epifluorence microscopy. PCR using two nested primer pairs specific to the egfp gene was also used to detect the transformed fungi. Although it was not possible to reliably detect the egfp gene directly from soil extracts, an enrichment step involving selective culture of soil samples in liquid medium prior to DNA extraction enabled the consistent detection of the T. harzianum co-transformants by nested PCR for the duration of the incubation period.

Central configurations of nested rotated regular tetrahedra

In this paper we prove that there are only two different classes of central configura- tions with convenient masses located at the vertices of two nested regular tetrahedra: either when one of the tetrahedra is a homothecy of the other one, or when one of the tetrahedra is a homothecy followed by a rotation of Euler angles = = 0 and = of the other one. We also analyze the central configurations with convenient masses located at the vertices of three nested regular tetrahedra when one them is a homothecy of the other one, and the third one is a homothecy followed by a rotation of Euler angles = = 0 and = of the other two. In all these cases we have assumed that the masses on each tetrahedron are equal but masses on different tetrahedra could be different.

Central configurations of nested regular polyhedra for the spatial 2n–body problem

We consider 2n masses located at the vertices of two nested regular polyhedra with the same number of vertices. Assuming that the masses in each polyhedron are equal, we prove that for each ratio of the masses of the inner and the outer polyhedron there exists a unique ratio of the length of the edges of the inner and the outer polyhedron such that the configuration is central.

Central configurations of three nested regular polyhedra for the spatial 3n–body problem

Three regular polyhedra are called nested if they have the same number of vertices n, the same center and the positions of the vertices of the inner polyhedron ri, the ones of the medium polyhedron Ri and the ones of the outer polyhedron Ri satisfy the relation Ri = ri and Ri = Rri for some scale factors R > > 1 and for all i = 1, . . . , n. We consider 3n masses located at the vertices of three nested regular polyhedra. We assume that the masses of the inner polyhedron are equal to m1, the masses of the medium one are equal to m2, and the masses of the outer one are equal to m3. We prove that if the ratios of the masses m2/m1 and m3/m1 and the scale factors and R satisfy two convenient relations, then this configuration is central for the 3n–body problem. Moreover there is some numerical evidence that, first, fixed two values of the ratios m2/m1 and m3/m1, the 3n–body problem has a unique central configuration of this type; and second that the number of nested regular polyhedra with the same number of vertices forming a central configuration for convenient masses and sizes is arbitrary.

eggNOG v4.0: nested orthology inference across 3686 organisms

With the increasing availability of various 'omics data, high-quality orthology assignment is crucial for evolutionary and functional genomics studies. We here present the fourth version of the eggNOG database (available at http://eggnog.embl.de) that derives nonsupervised orthologous groups (NOGs) from complete genomes, and then applies a comprehensive characterization and analysis pipeline to the resulting gene families. Compared with the previous version, we have more than tripled the underlying species set to cover 3686 organisms, keeping track with genome project completions while prioritizing the inclusion of high-quality genomes to minimize error propagation from incomplete proteome sets. Major technological advances include (i) a robust and scalable procedure for the identification and inclusion of high-quality genomes, (ii) provision of orthologous groups for 107 different taxonomic levels compared with 41 in eggNOGv3, (iii) identification and annotation of particularly closely related orthologous groups, facilitating analysis of related gene families, (iv) improvements of the clustering and functional annotation approach, (v) adoption of a revised tree building procedure based on the multiple alignments generated during the process and (vi) implementation of quality control procedures throughout the entire pipeline. As in previous versions, eggNOGv4 provides multiple sequence alignments and maximum-likelihood trees, as well as broad functional annotation. Users can access the complete database of orthologous groups via a web interface, as well as through bulk download.

Premenopausal serum androgens and breast cancer risk: a nested case-control study.

ABSTRACT: INTRODUCTION: Prospective epidemiologic studies have consistently shown that levels of circulating androgens in postmenopausal women are positively associated with breast cancer risk. However, data in premenopausal women are limited. METHODS: A case-control study nested within the New York University Women's Health Study was conducted. A total of 356 cases (276 invasive and 80 in situ) and 683 individually-matched controls were included. Matching variables included age and date, phase, and day of menstrual cycle at blood donation. Testosterone, androstenedione, dehydroandrosterone sulfate (DHEAS) and sex hormone-binding globulin (SHBG) were measured using direct immunoassays. Free testosterone was calculated. RESULTS: Premenopausal serum testosterone and free testosterone concentrations were positively associated with breast cancer risk. In models adjusted for known risk factors of breast cancer, the odds ratios for increasing quintiles of testosterone were 1.0 (reference), 1.5 (95% confidence interval (CI), 0.9 to 2.3), 1.2 (95% CI, 0.7 to 1.9), 1.4 (95% CI, 0.9 to 2.3) and 1.8 (95% CI, 1.1 to 2.9; Ptrend = 0.04), and for free testosterone were 1.0 (reference), 1.2 (95% CI, 0.7 to 1.8), 1.5 (95% CI, 0.9 to 2.3), 1.5 (95% CI, 0.9 to 2.3), and 1.8 (95% CI, 1.1 to 2.8, Ptrend = 0.01). A marginally significant positive association was observed with androstenedione (P = 0.07), but no association with DHEAS or SHBG. Results were consistent in analyses stratified by tumor type (invasive, in situ), estrogen receptor status, age at blood donation, and menopausal status at diagnosis. Intra-class correlation coefficients for samples collected from 0.8 to 5.3 years apart (median 2 years) in 138 cases and 268 controls were greater than 0.7 for all biomarkers except for androstenedione (0.57 in controls). CONCLUSIONS: Premenopausal concentrations of testosterone and free testosterone are associated with breast cancer risk. Testosterone and free testosterone measurements are also highly reliable (that is, a single measurement is reflective of a woman's average level over time). Results from other prospective studies are consistent with our results. The impact of including testosterone or free testosterone in breast cancer risk prediction models for women between the ages of 40 and 50 years should be assessed. Improving risk prediction models for this age group could help decision making regarding both screening and chemoprevention of breast cancer.

