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.

The oral cancer epidemic in central and eastern Europe.

To monitor recent trends in oral and pharyngeal cancer mortality in 38 European countries, we analyzed data provided by the World Health Organization over the period 1975-2004. Joinpoint analysis was used to identify significant changes in trends. In the European Union (EU), male mortality rates rose by 2.1% per year between 1975 and 1984, by 1.0% between 1984 and 1993, and declined by 1.3% between 1993 and 2004, to reach an overall age-standardized rate of 6.1/100,000 in 2000-2004. Mortality rates were much lower in women, and the rate in the EU rose by 0.9% per year up to 2000, and levelled off to 1.1/100,000 in 2000-2004. In France and Italy - which had the highest rates in the past - male rates have steadily declined during the last two decades (annual percent change, APC=-4.8% in 1998-2004 in France, and -2.6% in 1986-2003 in Italy). Persisting rises were, however, observed in several central and eastern European countries, with exceedingly high rates in Hungary (21.1/100,000; APC=6.9% in 1975-1993 and 1.4% in 1993-2004) and Slovakia (16.9/100,000; APC=0.14% in 1992-2004). In middle aged (35 to 64) men, oral and pharyngeal cancer mortality rates in Hungary (55.2/100,000) and Slovakia (40.8/100,000) were comparable to lung cancer rates in several major European countries. The highest rates for women were in Hungary (3.3/100,000; APC=4.7% in 1975-2004) and Denmark (1.6/100,000; APC=1.3% in 1975-2001). Oral and pharyngeal cancer mortality essentially reflects the different patterns in tobacco smoking and alcohol drinking, including drinking patterns and type of alcohol in central Europe. (c) 2009 UICC.

Continuous-time formulation of reaction-diffusion processes on heterogeneous metapopulations

We present the derivation of the continuous-time equations governing the limit dynamics of discrete-time reaction-diffusion processes defined on heterogeneous metapopulations. We show that, when a rigorous time limit is performed, the lack of an epidemic threshold in the spread of infections is not limited to metapopulations with a scale-free architecture, as it has been predicted from dynamical equations in which reaction and diffusion occur sequentially in time

An integrated approach for the assessment of HAB dynamics in two NW Mediterranean bays from a GEOHAB perspective

Alfacs and Fangar Bay in the Ebro Delta, NW Mediterranean are the major sites in Catalonia for shellfish cultivation. These bays are subject to occasional closures in shellfish harvesting due to the presence of phycotoxins. Fish kills have also been associated with harmful algal blooms. The comparison of phytoplankton dynamics in both bays offers the opportunity to reveal differences in bloom patterns of species known to be harmful for the ecosystem and aquaculture activities. Field research is underway under the GEOHAB framework within the Core Research Project on HABs in Fjords and Coastal Embayments. The overall objective of this study is to improve our understanding of HAB biogeographical patterns, and key elements driving bloom dynamics in time and space within these semi-constrained embayments. Via the comparative approach we aim to improve the prediction for monitoring purposes, with a focus on Karlodinium spp. associated with massive kills of aquaculture species. This objective is addressed by incorporating long-term time series of phytoplankton identification and enumeration with the first results of recent field work in both bays. The latter includes the application of optical sensors, to yield a complementary view with enhanced spatial and temporal resolution of bloom phenomena.

IL-6 activated integrated BATF/IRF4 functions in lymphocytes are T-bet-independent and reversed by subcutaneous immunotherapy.

