The MicroArray Quality Control (MAQC)-II study of common practices for the development and validation of microarray-based predictive models.

Gene expression data from microarrays are being applied to predict preclinical and clinical endpoints, but the reliability of these predictions has not been established. In the MAQC-II project, 36 independent teams analyzed six microarray data sets to generate predictive models for classifying a sample with respect to one of 13 endpoints indicative of lung or liver toxicity in rodents, or of breast cancer, multiple myeloma or neuroblastoma in humans. In total, >30,000 models were built using many combinations of analytical methods. The teams generated predictive models without knowing the biological meaning of some of the endpoints and, to mimic clinical reality, tested the models on data that had not been used for training. We found that model performance depended largely on the endpoint and team proficiency and that different approaches generated models of similar performance. The conclusions and recommendations from MAQC-II should be useful for regulatory agencies, study committees and independent investigators that evaluate methods for global gene expression analysis.

Clinical and epidemiological features and prognosis of complicated pyelonephritis: a prospective observational single hospital-based study.

BACKGROUND Complicated pyelonephritis (cPN), a common cause of hospital admission, is still a poorly-understood entity given the difficulty involved in its correct definition. The aim of this study was to analyze the main epidemiological, clinical, and microbiological characteristics of cPN and its prognosis in a large cohort of patients with cPN. METHODS We conducted a prospective, observational study including 1325 consecutive patients older than 14 years diagnosed with cPN and admitted to a tertiary university hospital between 1997-2013. After analyzing the main demographic, clinical and microbiological data, covariates found to be associated with attributable mortality in univariate analysis were included in a multivariate logistic regression model. RESULTS Of the 1325 patients, 689 (52%) were men and 636 (48%) women; median age 63 years, interquartile range [IQR] (46.5-73). Nine hundred and forty patients (70.9%) had functional or structural abnormalities in the urinary tract, 215 (16.2%) were immunocompromised, 152 (11.5%) had undergone a previous urinary tract instrumentation, and 196 (14.8%) had a long-term bladder catheter, nephrostomy tube or ureteral catheter. Urine culture was positive in 813 (67.7%) of the 1251 patients in whom it was done, and in the 1032 patients who had a blood culture, 366 (34%) had bacteraemia. Escherichia coli was the causative agent in 615 episodes (67%), Klebsiella spp in 73 (7.9%) and Proteus ssp in 61 (6.6%). Fourteen point one percent of GNB isolates were ESBL producers. In total, 343 patients (25.9%) developed severe sepsis and 165 (12.5%) septic shock. Crude mortality was 6.5% and attributable mortality was 4.1%. Multivariate analysis showed that an age >75 years (OR 2.77; 95% CI, 1.35-5.68), immunosuppression (OR 3.14; 95% CI, 1.47-6.70), and septic shock (OR 58.49; 95% CI, 26.6-128.5) were independently associated with attributable mortality. CONCLUSIONS cPN generates a high morbidity and mortality and likely a great consumption of healthcare resources. This study highlights the factors directly associated with mortality, though further studies are needed in the near future aimed at identifying subgroups of low-risk patients susceptible to outpatient management.

Hypoxia and vasculature in models of lung cancer: implications for targeted therapeutics

