Portafolio selection with skewness: a comparison of methods and a generalized two fund separation result

This contribution compares existing and newly developed techniques for geometrically representing mean-variances-kewness portfolio frontiers based on the rather widely adapted methodology of polynomial goal programming (PGP) on the one hand and the more recent approach based on the shortage function on the other hand. Moreover, we explain the working of these different methodologies in detail and provide graphical illustrations. Inspired by these illustrations, we prove a generalization of the well-known two fund separation theorem from traditionalmean-variance portfolio theory.

Redox dysregulation and oxidative stress in schizophrenia: genetic and functional anomalies of glutathione synthesis in patients and experimental models involving GABA interneurons and NMDA receptors

Objective: Converging evidence speak in favor of an abnormal susceptibility to oxidative stress in schizophrenia. A decreased level of glutathione (GSH), the principal non-protein antioxidant and redox regulator, was observed both in cerebrospinal-fluid and prefrontal cortex of schizophrenia patients (Do et al., 2000). Results: Schizophrenia patients have an abnormal GSH synthesis most likely of genetic origin: Two independent case-control studies showed a significant association between schizophrenia and a GAG trinucleotide repeat (TNR) polymorphism in the GSH key synthesizing enzyme glutamate-cysteine-ligase (GCL) catalytic subunit (GCLC) gene. The most common TNR genotype 7/7 was more frequent in controls, whereas the rarest TNR genotype 8/8 was three times more frequent in patients. The disease-associated genotypes correlated with a decrease in GCLC protein expression, GCL activity and GSH content. Such a redox dysregulation during development could underlie the structural and functional anomalies in connectivity: In experimental models, GSH deficit induced anomalies similar to those observed in patients. (a) morphology: In animal models with GSH deficit during the development we observed in prefrontal cortex a decreased dendritic spines density in pyramidal cells and an abnormal development of parvalbumine (but not of calretinine) immunoreactive GABA interneurones in anterior cingulate cortex. (b) physiology: GSH depletion in hippocampal slices induces NMDA receptors hypofunction and an impairment of long term potentiation. In addition, GSH deficit affected the modulation of dopamine on NMDA-induced Ca 2+ response in cultured cortical neurons. While dopamine enhanced NMDA responses in control neurons, it depressed NMDA responses in GSH-depleted neurons. Antagonist of D2-, but not D1-receptors, prevented this depression, a mechanism contributing to the efficacy of antipsychotics. The redox sensitive ryanodine receptors and L-type calcium channels underlie these observations. (c) cognition: Developing rats with low [GSH] and high dopamine lead deficit in olfactory integration and in object recognition which appears earlier in males that females, in analogy to the delay of the psychosis onset between man and woman. Conclusion: These clinical and experimental evidence, combined with the favorable outcome of a clinical trial with N-Acetyl Cysteine, a GSH precursor, on both the negative symptoms (Berk et al., submitted) and the mismatch negativity in an auditory oddball paradigm supported the proposal that a GSH synthesis impairment of genetic origin represent, among other factors, one major risk factor in schizophrenia.

Avalanche dynamics of fiber bundle models

We present a detailed analytical and numerical study of the avalanche distributions of the continuous damage fiber bundle model CDFBM . Linearly elastic fibers undergo a series of partial failure events which give rise to a gradual degradation of their stiffness. We show that the model reproduces a wide range of mechanical behaviors. We find that macroscopic hardening and plastic responses are characterized by avalanche distributions, which exhibit an algebraic decay with exponents between 5/2 and 2 different from those observed in mean-field fiber bundle models. We also derive analytically the phase diagram of a family of CDFBM which covers a large variety of potential avalanche size distributions. Our results provide a unified view of the statistics of breaking avalanches in fiber bundle models

Disruption management

The main objective of this project is to model the ARP (Aircraft Recovery Problem) from a constraint programming (CP) point of view. The information required for this project is extracted from previous papers that cope with the problem using heuristics, metaheuristics or using network-models. Also, two scenarios will be tested to verify that the implementation is correct.

Epidemic models with an infected-infectious period

The introduction of an infective-infectious period on the geographic spread of epidemics is considered in two different models. The classical evolution equations arising in the literature are generalized and the existence of epidemic wave fronts is revised. The asymptotic speed is obtained and improves previous results for the Black Death plague

PSyscal: disseny i implementació d'un sistema paral·lel per al calibratge automàtic de models P-Sistema

Es tracta d'un projecte que proposa una aplicació per al calibratge automàtic de models P-sistema. Per a fer-ho primer es farà un estudi sobre els models P-sistema i el procediment seguit pels investigadors per desenvolupar aquest tipus de models. Es desenvoluparà una primera solució sèrie per al problema, i s'analitzaran els seus punts febles. Seguidament es proposarà una versió paral·lela que millori significativament el temps d'execució, tot mantenint una alta eficiència i escalabilitat.