IL-6 plays a central role in supporting pathological TH2 and TH17 cell development and inhibiting the protective T regulatory cells in allergic asthma. TH17 cells have been demonstrated to regulate allergic asthma in general and T-bet-deficiency-induced asthma in particular. Here we found an inverse correlation between T-bet and Il-6 mRNA expression in asthmatic children. Moreover, experimental subcutaneous immunotherapy (SIT) in T-bet((-/-)) mice inhibited IL-6, IL-21R and lung TH17 cells in a setting of asthma. Finally, local delivery of an anti-IL-6R antibody in T-bet((-/-)) mice resulted in the resolution of this allergic trait. Noteworthy, BATF, crucial for the immunoglobulin-class-switch and TH2,TH17 development, was found down-regulated in the lungs of T-bet((-/-)) mice after SIT and after treatment with anti-IL-6R antibody, indicating a critical role of IL-6 in controlling BATF/IRF4 integrated functions in TH2, TH17 cells and B cells also in a T-bet independent fashion in allergic asthma.

Stimulated sweating as a therapy to reduce interdialytic weight gain and improve potassium balance in chronic hemodialysis patients: a pilot study.

Controlling the extracellular volume in hemodialysis patients is a difficult task. The aim of this study was to evaluate the capacity of different methods of stimulated sweating to reduce mean interdialytic weight gain (IWG), to improve blood pressure regulation, and potassium/urea balance. Two center, crossover pilot study. In Lausanne, hemodialysis patients took four hot-water baths a week, 30 minutes each, on nondialysis days during 1 month. In Sfax, patients visited the local Hammam Center four times a week. Hemodynamic parameters were recorded, and weekly laboratory analysis was performed. Results were compared with a preceding 1-month control period. In Lausanne, five patients (all men, median age 55 years) participated. Bathing temperature was (mean ± standard deviation) 41.2 ± 3°C and sweating-induced weight loss 600 ± 500 g. Mean IWG (control vs. intervention period) decreased from 2.3 ± 0.9 to 1.8 ± 1 kg (P = 0.004), Systolic blood pressure from 139 ± 21 to 136 ± 22 mmHg (P = 0.4), and diastolic blood pressure form 79 ± 12 to 75 ± 13 mmHg (P = 0.08); antihypertensive therapy could be reduced from 2.8 ± 0.4 to 1.9 ± 0.5 antihypertensive drugs per patient (P = 0.01). In Sfax (n = 9, median age 46 years), weight loss per Hammam session was 420 ± 100 g. No differences were found in IWG or BP, but predialysis serum potassium level decreased from 5.9 ± 0.8 to 5.5 ± 0.9 mmol/L (P = 0.04) and urea from 26.9 ± 6 to 23.1 ± 6 mmol/L (P = 0.02). Hot-water baths appear to be a safe way to reduce IWG in selected hemodialysis patients. Hammam visits reduce serum potassium and urea levels, but not IWG. More data in larger patient groups are necessary before definite conclusion can be drawn.

Efficacy of daptomycin in the treatment of experimental endocarditis due to susceptible and multidrug-resistant enterococci.

OBJECTIVES: Daptomycin was tested in vitro and in rats with experimental endocarditis against the ampicillin-susceptible and vancomycin-susceptible Enterococcus faecalis JH2-2, the vancomycin-resistant (VanA type) mutant of strain JH2-2 (strain JH2-2/pIP819), and the ampicillin-resistant and vancomycin-resistant (VanB type) Enterococcus faecium D366. METHODS: Rats with catheter-induced aortic vegetations were treated with doses simulating intravenously kinetics in humans of daptomycin (6 mg/kg every 24 h), amoxicillin (2 g every 6 h), vancomycin (1 g every 12 h) or teicoplanin (12 mg/kg every 12 h). Treatment was started 16 h post-inoculation and continued for 2 days. RESULTS: MICs of daptomycin were 1, 1 and 2 mg/L, respectively, for strains JH2-2, JH2-2/pIP819 and D366. In time-kill studies, daptomycin showed rapid (within 2 h) bactericidal activity against all strains. Daptomycin was highly bound to rat serum proteins (89%). In the presence of 50% rat serum, simulating free concentrations, daptomycin killing was maintained but delayed (6-24 h). In vivo, daptomycin treatment resulted in 10 of 12 (83%), 9 of 11 (82%) and 11 of 12 (91%) culture-negative vegetations in rats infected with strains JH2-2, JH2-2/pIP819 and D366, respectively (P < 0.001 compared to controls). Daptomycin efficacy was comparable to that of amoxicillin and vancomycin for susceptible isolates. Daptomycin, however, was significantly (P < 0.05) more effective than teicoplanin against the glycopeptide-susceptible strain JH2-2 and superior to all comparators against resistant isolates. CONCLUSIONS: These results support the use of the newly proposed daptomycin dose of 6 mg/kg every 24 h for treatment of enterococcal infections in humans.

