881 resultados para component volatility


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Coats plus is a highly pleiotropic disorder particularly affecting the eye, brain, bone and gastrointestinal tract. Here, we show that Coats plus results from mutations in CTC1, encoding conserved telomere maintenance component 1, a member of the mammalian homolog of the yeast heterotrimeric CST telomeric capping complex. Consistent with the observation of shortened telomeres in an Arabidopsis CTC1 mutant and the phenotypic overlap of Coats plus with the telomeric maintenance disorders comprising dyskeratosis congenita, we observed shortened telomeres in three individuals with Coats plus and an increase in spontaneous gamma H2AX-positive cells in cell lines derived from two affected individuals. CTC1 is also a subunit of the alpha-accessory factor (AAF) complex, stimulating the activity of DNA polymerase-alpha primase, the only enzyme known to initiate DNA replication in eukaryotic cells. Thus, CTC1 may have a function in DNA metabolism that is necessary for but not specific to telomeric integrity.

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This study aimed to map phytophysiognomies of an area of Ombrophilous Dense Forest at Parque Estadual da Serra do Mar and characterize their floristic composition. Photointerpretation of aerial photographs in scale of 1:35,000 was realized in association with field work. Thirteen physiognomies were mapped and they were classified as Montane Ombrophilous Dense Forest, Alluvial Ombrophilous Dense Forest or Secondary System. Three physiognomies identified at Casa de Pedra streamlet's basin were studied with more details. Riparian forest (RF), valley forest (VF), and hill forest (HF) presented some floristic distinction, as confirmed by Detrended Correspondence Analysis (DCA) and Indicator Species Analysis (ISA) conducted here. Anthropic or natural disturbances and heterogeneity of environmental conditions may be the causes of physiognomic variation in the vegetation of the region. The results presented here may be useful to decisions related to management and conservation of Núcleo Santa Virgínia forests, in general.

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[EN] Programming software for controlling robotic systems in order to built working systems that perform adequately according to their design requirements remains being a task that requires an important development effort. Currently, there are no clear programming paradigms for programming robotic systems, and the programming techniques which are of common use today are not adequate to deal with the complexity associated with these systems. The work presented in this document describes a programming tool, concretely a framework, that must be considered as a first step to devise a tool for dealing with the complexity present in robotics systems. In this framework the software that controls a system is viewed as a dynamic network of units of execution inter-connected by means of data paths. Each one of these units of execution, called a component, is a port automaton which provides a given functionality, hidden behind an external interface specifying clearly which data it needs and which data it produces. Components, once defined and built, may be instantiated, integrated and used as many times as needed in other systems. The framework provides the infrastructure necessary to support this concept for components and the inter communication between them by means of data paths (port connections) which can be established and de-established dynamically. Moreover, and considering that the more robust components that conform a system are, the more robust the system is, the framework provides the necessary infrastructure to control and monitor the components than integrate a system at any given instant of time.

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[ES] Uno de los cinco componentes de la arquitectura triskel,  una base de datos NoSQL que trata de dar solución al problema de Big data de la web semántica, el  gran número de identificadores de recursos que se necesitarían debido al creciente número de sitios web, concretamente el motor de gestión de ejecución de patrones basados en tripletas y en la tecnología RDF. Se encarga de recoger la petición de consulta por parte del intérprete, analizar los patrones que intervienen en la consulta en busca de dependencias explotables entre ellos, y así poder realizar la consulta con mayor rapidez además de ir resolviendo los diferentes patrones contra el almacenamiento, un TripleStore, y devolver el resultado de la petición en una tabla.

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[ES] SPARQL Interpreter es uno de los cinco componentes de la Arquitectura Triskel, una arquitectura de software para una base de datos NoSQL que intenta aportar una solución al problema de Big Data en la web semántica. Este componente da solución al problema de la comunicación entre el lenguaje y el motor, interpretando las consultas que se realicen contra el almacenamiento en lenguaje SPARQL y generando una estructura de datos que los componentes inferiores puedan leer y ejecutar.

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In this work we address the problem of finding formulas for efficient and reliable analytical approximation for the calculation of forward implied volatility in LSV models, a problem which is reduced to the calculation of option prices as an expansion of the price of the same financial asset in a Black-Scholes dynamic. Our approach involves an expansion of the differential operator, whose solution represents the price in local stochastic volatility dynamics. Further calculations then allow to obtain an expansion of the implied volatility without the aid of any special function or expensive from the computational point of view, in order to obtain explicit formulas fast to calculate but also as accurate as possible.

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Group B Streptococcus (GBS), in its transition from commensal to pathogen, will encounter diverse host environments and thus require coordinately controlling its transcriptional responses to these changes. This work was aimed at better understanding the role of two component signal transduction systems (TCS) in GBS pathophysiology through a systematic screening procedure. We first performed a complete inventory and sensory mechanism classification of all putative GBS TCS by genomic analysis. Five TCS were further investigated by the generation of knock-out strains, and in vitro transcriptome analysis identified genes regulated by these systems, ranging from 0.1-3% of the genome. Interestingly, two sugar phosphotransferase systems appeared differently regulated in the knock-out mutant of TCS-16, suggesting an involvement in monitoring carbon source availability. High throughput analysis of bacterial growth on different carbon sources showed that TCS-16 was necessary for growth of GBS on fructose-6-phosphate. Additional transcriptional analysis provided further evidence for a stimulus-response circuit where extracellular fructose-6-phosphate leads to autoinduction of TCS-16 with concomitant dramatic up-regulation of the adjacent operon encoding a phosphotransferase system. The TCS-16-deficient strain exhibited decreased persistence in a model of vaginal colonization and impaired growth/survival in the presence of vaginal mucoid components. All mutant strains were also characterized in a murine model of systemic infection, and inactivation of TCS-17 (also known as RgfAC) resulted in hypervirulence. Our data suggest a role for the previously unknown TCS-16, here named FspSR, in bacterial fitness and carbon metabolism during host colonization, and also provide experimental evidence for TCS-17/RgfAC involvement in virulence.

