998 resultados para deterministic volatility function
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Background. We assessed end-diastolic right ventricular (RV) dimensions and left ventricular (LV) ejection fraction by use of intraoperative transesophageal echocardiography before and after surgical correction of pectus excavatum in adults. Methods. A prospective study was conducted including 17 patients undergoing surgical correction of pectus excavatum according to the technique of Ravitch-Shamberger between 1999 and 2004. Intraoperative transesophageal echocardiography was performed under general anesthesia before and after surgery to assess end-diastolic RV dimensions and LV ejection fraction. The end-diastolic RV diameter and area were measured in four-chamber and RV inflow-outflow view, and the RV volume was calculated from these data. The LV was assessed by transgastric short-axis view, and its ejection fraction was calculated by use of the Teichholz formula. Results. The end-diastolic RV diameter, area, and volume all significantly increased after surgery (mean values +/- SD, respectively: 2.4 +/- 0.8 cm versus 3.0 +/- 0.9 cm, p < 0.001; 12.5 +/- 5.2 cm(2) versus 18.4 +/- 7.5 cm(2), p < 0.001; and 21.7 +/- 11.7 mL versus 40.8 +/- 23 mL, p < 0.001). The LV ejection fraction also significantly increased after surgery (58.4% +/- 15% versus 66.2% +/- 6%, p < 0.001). Conclusions. Surgical correction of pectus excavatum according to Ravitch-Shamberger technique results in a significant increase in end-diastolic RV dimensions and a significantly increased LV ejection fraction. (Ann Thorac Surg 2010; 89: 240-4) (C) 2010 by The Society of Thoracic Surgeons
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Protective adaptive immune responses rely on TCR-mediated recognition of Ag-derived peptides presented by self-MHC molecules. However, self-Ag (tumor)-specific TCRs are often of too low affinity to achieve best functionality. To precisely assess the relationship between TCR-peptide-MHC binding parameters and T cell function, we tested a panel of sequence-optimized HLA-A(*)0201/NY-ESO-1(157-165)-specific TCR variants with affinities lying within physiological boundaries to preserve antigenic specificity and avoid cross-reactivity, as well as two outliers (i.e., a very high- and a low-affinity TCR). Primary human CD8 T cells transduced with these TCRs demonstrated robust correlations between binding measurements of TCR affinity and avidity and the biological response of the T cells, such as TCR cell-surface clustering, intracellular signaling, proliferation, and target cell lysis. Strikingly, above a defined TCR-peptide-MHC affinity threshold (K(D) < approximately 5 muM), T cell function could not be further enhanced, revealing a plateau of maximal T cell function, compatible with the notion that multiple TCRs with slightly different affinities participate equally (codominantly) in immune responses. We propose that rational design of improved self-specific TCRs may not need to be optimized beyond a given affinity threshold to achieve both optimal T cell function and avoidance of the unpredictable risk of cross-reactivity.
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A crucial method for investigating patients with coronary artery disease (CAD) is the calculation of the left ventricular ejection fraction (LVEF). It is, consequently, imperative to precisely estimate the value of LVEF--a process that can be done with myocardial perfusion scintigraphy. Therefore, the present study aimed to establish and compare the estimation performance of the quantitative parameters of the reconstruction methods filtered backprojection (FBP) and ordered-subset expectation maximization (OSEM). METHODS: A beating-heart phantom with known values of end-diastolic volume, end-systolic volume, and LVEF was used. Quantitative gated SPECT/quantitative perfusion SPECT software was used to obtain these quantitative parameters in a semiautomatic mode. The Butterworth filter was used in FBP, with the cutoff frequencies between 0.2 and 0.8 cycles per pixel combined with the orders of 5, 10, 15, and 20. Sixty-three reconstructions were performed using 2, 4, 6, 8, 10, 12, and 16 OSEM subsets, combined with several iterations: 2, 4, 6, 8, 10, 12, 16, 32, and 64. RESULTS: With FBP, the values of end-diastolic, end-systolic, and the stroke volumes rise as the cutoff frequency increases, whereas the value of LVEF diminishes. This same pattern is verified with the OSEM reconstruction. However, with OSEM there is a more precise estimation of the quantitative parameters, especially with the combinations 2 iterations × 10 subsets and 2 iterations × 12 subsets. CONCLUSION: The OSEM reconstruction presents better estimations of the quantitative parameters than does FBP. This study recommends the use of 2 iterations with 10 or 12 subsets for OSEM and a cutoff frequency of 0.5 cycles per pixel with the orders 5, 10, or 15 for FBP as the best estimations for the left ventricular volumes and ejection fraction quantification in myocardial perfusion scintigraphy.