Estudi realitzat a partir d’una estada a la Stanford University School of Medicine. Division of Radiation Oncology, Estats Units, entre 2010 i 2012. Durant els dos anys de beca postdoctoral he estat treballant en dos projectes diferents. En primer lloc, i com a continuació d'estudis previs del grup, volíem estudiar la causa de les diferències en nivells d'hipòxia que havíem observat en models de càncer de pulmó. La nostra hipòtesi es basava en el fet que aquestes diferències es devien a la funcionalitat de la vasculatura. Vam utilitzar dos models preclínics: un en què els tumors es formaven espontàniament als pulmons i l'altre on nosaltres injectàvem les cèl•lules de manera subcutània. Vam utilitzar tècniques com la ressonància magnètica dinàmica amb agent de contrast (DCE-MRI) i l'assaig de perfusió amb el Hoeschst 33342 i ambdues van demostrar que la funcionalitat de la vasculatura dels tumors espontanis era molt més elevada comparada amb la dels tumors subcutanis. D'aquest estudi, en podem concloure que les diferències en els nivells d'hipòxia en els diferents models tumorals de càncer de pulmó podrien ser deguts a la variació en la formació i funcionalitat de la vasculatura. Per tant, la selecció de models preclínics és essencial, tant pels estudi d'hipòxia i angiogènesi, com per a teràpies adreçades a aquests fenòmens. L'altre projecte que he estat desenvolupant es basa en l'estudi de la radioteràpia i els seus possibles efectes a l’hora de potenciar l'autoregeneració del tumor a partir de les cèl•lules tumorals circulants (CTC). Aquest efecte s'ha descrit en alguns models tumorals preclínics. Per tal de dur a terme els nostres estudis, vam utilitzar una línia tumoral de càncer de mama de ratolí, marcada permanentment amb el gen de Photinus pyralis o sense marcar i vam fer estudis in vitro i in vivo. Ambdós estudis han demostrat que la radiació tumoral promou la invasió cel•lular i l'autoregeneració del tumor per CTC. Aquest descobriment s'ha de considerar dins d'un context de radioteràpia clínica per tal d'aconseguir el millor tractament en pacients amb nivells de CTC elevats.

Use of green fluorescent protein-based reporters to monitor balanced production of antifungal compounds in the biocontrol agent Pseudomonas fluorescens CHA0.

AIMS: To develop reporter constructs based on stable and unstable variants of the green fluorescent protein (GFP) for monitoring balanced production of antifungal compounds that are crucial for the capacity of the root-colonizing Pseudomonas fluorescens strain CHA0 to control plant diseases caused by soil-borne pathogenic fungi. METHODS AND RESULTS: Pseudomonas fluorescens CHA0 produces the three antifungal metabolites 2,4-diacetylphloroglucinol (DAPG), pyoluteorin (PLT) and pyrrolnitrin (PRN). The gfp[mut3] and gfp[AAV] reporter genes were fused to the promoter regions of the DAPG, PLT and PRN biosynthetic genes. The reporter fusions were then used to follow the kinetics of expression of the three antifungal metabolites in a microplate assay. DAPG and PLT were found to display an inverse relationship in which each metabolite activates its own biosynthesis while repressing the synthesis of the other metabolite. PRN appears not to be involved in this balance. However, the microbial and plant phenolic metabolite salicylate was found to interfere with the expression of both DAPG and PLT. CONCLUSIONS: The results obtained provide evidence that P. fluorescens CHA0 may keep the antifungal compounds DAPG and PLT at a fine-tuned balance that can be affected by certain microbial and plant phenolics. SIGNIFICANCE AND IMPACT OF THE STUDY: To our knowledge, the present study is the first to use stable and unstable GFP variants to study antibiotic gene expression in a biocontrol pseudomonad. The developed reporter fusions will be a highly valuable tool to study in situ expression of this bacterial biocontrol trait on plant roots, i.e. at the site of pathogen suppression.

Rates of cultural change and patterns of cultural accumulation in stochastic models of social transmission.

Cultural variation in a population is affected by the rate of occurrence of cultural innovations, whether such innovations are preferred or eschewed, how they are transmitted between individuals in the population, and the size of the population. An innovation, such as a modification in an attribute of a handaxe, may be lost or may become a property of all handaxes, which we call "fixation of the innovation." Alternatively, several innovations may attain appreciable frequencies, in which case properties of the frequency distribution-for example, of handaxe measurements-is important. Here we apply the Moran model from the stochastic theory of population genetics to study the evolution of cultural innovations. We obtain the probability that an initially rare innovation becomes fixed, and the expected time this takes. When variation in cultural traits is due to recurrent innovation, copy error, and sampling from generation to generation, we describe properties of this variation, such as the level of heterogeneity expected in the population. For all of these, we determine the effect of the mode of social transmission: conformist, where there is a tendency for each naïve newborn to copy the most popular variant; pro-novelty bias, where the newborn prefers a specific variant if it exists among those it samples; one-to-many transmission, where the variant one individual carries is copied by all newborns while that individual remains alive. We compare our findings with those predicted by prevailing theories for rates of cultural change and the distribution of cultural variation.

Development, optimization, and validation of novel anti-TEM1/CD248 affinity agent for optical imaging in cancer.