Disseny i implementació d'una API en Python per el processament de models de poblacions simulats mitjançant PlinguaCore

En aquest projecte, tractarem de crear una aplicació que ens permeti d'una forma ràpida i eficient, el processament dels resultats obtinguts per un eina de simulació d'ecosistemes naturals anomenada PlinguaCore .L'objectiu d'aquest tractament és doble. En primer lloc, dissenyar una API que ens permeti de forma eficient processar la gran quantitat de dades generades per simulador d'ecosistemes PlinguaCore. En segon lloc, fer que aquesta API es pugui integrar en altres aplicacions, tant de tractament de dades, com de cal·libració dels models.

Predictions from information-theoretical models of nonequilibrium radiation

The radiation distribution function used by Domínguez and Jou [Phys. Rev. E 51, 158 (1995)] has been recently modified by Domínguez-Cascante and Faraudo [Phys. Rev. E 54, 6933 (1996)]. However, in these studies neither distribution was written in terms of directly measurable quantities. Here a solution to this problem is presented, and we also propose an experiment that may make it possible to determine the distribution function of nonequilibrium radiation experimentally. The results derived do not depend on a specific distribution function for the matter content of the system

An Analysis of black-box optimization problems in reinsurance: evolutionary-based approaches

Black-box optimization problems (BBOP) are de ned as those optimization problems in which the objective function does not have an algebraic expression, but it is the output of a system (usually a computer program). This paper is focussed on BBOPs that arise in the eld of insurance, and more speci cally in reinsurance problems. In this area, the complexity of the models and assumptions considered to de ne the reinsurance rules and conditions produces hard black-box optimization problems, that must be solved in order to obtain the optimal output of the reinsurance. The application of traditional optimization approaches is not possible in BBOP, so new computational paradigms must be applied to solve these problems. In this paper we show the performance of two evolutionary-based techniques (Evolutionary Programming and Particle Swarm Optimization). We provide an analysis in three BBOP in reinsurance, where the evolutionary-based approaches exhibit an excellent behaviour, nding the optimal solution within a fraction of the computational cost used by inspection or enumeration methods.

Cross-species and cross-platform gene expression studies with the Bioconductor-compliant R package 'annotationTools'.

Background: The variety of DNA microarray formats and datasets presently available offers an unprecedented opportunity to perform insightful comparisons of heterogeneous data. Cross-species studies, in particular, have the power of identifying conserved, functionally important molecular processes. Validation of discoveries can now often be performed in readily available public data which frequently requires cross-platform studies.Cross-platform and cross-species analyses require matching probes on different microarray formats. This can be achieved using the information in microarray annotations and additional molecular biology databases, such as orthology databases. Although annotations and other biological information are stored using modern database models ( e. g. relational), they are very often distributed and shared as tables in text files, i.e. flat file databases. This common flat database format thus provides a simple and robust solution to flexibly integrate various sources of information and a basis for the combined analysis of heterogeneous gene expression profiles.Results: We provide annotationTools, a Bioconductor-compliant R package to annotate microarray experiments and integrate heterogeneous gene expression profiles using annotation and other molecular biology information available as flat file databases. First, annotationTools contains a specialized set of functions for mining this widely used database format in a systematic manner. It thus offers a straightforward solution for annotating microarray experiments. Second, building on these basic functions and relying on the combination of information from several databases, it provides tools to easily perform cross-species analyses of gene expression data.Here, we present two example applications of annotationTools that are of direct relevance for the analysis of heterogeneous gene expression profiles, namely a cross-platform mapping of probes and a cross-species mapping of orthologous probes using different orthology databases. We also show how to perform an explorative comparison of disease-related transcriptional changes in human patients and in a genetic mouse model.Conclusion: The R package annotationTools provides a simple solution to handle microarray annotation and orthology tables, as well as other flat molecular biology databases. Thereby, it allows easy integration and analysis of heterogeneous microarray experiments across different technological platforms or species.

Redox dysregulation in the pathophysiology of schizophrenia and bipolar disorder: insights from animal models.

