On the closed-form approximation of short-time random strike options

In this paper we propose a general technique to develop first and second order closed-form approximation formulas for short-time options withrandom strikes. Our method is based on Malliavin calculus techniques andallows us to obtain simple closed-form approximation formulas dependingon the derivative operator. The numerical analysis shows that these formulas are extremely accurate and improve some previous approaches ontwo-assets and three-assets spread options as Kirk's formula or the decomposition mehod presented in Alòs, Eydeland and Laurence (2011).

HLA-C cell surface expression and control of HIV/AIDS correlate with a variant upstream of HLA-C.

A variant 35 kb upstream of the HLA-C gene (-35C/T) was previously shown to associate with HLA-C mRNA expression level and steady-state plasma HIV RNA levels. We genotyped this variant in 1,698 patients of European ancestry with HIV. Individuals with known seroconversion dates were used for disease progression analysis and those with longitudinal viral load data were used for viral load analysis. We further tested cell surface expression of HLA-C in normal donors using an HLA-C-specific antibody. We show that the -35C allele is a proxy for high HLA-C cell surface expression, and that individuals with high-expressing HLA-C alleles progress more slowly to AIDS and control viremia significantly better than individuals with low HLA-C expressing alleles. These data strongly implicate high HLA-C expression levels in more effective control of HIV-1, potentially through better antigen presentation to cytotoxic T lymphocytes or recognition and killing of infected cells by natural killer cells.

Somatosensory motor bodily representation cortical thinning in Tourette : effects of tic severity, age and gender

Introduction: Tourette syndrome (TS) implicates the disinhibition of the cortico-striatal-thalamic-cortical circuitry (CSTC). Previous studies used a volumetric approach to investigate this circuitry with inconsistent findings. Cortical thickness may represent a more reliable measure than volume due to the low variability in the cytoarchitectural structure of the grey matter. Methods: 66 magnetic resonance imaging scans were acquired from 34 TS (age range 10-25, mean 17.19±4.1) and 32 normal controls (NC) (age range 10-20, mean 16.33±3.56). Brain morphology was assessed using the fully automated Civet pipeline at the Montreal Neurological Institute. Results: We report (1) significant cortical thinning in the fronto-parietal and somatosensory-motor cortices in TS relative to NC (p<0.05); (2) TS boys showed thinner cortex relative to TS girls in the fronto-parietal cortical regions (p<0.05); (3) significant decrease in the fronto-parietal mean cortical thickness in TS with age relative to NC and in the pre-central cortex in TS boys relative to TS girls; (4) significant negative correlations between tic severity and the somatosensory-motor cortical thickness. Conclusions: TS revealed important thinning in brain regions particularly involved in the somatosensory/motor bodily representations which may play an important role in tics. Our findings are in agreement with Leckman et al. (1991) hypothesis stating that facial tics would be associated with dysfunction in an orofacial subset of the motor circuit, eye blinking with the occulo-motor circuit, whereas lack of inhibition to a dysfunction in the prefrontal cortex. Gender and age differences may reflect differential etiological factors, which have significant clinical relevance in TS and should be considered in developing and using diagnostic and therapeutic interventions.

Changes over time in risk factors for cardiovascular disease and use of lipid-lowering drugs in HIV-infected individuals and impact on myocardial infarction.