Sexuality in the puerperium: the experience of a group of women

Puerperium is a period of great changes in women's lives, in physiological, psychological and socio-cultural terms. Female sexuality is a broad topic that should be explored vis-à-vis the singularity of woman's experiences which themselves vary at different moments in time. This article is part of the project: Sexuality in the Puerperium, the objective of which was to understand what women's experience of their sexuality is in the postpartum period. Observation and semi-structured interview were used. The research approach was qualitative and narrative was used as the conceptual and methodological method. Six primiparas who gave birth in a public hospital in São Paulo took part in the study. Observation took place in the in-patients unit in the immediate post-partum period. The interviews were conducted in the women´s homes. The results of the study have enabled an understanding to be formed of the meanings and changes in sexuality during the postpartum period as well as of the experiences every woman faces in her new roles, relationships and difficulties.

Sequential estimation of time-varying multipath channel for MIMO-OFDM systems

In this paper, we introduce a pilot-aided multipath channel estimator for Multiple-Input Multiple-Output (MIMO) Orthogonal Frequency Division Multiplexing (OFDM) systems. Typical estimation algorithms assume the number of multipath components and delays to be known and constant, while theiramplitudes may vary in time. In this work, we focus on the more realistic assumption that also the number of channel taps is unknown and time-varying. The estimation problem arising from this assumption is solved using Random Set Theory (RST), which is a probability theory of finite sets. Due to the lack of a closed form of the optimal filter, a Rao-Blackwellized Particle Filter (RBPF) implementation of the channel estimator is derived. Simulation results demonstrate the estimator effectiveness.

Explaining parental dedication to child care in Spain

The quality of the time dedicated to child care has potential positive effects on children’s life chances. However, the determinants of parental time allocation to child care remain largely unexplored, particularly in context undergoing rapid family change such as Spain. We assess two alternative explanations for differences between parents in the amount of time spent with children. The first, based in the relative resources hypothesis, links variation in time spent with children to the relative attributes (occupation, education or income) of one partner to the other. The second, derived from the social status hypothesis, suggests that variation in time spent with children is attributable to the relative social position of the pair (i.e. higher status couples spend more time with children regardless of within-couple difference).To investigate theses questions, we use a sample of adults (18-50) from the Spanish Time Use Survey (STUS) 2002-2003 (n=7,438). Limiting the analysis to adults who are married or in consensual unions, the STUS allows to assess both the quantity and quality of parental time spent with children. We find little support for the “relative resources hypothesis”. Instead, consistent with the “social status hypothesis”, we find that time spent on child care is attributable to the social position of the couple, regardless of between-parent differences in income of education.

BAL9141, a novel extended-spectrum cephalosporin active against methicillin-resistant Staphylococcus aureus in treatment of experimental endocarditis.