Tumor Endothelial Marker-1 (TEM1/CD248) is a tumor vascular marker with high therapeutic and diagnostic potentials. Immuno-imaging with TEM1-specific antibodies can help to detect cancerous lesions, monitor tumor responses, and select patients that are most likely to benefit from TEM1-targeted therapies. In particular, near infrared(NIR) optical imaging with biomarker-specific antibodies can provide real-time, tomographic information without exposing the subjects to radioactivity. To maximize the theranostic potential of TEM1, we developed a panel of all human, multivalent Fc-fusion proteins based on a previously identified single chain antibody (scFv78) that recognizes both human and mouse TEM1. By characterizing avidity, stability, and pharmacokinectics, we identified one fusion protein, 78Fc, with desirable characteristics for immuno-imaging applications. The biodistribution of radiolabeled 78Fc showed that this antibody had minimal binding to normal organs, which have low expression of TEM1. Next, we developed a 78Fc-based tracer and tested its performance in different TEM1-expressing mouse models. The NIR imaging and tomography results suggest that the 78Fc-NIR tracer performs well in distinguishing mouse- or human-TEM1 expressing tumor grafts from normal organs and control grafts in vivo. From these results we conclude that further development and optimization of 78Fc as a TEM1-targeted imaging agent for use in clinical settings is warranted.

Towards robust network based complex systems : from evolutionary cellular automata to biological models

Abstract Sitting between your past and your future doesn't mean you are in the present. Dakota Skye Complex systems science is an interdisciplinary field grouping under the same umbrella dynamical phenomena from social, natural or mathematical sciences. The emergence of a higher order organization or behavior, transcending that expected of the linear addition of the parts, is a key factor shared by all these systems. Most complex systems can be modeled as networks that represent the interactions amongst the system's components. In addition to the actual nature of the part's interactions, the intrinsic topological structure of underlying network is believed to play a crucial role in the remarkable emergent behaviors exhibited by the systems. Moreover, the topology is also a key a factor to explain the extraordinary flexibility and resilience to perturbations when applied to transmission and diffusion phenomena. In this work, we study the effect of different network structures on the performance and on the fault tolerance of systems in two different contexts. In the first part, we study cellular automata, which are a simple paradigm for distributed computation. Cellular automata are made of basic Boolean computational units, the cells; relying on simple rules and information from- the surrounding cells to perform a global task. The limited visibility of the cells can be modeled as a network, where interactions amongst cells are governed by an underlying structure, usually a regular one. In order to increase the performance of cellular automata, we chose to change its topology. We applied computational principles inspired by Darwinian evolution, called evolutionary algorithms, to alter the system's topological structure starting from either a regular or a random one. The outcome is remarkable, as the resulting topologies find themselves sharing properties of both regular and random network, and display similitudes Watts-Strogtz's small-world network found in social systems. Moreover, the performance and tolerance to probabilistic faults of our small-world like cellular automata surpasses that of regular ones. In the second part, we use the context of biological genetic regulatory networks and, in particular, Kauffman's random Boolean networks model. In some ways, this model is close to cellular automata, although is not expected to perform any task. Instead, it simulates the time-evolution of genetic regulation within living organisms under strict conditions. The original model, though very attractive by it's simplicity, suffered from important shortcomings unveiled by the recent advances in genetics and biology. We propose to use these new discoveries to improve the original model. Firstly, we have used artificial topologies believed to be closer to that of gene regulatory networks. We have also studied actual biological organisms, and used parts of their genetic regulatory networks in our models. Secondly, we have addressed the improbable full synchronicity of the event taking place on. Boolean networks and proposed a more biologically plausible cascading scheme. Finally, we tackled the actual Boolean functions of the model, i.e. the specifics of how genes activate according to the activity of upstream genes, and presented a new update function that takes into account the actual promoting and repressing effects of one gene on another. Our improved models demonstrate the expected, biologically sound, behavior of previous GRN model, yet with superior resistance to perturbations. We believe they are one step closer to the biological reality.