BACKGROUND: Because of the known relationship between exposure to combination antiretroviral therapy and cardiovascular disease (CVD), it has become increasingly important to intervene against risk of CVD in human immunodeficiency virus (HIV)-infected patients. We evaluated changes in risk factors for CVD and the use of lipid-lowering therapy in HIV-infected individuals and assessed the impact of any changes on the incidence of myocardial infarction. METHODS: The Data Collection on Adverse Events of Anti-HIV Drugs Study is a collaboration of 11 cohorts of HIV-infected patients that included follow-up for 33,389 HIV-infected patients from December 1999 through February 2006. RESULTS: The proportion of patients at high risk of CVD increased from 35.3% during 1999-2000 to 41.3% during 2005-2006. Of 28,985 patients, 2801 (9.7%) initiated lipid-lowering therapy; initiation of lipid-lowering therapy was more common for those with abnormal lipid values and those with traditional risk factors for CVD (male sex, older age, higher body mass index [calculated as the weight in kilograms divided by the square of the height in meters], family and personal history of CVD, and diabetes mellitus). After controlling for these, use of lipid-lowering drugs became relatively less common over time. The incidence of myocardial infarction (0.32 cases per 100 person-years [PY]; 95% confidence interval [CI], 0.29-0.35 cases per 100 PY) appeared to remain stable. However, after controlling for changes in risk factors for CVD, the rate decreased over time (relative rate in 2003 [compared with 1999-2000], 0.73 cases per 100 PY [95% CI, 0.50-1.05 cases per 100 PY]; in 2004, 0.64 cases per 100 PY [95% CI, 0.44-0.94 cases per 100 PY]; in 2005-2006, 0.36 cases per 100 PY [95% CI, 0.24-0.56 cases per 100 PY]). Further adjustment for lipid levels attenuated the relative rates towards unity (relative rate in 2003 [compared with 1999-2000], 1.06 cases per 100 PY [95% CI, 0.63-1.77 cases per 100 PY]; in 2004, 1.02 cases per 100 PY [95% CI, 0.61-1.71 cases per 100 PY]; in 2005-2006, 0.63 cases per 100 PY [95% CI, 0.36-1.09 cases per 100 PY]). CONCLUSIONS: Although the CVD risk profile among patients in the Data Collection on Adverse Events of Anti-HIV Drugs Study has decreased since 1999, rates have remained relatively stable, possibly as a result of a more aggressive approach towards managing the risk of CVD.

Processus de reconnaissance et d'identification de personnes décédées

Recognition and identification processes for deceased persons. Determining the identity of deceased persons is a routine task performed essentially by police departments and forensic experts. This thesis highlights the processes necessary for the proper and transparent determination of the civil identities of deceased persons. The identity of a person is defined as the establishment of a link between that person ("the source") and information pertaining to the same individual ("identifiers"). Various identity forms could emerge, depending on the nature of the identifiers. There are two distinct types of identity, namely civil identity and biological identity. The paper examines four processes: identification by witnesses (the recognition process) and comparisons of fingerprints, dental data and DNA profiles (the identification processes). During the recognition process, the memory function is examined and helps to clarify circumstances that may give rise to errors. To make the process more rigorous, a body presentation procedure is proposed to investigators. Before examining the other processes, three general concepts specific to forensic science are considered with regard to the identification of a deceased person, namely, matter divisibility (Inman and Rudin), transfer (Locard) and uniqueness (Kirk). These concepts can be applied to the task at hand, although some require a slightly broader scope of application. A cross comparison of common forensic fields and the identification of deceased persons reveals certain differences, including 1 - reverse positioning of the source (i.e. the source is not sought from traces, but rather the identifiers are obtained from the source); 2 - the need for civil identity determination in addition to the individualisation stage; and 3 - a more restricted population (closed set), rather than an open one. For fingerprints, dental and DNA data, intravariability and intervariability are examined, as well as changes in these post mortem (PM) identifiers. Ante-mortem identifiers (AM) are located and AM-PM comparisons made. For DNA, it has been shown that direct identifiers (taken from a person whose civil identity has been alleged) tend to lead to determining civil identity whereas indirect identifiers (obtained from a close relative) direct towards a determination of biological identity. For each process, a Bayesian model is presented which includes sources of uncertainty deemed to be relevant. The results of the different processes combine to structure and summarise an overall outcome and a methodology. The modelling of dental data presents a specific difficulty with respect to intravariability, which in itself is not quantifiable. The concept of "validity" is, therefore, suggested as a possible solution to the problem. Validity uses various parameters that have an acknowledged impact on teeth intravariability. In cases where identifying deceased persons proves to be extremely difficult due to the limited discrimination of certain procedures, the use of a Bayesian approach is of great value in bringing a transparent and synthetic value. RESUME : Titre: Processus de reconnaissance et d'identification de personnes décédées. L'individualisation de personnes décédées est une tâche courante partagée principalement par des services de police, des odontologues et des laboratoires de génétique. L'objectif de cette recherche est de présenter des processus pour déterminer valablement, avec une incertitude maîtrisée, les identités civiles de personnes décédées. La notion d'identité est examinée en premier lieu. L'identité d'une personne est définie comme l'établissement d'un lien entre cette personne et des informations la concernant. Les informations en question sont désignées par le terme d'identifiants. Deux formes distinctes d'identité sont retenues: l'identité civile et l'identité biologique. Quatre processus principaux sont examinés: celui du témoignage et ceux impliquant les comparaisons d'empreintes digitales, de données dentaires et de profils d'ADN. Concernant le processus de reconnaissance, le mode de fonctionnement de la mémoire est examiné, démarche qui permet de désigner les paramètres pouvant conduire à des erreurs. Dans le but d'apporter un cadre rigoureux à ce processus, une procédure de présentation d'un corps est proposée à l'intention des enquêteurs. Avant d'entreprendre l'examen des autres processus, les concepts généraux propres aux domaines forensiques sont examinés sous l'angle particulier de l'identification de personnes décédées: la divisibilité de la matière (Inman et Rudin), le transfert (Locard) et l'unicité (Kirk). Il est constaté que ces concepts peuvent être appliqués, certains nécessitant toutefois un léger élargissement de leurs principes. Une comparaison croisée entre les domaines forensiques habituels et l'identification de personnes décédées montre des différences telles qu'un positionnement inversé de la source (la source n'est plus à rechercher en partant de traces, mais ce sont des identifiants qui sont recherchés en partant de la source), la nécessité de devoir déterminer une identité civile en plus de procéder à une individualisation ou encore une population d'intérêt limitée plutôt qu'ouverte. Pour les empreintes digitales, les dents et l'ADN, l'intra puis l'inter-variabilité sont examinées, de même que leurs modifications post-mortem (PM), la localisation des identifiants ante-mortem (AM) et les comparaisons AM-PM. Pour l'ADN, il est démontré que les identifiants directs (provenant de la personne dont l'identité civile est supposée) tendent à déterminer une identité civile alors que les identifiants indirects (provenant d'un proche parent) tendent à déterminer une identité biologique. Puis une synthèse des résultats provenant des différents processus est réalisée grâce à des modélisations bayesiennes. Pour chaque processus, une modélisation est présentée, modélisation intégrant les paramètres reconnus comme pertinents. À ce stade, une difficulté apparaît: celle de quantifier l'intra-variabilité dentaire pour laquelle il n'existe pas de règle précise. La solution préconisée est celle d'intégrer un concept de validité qui intègre divers paramètres ayant un impact connu sur l'intra-variabilité. La possibilité de formuler une valeur de synthèse par l'approche bayesienne s'avère d'une aide précieuse dans des cas très difficiles pour lesquels chacun des processus est limité en termes de potentiel discriminant.

