A medium-scale open economy model of Australia

We estimate an open economy dynamic stochastic general equilibrium (DSGE)model of Australia with a number of shocks, frictions and rigidities, matching alarge number of observable time series. We find that both foreign and domesticshocks are important drivers of the Australian business cycle.We also find that theinitial impact on inflation of an increase in demand for Australian commoditiesis negative, due to an improvement in the real exchange rate, though there is apersistent positive effect on inflation that dominates at longer horizons.

Abnormal Lung Function and Risk for Heart Failure in the Elderly: The Health, Aging, and Body Composition Study

Background: Chronic obstructive pulmonary disease (COPD) has been associated with increased risk for heart failure (HF). The impact of subclinical abnormal spirometric findings on HF risk among older adults without history of COPD is not well elucidated. Methods: We evaluated 2125 participants (age 73.6±2.9 years; 50.5% men; 62.3% white; 45.6/9.4% past/current smokers; body mass index [BMI] 27.2±4.6 kg/m2) without prevalent COPD or HF who underwent baseline spirometry in the Health ABC Study. Abnormal lung function was defined either as forced vital capacity (FVC) below lower limit of normal (LLN) or forced expiratory volume in 1st sec (FEV1) to FVC ratio below LLN. Results: On follow-up (median, 9.4 years), 68 of 350 (19.4%) participants with abnormal lung function developed HF, as compared to 172 of 1775 (9.7%) participants with normal lung function (hazard ratio [HR], 2.31; 95% confidence interval [CI], 1.74 -3.06; P<.001). This increased risk persisted after adjusting for all other independent predictors of HF in the Health ABC Study, BMI, incident coronary events, and several inflammatory markers (HR, 1.82; 95% CI, 1.30 -2.54; P<.001), and remained constant over time. Baseline FVC and FEV1 had a linear association with HF risk (Figure). In adjusted models, HF risk increased by 21% (95% CI, 10 -36%) per 10% decrease in FVC and 18% (95% CI, 10 -28%) per 10% decrease in FEV1 (both P<.001); this association persisted among participants with normal lung function at baseline. Findings were consistent across sex, race, and smoking status. Conclusions: Subclinical abnormal spirometric findings are prevalent among older adults and are independently associated with risk for incident HF.

On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

In this paper we use Malliavin calculus techniques to obtain an expression for the short-time behavior of the at-the-money implied volatility skew for a generalization of the Bates model, where the volatility does not need to be neither a difussion, nor a Markov process as the examples in section 7 show. This expression depends on the derivative of the volatility in the sense of Malliavin calculus.

A two-mean reverting-factor model of the term structure of interest rates

This paper presents a two--factor model of the term structure ofinterest rates. We assume that default free discount bond prices aredetermined by the time to maturity and two factors, the long--term interestrate and the spread (difference between the long--term rate and theshort--term (instantaneous) riskless rate). Assuming that both factorsfollow a joint Ornstein--Uhlenbeck process, a general bond pricing equationis derived. We obtain a closed--form expression for bond prices andexamine its implications for the term structure of interest rates. We alsoderive a closed--form solution for interest rate derivatives prices. Thisexpression is applied to price European options on discount bonds andmore complex types of options. Finally, empirical evidence of the model'sperformance is presented.

A finite-population revenue management model and a risk-ratio procedure for the joint estimation of population size and parameters

Many dynamic revenue management models divide the sale period into a finite number of periods T and assume, invoking a fine-enough grid of time, that each period sees at most one booking request. These Poisson-type assumptions restrict the variability of the demand in the model, but researchers and practitioners were willing to overlook this for the benefit of tractability of the models. In this paper, we criticize this model from another angle. Estimating the discrete finite-period model poses problems of indeterminacy and non-robustness: Arbitrarily fixing T leads to arbitrary control values and on the other hand estimating T from data adds an additional layer of indeterminacy. To counter this, we first propose an alternate finite-population model that avoids this problem of fixing T and allows a wider range of demand distributions, while retaining the useful marginal-value properties of the finite-period model. The finite-population model still requires jointly estimating market size and the parameters of the customer purchase model without observing no-purchases. Estimation of market-size when no-purchases are unobservable has rarely been attempted in the marketing or revenue management literature. Indeed, we point out that it is akin to the classical statistical problem of estimating the parameters of a binomial distribution with unknown population size and success probability, and hence likely to be challenging. However, when the purchase probabilities are given by a functional form such as a multinomial-logit model, we propose an estimation heuristic that exploits the specification of the functional form, the variety of the offer sets in a typical RM setting, and qualitative knowledge of arrival rates. Finally we perform simulations to show that the estimator is very promising in obtaining unbiased estimates of population size and the model parameters.