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The alpha1-adrenergic agonist phenylephrine stimulated phospholipase D (PLD) activity in Rat 1 fibroblasts transfected to express either the wild-type hamster alpha1B-adrenoceptor or a constitutively active mutant (CAM) form of this receptor. The EC50 for agonist stimulation of PLD activity was substantially lower at the CAM receptor than at the wild-type receptor as previously noted for phenylephrine stimulation of phosphoinositidase C activity. Sustained treatment of cells expressing the CAM alpha1B-adrenoceptor with phentolamine resulted in a marked up-regulation in levels of this receptor with half-maximal effects produced within 24 h and with an EC50 of approx. 40 nM. Such an up-regulation could be produced with a range of other ligands generally viewed as alpha1-adrenoceptor antagonists but equivalent treatment of cells expressing the wild-type alpha1B-adrenoceptor was unable to mimic these effects. After sustained treatment of the CAM alpha1B-adrenoceptor expressing cells with phentolamine, basal PLD activity was increased and phenylephrine was now able to stimulate PLD activity to greater levels than in vehicle-treated CAM alpha1B-adrenoceptor-expressing cells. The EC50 for phenylephrine stimulation of PLD activity was not altered, however, by phentolamine pretreatment and the associated up-regulation of the receptor. After phentolamine-induced up-regulation of basal PLD activity, a range of alpha1-antagonists were shown to possess the characteristics of inverse agonists of the CAM alpha1B-adrenoceptor as they were able to substantially decrease the elevated basal PLD activity.
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IL-28 (IFN-λ) cytokines exhibit potent antiviral and antitumor function but their full spectrum of activities remains largely unknown. Recently, IL-28 cytokine family members were found to be profoundly down-regulated in allergic asthma. We now reveal a novel role of IL-28 cytokines in inducing type 1 immunity and protection from allergic airway disease. Treatment of wild-type mice with recombinant or adenovirally expressed IL-28A ameliorated allergic airway disease, suppressed Th2 and Th17 responses and induced IFN-γ. Moreover, abrogation of endogenous IL-28 cytokine function in IL-28Rα(-/-) mice exacerbated allergic airway inflammation by augmenting Th2 and Th17 responses, and IgE levels. Central to IL-28A immunoregulatory activity was its capacity to modulate lung CD11c(+) dendritic cell (DC) function to down-regulate OX40L, up-regulate IL-12p70 and promote Th1 differentiation. Consistently, IL-28A-mediated protection was absent in IFN-γ(-/-) mice or after IL-12 neutralization and could be adoptively transferred by IL-28A-treated CD11c(+) cells. These data demonstrate a critical role of IL-28 cytokines in controlling T cell responses in vivo through the modulation of lung CD11c(+) DC function in experimental allergic asthma. →See accompanying Closeup by Michael R Edwards and Sebastian L Johnston http://dx.doi.org/10.1002/emmm.201100143.
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Using a suitable Hull and White type formula we develop a methodology to obtain asecond order approximation to the implied volatility for very short maturities. Using thisapproximation we accurately calibrate the full set of parameters of the Heston model. Oneof the reasons that makes our calibration for short maturities so accurate is that we alsotake into account the term-structure for large maturities. We may say that calibration isnot "memoryless", in the sense that the option's behavior far away from maturity doesinfluence calibration when the option gets close to expiration. Our results provide a wayto perform a quick calibration of a closed-form approximation to vanilla options that canthen be used to price exotic derivatives. The methodology is simple, accurate, fast, andit requires a minimal computational cost.
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The choice network revenue management model incorporates customer purchase behavioras a function of the offered products, and is the appropriate model for airline and hotel networkrevenue management, dynamic sales of bundles, and dynamic assortment optimization.The optimization problem is a stochastic dynamic program and is intractable. A certainty-equivalencerelaxation of the dynamic program, called the choice deterministic linear program(CDLP) is usually used to generate dyamic controls. Recently, a compact linear programmingformulation of this linear program was given for the multi-segment multinomial-logit (MNL)model of customer choice with non-overlapping consideration sets. Our objective is to obtaina tighter bound than this formulation while retaining the appealing properties of a compactlinear programming representation. To this end, it is natural to consider the affine relaxationof the dynamic program. We first show that the affine relaxation is NP-complete even for asingle-segment MNL model. Nevertheless, by analyzing the affine relaxation we derive a newcompact linear program that approximates the dynamic programming value function betterthan CDLP, provably between the CDLP value and the affine relaxation, and often comingclose to the latter in our numerical experiments. When the segment consideration sets overlap,we show that some strong equalities called product cuts developed for the CDLP remain validfor our new formulation. Finally we perform extensive numerical comparisons on the variousbounds to evaluate their performance.
