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convergence analysis and optimal strike choice for static hedges of general path-independent pay-offs

QUANTITATIVE FINANcE 2016年第4期16卷 593-603页

作者： Ma, Jingtang Deng, Dongya Zheng, Harry Southwestern Univ Finance & Econ Sch Econ Math Chengdu 611130 Peoples R China Southwestern Univ Finance & Econ Sch Finance Chengdu 611130 Peoples R China Univ London Imperial Coll Sci Technol & Med Dept Math Huxley Bldg London SW7 2BZ England

In this paper, we propose a new algorithm to find the optimal static replicating portfolios for general path-independent nonlinear pay-off functions and give an estimate for the rate of convergence that is absent in the literature. We choose the static replication by designing an adaptation function arising in the error bound between the nonlinear pay-off function and the linear spline approximation and derive the equidistribution equation for selecting the optimal strikes. The numerical tests for variance swaps, swaptions, static quadratic hedges and also for a jump-diffusion process, allowing for the default of the underlying asset, show that the proposed iterative equidistribution equation algorithm is simple, fast and accurate. The paper generalizes and improves the results on static replication and approximation in the literature.

关键词： G c6 G1 G12 c c63 Jump-diffusion model Nonlinear pay-off convergence rate Static replication Equidistribution equation

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Processing of graphene into a cantilever beam structure using a focused ion beam

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MIcRO & NANO LETTERS 2016年第11期11卷 670-674页

作者： Matsui, Kazuma Takei, Yusuke Inaba, Akira Takahata, Tomoyuki Matsumoto, Kiyoshi Shimoyama, Isao Univ Tokyo Dept Mech Informat Bunkyo Ku Japan 7-3-1 Hongo Tokyo 1138656 Japan Toyo Univ Dept Mech Engn Fac Sci & Engn 2100 Kujirai Kawagoe Saitama 3508585 Japan

A graphene cantilever beam of arbitrary shape by patterning suspended graphene using a focused ion beam (FIB) is fabricated. Suspended graphene was formed by transferring graphene over a trench structure and patterned the suspended graphene into a cantilever beam structure. When the suspended graphene is patterned by an FIB, the high-ion irradiation of FIB deforms the shape of the cantilever beam;in contrast, low-ion irradiation cannot penetrate the suspended graphene. An evaluation of the ion irradiation dose of the FIB and the damages caused to the suspended graphene confirmed that in the case of few-layer graphene with a maximum of three layers, optimum processing can be performed by an ion irradiation of 6 x 10(16) ions/cm(2). Under this condition, a graphene cantilever beam with a width of 1.34 m and a length of 2.13 m could be fabricated. Furthermore, the Raman spectroscopy results indicate that the FIB process does not significantly change the properties of the graphene.

关键词： focused ion beam technology graphene beams (structures) cantilevers Raman spectra ion beam effects nanostructured materials nanofabrication graphene cantilever beam arbitrary shape suspended graphene trench structure high-ion irradiation Raman spectroscopy focused ion beam process size 1 34 mum size 2 13 mum c

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生物信息学方法分析前列腺癌组织及细胞系中LMNA基因第七外显子点突变

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首都医科大学学报 2017年第6期38卷 884-890页

作者：左灵坤阳荣辉马慧周萍孔璐首都医科大学基础医学院生物化学与分子生物学系北京100069 首都医科大学生物医学工程学院生物医学信息学系北京100069

目的探讨前列腺癌中核纤层蛋白A/c(lamin A/c,LMNA)基因第七外显子点突变与LMNA表达差异的相关性。方法采用高通测序分析了永生化正常前列腺上皮细胞(RWPE-1)、低侵袭力前列腺癌上皮细胞(Pc-3M-2B4)及高侵袭力前列腺癌上皮细胞(Pc-3M-1E... 详细信息