Detection of HIV drug resistance during antiretroviral treatment and clinical progression in a large European cohort study.

OBJECTIVE(S): To investigate the relationship between detection of HIV drug resistance by 2 years from starting antiretroviral therapy and the subsequent risk of progression to AIDS and death. DESIGN: Virological failure was defined as experiencing two consecutive viral loads of more than 400 copies/ml in the time window between 0.5 and 2 years from starting antiretroviral therapy (baseline). Patients were grouped according to evidence of virological failure and whether there was detection of the International AIDS Society resistance mutations to one, two or three drug classes in the time window. METHODS: Standard survival analysis using Kaplan-Meier curves and Cox proportional hazards regression model with time-fixed covariates defined at baseline was employed. RESULTS: We studied 8229 patients in EuroSIDA who started antiretroviral therapy and who had at least 2 years of clinical follow-up. We observed 829 AIDS events and 571 deaths during 38,814 person-years of follow-up resulting in an overall incidence of new AIDS and death of 3.6 per 100 person-years of follow-up [95% confidence interval (CI):3.4-3.8]. By 96 months from baseline, the proportion of patients with a new AIDS diagnosis or death was 20.3% (95% CI:17.7-22.9) in patients with no evidence of virological failure and 53% (39.3-66.7) in those with virological failure and mutations to three drug classes (P = 0.0001). An almost two-fold difference in risk was confirmed in the multivariable analysis (adjusted relative hazard = 1.8, 95% CI:1.2-2.7, P = 0.005). CONCLUSION: Although this study shows an association between the detection of resistance at failure and risk of clinical progression, further research is needed to clarify whether resistance reflects poor adherence or directly increases the risk of clinical events via exhaustion of drug options.