The therapeutic efficacy of BAL9141 (formerly Ro 63-9141), a novel cephalosporin with broad in vitro activity that also has activity against methicillin-resistant Staphylococcus aureus (MRSA), was investigated in rats with experimental endocarditis. The test organisms were homogeneously methicillin-resistant S. aureus strain COL transformed with the penicillinase-encoding plasmid pI524 (COL Bla+) and homogeneously methicillin-resistant, penicillinase-producing isolate P8-Hom, selected by serial exposure of parent strain P8 to methicillin. The MICs of BAL9141 for these organisms (2 mg/liter) were low, and BAL9141was bactericidal in time-kill curve studies after 24 h of exposure to either two, four, or eight times the MIC. Rats with experimental endocarditis were treated in a three-arm study with a continuous infusion of BAL5788 (formerly Ro 65-5788), a carbamate prodrug of BAL9141, or with amoxicillin-clavulanate or vancomycin. The rats were administered BAL9141 to obtain steady-state target levels of 20, 10, and 5 mg of per liter or were administered either 1.2 g of amoxicillin-clavulanate (ratio 5:1) every 6 h or 1 g of vancomycin every 12 h at changing flow rates to simulate the pharmacokinetics produced in humans by intermittent intravenous treatment. Treatment was started 12 h after bacterial challenge and lasted for 3 days. BAL9141 was successful in the treatment of experimental endocarditis due to either MRSA isolate COL Bla+ or MRSA isolate P8-Hom at the three targeted steady-state concentrations and sterilized &gt;90% of cardiac vegetations (P &lt; 0.005 versus controls; P &lt; 0.05 versus amoxicillin-clavulanate and vancomycin treatment groups). These promising in vivo results with BAL9141 correlated with the high affinity of the drug for PBP 2a and its stability to penicillinase hydrolysis observed in vitro.