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Objectives: Existing VADs are single-ventricle pumps needing anticoagulation. We developed a bi-ventricular external assist device that partially reproduces the physiological muscle function of the heart. This artificial muscle could wrap the heart and improve its contractile force.Methods: The device has a carbon fiber skeleton fitting a 30-40kg patient's heart, to which a Nitinol based artificial muscle is connected. The artificial muscle wraps both ventricles. The Nitinol fibers are woven on a Kevlar mesh surrounding each ventricle. The fibers are electrically driven with a dedicated control unit developed for this purpose. We assessed hemodynamic performances of this device using a previously described dedicated bench test. Volume ejected and pressure gradient have been measured with afterload ranging from 10 to 50mmHg.Results: With an afterload of 50mmHg the system has an ejection fraction of 4% on the right side and 5% on the left side. The system is able to generate a systolic ejection of 2.2mL on the right side and 3.25mL on the left side. With an afterload of 25mmHg the results are reduced of about 20%. The activation frequency can reach 80/minute resulting in a total volume displacement of 176mL/minute on the right side and 260mL/minute on the left side.Conclusions: These preliminary studies confirmed the possibility of improving the ejection fraction of a failing heart using artificial muscle for external cardiac compression avoiding anticoagulation therapy. This device could be helpful in weaning cardio-pulmonary bypass and/or for short-term cardio-circulatory support in pediatric population with cardiac failure.
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Among the underlying assumptions of the Black-Scholes option pricingmodel, those of a fixed volatility of the underlying asset and of aconstantshort-term riskless interest rate, cause the largest empirical biases. Onlyrecently has attention been paid to the simultaneous effects of thestochasticnature of both variables on the pricing of options. This paper has tried toestimate the effects of a stochastic volatility and a stochastic interestrate inthe Spanish option market. A discrete approach was used. Symmetricand asymmetricGARCH models were tried. The presence of in-the-mean and seasonalityeffectswas allowed. The stochastic processes of the MIBOR90, a Spanishshort-terminterest rate, from March 19, 1990 to May 31, 1994 and of the volatilityofthe returns of the most important Spanish stock index (IBEX-35) fromOctober1, 1987 to January 20, 1994, were estimated. These estimators wereused onpricing Call options on the stock index, from November 30, 1993 to May30, 1994.Hull-White and Amin-Ng pricing formulas were used. These prices werecomparedwith actual prices and with those derived from the Black-Scholesformula,trying to detect the biases reported previously in the literature. Whereasthe conditional variance of the MIBOR90 interest rate seemed to be freeofARCH effects, an asymmetric GARCH with in-the-mean and seasonalityeffectsand some evidence of persistence in variance (IEGARCH(1,2)-M-S) wasfoundto be the model that best represent the behavior of the stochasticvolatilityof the IBEX-35 stock returns. All the biases reported previously in theliterature were found. All the formulas overpriced the options inNear-the-Moneycase and underpriced the options otherwise. Furthermore, in most optiontrading, Black-Scholes overpriced the options and, because of thetime-to-maturityeffect, implied volatility computed from the Black-Scholes formula,underestimatedthe actual volatility.
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TGF-β and myostatin are the two most important regulators of muscle growth. Both growth factors have been shown to signal through a Smad3-dependent pathway. However to date, the role of Smad3 in muscle growth and differentiation is not investigated. Here, we demonstrate that Smad3-null mice have decreased muscle mass and pronounced skeletal muscle atrophy. Consistent with this, we also find increased protein ubiquitination and elevated levels of the ubiquitin E3 ligase MuRF1 in muscle tissue isolated from Smad3-null mice. Loss of Smad3 also led to defective satellite cell (SC) functionality. Smad3-null SCs showed reduced propensity for self-renewal, which may lead to a progressive loss of SC number. Indeed, decreased SC number was observed in skeletal muscle from Smad3-null mice showing signs of severe muscle wasting. Further in vitro analysis of primary myoblast cultures identified that Smad3-null myoblasts exhibit impaired proliferation, differentiation and fusion, resulting in the formation of atrophied myotubes. A search for the molecular mechanism revealed that loss of Smad3 results in increased myostatin expression in Smad3-null muscle and myoblasts. Given that myostatin is a negative regulator, we hypothesize that increased myostatin levels are responsible for the atrophic phenotype in Smad3-null mice. Consistent with this theory, inactivation of myostatin in Smad3-null mice rescues the muscle atrophy phenotype.