IMPEDÂNCIA MECÂNICA EM SUBSTRATOS HORTÍCOLAS

O poder de penetração das raízes no solo tem sido estudado com vistas a cultivos agrícolas, porém não há dados no que se refere a substratos em recipientes. Neste trabalho avalia-se a impedância mecânica de: areia, perlita, turfa, fibra-de-coco e misturas do mercado internacional: Fafard nº 2, Fafard 2P, Jiffy 7 e Oasis. Amostras secas e saturadas foram analisadas sob quatro níveis de compactação. Jiffy 7 e Oasis foram analisados na densidade original, conforme fabricação. Avaliou-se a impedância através de um pino metálico acoplado em micropenetrômetro digital. A pressão de penetração correlaciona-se com a compactação do substrato, apresentando interação significante entre grau de compactação e nível de umidade.

Loss to follow-up in an international, multicentre observational study.

OBJECTIVE: The aim of this work was to assess loss to follow-up (LTFU) in EuroSIDA, an international multicentre observational cohort study. METHODS: LTFU was defined as no follow-up visit, CD4 cell count measurement or viral load measurement after 1 January 2006. Poisson regression was used to describe factors related to LTFU. RESULTS: The incidence of LTFU in 12 304 patients was 3.72 per 100 person-years of follow-up [95% confidence interval (CI) 3.58-3.86; 2712 LTFU] and varied among countries from 0.67 to 13.35. After adjustment, older patients, those with higher CD4 cell counts, and those who had started combination antiretroviral therapy all had lower incidences of LTFU, while injecting drug users had a higher incidence of LTFU. Compared with patients from Southern Europe and Argentina, patients from Eastern Europe had over a twofold increased incidence of LTFU after adjustment (incidence rate ratio 2.16; 95% CI 1.84-2.53; P<0.0001). A total of 2743 patients had a period of >1 year with no CD4 cell count or viral load measured during the year; 743 (27.1%) subsequently returned to follow-up. CONCLUSIONS: Some patients thought to be LTFU may have died, and efforts should be made to ascertain vital status wherever possible. A significant proportion of patients who have a year with no follow-up visit, CD4 cell count measurement or viral load measurement subsequently return to follow-up.

Use of nucleoside reverse transcriptase inhibitors and risk of myocardial infarction in HIV-infected patients enrolled in the D:A:D study: a multi-cohort collaboration.

BACKGROUND: Whether nucleoside reverse transcriptase inhibitors increase the risk of myocardial infarction in HIV-infected individuals is unclear. Our aim was to explore whether exposure to such drugs was associated with an excess risk of myocardial infarction in a large, prospective observational cohort of HIV-infected patients. METHODS: We used Poisson regression models to quantify the relation between cumulative, recent (currently or within the preceding 6 months), and past use of zidovudine, didanosine, stavudine, lamivudine, and abacavir and development of myocardial infarction in 33 347 patients enrolled in the D:A:D study. We adjusted for cardiovascular risk factors that are unlikely to be affected by antiretroviral therapy, cohort, calendar year, and use of other antiretrovirals. FINDINGS: Over 157,912 person-years, 517 patients had a myocardial infarction. We found no associations between the rate of myocardial infarction and cumulative or recent use of zidovudine, stavudine, or lamivudine. By contrast, recent-but not cumulative-use of abacavir or didanosine was associated with an increased rate of myocardial infarction (compared with those with no recent use of the drugs, relative rate 1.90, 95% CI 1.47-2.45 [p=0.0001] with abacavir and 1.49, 1.14-1.95 [p=0.003] with didanosine); rates were not significantly increased in those who stopped these drugs more than 6 months previously compared with those who had never received these drugs. After adjustment for predicted 10-year risk of coronary heart disease, recent use of both didanosine and abacavir remained associated with increased rates of myocardial infarction (1.49, 1.14-1.95 [p=0.004] with didanosine; 1.89, 1.47-2.45 [p=0.0001] with abacavir). INTERPRETATION: There exists an increased risk of myocardial infarction in patients exposed to abacavir and didanosine within the preceding 6 months. The excess risk does not seem to be explained by underlying established cardiovascular risk factors and was not present beyond 6 months after drug cessation.

