On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

In this paper we use Malliavin calculus techniques to obtain an expression for the short-time behavior of the at-the-money implied volatility skew for a generalization of the Bates model, where the volatility does not need to be neither a difussion, nor a Markov process as the examples in section 7 show. This expression depends on the derivative of the volatility in the sense of Malliavin calculus.

Short term variation in the vertical distribution of copepods off the coast of northern Peru

Analiza los datos colectados de la clorofila frente al Peru cerca de 9°S. Determinandose la profundidad a la que se enuentran y la concentración de oxigeno durante el dia y la noche.

Impact of personality on termination of short-term group psychotherapy in depressed elderly outpatients

Objective Termination in group psychotherapy is an essential phase of the psychotherapeutic process, yet its clinical determinants remain largely unknown, especially in elderly patients. The aim of this study was to assess how patients' personality traits influence their way of leaving a short-term psychotherapy group as well as a larger therapeutic community program. <p>Method Personality traits were assessed with the NEO Five-Factor Inventory in 24 elderly depressed outpatients. Patients' terminations from the group as well as from the community were ranked into four classes according to their appropriateness (completeness of experience and ability to deal with feelings of separation). Results Neuroticism was not related to the quality of termination. In contrast, agreeableness and openness to experience were strongly associated with successful termination. Conscientiousness and extraversion may have a differential impact depending on the type of group (group psychotherapy versus therapeutic community). Conclusion Personality traits may be important clinical determinants of the quality of termination process in both group psychotherapy and therapeutic community settings for elderly depressed patients.

Female-biased dispersal in the monogamous mammal Crocidura russula: evidence from field data and microsatellite patterns.

We investigated dispersal patterns in the monogamous Crocidura russula, based both on direct field observations (mark-recapture data) and on genetic analyses (microsatellite loci). Natal dispersal was found to be low. Most juveniles settled within their natal territory or one immediately adjacent. Migration rate was estimated to two individuals per year and per population. The correlation between genetic and geographical distances over a 16 km transect implies that migration occurs over short ranges. Natal dispersal was restricted to first-litter juveniles weaned in early May; this result suggests a direct dependence of dispersal on reproductive opportunities. Natal dispersal was highly female biased, a pattern unusual among mammals. Its association with monogamy provides support for the resource-competition model of dispersal. Our results demonstrate that a state-biased dispersal can be directly inferred from microsatellite genotype distributions, which opens new perspectives for empirical studies in this area.

Myocardial impairment in chronic hypoxia is abolished by short aeration episodes: involvement of K+ATP channels.

In vivo exposure to chronic hypoxia is considered to be a cause of myocardial dysfunction, thereby representing a deleterious condition, but repeated aeration episodes may exert some cardioprotection. We investigated the possible role of ATP-sensitive potassium channels in these mechanisms. First, rats (n = 8/group) were exposed for 14 days to either chronic hypoxia (CH; 10% O(2)) or chronic hypoxia with one episode/day of 1-hr normoxic aeration (CH+A), with normoxia (N) as the control. Second, isolated hearts were Langendorff perfused under hypoxia (10% O(2), 30 min) and reoxygenated (94% O(2), 30 min) with or without 3 microM glibenclamide (nonselective K(+)(ATP) channel-blocker) or 100 microM diazoxide (selective mitochondrial K(+)(ATP) channel-opener). Blood gasses, hemoglobin concentration, and plasma malondialdehyde were similar in CH and CH+A and in both different from normoxic (P < 0.01), body weight gain and plasma nitrate/nitrite were higher in CH+A than CH (P < 0.01), whereas apoptosis (number of TUNEL-positive nuclei) was less in CH+A than CH (P < 0.05). During in vitro hypoxia, the efficiency (ratio of ATP production/pressure x rate product) was the same in all groups and diazoxide had no measurable effects on myocardial performance, whereas glibenclamide increased end-diastolic pressure more in N and CH than in CH+A hearts (P < 0.05). During reoxgenation, efficiency was markedly less in CH with respect to N and CH+A (P < 0.0001), and ratex pressure product remained lower in CH than N and CH+A hearts (P < 0.001), but glibenclamide or diazoxide abolished this difference. Glibenclamide, but not diazoxide, decreased vascular resistance in N and CH (P < 0.005 and < 0.001) without changes in CH+A. We hypothesize that cardioprotection in chronically hypoxic hearts derive from cell depolarization by sarcolemmal K(+)(ATP) blockade or from preservation of oxidative phosphorylation efficiency (ATP turnover/myocardial performance) by mitochondrial K(+)(ATP) opening. Therefore K(+)(ATP) channels are involved in the deleterious effects of chronic hypoxia and in the cardioprotection elicited when chronic hypoxia is interrupted with short normoxic aeration episodes.