TECTONICS OF THE HELVETIC NAPPE SYSTEM (W SWITZERLAND): CONTROL OF STRAIN LOCALIZATION AND BASEMENT-COVER DEFORMATION. Insights from models based on continuum mechanics

The Helvetic nappe system in Western Switzerland is a stack of fold nappes and thrust sheets em-placed at low grade metamorphism. Fold nappes and thrust sheets are also some of the most common features in orogens. Fold nappes are kilometer scaled recumbent folds which feature a weakly deformed normal limb and an intensely deformed overturned limb. Thrust sheets on the other hand are characterized by the absence of overturned limb and can be defined as almost rigid blocks of crust that are displaced sub-horizontally over up to several tens of kilometers. The Morcles and Doldenhom nappe are classic examples of fold nappes and constitute the so-called infra-Helvetic complex in Western and Central Switzerland, respectively. This complex is overridden by thrust sheets such as the Diablerets and Wildhörn nappes in Western Switzerland. One of the most famous example of thrust sheets worldwide is the Glariis thrust sheet in Central Switzerland which features over 35 kilometers of thrusting which are accommodated by a ~1 m thick shear zone. Since the works of the early Alpine geologist such as Heim and Lugeon, the knowledge of these nappes has been steadily refined and today the geometry and kinematics of the Helvetic nappe system is generally agreed upon. However, despite the extensive knowledge we have today of the kinematics of fold nappes and thrust sheets, the mechanical process leading to the emplacement of these nappe is still poorly understood. For a long time geologist were facing the so-called 'mechanical paradox' which arises from the fact that a block of rock several kilometers high and tens of kilometers long (i.e. nappe) would break internally rather than start moving on a low angle plane. Several solutions were proposed to solve this apparent paradox. Certainly the most successful is the theory of critical wedges (e.g. Chappie 1978; Dahlen, 1984). In this theory the orogen is considered as a whole and this change of scale allows thrust sheet like structures to form while being consistent with mechanics. However this theoiy is intricately linked to brittle rheology and fold nappes, which are inherently ductile structures, cannot be created in these models. When considering the problem of nappe emplacement from the perspective of ductile rheology the problem of strain localization arises. The aim of this thesis was to develop and apply models based on continuum mechanics and integrating heat transfer to understand the emplacement of nappes. Models were solved either analytically or numerically. In the first two papers of this thesis we derived a simple model which describes channel flow in a homogeneous material with temperature dependent viscosity. We applied this model to the Morcles fold nappe and to several kilometer-scale shear zones worldwide. In the last paper we zoomed out and studied the tectonics of (i) ductile and (ii) visco-elasto-plastic and temperature dependent wedges. In this last paper we focused on the relationship between basement and cover deformation. We demonstrated that during the compression of a ductile passive margin both fold nappes and thrust sheets can develop and that these apparently different structures constitute two end-members of a single structure (i.e. nappe). The transition from fold nappe to thrust sheet is to first order controlled by the deformation of the basement. -- Le système des nappes helvétiques en Suisse occidentale est un empilement de nappes de plis et de nappes de charriage qui se sont mis en place à faible grade métamorphique. Les nappes de plis et les nappes de charriage sont parmi les objets géologiques les plus communs dans les orogènes. Les nappes de plis sont des plis couchés d'échelle kilométrique caractérisés par un flanc normal faiblement défor-mé, au contraire de leur flanc inverse, intensément déformé. Les nappes de charriage, à l'inverse se caractérisent par l'absence d'un flanc inverse bien défini. Elles peuvent être définies comme des blocs de croûte terrestre qui se déplacent de manière presque rigide qui sont déplacés sub-horizontalement jusqu'à plusieurs dizaines de kilomètres. La nappe de Mordes et la nappe du Doldenhorn sont des exemples classiques de nappes de plis et constitue le complexe infra-helvétique en Suisse occidentale et centrale, respectivement. Ce complexe repose sous des nappes de charriages telles les nappes des Diablerets et du Widlhörn en Suisse occidentale. La nappe du Glariis en Suisse centrale se distingue par un déplacement de plus de 35 kilomètres qui s'est effectué à la faveur d'une zone de cisaillement basale épaisse de seulement 1 mètre. Aujourd'hui la géométrie et la cinématique des nappes alpines fait l'objet d'un consensus général. Malgré cela, les processus mécaniques par lesquels ces nappes se sont mises en place restent