Non-invasive diagnostic biomarkers for estimating the onset time of permanent cerebral ischemia.

The treatments for ischemic stroke can only be administered in a narrow time-window. However, the ischemia onset time is unknown in ~30% of stroke patients (wake-up strokes). The objective of this study was to determine whether MR spectra of ischemic brains might allow the precise estimation of cerebral ischemia onset time. We modeled ischemic stroke in male ICR-CD1 mice using a permanent middle cerebral artery filament occlusion model with laser Doppler control of the regional cerebral blood flow. Mice were then subjected to repeated MRS measurements of ipsilateral striatum at 14.1 T. A striking initial increase in γ-aminobutyric acid (GABA) and no increase in glutamine were observed. A steady decline was observed for taurine (Tau), N-acetyl-aspartate (NAA) and similarly for the sum of NAA+Tau+glutamate that mimicked an exponential function. The estimation of the time of onset of permanent ischemia within 6 hours in a blinded experiment with mice showed an accuracy of 33±10 minutes. A plot of GABA, Tau, and neuronal marker concentrations against the ratio of acetate/NAA allowed precise separation of mice whose ischemia onset lay within arbitrarily chosen time-windows. We conclude that (1)H-MRS has the potential to detect the clinically relevant time of onset of ischemic stroke.

Extraction of soil water by plants: development and validation of a model

A quantitative model of water movement within the immediate vicinity of an individual root is developed and results of an experiment to validate the model are presented. The model is based on the assumption that the amount of water transpired by a plant in a certain period is replaced by an equal volume entering its root system during the same time. The model is based on the Darcy-Buckingham equation to calculate the soil water matric potential at any distance from a plant root as a function of parameters related to crop, soil and atmospheric conditions. The model output is compared against measurements of soil water depletion by rice roots monitored using γ-beam attenuation in a greenhouse of the Escola Superior de Agricultura "Luiz de Queiroz"/Universidade de São Paulo(ESALQ/USP) in Piracicaba, State of São Paulo, Brazil, in 1993. The experimental results are in agreement with the output from the model. Model simulations show that a single plant root is able to withdraw water from more than 0.1 m away within a few days. We therefore can assume that root distribution is a less important factor for soil water extraction efficiency.

Radiothérapie externe accélérée postopératoire des carcinomes épidermoïdes localement évolués de la sphère ORL: étude prospective de phase II [Prospective study of accelerated postoperative radiation therapy in patients with squamous-cell carcinoma of the head and neck]

PURPOSE: To assess the feasibility and efficacy of accelerated postoperative radiation therapy (RT) in patients with squamous-cell carcinoma of the head and neck (SCCHN). PATIENTS AND METHODS: Between December 1997 and July 2001, 68 patients (male to female ratio: 52/16; median age: 60-years (range: 43-81) with pT1-pT4 and/or pN0-pN3 SCCHN (24 oropharynx, 19 oral cavity, 13 hypopharynx, 5 larynx, 3 unknown primary, 2 maxillary sinus, and 2 salivary gland) were included in this prospective study. Postoperative RT was indicated because extracapsular infiltration (ECI) was observed in 20 (29%), positive surgical margins (PSM) in 20 (29%) or both in 23 patients (34%). Treatment consisted of external beam RT 66 Gy in 5 weeks and 3 days. Median follow-up was 15 months. RESULTS: According to CTC 2.0, acute morbidity was acceptable: grade 3 mucositis was observed in 15 (22%) patients, grade 3 dysphagia in 19 (28%) patients, grade 3 skin erythema in 21 (31%) patients with a median weight loss of 3.1 kg (range: 0-16). No grade 4 toxicity was observed. Median time to relapse was 13 months; we observed only three (4%) local and four (6%) regional relapses, whereas eight (12%) patients developed distant metastases without any evidence of locoregional recurrence. The 2 years overall-, disease-free survival, and actuarial locoregional control rates were 85, 73 and 83% respectively. CONCLUSION: The reduction of the overall treatment time using postoperative accelerated RT with weekly concomitant boost (six fractions per week) is feasible with local control rates comparable to that of published data. Acute RT-related morbidity is acceptable.