Sibling rivalry and vocal negotiation in the barn owl Tyto alba

Chez les animaux, les jeunes dépendant des parents durant leur développement sont en compétition pour obtenir la nourriture, qu'ils quémandent par des cris et postures ostentatoires et se disputent physiquement. Les frères et soeurs n'ont pas la même compétitivité, en particulier s'ils diffèrent en âge, et leur niveau de faim fluctue dans le temps. Comme dans tout type de compétition, chacun doit ajuster son investissement aux rivaux, c'est à dire aux besoins et comportements de ses frères et soeurs. Dans le contexte de la famille, selon la théorie de sélection de parentèle, les jeunes bénéficient de leur survie mutuelle et donc de la propagation de la part de gènes qu'ils ont en commun. L'hypothèse de la « négociation frères-soeurs » prédit que, sous certaines conditions, les jeunes négocient entre eux la nourriture, ce qui réduit les coûts de compétition et permet de favoriser les frères et soeurs les plus affamés. La littérature actuelle se focalise sur les signaux de quémande entre enfants et parents et les interactions compétitives frères-soeurs sont étudiées principalement au sein de paires, alors que les nichées ou portées en comprennent souvent de nombreux. Cette thèse vise à mieux comprendre comment et jusqu'à quel point plusieurs jeunes ajustent mutuellement leurs signaux de besoin. C'est une question importante, étant donné que cela influence la répartition de nourriture entre eux, donc la résolution du conflit qui les oppose et à terme leur valeur évolutive. Le modèle d'étude est la chouette effraie (Tyto alba), chez laquelle jusqu'à neufs poussins émettent des milliers de cris chacun par nuit. Ils négocieraient entre eux la prochaine proie indivisible rapportée au nid avant que les parents ne reviennent : un poussin affamé crie plus qu'un autre moins affamé, ce qui dissuade ce dernier de crier en retour et par la suite de quémander la nourriture aux parents. L'investissement optimal correspondrait donc à écarter son frère en permanence vu que l'arrivée des parents est imprévisible, mais à moindre coût. Dans un premier axe, nous avons exploré au sein de dyades les mécanismes acoustiques permettant aux poussins de doser leur effort vocal durant les heures de compétition où ils sont laissés seuls au nid. Nous avons trouvé que les poussins évitent de crier simultanément, ce qui optimiserait la discrimination du nombre et de la durée de leurs cris, lesquels reflètent de façon honnête leur niveau de faim et donc leur motivation. L'alternance des cris paraît particulièrement adaptée au fait que les poussins se fient à des variations temporelles subtiles dans le rythme et la durée de leurs vocalisations pour prendre la parole. En particulier, allonger ses cris tout en criant moins dissuade efficacement le rival de répondre, ce qui permet de monopoliser la parole dans de longs « monologues ». Ces règles seraient universelles puisqu'elles ne dépendent pas de la séniorité, de la faim, ni de la parenté et les poussins répondent à un playback de façon similaire à un vrai frère. Tous ces résultats apportent la première preuve expérimentale que les juvéniles communiquent de façon honnête sur leurs besoins, ajustent activement le rythme de leurs cris et utilisent des composantes multiples de leurs vocalisations d'une façon qui réduit le coût de la compétition. De plus, il s'agit de la première démonstration que des règles de conversation régissent de longs échanges vocaux chez les animaux de façon comparable aux règles basiques observées chez l'Homme. Dans un second axe, nous avons exploré les stratégies comportementales que les poussins adoptent pour rivaliser avec plusieurs frères et soeurs, par le biais d'expériences de playback. Nous avons trouvé que les poussins mémorisent des asymétries de compétitivité entre deux individus qui dialoguent et répondent plus agressivement au moins compétitif une fois qu'ils sont confrontés à chacun isolément. Dans la même ligne, quand ils entendent un nombre variable d'individus criant à un taux variable, les poussins investissent le plus contre des rivaux moins nombreux et moins motivés. En accord avec les prédictions des modèles théoriques, les poussins de chouette effraie escaladent donc les conflits pour lesquels leur chance de gagner contrebalance le plus l'énergie dépensée. Nous révélons ainsi que 1) les jeunes frères et soeurs 'espionnent' les interactions de leurs rivaux pour évaluer leur compétitivité relative, ce qui est sans doute moins coûteux qu'une confrontation directe avec chacun, et 2) dosent leur investissement vocal en fonction du nombre de rivaux actuellement en compétition et de leur motivation de façon concomitante. Ces résultats montrent que les interactions entre frères et soeurs au nid reposent sur des mécanismes similaires à ceux observés, mais encore de façon anecdotique, chez les adultes non apparentés qui se disputent les territoires et partenaires sexuels. Cette thèse souligne donc combien il est crucial de considérer dorénavant la famille comme un réseau de communication à part entière pour mieux comprendre comment les jeunes résolvent les conflits autour du partage des ressources parentales. Plus généralement, elle révèle l'importance de la dynamique temporelle des vocalisations dans les conflits et la communication des animaux. A la lumière de nos résultats, la chouette effraie apparaît comme un modèle clé pour de futures recherches sur la résolution des conflits et la communication acoustique. - In species with parental care, offspring contest priority access to food by begging through conspicuous postures and vocalisations and by physically jockeying. Siblings differ in their competitiveness, especially in the case of age and size hierarchies, and their hunger level fluctuates in time. As in competition in general, each individual should adjust its investment to opponents that is to say to its siblings' needs and behaviours. In the particular context of family, according to kin selection theory, siblings derive extra fitness benefits from their mutual survival and hence the spreading of the genes they share. The "sibling negotiation" predicts that, under certain conditions, young would negotiate among them priority access to food, which reduces competition costs and enables promoting the most hungry siblings. To date, the literature focuses on signals of need between parents and offspring and competitive interactions (in particular among siblings) are mostly studied within pairwise interactions, yet they commonly involve more numerous rivals. This PhD aims at better understanding how and the extent to which several young siblings compete through signalling. This is important since this influences how food is allocated among them, thus the outcome of sibling rivalry and ultimately their fitness. I use the barn owl (Tyto alba) as a model, in which the one to nine nestlings emit a simple noisy call thousands of times per night. Thereby, they would negotiate among them priority access to the indivisible food next delivered prior to parents' feeding visits. A hungry nestling emits more calls than a less hungry sibling, which deters it to call in return and ultimately beg food at parents. The optimal investment thus corresponds to constantly deterring the rival to compete, given that parents' arrival is unpredictable, but at the lowest costs. In the first axis of my thesis, we explored within dyads the acoustic mechanisms by which owlets dose vocal effort when competing during the hours they are left alone. We found that owlets avoid overlapping each other's calls. This would enhance the discrimination of both call number and duration, which honestly reflect individuals' hunger level and hence motivation to compete. Such antiphony seems best adapted to the fact that siblings actually use subtle temporal variations in the rhythm and duration of their calls to take or give their turn. Owlets alternate monologs, in which lengthening calls efficiently deters the rival to respond while reducing call number. Such rules depend neither on seniority, hunger level nor kinship since nestlings responded similarly to a live sibling and an unrelated playback individual. Taken together, these findings provide the first experimental proof that dependent young honestly communicate about their need, actively adjust the timing of their calls and use multicomponent signals in a way that reduces vocal costs. Moreover, this is the first demonstration of conversational rules underlying animal long-lasting vocal exchanges comparable to the basic turn-taking signals observed in humans. In the second axis, we focused on the behavioural strategies owlets adopt to compete with more than one sibling, using playback experiments. We found that singleton bystanders memorised competitive asymmetries between two playback individuals dialoguing and responded more aggressively to the submissive one once they later faced each of both alone. Moreover, when hearing a varying number of nestlings calling at varying rates, owlets vocally invested the most towards fewer and less motivated rivals. In line with predictions from models on conflict settlement, barn owls thus escalate contests in which their chance of winning best counterbalances the energy spent. These results reveal that young socially eavesdrop on their siblings' interactions to assess their relative competitiveness at likely lower costs than direct confrontation, and dose vocal effort relative to both their number and motivation. This shows that young siblings' interactions imply mechanisms similar to those observed, yet still anecdotally, in unrelated adults that contest mates and territories. This PhD therefore highlights how crucial it is to further consider family as a communication network to better understand how siblings resolve conflicts over the share of parental resources. More generally, it provides important insights into the role of the temporal dynamics of signalling during animal contests and communication. In the light of our findings, the barn owl emerges as a key model for future research on conflict resolution and acoustic communication in animals.