目的探讨前列腺癌中核纤层蛋白A/c(lamin A/c,LMNA)基因第七外显子点突变与LMNA表达差异的相关性。方法采用高通测序分析了永生化正常前列腺上皮细胞(RWPE-1)、低侵袭力前列腺癌上皮细胞(Pc-3M-2B4)及高侵袭力前列腺癌上皮细胞(Pc-3M-1E8)LMNA基因的12个外显子,识别出在RWPE-1与Pc-3M-1E8细胞系中c.1159c>cA(p.L387LI)点突变,定位在1号染色体156106006。为了验证点突变在前列腺癌患者中的分布情况,Pub Med GEO数据库下载了3组数据,分别是100例前列腺癌患者石蜡包埋标本的总RNA测序数据、20例前列腺癌和10例配对正常组织的转录组数据及21种前列腺正常及癌细胞株的测序数据。在1号染色体上选取156105950到156106055范围,设置比对序列cTAcGccTG或者NTAcGccTGTcccccAGccc,每次分析比对长度为50 nt。同时,利用GEO数据库分析了突变点周围序列的特点与功能。最后,转染突变质粒,蛋白质电泳分析LMNA点突变对LMNA蛋白质表达的影响。结果在所有分析的样品中,1号染色体LMNA外显子7从156106006到156106011的区域内,存在2种错义突变形式:c/cA(p.L387LI)、c/cG(p.L387LV)和4种同义突变形式:c/cT(p.L387L)、c/cA(p.R388R)、c/cT(p.R388R)、c/cG(p.R388R)。前列腺癌按格里森(Gleason score,GS)评分系统分组,错义突变的总发生率分别占40%(正常)、11%(GS 5-6)、2%(GS 7)和6%(GS 8-10)。在16种前列腺癌细胞系和5种前列腺良性细胞系中,错义突变的总发生率分别占31%和60%。此外,还发现1号染色体上从156106008到156106066是转录因子结合位点,常见转录因子为PAX5、HEN1(NHLH1)、HTF、P53、MIF1、cOMP1和NGFIc(NGF4)。通过功能聚类分析,这些转录因子的功能主要集中在染色质重组及调控、RNA代谢过程的正向调节、组蛋白修饰的调控以及程序性细胞死亡的负调节等方面。高表达突变LMNA的细胞系LMNA及磷酸化LMNA蛋白质表达下调。结论 156106006位点突变多发生在前列腺正常组织和前列腺良性细胞株,与LMNA蛋白质表达密切相关,可能是lamin蛋白质异源性表达的机制之一。

关键词：前列腺癌核纤层蛋白A c 突变生物信息分析

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PET-Liganden für die Diagnostik der Alzheimer-Demenz: Amyloid und Tau

Der Nuklearmediziner

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Der Nuklearmediziner 2018年第4期41卷 310-316页

作者： christoph Solbach Marianne Patt Klinik für Nuklearmedizin Universitätsklinikum Ulm Ulm Klinik und Poliklinik für Nuklearmedizin Universitätsklinikum Leipzig Leipzig

Over the last 15 years diagnostic imaging of amyloid and tau deposits with PET has gained increasing importance especially in the context of diagnosis of dementia such as Alzheimer’s disease. First radiotracers that were developed aimed at the detection of amyloid plaques in the brain. In the meantime the contribution of hyperphosphorylated proteins (TAU) that lead to another type of protein deposits is getting more and more in the focus of current research on the origin of this disease. While a number of

关键词： Amyloid Tau PET Alzheimer F c Amyloid Tau PET Alzheimer F c

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comparative Study of Discrete component Realizations of Fractional-Order capacitor and Inductor Active Emulators

Comparative Study of Discrete Component Realizations of Frac...

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作者： Tsirimokou, Georgia Brno University of Technology

Due to the absence of commercially available fractional-order capacitors and inductors, their implementation can be performed using fractional-order differentiators and integrators, respectively, combined with a voltage-to-current conversion stage. The transfer function of fractional-order differentiators and integrators can be approximated through the utilization of appropriate integer-order transfer functions. In order to achieve that, the continued Fraction Expansion as well as the Oustaloup’s approximations can be utilized. The accuracy, in terms of magnitude and phase response, of transfer functions of differentiators/integrators derived through the employment of the aforementioned approximations, is very important factor for achieving high performance approximation of the fractional-order elements. A comparative study of the accuracy offered by the continued Fraction Expansion and the Oustaloup’s approximation is performed in this paper. As a next step, the corresponding implementations of the emulators of the fractional-order elements, derived using fundamental active cells such as operational amplifiers, operational transconductance amplifiers, current conveyors, and current feedback operational amplifiers realized in commercially available discrete-component Ic form, are compared in terms of the most important performance characteristics. The most suitable of them are further compared using the OrcAD PSpice software.