Abstract Significance: Schizophrenia (SZ) and bipolar disorder (BD) are classified as two distinct diseases. However, accumulating evidence shows that both disorders share genetic, pathological, and epidemiological characteristics. Based on genetic and functional findings, redox dysregulation due to an imbalance between pro-oxidants and antioxidant defense mechanisms has been proposed as a risk factor contributing to their pathophysiology. Recent Advances: Altered antioxidant systems and signs of increased oxidative stress are observed in peripheral tissues and brains of SZ and BD patients, including abnormal prefrontal levels of glutathione (GSH), the major cellular redox regulator and antioxidant. Here we review experimental data from rodent models demonstrating that permanent as well as transient GSH deficit results in behavioral, morphological, electrophysiological, and neurochemical alterations analogous to pathologies observed in patients. Mice with GSH deficit display increased stress reactivity, altered social behavior, impaired prepulse inhibition, and exaggerated locomotor responses to psychostimulant injection. These behavioral changes are accompanied by N-methyl-D-aspartate receptor hypofunction, elevated glutamate levels, impairment of parvalbumin GABA interneurons, abnormal neuronal synchronization, altered dopamine neurotransmission, and deficient myelination. Critical Issues: Treatment with the GSH precursor and antioxidant N-acetylcysteine normalizes some of those deficits in mice, but also improves SZ and BD symptoms when given as adjunct to antipsychotic medication. Future Directions: These data demonstrate the usefulness of GSH-deficient rodent models to identify the mechanisms by which a redox imbalance could contribute to the development of SZ and BD pathophysiologies, and to develop novel therapeutic approaches based on antioxidant and redox regulator compounds. Antioxid. Redox Signal. 18, 1428-1443.

Protective and Aggravating Effects of Nlrp3 Inflammasome Activation in IBD Models: Influence of Genetic and Environmental Factors.

Background: Inflammatory bowel disease (IBD) is characterized by chronic intestinal inflammation due to dysregulation of the mucosal immune system. The cytokines IL-1β and IL-18 appear early in intestinal inflammation and their pro-forms are processed via the caspase-1-activating multiprotein complex, the Nlrp3 inflammasome. Previously, we reported that the uptake of dextran sodium sulfate (DSS) by macrophages activates the Nlrp3 inflammasome and that Nlrp3(-/-) mice are protected in the acute DSS colitis model. Of note, other groups have reported opposing effects in regards to DSS susceptibility in Nlrp3(-/-) mice. Recently, mice lacking inflammasomes were found to develop a distinct intestinal microflora. Methods: To reconcile the contradicting observations, we investigated the role of Nlrp3 deficiency in two different IBD models: acute DSS colitis and TNBS (2,4,6-trinitrobenzene sulfonic acid)-induced colitis. In addition, we investigated the impact of the intestinal flora on disease severity by performing cohousing experiments of wild-type and Nlrp3(-/-) mice, as well as by antibiotic treatment. Results: Nlrp3(-/-) mice treated with either DSS or TNBS exhibited attenuated colitis and lower mortality. This protective effect correlated with an increased frequency of CD103+ lamina propria dendritic cells expressing a tolerogenic phenotype in Nlrp3(-/-) mice in steady state conditions. Interestingly, after cohousing, Nlrp3(-/-) mice were as susceptible as wild-type mice, indicating that transmission of endogenous bacterial flora between the two mouse strains might increase susceptibility of Nlrp3(-/-) mice towards DSS-induced colitis. Accordingly, treatment with antibiotics almost completely prevented colitis in the DSS model. Conclusions: The composition of the intestinal microflora significantly influences disease severity in IBD models comparing wild-type and Nlrp3(-/-) mice. This observation may - at least in part - explain contradictory results concerning the role of the inflammasome in different labs. Further studies are required to define the role of the Nlrp3 inflammasome in noninflamed mucosa under steady state conditions and in IBD.

Establishment of animal models to analyze the kinetics and distribution of human tumor antigen-specific CD8⁺ T cells.

Many patients develop tumor antigen-specific T cell responses detectable in peripheral blood mononuclear cells (PBMCs) following cancer vaccine. However, measurable tumor regression is observed in a limited number of patients receiving cancer vaccines. There is a need to re-evaluate systemically the immune responses induced by cancer vaccines. Here, we established animal models targeting two human cancer/testis antigens, NY-ESO-1 and MAGE-A4. Cytotoxic T lymphocyte (CTL) epitopes of these antigens were investigated by immunizing BALB/c mice with plasmids encoding the entire sequences of NY-ESO-1 or MAGE-A4. CD8(+) T cells specific for NY-ESO-1 or MAGE-A4 were able to be detected by ELISPOT assays using antigen presenting cells pulsed with overlapping peptides covering the whole protein, indicating the high immunogenicity of these antigens in mice. Truncation of these peptides revealed that NY-ESO-1-specific CD8(+) T cells recognized D(d)-restricted 8mer peptides, NY-ESO-181-88. MAGE-A4-specific CD8(+) T cells recognized D(d)-restricted 9mer peptides, MAGE-A4265-273. MHC/peptide tetramers allowed us to analyze the kinetics and distribution of the antigen-specific immune responses, and we found that stronger antigen-specific CD8(+) T cell responses were required for more effective anti-tumor activity. Taken together, these animal models are valuable for evaluation of immune responses and optimization of the efficacy of cancer vaccines.

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.