mal compris. Pendant toute la première moitié du vingtième siècle les géologues les géologues ont été confrontés au «paradoxe mécanique». Celui-ci survient du fait qu'un bloc de roche haut de plusieurs kilomètres et long de plusieurs dizaines de kilomètres (i.e., une nappe) se fracturera de l'intérieur plutôt que de se déplacer sur une surface frictionnelle. Plusieurs solutions ont été proposées pour contourner cet apparent paradoxe. La solution la plus populaire est la théorie des prismes d'accrétion critiques (par exemple Chappie, 1978 ; Dahlen, 1984). Dans le cadre de cette théorie l'orogène est considéré dans son ensemble et ce simple changement d'échelle solutionne le paradoxe mécanique (la fracturation interne de l'orogène correspond aux nappes). Cette théorie est étroitement lié à la rhéologie cassante et par conséquent des nappes de plis ne peuvent pas créer au sein d'un prisme critique. Le but de cette thèse était de développer et d'appliquer des modèles basés sur la théorie de la méca-nique des milieux continus et sur les transferts de chaleur pour comprendre l'emplacement des nappes. Ces modèles ont été solutionnés de manière analytique ou numérique. Dans les deux premiers articles présentés dans ce mémoire nous avons dérivé un modèle d'écoulement dans un chenal d'un matériel homogène dont la viscosité dépend de la température. Nous avons appliqué ce modèle à la nappe de Mordes et à plusieurs zone de cisaillement d'échelle kilométrique provenant de différents orogènes a travers le monde. Dans le dernier article nous avons considéré le problème à l'échelle de l'orogène et avons étudié la tectonique de prismes (i) ductiles, et (ii) visco-élasto-plastiques en considérant les transferts de chaleur. Nous avons démontré que durant la compression d'une marge passive ductile, a la fois des nappes de plis et des nappes de charriages peuvent se développer. Nous avons aussi démontré que nappes de plis et de charriages sont deux cas extrêmes d'une même structure (i.e. nappe) La transition entre le développement d'une nappe de pli ou d'une nappe de charriage est contrôlé au premier ordre par la déformation du socle. -- Le système des nappes helvétiques en Suisse occidentale est un emblement de nappes de plis et de nappes de chaînage qui se sont mis en place à faible grade métamoiphique. Les nappes de plis et les nappes de charriage sont parmi les objets géologiques les plus communs dans les orogènes. Les nappes de plis sont des plis couchés d'échelle kilométrique caractérisés par un flanc normal faiblement déformé, au contraire de leur flanc inverse, intensément déformé. Les nappes de charriage, à l'inverse se caractérisent par l'absence d'un flanc inverse bien défini. Elles peuvent être définies comme des blocs de croûte terrestre qui se déplacent de manière presque rigide qui sont déplacés sub-horizontalement jusqu'à plusieurs dizaines de kilomètres. La nappe de Morcles and la nappe du Doldenhorn sont des exemples classiques de nappes de plis et constitue le complexe infra-helvétique en Suisse occidentale et centrale, respectivement. Ce complexe repose sous des nappes de charriages telles les nappes des Diablerets et du Widlhörn en Suisse occidentale. La nappe du Glarüs en Suisse centrale est certainement l'exemple de nappe de charriage le plus célèbre au monde. Elle se distingue par un déplacement de plus de 35 kilomètres qui s'est effectué à la faveur d'une zone de cisaillement basale épaisse de seulement 1 mètre. La géométrie et la cinématique des nappes alpines fait l'objet d'un consensus général parmi les géologues. Au contraire les processus physiques par lesquels ces nappes sont mises en place reste mal compris. Les sédiments qui forment les nappes alpines se sont déposés à l'ère secondaire et à l'ère tertiaire sur le socle de la marge européenne qui a été étiré durant l'ouverture de l'océan Téthys. Lors de la fermeture de la Téthys, qui donnera naissance aux Alpes, le socle et les sédiments de la marge européenne ont été déformés pour former les nappes alpines. Le but de cette thèse était de développer et d'appliquer des modèles basés sur la théorie de la mécanique des milieux continus et sur les transferts de chaleur pour comprendre l'emplacement des nappes. Ces modèles ont été solutionnés de manière analytique ou numérique. Dans les deux premiers articles présentés dans ce mémoire nous nous sommes intéressés à la localisation de la déformation à l'échelle d'une nappe. Nous avons appliqué le modèle développé à la nappe de Morcles et à plusieurs zones de cisaillement provenant de différents orogènes à travers le monde. Dans le dernier article nous avons étudié la relation entre la déformation du socle et la défonnation des sédiments. Nous avons démontré que nappe de plis et nappes de charriages constituent les cas extrêmes d'un continuum. La transition entre nappe de pli et nappe de charriage est intrinsèquement lié à la déformation du socle sur lequel les sédiments reposent.