关键词： řetězový zlomek proudový konvejor operační zesilovač s roudovo zpětnou vazbou fraktální derivátor fraktální integrátor operační zesilovač operační transkonduktanční zesilovač Oustalopova aproximace continued Fraction Expansion current conveyor c

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Synthetic Ligands of cannabinoid Receptors Affect Dauer Formation in the Nematode caenorhabditis elegans

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G3-GENES GENOMES GENETIcS 2016年第6期6卷 1695-1705页

作者： Rodrigues, Pedro Reis Kaul, Tiffany K. Ho, Jo-Hao Lucanic, Mark Burkewitz, Kristopher Mair, William B. Held, Jason M. Bohn, Laura M. Gill, Matthew S. Scripps Res Inst Dept Metab & Aging Jupiter FL 33458 USA Scripps Res Inst Dept Mol Therapeut Jupiter FL 33458 USA Buck Inst Res Aging Novato CA 94945 USA Harvard Univ Sch Publ Hlth Dept Genet & Complex Dis 665 Huntington Ave Boston MA 02115 USA Washington Univ Sch Med Div Oncol St Louis MO 63110 USA Washington Univ Sch Med Dept Anesthesiol St Louis MO 63110 USA

Under adverse environmental conditions the nematode caenorhabditis elegans can enter an alternate developmental stage called the dauer larva. To identify lipophilic signaling molecules that influence this process, we screened a library of bioactive lipids and found that AM251, an antagonist of the human cannabinoid (cB) receptor, suppresses dauer entry in daf-2 insulin receptor mutants. AM251 acted synergistically with glucose supplementation indicating that the metabolic status of the animal influenced the activity of this compound. Similarly, loss of function mutations in the energy-sensing AMP-activated kinase subunit, aak-2, enhanced the dauer-suppressing effects of AM251, while constitutive activation of aak-2 in neurons was sufficient to inhibit AM251 activity. chemical epistasis experiments indicated that AM251 acts via G-protein signaling and requires the TGF- ligand DAF-7, the insulin peptides DAF-28 and INS-6, and a functional ASI neuron to promote reproductive growth. AM251 also required the presence of the SER-5 serotonin receptor, but in vitro experiments suggest that this may not be via a direct interaction. Interestingly, we found that other antagonists of mammalian cB receptors also suppress dauer entry, while the nonselective cB receptor agonist, O-2545, not only inhibited the activity of AM251, but also was able to promote dauer entry when administered alone. Since worms do not have obvious orthologs of cB receptors, the effects of synthetic cBs on neuroendocrine signaling in c. elegans are likely to be mediated via another, as yet unknown, receptor mechanism. However, we cannot exclude the existence of a noncanonical cB receptor in c. elegans.

关键词： c elegans dauer synthetic cannabinoids

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cascket: A Binary Protocol based c client-Driver for Apache cassandra

Cascket: A Binary Protocol based C Client-Driver for Apache ...

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International conference on Advances in computing, communications and Informatics IcAccI

作者： Karpate, Sarang Joshi, Abhishek Dosani, Javed Abraham, Jibi Coll Engn Pune COEP Dept Comp Engn & Informat Technol Pune Maharashtra India

ISBN: (纸本)9781479987924

Few can deny the diverse applications of NoSQL Database technology today. The last decade has witnessed an exponential rise in not only data generation but also in the manipulation and management of the same. NoSQL Technologies have engendered a new platform for large enterprises to come up and have provided them a wide vista for data manipulation. Moreover, existing technologies have been augmented with the unique features that this technology offers. Apache cassandra is one of the leading NoSQL Databases today. The rise of cassandra has also given rise to corresponding high level client drivers. There are several drivers present today for interfacing cassandra with languages such as PHP, Java, c++, etc. However, to the best of our knowledge, no such driver for c exists. This paper proposes such a driver, 'cascket' that allows direct communication of cassandra over c without the existence of a middle-ware.

关键词： cassandra cassandra Binary Protocol c client-driver NoSQL Databases systems

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Proteins that mediate protein aggregation and cytotoxicity distinguish Alzheimer's hippocampus from normal controls

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AGING cELL 2016年第5期15卷 924-939页

作者： Ayyadevara, Srinivas Balasubramaniam, Meenakshisundaram Parcon, Paul A. Barger, Steven W. Griffin, W. Sue T. Alla, Ramani Tackett, Alan J. Mackintosh, Samuel G. Petricoin, Emanuel Zhou, Weidong Reis, Robert J. Shmookler Cent Arkansas Vet Healthcare Serv McClellan Vet Med Ctr Little Rock AR 72205 USA Univ Arkansas Med Sci Dept Geriatr Little Rock AR 72205 USA Univ Arkansas Med Sci BioInformat Program Little Rock AR 72205 USA Univ Arkansas Little Rock AR 72205 USA Univ Arkansas Med Sci Dept Biochem & Mol Biol Little Rock AR 72205 USA George Mason Univ Ctr Appl Prote & Mol Med Manassas VA 20110 USA