HIV-induced immunodeficiency and mortality from AIDS-defining and non-AIDS-defining malignancies.

OBJECTIVE: To evaluate deaths from AIDS-defining malignancies (ADM) and non-AIDS-defining malignancies (nADM) in the D:A:D Study and to investigate the relationship between these deaths and immunodeficiency. DESIGN: Observational cohort study. METHODS: Patients (23 437) were followed prospectively for 104 921 person-years. We used Poisson regression models to identify factors independently associated with deaths from ADM and nADM. Analyses of factors associated with mortality due to nADM were repeated after excluding nADM known to be associated with a specific risk factor. RESULTS: Three hundred five patients died due to a malignancy, 298 prior to the cutoff for this analysis (ADM: n = 110; nADM: n = 188). The mortality rate due to ADM decreased from 20.1/1000 person-years of follow-up [95% confidence interval (CI) 14.4, 25.9] when the most recent CD4 cell count was <50 cells/microl to 0.1 (0.03, 0.3)/1000 person-years of follow-up when the CD4 cell count was more than 500 cells/microl; the mortality rate from nADM decreased from 6.0 (95% CI 3.3, 10.1) to 0.6 (0.4, 0.8) per 1000 person-years of follow-up between these two CD4 cell count strata. In multivariable regression analyses, a two-fold higher latest CD4 cell count was associated with a halving of the risk of ADM mortality. Other predictors of an increased risk of ADM mortality were homosexual risk group, older age, a previous (non-malignancy) AIDS diagnosis and earlier calendar years. Predictors of an increased risk of nADM mortality included lower CD4 cell count, older age, current/ex-smoking status, longer cumulative exposure to combination antiretroviral therapy, active hepatitis B infection and earlier calendar year. CONCLUSION: The severity of immunosuppression is predictive of death from both ADM and nADM in HIV-infected populations.

The EuroSIDA study: Regional differences in the HIV-1 epidemic and treatment response to antiretroviral therapy among HIV-infected patients across Europe--a review of published results.

EuroSIDA is a pan-European observational study that follows 14,265 HIV-infected patients from 31 European countries, Israel and Argentina, of which 2,560 are patients from eastern Europe (EE). The study group has performed several analyses addressing regional differences in the HIV-epidemic across Europe, where all countries were divided into five regions: south, west central, north, east central Europe and EE. Significant regional differences in patients' characteristics and pattern of AIDS diagnoses were documented. More patients from EE were diagnosed with tuberculosis compared to other regions. Significantly fewer HIV-infected patients in EE, who fulfilled the criteria for starting combination antiretroviral therapy (cART), actually received cART as compared with other regions of Europe. Those, receiving cART in EE had a lower initial virologic response rate irrespectively of the regimen used, although it has improved within years. Besides, treatment failure was more common in this region. Thus, improvements in the clinical management of HIV patients in EE are urgently needed. Strategies include creating scientific collaborations for HIV clinicians as well as teaching clinicians about the most advanced HIV management at clinically oriented courses held in eastern Europe.

HBV or HCV coinfections and risk of myocardial infarction in HIV-infected individuals: the D:A:D Cohort Study.

BACKGROUND: Data on a link between HCV or HBV infection and the development of cardiovascular disease among HIV-negative and HIV-positive individuals are conflicting. We sought to investigate the association between HBV or HCV infection and myocardial infarction in HIV-infected individuals. METHODS: The prospective observational database of the D:A:D collaboration of 11 cohorts of HIV-infected individuals, including 212 clinics in Europe, the United States and Australia was used. Multivariate Poisson regression was used to assess the effect of HCV or HBV infection on the development of myocardial infarction after adjustment for potential confounders, including cardiovascular risk factors, diabetes mellitus and exposure to antiretroviral therapy. RESULTS: Of 33,347 individuals, 517 developed a myocardial infarction over 157,912 person-years, with an event rate of 3.3 events/1,000 person-years (95% confidence interval [CI] 3.0-3.6). Event rates (95% CIs) per 1,000 person-years in those who were HCV-seronegative and HCV-seropositive were 3.3 (3.0-3.7) and 2.7 (2.2-3.3), respectively, and for those who were HBV-seronegative, had inactive infection or had active infection were 3.2 (2.8-3.5), 4.2 (3.1-5.2) and 2.8 (1.8-3.9), respectively. After adjustment, there was no association between HCV seropositivity (rate ratio 0.86 [95% CI 0.62-1.19]), inactive HBV infection (rate ratio 1.07 [95% CI 0.79-1.43]) or active HBV infection (rate ratio 0.78 [95% CI 0.52-1.15]) and the development of myocardial infarction. CONCLUSIONS: We found no association between HBV or HCV coinfection and the development of myocardial infarction among HIV-infected individuals.