Recurrent deletions and reciprocal duplications of 10q11.21q11.23 including CHAT and SLC18A3 are likely mediated by complex low-copy repeats.

We report 24 unrelated individuals with deletions and 17 additional cases with duplications at 10q11.21q21.1 identified by chromosomal microarray analysis. The rearrangements range in size from 0.3 to 12 Mb. Nineteen of the deletions and eight duplications are flanked by large, directly oriented segmental duplications of >98% sequence identity, suggesting that nonallelic homologous recombination (NAHR) caused these genomic rearrangements. Nine individuals with deletions and five with duplications have additional copy number changes. Detailed clinical evaluation of 20 patients with deletions revealed variable clinical features, with developmental delay (DD) and/or intellectual disability (ID) as the only features common to a majority of individuals. We suggest that some of the other features present in more than one patient with deletion, including hypotonia, sleep apnea, chronic constipation, gastroesophageal and vesicoureteral refluxes, epilepsy, ataxia, dysphagia, nystagmus, and ptosis may result from deletion of the CHAT gene, encoding choline acetyltransferase, and the SLC18A3 gene, mapping in the first intron of CHAT and encoding vesicular acetylcholine transporter. The phenotypic diversity and presence of the deletion in apparently normal carrier parents suggest that subjects carrying 10q11.21q11.23 deletions may exhibit variable phenotypic expressivity and incomplete penetrance influenced by additional genetic and nongenetic modifiers.

Validation of the Mini Nutritional Assessment short-form (MNA-SF): a practical tool for identification of nutritional status.

OBJECTIVE: To validate a revision of the Mini Nutritional Assessment short-form (MNA(R)-SF) against the full MNA, a standard tool for nutritional evaluation. METHODS: A literature search identified studies that used the MNA for nutritional screening in geriatric patients. The contacted authors submitted original datasets that were merged into a single database. Various combinations of the questions on the current MNA-SF were tested using this database through combination analysis and ROC based derivation of classification thresholds. RESULTS: Twenty-seven datasets (n=6257 participants) were initially processed from which twelve were used in the current analysis on a sample of 2032 study participants (mean age 82.3y) with complete information on all MNA items. The original MNA-SF was a combination of six questions from the full MNA. A revised MNA-SF included calf circumference (CC) substituted for BMI performed equally well. A revised three-category scoring classification for this revised MNA-SF, using BMI and/or CC, had good sensitivity compared to the full MNA. CONCLUSION: The newly revised MNA-SF is a valid nutritional screening tool applicable to geriatric health care professionals with the option of using CC when BMI cannot be calculated. This revised MNA-SF increases the applicability of this rapid screening tool in clinical practice through the inclusion of a "malnourished" category.

Experimental manipulation of colony genetic diversity had no effect on short-term task efficiency in the Argentine ant Linepithema humile

Genetic diversity might increase the performance of social groups by improving task efficiency or disease resistance, but direct experimental tests of these hypotheses are rare. We manipulated the level of genetic diversity in colonies of the Argentine ant Linepithema humile, and then recorded the short-term task efficiency of these experimental colonies. The efficiency of low and high genetic diversity colonies did not differ significantly for any of the following tasks: exploring a new territory, foraging, moving to a new nest site, or removing corpses. The tests were powerful enough to detect large effects, but may have failed to detect small differences. Indeed, observed effect sizes were generally small, except for the time to create a trail during nest emigration. In addition, genetic diversity had no statistically significant impact on the number of workers, males and females produced by the colony, but these tests had low power. Higher genetic diversity also did not result in lower variance in task efficiency and productivity. In contrast to genetic diversity, colony size was positively correlated with the efficiency at performing most tasks and with colony productivity. Altogether, these results suggest that genetic diversity does not strongly improve short-term task efficiency in L. humile, but that worker number is a key factor determining the success of this invasive species.

Analyses of six homologous proteins of Protochlamydia amoebophila UWE25 encoded by large GC-rich genes (lgr): a model of evolution and concatenation of leucine-rich repeats.