Dietary supplementation with omega-3 in cystic fibrosis patients

Accumulation of neutr ophils releasing proteolytic enzymes and free radicals induceprogressive lung tissue destruction in CF. Among several hfflammatory mediatorsimplicated in this process, leukotriene B 4 (LTB4) product of arachidonic (AA;20:4n 6) omega 6 polytmsaturated fatty acid (PUFA) plays an important role.Various anti inflammatory strategies including dietary supplementation of omega 3PUFA, known to favor the synthesis of less active leukotriene B 5 (LTBs), have beeninvestigated. To further explore this nutritional approach, biological effects of anomega 3 PUFA oral supplementation (n 3 OS) were measured in 17 CF patients haa prospective, randomized, double blind, crossover study. CF patients (mean age:18 + 9 years, FEVI: 66 + 29 %) received a dietary supplementation enriched, or not,ha omega 3 PUFA during a 2 x 6 months period. A modification in neutrophilmembrane PUFA composition was observed under n 3 OS with an increase in EPA(20:5n 3) PUFA (from 0.66 ± 0.56 to 1.60 ± 0.61 ~tmol %, P< 0.01). The LTB jLTB 5ratio was decreased (from 72 + 27 to 24 + 7, P< 0.C~31), in CF patients taking n 3OS. However, n 3 OS supplementation did neither affect the internalization of bothIL 8 receptors following IL 8 exposure, nor IL 8 induced neutrophil chemotaxis.Our results show that n 3 PUFA are absorbed and incorporated in neutrophilmembrmae. The consecutive decrease ha LTBjLTB 5 ratio suggests that, ha theseconditions, neutr ophils may produce less toxic mediators from the AA pathway. Thepotential clinical benefit for CF patients still needs to be assessed with furtherstudies of longer duration and including more patients.

Cancer risk in the Swiss HIV Cohort Study: associations with immunodeficiency, smoking, and highly active antiretroviral therapy.