Does less frequent routine monitoring of patients on a stable, fully suppressed cART regimen lead to an increased risk of treatment failure?

OBJECTIVE: To investigate whether HIV-infected patients on a stable and fully suppressive combination antiretroviral therapy (cART) regimen could safely be monitored less often than the current recommendations of every 3 months. DESIGN: Two thousand two hundred and forty patients from the EuroSIDA study who maintained a stable and fully suppressed cART regimen for 1 year were included in the analysis. METHODS: Risk of treatment failure, defined by viral rebound, fall in CD4 cell count, development of new AIDS-defining illness, serious opportunistic infection or death, in the 12 months following a year of a stable and fully suppressed regimen was assessed. RESULTS: One hundred thirty-one (6%) patients experienced treatment failure in the 12 months following a year of stable therapy, viral rebound occurred in 99 (4.6%) patients. After 3, 6 and 12 months, patients had a 0.3% [95% confidence interval (CI) 0.1-0.5], 2.2% (95% CI 1.6-2.8) and 6.0% (95% CI 5.0-7.0) risk of treatment failure, respectively. Patients who spent more than 80% of their time on cART with fully suppressed viraemia prior to baseline had a 38% reduced risk of treatment failure, hazard ratio 0.62 (95% CI 0.42-0.90, P = 0.01). CONCLUSION: Patients who have responded well to cART and are on a well tolerated and durably fully suppressive cART regimen have a low chance of experiencing treatment failure in the next 3-6 months. Therefore, in this subgroup of otherwise healthy patients, it maybe reasonable to extend visit intervals to 6 months, with cost and time savings to both the treating clinics and the patients.

Fungal infection as a risk factor for HIV disease progression among patients with a CD4 count above 200/microl in the era of cART.

The identification of clinical risk factors for AIDS in patients with preserved immune function is of significant interest. We examined whether patients with fungal infection (FI) and CD4 cell count >or=200/microl were at higher risk of disease progression in the era of cART. 11,009 EuroSIDA patients were followed from their first CD4 cell count >or=200/microl after 1 January 1997 until progression to any non-azoles/amphotericin B susceptible (AAS) AIDS disease, last visit or death. Initiation of antimycotic therapy (AMT) was used as a marker of FI and was modelled as a time-updated covariate using Poisson regression. After adjustment for current CD4 cell count, HIV-RNA, starting cART and diagnosis of AAS-AIDS, AMT was significantly associated with an increased incidence of non-AAS-AIDS (IRR=1.55, 95% CI 1.17-2.06, p=0.0024). Despite low incidence of AIDS in the cART era, FI in patients with a CD4 cell count >or=200/microl is associated with a 55% higher risk of non-AAS-AIDS (95% confidence interval 1.17-2.06, p=0.0024). These data suggest that patients with FI are more immune compromized than would be expected from their CD4 cell count alone. FI can be used as a clinical marker for disease progression and indirect indicator for initiation/changing cART in settings where laboratory facilities are limited.

Influence of HLA-C expression level on HIV control.

A variant upstream of human leukocyte antigen C (HLA-C) shows the most significant genome-wide effect on HIV control in European Americans and is also associated with the level of HLA-C expression. We characterized the differential cell surface expression levels of all common HLA-C allotypes and tested directly for effects of HLA-C expression on outcomes of HIV infection in 5243 individuals. Increasing HLA-C expression was associated with protection against multiple outcomes independently of individual HLA allelic effects in both African and European Americans, regardless of their distinct HLA-C frequencies and linkage relationships with HLA-B and HLA-A. Higher HLA-C expression was correlated with increased likelihood of cytotoxic T lymphocyte responses and frequency of viral escape mutation. In contrast, high HLA-C expression had a deleterious effect in Crohn's disease, suggesting a broader influence of HLA expression levels in human disease.