Schistosoma mansoni and HIV acquisition in fishing communities of Lake Victoria, Uganda: a nested case-control study.

OBJECTIVE: It has been suggested that Schistosoma mansoni, which is endemic in African fishing communities, might increase susceptibility to human immunodeficiency virus (HIV) acquisition. If confirmed, this would be of great public health importance in these high HIV-risk communities. This study was undertaken to determine whether S. mansoni infection is a risk factor for HIV infection among the fishing communities of Lake Victoria, Uganda. We conducted a matched case-control study, nested within a prospective HIV incidence cohort, including 50 HIV seroconverters (cases) and 150 controls during 2009-2011. METHODS: S. mansoni infection prior to HIV seroconversion was determined by measuring serum circulating anodic antigen (CAA) in stored serum. HIV testing was carried out using the Determine rapid test and infection confirmed by enzyme-linked immunosorbent assays. RESULTS: About 49% of cases and 52% of controls had S. mansoni infection prior to HIV seroconversion (or at the time of a similar study visit, for controls): odds ratio, adjusting for ethnicity, religion, marital status, education, occupation, frequency of alcohol consumption in previous 3 months, number of sexual partners while drunk, duration of stay in the community, and history of schistosomiasis treatment in the past 2 years was 1.23 (95% CI 0.3-5.7) P = 0.79. S. mansoni infections were chronic (with little change in status between enrolment and HIV seroconversion), and there was no difference in median CAA concentration between cases and controls. CONCLUSIONS: These results do not support the hypothesis that S. mansoni infection promotes HIV acquisition.

Immunodeficiency and the risk of cervical intraepithelial neoplasia 2/3 and cervical cancer: A nested case-control study in the Swiss HIV cohort study.

HIV-infected women are at increased risk of cervical intraepithelial neoplasia (CIN) and invasive cervical cancer (ICC), but it has been difficult to disentangle the influences of heavy exposure to HPV infection, inadequate screening and immunodeficiency. A case-control study including 364 CIN2/3 and 20 ICC cases matched to 1,147 controls was nested in the Swiss HIV Cohort Study (1985-2013). CIN2/3 risk was significantly associated with low CD4+ cell counts, whether measured as nadir [odds ratio (OR) per 100-cell/μL decrease = 1.15, 95% CI: 1.08, 1.22], or at CIN2/3 diagnosis (1.10, 95% CI: 1.04, 1.16). An association was evident even for nadir CD4+ 200-349 versus ≥350 cells/μL (OR = 1.57, 95% CI: 1.09, 2.25). After adjustment for nadir CD4+, a protective effect of >2-year cART use was seen against CIN2/3 (OR versus never cART use = 0.64, 95% CI: 0.42, 0.98). Despite low study power, similar associations were seen for ICC, notably with nadir CD4+ (OR for 50 vs. >350 cells/μL= 11.10, 95% CI: 1.24, 100). HPV16-L1 antibodies were significantly associated with CIN2/3, but HPV16-E6 antibodies were nearly exclusively detected in ICC. In conclusion, worsening immunodeficiency, even at only moderately decreased CD4+ cell counts, is a significant risk factor for CIN2/3 and cervical cancer.

A rapid and sensitive diagnosis of bovine leukaemia virus infection using the nested shuttle polymerase chain reaction

Bovine leukaemia virus (BLV) is the causative agent of enzootic bovine leukosis (EBL). In Argentina, where a program to eradicate EBL has been introduced, sensitive and reliable diagnosis has attained high priority. Although the importance of the agar gel immunodiffusion test remains unchanged for routine work, an additional diagnostic technique is necessary to confirm cases of sera with equivocal results or of calves carrying maternal antibodies.Utilizing a nested shuttle polymerase chain reaction, the proviral DNA was detected from cows experimentally infected with as little as 5 ml of whole blood from BLV seropositive cows that were nonetheless normal in haematological terms. It proved to be a very sensitive technique, since it rapidly revealed the presence of the provirus, frequently at 2 weeks postinoculation and using a two-round procedure of nested PCR taking only 3 hours. Additionally, the primers used flanked a portion of the viral genome often employed to differentiate BLV type applying BamHI digestion. It is concluded that this method might offer a highly promising diagnostic tool for BLV infection.