Generalized Multiobjective Multitree model solution using MOEA

In a previous paper a novel Generalized Multiobjective Multitree model (GMM-model) was proposed. This model considers for the first time multitree-multicast load balancing with splitting in a multiobjective context, whose mathematical solution is a whole Pareto optimal set that can include several results than it has been possible to find in the publications surveyed. To solve the GMM-model, in this paper a multi-objective evolutionary algorithm (MOEA) inspired by the Strength Pareto Evolutionary Algorithm (SPEA) is proposed. Experimental results considering up to 11 different objectives are presented for the well-known NSF network, with two simultaneous data flows

Reshaping the remodelled left ventricle: a new concept.

OBJECTIVE: Based on the law of Laplace, transventricular tension members were designed to diminish wall stress by changing the left ventricle (LV) globular shape to a bilobular one, thus reducing the ventricular wall radius of curvature. This concept was tested in a model of congestive heart failure. METHODS: Seven calves were used for the study (74.3+/-4.2 kg). Treatment efficacy was assessed with sonomicrometric wall motion analysis coupled with intraventricular pressure measurement. Preload increase was applied stepwise with tension members in released and tightened position. RESULTS: Tightening of the tension members improved systolic function for CVP>10 mmHg (dP/dt: 828+/-122 vs. 895+/-112 mmHg/s, P=0.019, for baseline and 20% stress level reduction respectively; wall thickening: 11.6+/-1.5 vs. 13.3+/-1.7%, P<0.001) and diastolic function (LV end-diastolic pressure: 15.9+/-4.8 vs. 13.6+/-2.7 mmHg, P<0.001, for CVP>10 mmHg; peak rate of wall thinning: -12.2+/-2.2 vs. -14+/-2.3 cm(2)/s, P<0.001 and logistic time constant of isovolumic relaxation: 48.4 +/-10.9 vs. 39.8+/-9.6ms, P<0.001, for CVP>5 mmHg). CONCLUSIONS: This less aggressive LV reduction method significantly improves contractility and relaxation parameters in this model of congestive heart failure.

Genetic manipulation of adult-born hippocampal neurons rescues memory in a mouse model of Alzheimer's disease.

In adult mammals, neural progenitors located in the dentate gyrus retain their ability to generate neurons and glia throughout lifetime. In rodents, increased production of new granule neurons is associated with improved memory capacities, while decreased hippocampal neurogenesis results in impaired memory performance in several memory tasks. In mouse models of Alzheimer's disease, neurogenesis is impaired and the granule neurons that are generated fail to integrate existing networks. Thus, enhancing neurogenesis should improve functional plasticity in the hippocampus and restore cognitive deficits in these mice. Here, we performed a screen of transcription factors that could potentially enhance adult hippocampal neurogenesis. We identified Neurod1 as a robust neuronal determinant with the capability to direct hippocampal progenitors towards an exclusive granule neuron fate. Importantly, Neurod1 also accelerated neuronal maturation and functional integration of new neurons during the period of their maturation when they contribute to memory processes. When tested in an APPxPS1 mouse model of Alzheimer's disease, directed expression of Neurod1 in cycling hippocampal progenitors conspicuously reduced dendritic spine density deficits on new hippocampal neurons, to the same level as that observed in healthy age-matched control animals. Remarkably, this population of highly connected new neurons was sufficient to restore spatial memory in these diseased mice. Collectively our findings demonstrate that endogenous neural stem cells of the diseased brain can be manipulated to become new neurons that could allow cognitive improvement.

An evolutionary model explaining the Neolithic transition from egalitarianism to leadership and despotism.