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The AP-1 family transcription factor ATF2 is essential for development and tissue maintenance in mammals. In particular, ATF2 is highly expressed and activated in the brain and previous studies using mouse knockouts have confirmed its requirement in the cerebellum as well as in vestibular sense organs. Here we present the analysis of the requirement for ATF2 in CNS development in mouse embryos, specifically in the brainstem. We discovered that neuron-specific inactivation of ATF2 leads to significant loss of motoneurons of the hypoglossal, abducens and facial nuclei. While the generation of ATF2 mutant motoneurons appears normal during early development, they undergo caspase-dependent and independent cell death during later embryonic and foetal stages. The loss of these motoneurons correlates with increased levels of stress activated MAP kinases, JNK and p38, as well as aberrant accumulation of phosphorylated neurofilament proteins, NF-H and NF-M, known substrates for these kinases. This, together with other neuropathological phenotypes, including aberrant vacuolisation and lipid accumulation, indicates that deficiency in ATF2 leads to neurodegeneration of subsets of somatic and visceral motoneurons of the brainstem. It also confirms that ATF2 has a critical role in limiting the activities of stress kinases JNK and p38 which are potent inducers of cell death in the CNS.
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What determined the volatility of asset prices in Germany between thewars? This paper argues that the influence of political factors has beenoverstated. The majority of events increasing political uncertainty hadlittle or no effect on the value of German assets and the volatility ofreturns on them. Instead, it was inflation (and the fear of it) that islargely responsible for most of the variability in asset returns.
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GLUT8 is a glucose transporter isoform expressed at high levels in testis; at intermediate levels in the brain, including the hippocampus; and at lower levels in the heart and several other tissues. GLUT8 is located in an intracellular compartment and does not appear to translocate to the cell surface, except in blastocysts, where insulin has been reported to induce its surface expression. Here, we generated mice with inactivation of the glut8 gene. We showed that expression of GLUT8 was not required for normal embryonic development and that glut8-/- mice had normal postnatal development, glucose homeostasis, and response to mild stress. Adult glut8-/- mice showed increased proliferation of hippocampal cells but no defect in memory acquisition and retention. Absence of GLUT8 from the heart did not alter heart size and morphology but led to an increase in P-wave duration, which was not associated with abnormal Nav1.5 Na+ channel or connexin expression. Thus, absence of GLUT8 expression in the mouse caused complex but mild physiological alterations.
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AIMS: The aim of this study was to investigate the heritability as well as genetic and environmental correlations of left ventricular (LV) structural and functional traits in complex pedigrees of a Caucasian population. METHODS AND RESULTS: We randomly recruited 459 white European subjects from 52 families (50% women; mean age 45 years). LV structure was measured by M-mode and 2D echocardiography and LV function was measured by conventional Doppler and tissue Doppler imaging (TDI). Other measurements included blood pressure, anthropometric, and biochemical measurements. We estimated the heritability of LV traits while adjusting for covariables, including sex, age, body height and weight, systolic and diastolic blood pressures, and heart rate. With full adjustment, heritability of LV mass was 0.23 (P= 0.025). The TDI-derived mitral annular velocities Ea and Aa showed moderate heritability (h(2)= 0.36 and 0.53, respectively), whereas the mitral inflow A peak had weak heritability (h(2) = 0.25) and the E peak was not heritable (h(2) = 0.11). We partitioned the total phenotypic correlation when it reached significance, into a genetic and an environmental component. The genetic correlations were 0.61 between the E and Ea peaks and 0.90 between the A and Aa peaks. CONCLUSION: Our study demonstrated moderate heritability for LV mass as well as the mitral annular Ea and Aa peaks. We also found significant genetic correlations between the E and Ea peaks and between the A and Aa peaks. Our current findings support the ongoing research to map and detect genetic variants that contribute to the variation in LV mass and other LV structural and functional phenotypes.