BACKGROUND: Along the chromosome of the obligate intracellular bacteria Protochlamydia amoebophila UWE25, we recently described a genomic island Pam100G. It contains a tra unit likely involved in conjugative DNA transfer and lgrE, a 5.6-kb gene similar to five others of P. amoebophila: lgrA to lgrD, lgrF. We describe here the structure, regulation and evolution of these proteins termed LGRs since encoded by "Large G+C-Rich" genes. RESULTS: No homologs to the whole protein sequence of LGRs were found in other organisms. Phylogenetic analyses suggest that serial duplications producing the six LGRs occurred relatively recently and nucleotide usage analyses show that lgrB, lgrE and lgrF were relocated on the chromosome. The C-terminal part of LGRs is homologous to Leucine-Rich Repeats domains (LRRs). Defined by a cumulative alignment score, the 5 to 18 concatenated octacosapeptidic (28-meric) LRRs of LGRs present all a predicted alpha-helix conformation. Their closest homologs are the 28-residue RI-like LRRs of mammalian NODs and the 24-meres of some Ralstonia and Legionella proteins. Interestingly, lgrE, which is present on Pam100G like the tra operon, exhibits Pfam domains related to DNA metabolism. CONCLUSION: Comparison of the LRRs, enable us to propose a parsimonious evolutionary scenario of these domains driven by adjacent concatenations of LRRs. Our model established on bacterial LRRs can be challenged in eucaryotic proteins carrying less conserved LRRs, such as NOD proteins and Toll-like receptors.

Short-term moderate hypocapnia augments detection of optimal cerebral perfusion pressure.

An autoregulation-oriented strategy has been proposed to guide neurocritical therapy toward the optimal cerebral perfusion pressure (CPPOPT). The influence of ventilation changes is, however, unclear. We sought to find out whether short-term moderate hypocapnia (HC) shifts the CPPOPT or affects its detection. Thirty patients with traumatic brain injury (TBI), who required sedation and mechanical ventilation, were studied during 20 min of normocapnia (5.1±0.4 kPa) and 30 min of moderate HC (4.4±3.0 kPa). Monitoring included bilateral transcranial Doppler of the middle cerebral arteries (MCA), invasive arterial blood pressure (ABP), and intracranial pressure (ICP). Mx -autoregulatory index provided a measure for the CPP responsiveness of MCA flow velocity. CPPOPT was assessed as the CPP at which autoregulation (Mx) was working with the maximal efficiency. During normocapnia, CPPOPT (left: 80.65±6.18; right: 79.11±5.84 mm Hg) was detectable in 12 of 30 patients. Moderate HC did not shift this CPPOPT but enabled its detection in another 17 patients (CPPOPT left: 83.94±14.82; right: 85.28±14.73 mm Hg). The detection of CPPOPT was achieved via significantly improved Mx-autoregulatory index and an increase of CPP mean. It appeared that short-term moderate HC augmented the detection of an optimum CPP, and may therefore usefully support CPP-guided therapy in patients with TBI.

Anemia on admission predicts short- and long-term outcomes in patients with acute ischemic stroke.

BACKGROUND: It is still debatable whether anemia predicts stroke outcome. AIM: To describe the characteristics of patients with acute ischemic stroke (AIS) and anemia and identify whether hemoglobin status on admission is a prognostic factor of AIS outcome. METHODS: All 2439 patients of the Acute Stroke Registry and Analysis of Lausanne (ASTRAL) between January 2003 and June 2011 were selected. Demographics, risk factors, prestroke treatment, clinical, radiological and metabolic variables in patients with and without anemia according to the definition of the World Health Organization were compared. Functional disability and mortality were recorded up to 12 months from admission. RESULTS: Anemic patients (17.5%) were older, had lower body mass index, higher rates of coronary artery disease (CAD), atrial fibrillation, diabetes mellitus and peripheral artery disease. Anemia was associated with more severe stroke manifestations, lower systolic and diastolic blood pressure measurements, worse estimated glomerular filtration rate and elevated C-reactive protein concentrations upon admission and with increased modified Rankin scores during the follow-up. Anemic patients had higher 7-day, 3-month and 12-month mortality, which was associated with hemoglobin status and other factors, including age, CAD, stroke severity, and baseline C-reactive levels. Hemoglobin levels were inversely associated with recurrent stroke and mortality throughout the 12-month follow-up. CONCLUSION: Anemia is common among AIS patients and is associated with cardiovascular comorbidities. Low hemoglobin status independently predicts short and long-term mortality.