The Neolithic was marked by a transition from small and relatively egalitarian groups to much larger groups with increased stratification. But, the dynamics of this remain poorly understood. It is hard to see how despotism can arise without coercion, yet coercion could not easily have occurred in an egalitarian setting. Using a quantitative model of evolution in a patch-structured population, we demonstrate that the interaction between demographic and ecological factors can overcome this conundrum. We model the coevolution of individual preferences for hierarchy alongside the degree of despotism of leaders, and the dispersal preferences of followers. We show that voluntary leadership without coercion can evolve in small groups, when leaders help to solve coordination problems related to resource production. An example is coordinating construction of an irrigation system. Our model predicts that the transition to larger despotic groups will then occur when: (i) surplus resources lead to demographic expansion of groups, removing the viability of an acephalous niche in the same area and so locking individuals into hierarchy; (ii) high dispersal costs limit followers' ability to escape a despot. Empirical evidence suggests that these conditions were probably met, for the first time, during the subsistence intensification of the Neolithic.

Initial Results on the Composition of Fingerprints and its Evolution as a Function of Time by GC/MS Analysis

Determining the time since deposition of fingermarks may prove necessary to assess their relevance to criminal investigations. The crucial factor is the initial composition of fingermarks, because it represents the starting point of any aging model. This study mainly aimed to characterize the initial composition of fingerprints, which show a high variability between donors (inter-variability), but also to investigate the variations among fingerprints from the same donor (intra-variability). Solutions to reduce this initial variability using squalene and cholesterol as target compounds are proposed and should be further investigated. The influence of substrates was also evaluated, and the initial composition was observed to be larger on porous surface than nonporous surfaces. Preliminary aging of fingerprints over 30 days was finally studied on a porous and a nonporous substrate to evaluate the potential for dating of fingermarks. Squalene was observed to decrease in a faster rate on a nonporous substrate.

Accelerated tumor invasion under non-isotropic cell dispersal in glioblastomas

Glioblastomas are highly diffuse, malignant tumors that have so far evaded clinical treatment. The strongly invasive behavior of cells in these tumors makes them very resistant to treatment, and for this reason both experimental and theoretical efforts have been directed toward understanding the spatiotemporal pattern of tumor spreading. Although usual models assume a standard diffusion behavior, recent experiments with cell cultures indicate that cells tend to move in directions close to that of glioblastoma invasion, thus indicating that a biasedrandom walk model may be much more appropriate. Here we show analytically that, for realistic parameter values, the speeds predicted by biased dispersal are consistent with experimentally measured data. We also find that models beyond reaction–diffusion–advection equations are necessary to capture this substantial effect of biased dispersal on glioblastoma spread

New insights into the role of microRNAs in pancreatic ß-cell maturation and plasticity