Calibration of stochastic volatility models via second order approximation: the Heston model case

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.

Solving non-linear stochastic models by parameterizing expectations: An application to asset pricing with production

A new algorithm called the parameterized expectations approach(PEA) for solving dynamic stochastic models under rational expectationsis developed and its advantages and disadvantages are discussed. Thisalgorithm can, in principle, approximate the true equilibrium arbitrarilywell. Also, this algorithm works from the Euler equations, so that theequilibrium does not have to be cast in the form of a planner's problem.Monte--Carlo integration and the absence of grids on the state variables,cause the computation costs not to go up exponentially when the numberof state variables or the exogenous shocks in the economy increase. \\As an application we analyze an asset pricing model with endogenousproduction. We analyze its implications for time dependence of volatilityof stock returns and the term structure of interest rates. We argue thatthis model can generate hump--shaped term structures.

Measuring time-varying economic fears with consumption-based stochastic discount factors

This paper analyzes empirically the volatility of consumption-based stochastic discount factors as a measure of implicit economic fears by studying its relationship with future economic and stock market cycles. Time-varying economic fears seem to be well captured by the volatility of stochastic discount factors. In particular, the volatility of recursive utility-based stochastic discount factor with contemporaneous growth explains between 9 and 34 percent of future changes in industrial production at short and long horizons respectively. They also explain ex-ante uncertainty and risk aversion. However, future stock market cycles are better explained by a similar stochastic discount factor with long-run consumption growth. This specification of the stochastic discount factor presents higher volatility and lower pricing errors than the specification with contemporaneous consumption growth.

A general decomposition formula for derivative prices in stochastic volatility models

We see that the price of an european call option in a stochastic volatilityframework can be decomposed in the sum of four terms, which identifythe main features of the market that affect to option prices: the expectedfuture volatility, the correlation between the volatility and the noisedriving the stock prices, the market price of volatility risk and thedifference of the expected future volatility at different times. We alsostudy some applications of this decomposition.

An in vivo ultrahigh field 14.1 T (1) H-MRS study on 6-OHDA and α-synuclein-based rat models of Parkinson's disease: GABA as an early disease marker.

The detection of Parkinson's disease (PD) in its preclinical stages prior to outright neurodegeneration is essential to the development of neuroprotective therapies and could reduce the number of misdiagnosed patients. However, early diagnosis is currently hampered by lack of reliable biomarkers. (1) H magnetic resonance spectroscopy (MRS) offers a noninvasive measure of brain metabolite levels that allows the identification of such potential biomarkers. This study aimed at using MRS on an ultrahigh field 14.1 T magnet to explore the striatal metabolic changes occurring in two different rat models of the disease. Rats lesioned by the injection of 6-hydroxydopamine (6-OHDA) in the medial-forebrain bundle were used to model a complete nigrostriatal lesion while a genetic model based on the nigral injection of an adeno-associated viral (AAV) vector coding for the human α-synuclein was used to model a progressive neurodegeneration and dopaminergic neuron dysfunction, thereby replicating conditions closer to early pathological stages of PD. MRS measurements in the striatum of the 6-OHDA rats revealed significant decreases in glutamate and N-acetyl-aspartate levels and a significant increase in GABA level in the ipsilateral hemisphere compared with the contralateral one, while the αSyn overexpressing rats showed a significant increase in the GABA striatal level only. Therefore, we conclude that MRS measurements of striatal GABA levels could allow for the detection of early nigrostriatal defects prior to outright neurodegeneration and, as such, offers great potential as a sensitive biomarker of presymptomatic PD.

A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility

In this paper, generalizing results in Alòs, León and Vives (2007b), we see that the dependence of jumps in the volatility under a jump-diffusion stochastic volatility model, has no effect on the short-time behaviour of the at-the-money implied volatility skew, although the corresponding Hull and White formula depends on the jumps. Towards this end, we use Malliavin calculus techniques for Lévy processes based on Løkka (2004), Petrou (2006), and Solé, Utzet and Vives (2007).