Comparative short-term response and remission rates for tacrolimus, cyclosporine, and infliximab for steroid-refractory ulcerative colitis

BACKGROUND: Calcineurin inhibitors (cyclosporine (CsA) and tacrolimus (Tcl)) and the anti-TNF-antibody infliximab (IFX) are established therapeutic options in steroid-refractory ulcerative colitis (UC). In acute severe UC failing steroids, a randomized trial showed an 85% short term response to CsA or IFX, with avoidance of colectomy. Comparative responses to the three drugs in outpatients with steroid-refractory UC are unknown. METHOD: Response to treatment in patients with steroid-refractory moderate to severe UC was retrospectively studied in three cohorts of patients: Cohort A (n=24) treated with oral Tcl (initially 0.05mg/kg twice daily, aiming for serum trough levels of 5-10 ng/mL); Cohort B (n=19) treated with intravenous CsA 2mg/kg/daily and then oral CsA 5mg/kg/daily; Cohort C. (n= 41) treated with IFX (5mg/kg intravenously at week 0, 2, 6 and then every 8 weeks). After successful rescue therapy with Tcl or CsA, thiopurine maintenance therapy was introduced. The endpoint was evaluation of clinical remission or response at week 6, on the basis of modified Truelove-Witts severity index (MTWSI). RESULTS: After 6 weeks, 42% (10/24) of patients treated with Tcl achieved remission (MTWSI score ≤4) compared to 47% (9/ 19) on CsA and 66% (27/41) of patients treated with IFX (Tcl & CsA vs IFX p=0.127). Clinical response (decrease of MTWSI score of more than 4 points) at week 6 was reached in 25% (6/24) patients on Tcl, compared to 11% (2/19) on CsA and 20% (8/41) given IFX (p=0.484). Subgroup analysis showed the highest rates of remission in those with moderate steroid-refractory UC treated with IFX: 29% (2/7) in Tcl group compared to 50% (2/4) in CsA group and 76 % (19/25) in IFX group (Tcl &CsA vs IFX p= 0.058) Patients with severe colitis showed similar rates of remission in all three groups: 47% (8/17) on Tcl, 47% (7/ 15) on CsA and 50% (8/16) on IFX (p= 0.700). Colectomy within 6 weeks occurred in 4% (1/24) after Tcl, 5% (1/19) after CsA and 0% (0/41) after IFX. Adverse effects in the first 6 weeks were observed in 13% (3/24) on Tcl, 26% (5/19) on CsA, and 10% (4/41) on IFX (p=0.224) CONCLUSION: No significant differences in response, remission, colectomy rate or adverse events between the three agents were found, although the study is too small for definitive conclusions. There are intriguing differences, with potentially greater response to IFX in moderate, steroid-refractory UC.

Generation of short-term murine natural killer cell clones to analyze Ly49 gene expression.

Natural killer (NK) cellsexpress receptors specific for class I major histocompatibility complex (MHC) molecules. In the mouse, the class I specific receptors identified to date belong to the polymorphic Ly49 receptor family. Engagement of Ly49 receptors with their respective MHC ligands results in negative regulation of NK cell effector functions, consistent with a critical role of these receptors in "missing self" recognition. The Ly49 receptors analyzed so far are clonally distributed such that multiple distinct Ly49 receptors can be expressed by individual NK cells (for review see refs. 1-3). The finding that most NK cells that express the Ly49A receptor do so from a single Ly49A allele (whereby expression can occur from the maternal or the paternal chromosome) may thus reflect a putative receptor distribution process that restricts the number of Ly49 receptors expressed in a single NK cell (3-5).

Diffusion-weighted spectroscopy: a novel approach to determine macromolecule resonances in short-echo time 1H-MRS.

Quantification of short-echo time proton magnetic resonance spectroscopy results in >18 metabolite concentrations (neurochemical profile). Their quantification accuracy depends on the assessment of the contribution of macromolecule (MM) resonances, previously experimentally achieved by exploiting the several fold difference in T(1). To minimize effects of heterogeneities in metabolites T(1), the aim of the study was to assess MM signal contributions by combining inversion recovery (IR) and diffusion-weighted proton spectroscopy at high-magnetic field (14.1 T) and short echo time (= 8 msec) in the rat brain. IR combined with diffusion weighting experiments (with δ/Δ = 1.5/200 msec and b-value = 11.8 msec/μm(2)) showed that the metabolite nulled spectrum (inversion time = 740 msec) was affected by residuals attributed to creatine, inositol, taurine, choline, N-acetylaspartate as well as glutamine and glutamate. While the metabolite residuals were significantly attenuated by 50%, the MM signals were almost not affected (< 8%). The combination of metabolite-nulled IR spectra with diffusion weighting allows a specific characterization of MM resonances with minimal metabolite signal contributions and is expected to lead to a more precise quantification of the neurochemical profile.