Le diabète est une maladie chronique caractérisée par une élévation du taux de sucre dans le sang aussi appelé « glycémie » reflétant un état pathologique. L'élévation de la glycémie au long cours a des répercussions délétères sur nombreux de nos tissus et organes d'où l'apparition de complications sévères chez les sujets diabétiques pouvant atteindre les yeux, les reins, le système nerveux, le système cardiovasculaire et les membres inférieurs. La carence en une hormone essentielle à notre organisme, l'insuline, est au coeur du développement de la maladie. L'insuline induit la captation du glucose circulant dans le sang en excès suite à une prise alimentaire riche en glucides et favorise son utilisation et éventuellement son stockage dans les tissus tels que le foie, le tissu adipeux et les muscles. Ainsi, l'insuline est vitale pour réguler et maintenir stable notre niveau de glycémie. Les cellules bêta du pancréas sont les seules entités de notre corps capables de produire de l'insuline et une perte de fonctionnalité associée à leur destruction ont été mises en cause dans le processus pathologique du diabète de type 2. Cependant la pleine fonctionnalité et la maturation des cellules bêta n'apparaissent qu'après la naissance lorsque le pancréas en développement a atteint sa masse adulte définitive. Enfin, une fois la masse des cellules bêta définitive établie, leur nombre et volume restent relativement constants au cours de la vie adulte chez un sujet sain. Néanmoins, au cours de périodes critiques les besoins en insuline sont augmentés tel qu'observé chez les femmes enceintes et les personnes obèses qui ont une perte de sensibilité à l'insuline qui se traduit par la nécessité de sécréter plus d'insuline afin de maintenir une glycémie normale. Dans l'hypothèse où la compensation n'a pas lieu ou n'est pas aboutie, le diabète se développe. Le processus de maturation postnatale ainsi que les événements compensatoires sont donc des étapes essentielles et de nombreuses questions sont encore non résolues concernant l'identification des mécanismes les régulant. Parmi les acteurs potentiels figurent de petites molécules d'ARN découvertes récemment appelées microARNs et qui ont été rapidement suggérées très prometteuses dans l'identification de nouvelles cibles thérapeutiques dans le cadre du diabète et d'autres pathologies. Les microARNs vont réguler l'expression de notre génome sans en modifier la séquence, phénomène également appelé épigénétique, ce qui résulte en des différences de comportement et de fonction cellulaires. Les microARNs sont donc susceptibles de jouer un rôle clé dans l'ensemble des processus biologiques et notre environnement associé à nos prédispositions génétiques peuvent grandement modifier leur niveau et donc leur action, qui à son tour se répercutera sur notre état physiologique. En effet nous avons identifié des changements de microARNs dans les cellules d'îlots pancréatiques de modèles animaux (rats et souris) associés à un état de résistance à l'insuline (grossesse et obésité). Par le biais d'expériences in vitro sur des cellules bêta extraites de rats et conservées en culture, nous avons pu analyser de plus près l'implication des microARNs dans la capacité des cellules bêta à sécréter de l'insuline mais aussi à se multiplier et à survivre au sein d'un environnement toxique. Ainsi, nous avons identifié des microARNs qui participent positivement à la compensation des cellules bêta, sous la direction d'hormones telles les estrogènes ou d'une hormone libérée par l'intestin au cours de la digestion (l'inerétine GLP1) et qui est largement utilisée comme agent thérapeutique dans la médication contre le diabète. Dans un second temps nous avons utilisé une stratégie similaire afin de déterminer le rôle de microARNs préalablement détectés comme étant changés au cours du développement postnatal des cellules bêta chez le rat. Cette étude a également mené à l'identification de microARNs participant à la maturation et à l'expansion de la masse des cellules bêta sous l'influence de la composition du régime alimentaire et des besoins en insuline adéquats qui en dépendent. Ces études apportent la vision de nouveaux mécanismes moléculaires impliquant les microARNs et démontrant leur importance pour le bon fonctionnement des cellules bêta et leur capacité d'adaptation à l'environnement. -- Les cellules bêta sont une composante des îlots pancréatiques de Langerhans et sont des cellules hautement différenciées qui ont l'unique capacité de sécréter de l'insuline sous l'influence des nutriments suite à une prise alimentaire. L'insuline facilite l'incorporation de glucose dans ses tissus cibles tels le foie, le tissu adipeux et les muscles. Bien que les besoins en insuline soient relativement constants au cours de la vie d'un individu sain, certaines conditions associées à un état de résistance à l'insuline, telles la grossesse ou l'obésité, requièrent une libération d'insuline majorée. En cas de résistance à l'insuline, une dysfonction des cellules bêta plus ou moins associée à leur mort cellulaire, conduisent à une sécrétion d'insuline insuffisante et au développement d'une hyperglycémie chronique, caractéristique du diabète de type 2. Jusqu'à présent, les mécanismes moléculaires sous- jacents à la compensation des cellules bêta ou encore menant à leur dysfonction restent peu connus. Découverts récemment, les petits ARNs non-codant appelés microARNs (miARNs), suscitent un intérêt grandissant de par leur potentiel thérapeutique pour la prise en charge et le traitement du diabète. Les miARNs sont de puissants régulateurs de l'expression génique qui lient directement le 3'UTR de leurs ARN messagers cibles afin