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In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

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Obbiettivo: Valutazione delle eventuali differenze nel trattamento ortodontico di un gruppo di bambini con particolari necessità sanitarie (SHCN) rispetto ad un gruppo di bambini non diagnosticati con SHCN. Materiali e Metodi: Il gruppo campione (SHCN) è costituito da 50 bambini con SHCN. Il gruppo di controllo (NO SHCN) è costituito da 50 bambini non diagnosticati con SHCN pienamente corrispondenti per età, genere e tipo di apparecchio ortodontico utilizzato con i pazienti del gruppo di studio. I dati riguardanti i gruppi SHCN e NO SHCN sono stati analizzati in modo retrospettivo, valutando: - il punteggio pre- e post-trattamento e la riduzione finale dei valori dell'indice PAR (Peer Assessment Rating), della componente DHC (Dental Health Component) e della componente AC (Aesthetic Component) dell'indice IOTN (Orthodontic Treatment Need Index), - il numero di appuntamenti, - il numero di sedute semplici e complesse, - la durata complessiva del trattamento, - l'età all’inizio ed alla fine della terapia. Risultati: Non sono state rilevate differenze statisticamente significative tra i due gruppi per quanto concerne il numero di appuntamenti, la durata complessiva del trattamento, l'età all’inizio ed alla fine della terapia ortodontica (valori del p-value:0.682, 0.458, 0.535, 0.675). Sono state rilevate differenze statisticamente significative tra i due gruppi per quanto riguarda i punteggi dell’indice PAR, delle componenti DHC e AC dello IOTN pre- e post-trattamento, il numero di sedute semplici e complesse (valori del p-value:0.030, 0.000, 0.020, 0.023, 0.000, 0.000, 0.043, 0.037). Per quanto concerne la riduzione finale del valore dell’indice PAR, della componente DHC e di quella AC dello IOTN non sono state riscontrate differenze statisticamente significative tra i due gruppi (valori del p-value:0.060, 0.765, 0.825). Conclusioni: Lo studio incoraggia gli ortodontisti a trattare i bambini con SHCN nell'obiettivo di migliorarne la qualità di vita, pur evidenziando la necessità di un maggior numero di sedute complesse.

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Questa tesi verte sullo studio di un modello a volatilità stocastica e locale, utilizzato per valutare opzioni esotiche nei mercati dei cambio. La difficoltà nell'implementare un modello di tal tipo risiede nella calibrazione della leverage surface e uno degli scopi principali di questo lavoro è quello di mostrarne la procedura.

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In my work I derive closed-form pricing formulas for volatility based options by suitably approximating the volatility process risk-neutral density function. I exploit and adapt the idea, which stands behind popular techniques already employed in the context of equity options such as Edgeworth and Gram-Charlier expansions, of approximating the underlying process as a sum of some particular polynomials weighted by a kernel, which is typically a Gaussian distribution. I propose instead a Gamma kernel to adapt the methodology to the context of volatility options. VIX vanilla options closed-form pricing formulas are derived and their accuracy is tested for the Heston model (1993) as well as for the jump-diffusion SVJJ model proposed by Duffie et al. (2000).

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The Default Mode Network (DMN) is a higher order functional neural network that displays activation during passive rest and deactivation during many types of cognitive tasks. Accordingly, the DMN is viewed to represent the neural correlate of internally-generated self-referential cognition. This hypothesis implies that the DMN requires the involvement of cognitive processes, like declarative memory. The present study thus examines the spatial and functional convergence of the DMN and the semantic memory system. Using an active block-design functional Magnetic Resonance Imaging (fMRI) paradigm and Independent Component Analysis (ICA), we trace the DMN and fMRI signal changes evoked by semantic, phonological and perceptual decision tasks upon visually-presented words. Our findings show less deactivation during semantic compared to the two non-semantic tasks for the entire DMN unit and within left-hemispheric DMN regions, i.e., the dorsal medial prefrontal cortex, the anterior cingulate cortex, the retrosplenial cortex, the angular gyrus, the middle temporal gyrus and the anterior temporal region, as well as the right cerebellum. These results demonstrate that well-known semantic regions are spatially and functionally involved in the DMN. The present study further supports the hypothesis of the DMN as an internal mentation system that involves declarative memory functions.

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A 23-year-old man with a typical trichilemmal cyst nevus is reported. This recently described disorder is sufficiently characteristic to differentiate it from sebaceous nevus, nevus comedonicus, porokeratotic eccrine nevus, nevus corniculatus, follicular basaloid hamartoma, Munro's nevus and Gardner's syndrome.