BACKGROUND: Persons infected with human immunodeficiency virus (HIV) have an increased risk for several cancers, but the influences of behavioral risk factors, such as smoking and intravenous drug use, and highly active antiretroviral therapy (HAART) on cancer risk are not clear. METHODS: Patient records were linked between the Swiss HIV Cohort Study and Swiss cantonal cancer registries. Observed and expected numbers of incident cancers were assessed in 7304 persons infected with HIV followed for 28,836 person-years. Relative risks for cancer compared with those for the general population were determined by estimating cancer registry-, sex-, age-, and period-standardized incidence ratios (SIRs). RESULTS: Highly elevated SIRs were confirmed in persons infected with HIV for Kaposi sarcoma (KS) (SIR = 192, 95% confidence interval [CI] = 170 to 217) and non-Hodgkin lymphoma (SIR = 76.4, 95% CI = 66.5 to 87.4). Statistically significantly elevated SIRs were also observed for anal cancer (SIR = 33.4, 95% CI = 10.5 to 78.6); Hodgkin lymphoma (SIR = 17.3, 95% CI = 10.2 to 27.4); cancers of the cervix (SIR = 8.0, 95% CI = 2.9 to 17.4); liver (SIR = 7.0, 95% CI = 2.2 to 16.5); lip, mouth, and pharynx (SIR = 4.1, 95% CI = 2.1 to 7.4); trachea, lung, and bronchus (SIR = 3.2, 95% CI = 1.7 to 5.4); and skin, nonmelanomatous (SIR = 3.2, 95% CI = 2.2 to 4.5). In HAART users, SIRs for KS (SIR = 25.3, 95% CI = 10.8 to 50.1) and non-Hodgkin lymphoma (SIR = 24.2, 95% CI = 15.0 to 37.1) were lower than those for nonusers (KS SIR = 239, 95% CI = 211 to 270; non-Hodgkin lymphoma SIR = 99.3, 95% CI = 85.8 to 114). Among HAART users, however, the SIR (although not absolute numbers) for Hodgkin lymphoma (SIR = 36.2, 95% CI = 16.4 to 68.9) was comparable to that for KS and non-Hodgkin lymphoma. No clear impact of HAART on SIRs emerged for cervical cancer or non-acquired immunodeficiency syndrome-defining cancers. Cancers of the lung, lip, mouth, or pharynx were not observed among nonsmokers. CONCLUSION: In persons infected with HIV, HAART use may prevent most excess risk of KS and non-Hodgkin lymphoma, but not that of Hodgkin lymphoma and other non-acquired immunodeficiency syndrome-defining cancers. No cancers of the lip, mouth, pharynx, or lung were observed in nonsmokers.

How geographic distance and depth drive ecological variability and isolation of demersal fish communities in an archipelago system (Cape Verde, Eastern Atlantic Ocean)

Cape Verde is a tropical oceanic ecosystem, highly fragmented and dispersed, with islands physically isolated by distance and depth. To understand how isolation affects the ecological variability in this archipelago, we conducted a research project on the community structure of the 18 commercially most important demersal fishes. An index of ecological distance based on species relative dominance (Di) is developed from Catch Per Unit Effort, derived from an extensive database of artisanal fisheries. Two ecological measures of distance between islands are calculated: at the species level, DDi, and at the community level, DD (sum of DDi). A physical isolation factor (Idb) combining distance (d) and bathymetry (b) is proposed. Covariance analysis shows that isolation factor is positively correlated with both DDi and DD, suggesting that Idb can be considered as an ecological isolation factor. The effect of Idb varies with season and species. This effect is stronger in summer (May to November), than in winter (December to April), which appears to be more unstable. Species react differently to Idb, independently of season. A principal component analysis on the monthly (DDi) for the 12 islands and the 18 species, complemented by an agglomerative hierarchical clustering, shows a geographic pattern of island organization, according to Idb. Results indicate that the ecological structure of demersal fish communities of Cape Verde archipelago, both in time and space, can be explained by a geographic isolation factor. The analytical approach used here is promising and could be tested in other archipelago systems.