d'inhiber leur traduction ou d'induire leur dégradation, ce qui leur permet de contrôler des fonctions biologiques multiples. Ainsi, nous avons pris pour hypothèse que les miARNs pourraient jouer un rôle essentiel en maintenant la fonction des cellules bêta et des processus compensatoires afin de prévenir le développement du diabète. Lors d'une première étude, une analyse transcriptomique a permis l'identification de miARNs différemment exprimés au sein d'îlots pancréatiques de rattes gestantes. Parmi eux, le miR-338-3p a démontré la capacité de promouvoir la prolifération et la survie des cellules bêta exposées à des acides gras saturés et des cytokines pro-inflammatoires, sans altérer leur propriété sécrétrice d'insuline. Nous avons également identifié deux hormones reconnues pour leurs propriétés bénéfiques pour la physiologie de la cellule bêta, l'estradiol et l'incrétine GLP1, qui régulent les niveaux du miR-338-3p. Ce miARN intègre parfaitement les voies de signalisation de ces deux hormones dépendantes de l'AMP cyclique, afin de contrôler l'expression de nombreux gènes conduisant à son action biologique. Dans un projet ultérieur, notre objectif était de déterminer la contribution de miARNs dans l'acquisition de l'identité fonctionnelle des cellules bêta en période postnatale. En effet, directement après la naissance les cellules bêta sont reconnues pour être encore immatures et incapables de sécréter de l'insuline spécifiquement en réponse à l'élévation de la glycémie. Au contraire, la réponse insulinique induite par les acides aminés ainsi que la biosynthèse d'insuline sont déjà fonctionnelles. Nos recherches ont permis de montrer que les changements de miARNs corrélés avec l'apparition du phénotype sécrétoire en réponse au glucose, sont régis par la composition nutritionnelle du régime alimentaire et des besoins en insuline qui en découlent. En parallèle, le taux de prolifération des cellules bêta est considérablement réduit. Les miARNs que nous avons étudiés coordonnent des changements d'expression de gènes clés impliqués dans l'acquisition de propriétés vitales de la cellule bêta et dans la maintenancé de son identité propre. Enfin, ces études ont permis de clairement démontrer l'importance des miARNs dans la régulation de la fonction des cellules bêta pancréatiques. -- Beta-cells are highly differentiated cells localized in the pancreatic islets and are characterized by the unique property of secreting insulin in response to nutrient stimulation after meal intake. Insulin is then in charge of facilitating glucose uptake by insulin target tissues such as liver, adipose tissue and muscles. Despite insulin needs stay more or less constant throughout life of healthy individuals, there are circumstances such as during pregnancy or obesity which are associated to insulin resistance, where insulin needs are increased. In this context, defects in beta-cell function, sometimes associated with beta-cell loss, may result in the release of inappropriate amounts of insulin leading to chronic hyperglycemia, properly defined as type 2 diabetes mellitus. So far, the mechanisms underlying beta- cell compensation as well as beta-cell failure remain to be established. The recently discovered small non-coding RNAs called microRNAs (miRNAs) are emerging as interesting therapeutic targets and are bringing new hope for the treatment of diabetes. miRNAs display a massive potential in regulating gene expression by directly binding to the 3'UTR of messenger RNAs and by inhibiting their translation and/or stability, enabling them to modify a wide range of biological functions. In view of this, we hypothesized that miRNAs may play an essential role in preserving the functional beta-cell mass and permitting to fight against beta-cell exhaustion and decompensation that can lead to diabetes development. In a first study, global profiling in pancreatic islets of pregnant rats, a model of insulin resistance, led to the identification of a set of differentially expressed miRNAs. Among them, miR-338- 3p was found to promote beta-cell proliferation and survival upon exposure of islet cells to pro- apoptotic stimuli such as saturated fatty acids or pro-inflammatory cytokines, without impairment in their capacity to release insulin. We also discovered that miR-338-3p changes are driven by two hormones, the estradiol and the incretin GLP1, both well known for their beneficial impact on beta- cell physiology. Consistently, we found that miR-338-3p integrates the cAMP-dependent signaling pathways regulated by these two hormones in order to control the expression of numerous genes and execute its biological functions. In a second project, we aimed at determining whether miRNAs contribute to the acquisition of beta-cell identity. Indeed, we confirmed that right after birth beta-cells are still immature and are unable to secrete insulin specifically in response to elevated concentrations of glucose. In contrast, amino acid-stimulated insulin release as well as insulin biosynthesis are already fully functional. In parallel, newborn beta-cells are proliferating intensively within the expanding pancreas. Interestingly, we demonstrated that the miRNA changes and the subsequent acquisition of glucose responsiveness is influenced by the diet composition and the resulting insulin needs. At the same time, beta-cell proliferation declines. The miRNAs that we have identified orchestrate expression changes of essential genes involved in the acquisition of specific beta-cell properties and in the maintenance of a mature beta-cell identity. Altogether, these studies clearly demonstrate that miRNAs play important roles in the regulation of beta-cell function.