Um protocolo de "nested-PCR" para detecção do vírus da anemia das galinhas

Este trabalho descreve o estabelecimento de um pro!tocolo de "nested-PCR" para a detecção do vírus da anemia das galinhas (CAV, chicken anemia virus), agente causador da anemia infecciosa das galinhas. Para a extração de DNA a partir de amostras clínicas um método baseado no uso de tiocianato de guanidina mostrou-se mais sensível e prático, do que os demais avaliados. Para a PCR inicial foi selecionado um par de primers que amplifica uma região de 664 pares de bases (pb) do gene VP1. Para a "nested-PCR" propriamente dita, foi selecionado um segundo par que amplifica uma região interna de 520 pb. A especificidade dos primers foi avaliada utilizando amostras de lotes controlados para CAV. Outras trinta amostras vírus e bactérias, causadoras de doenças em aves, não geraram produto de amplificação. A sensibilidade do teste foi determinada a partir de diluições seriadas de uma amostra vacinal de CAV. A "nested-PCR" mostrou ser mais sensível do que a PCR e foi capaz de detectar pelo menos 0,16 TCID50% da cepa vacinal. Além disso, detectou DNA viral em tecidos, soro e cama aviária de lotes com e sem sinais clínicos. Conclui-se que, como técnica para a detecção do CAV, o protocolo de "nested-PCR" aqui descrito, é mais sensível, rápido e menos trabalhoso do que o isolamento viral em cultivo celular.

Rapid detection of bovine coronavirus by a semi-nested RT-PCR

Bovine coronavirus (BCoV) is a member of the group 2 of the Coronavirus (Nidovirales: Coronaviridae) and the causative agent of enteritis in both calves and adult bovine, as well as respiratory disease in calves. The present study aimed to develop a semi-nested RT-PCR for the detection of BCoV based on representative up-to-date sequences of the nucleocapsid gene, a conserved region of coronavirus genome. Three primers were designed, the first round with a 463bp and the second (semi-nested) with a 306bp predicted fragment. The analytical sensitivity was determined by 10-fold serial dilutions of the BCoV Kakegawa strain (HA titre: 256) in DEPC treated ultra-pure water, in fetal bovine serum (FBS) and in a BCoV-free fecal suspension, when positive results were found up to the 10-2, 10-3 and 10-7 dilutions, respectively, which suggests that the total amount of RNA in the sample influence the precipitation of pellets by the method of extraction used. When fecal samples was used, a large quantity of total RNA serves as carrier of BCoV RNA, demonstrating a high analytical sensitivity and lack of possible substances inhibiting the PCR. The final semi-nested RT-PCR protocol was applied to 25 fecal samples from adult cows, previously tested by a nested RT-PCR RdRp used as a reference test, resulting in 20 and 17 positives for the first and second tests, respectively, and a substantial agreement was found by kappa statistics (0.694). The high sensitivity and specificity of the new proposed method and the fact that primers were designed based on current BCoV sequences give basis to a more accurate diagnosis of BCoV-caused diseases, as well as to further insights on protocols for the detection of other Coronavirus representatives of both Animal and Public Health importance.

Evaluation of PCR and multiplex PCR in relation to nested PCR for diagnosing Theileria equi

Conventional PCR (PCRTeq) for diagnosing Theileria equi and multiplex PCR (M/PCRTeq-Bc) for diagnosing T. equi and Babesia caballi were comparatively evaluated with nested PCR (N/PCR-Teq) for diagnosing equine piroplasmosis. In DNA sensitivity determinations, in multiple dilutions of equine blood that had tested positive for T. equi, PCR-Teq and N/PCR-Teq detected hemoparasite DNA in the larger dilutions (1:128), but did not differ significantly from the M/PCRTeq-Bc (1:64). In analyses on equine serum tested by ELISA, there was high agreement between this serological test and PCR-Teq (k = 0.780) and moderate agreement with N/PCR-Teq (k = 0.562) and M/PCRTeq-Bc (k = 0.488). PCR-Teq found a higher frequency of T. equi both in extensively and intensively reared horses, but this was not significant in relation to N/PCR-Teq (P>0.05), and both PCRs indicated that there was an endemic situation regarding T. equi in the population of horses of this sample. PCR-Teq was only significantly different from M/PCR-Teq-Bc (P<0.05). PCR-Teq presented high sensitivity and specificity, comparable to N/PCR-Teq, but with the advantage of higher speed in obtaining results and lower costs and risks of laboratory contamination. This accredits PCR-Teq for epidemiological studies and for determinations on affected horses.