Neurodegenerative diseases are distinguished by characteristic protein aggregates initiated by disease-specific seed' proteins;however, roles of other co-aggregated proteins remain largely unexplored. compact hippocampal aggregates were purified from Alzheimer's and control-subject pools using magnetic-bead immunoaffinity pulldowns. Their components were fractionated by electrophoretic mobility and analyzed by high-resolution proteomics. Although total detergent-insoluble aggregates from Alzheimer's and controls had similar protein content, within the fractions isolated by tau or A(1-42) pulldown, the protein constituents of Alzheimer-derived aggregates were more abundant, diverse, and post-translationally modified than those from controls. Tau- and A-containing aggregates were distinguished by multiple components, and yet shared >90% of their protein constituents, implying similar accretion mechanisms. Alzheimer-specific protein enrichment in tau-containing aggregates was corroborated for individuals by three analyses. Five proteins inferred to co-aggregate with tau were confirmed by precise insitu methods, including proximity ligation amplification that requires co-localization within 40nm. Nematode orthologs of 21 proteins, which showed Alzheimer-specific enrichment in tau-containing aggregates, were assessed for aggregation-promoting roles in *** by RNA-interference knockdown'. Fifteen knockdowns (71%) rescued paralysis of worms expressing muscle A, and 12 (57%) rescued chemotaxis disrupted by neuronal A expression. Proteins identified in compact human aggregates, bound by antibody to total tau, were thus shown to play causal roles in aggregation based on nematode models triggered by A(1-42). These observations imply shared mechanisms driving both types of aggregation, and/or aggregate-mediated cross-talk between tau and A. Knowledge of protein components that promote protein accrual in diverse aggregate types implicates common mechanisms and identifies no

关键词： Abeta(1-42) acetylation (protein) aggregation (protein) Alzheimer (Disease) beta amyloid c elegans microtubule-associated protein tau neurodegeneration neurotoxicity oxidation (protein) phosphorylation (protein) proteomics

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Etiology of chronic liver diseases in the Northwest of Italy, 1998 through 2014

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World Journal of Gastroenterology 2016年第36期22卷 8187-8193页

作者： Giorgio Maria Saracco Andrea Evangelista Sharmila Fagoonee Giovannino ciccone Elisabetta Bugianesi Gian Paolo caviglia Maria Lorena Abate Mario Rizzetto Rinaldo Pellicano Antonina Smedile Department of Oncology University of Turin10123 Turin Italy Unit of Cancer Epidemiology (CPO Piemonte) University of Turin10123 Turin Italy Institute for Biostructures and Bioimages-CNR c/o Molecular Biotechnology Center University of Turin10126 Turin Italy Department of Medical Sciences University of Turin10123 Turin Italy Unit of Gastroenterology Molinette Hospital10123 Turin Italy

AIM To assess the etiology of chronic liver diseases(cLD) from 1998 to 2014 at the outpatient clinic of Gastroenterology of the main hospital in Northwest of Italy among those dedicated to *** A random sample of charts of patients referred to for increased liver enzymes between January 1998 and December 2006, and between January 2012 and December 2014 were reviewed. Etiology search included testing for hepatitis B virus(HBV), hepatitis c virus(HcV), autoimmune hepatitis, primary biliary cirrhosis, Wilson's disease and hereditary hemocromatosis. A risky alcohol consumption was also considered. Nonalcoholic fatty liver disease(NAFLD) was diagnosed in patients with histological and/or ultrasound evidence of steatosis/steatohepatitis, and without other causes of *** The number of patients included was 1163. Of them, 528(45%) had positivity for HcV and 85(7%) for HBV. Among the virus-free patients, 417(36%) had metabolic disorders whereas the remaining had history of alcohol abuse, less prevalent causes of cLD or concomitant conditions. In comparison to 1998-2000(41%), a reduction of HcV alone-related cases was detected during the periods 2001-2003(35%, OR = 0.75, 95%cI: 0.53-1.06), 2004-2006(33%, OR = 0.70, 95%cI: 0.50-0.97) and 2012-2014(31%, OR = 0.64, 95%cI: 0.46-0.91). On the contrary, in comparison to 1998-2000(31%), metabolic-alone disorders increased in the period 2004-2006(39%, OR = 1.37, 95%cI: 0.99-1.91) and 2012-2014(41%, OR = 1.53, 95%cI: 1.09-2.16). The other etiologies remained stable. The increase of incidence of metabolic-alone etiology during the period 2004-2006 and 2012-2014 tended to be higher in older patients(≥ 50 years) compared to younger(P = 0.058).cONcLUSION In the Northwest of Italy, during this study period, the prevalence of HcV infection decreased notably whereas that of NAFLD increased.

关键词： chronic liver diseases cirrhosis Hepatitis c virus Hepatitis B virus Nonalcoholic steatohepatitis

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硼替佐米在溃疡性结肠炎中治疗作用的实验研究

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胃肠病学 2017年第7期22卷 402-406页

作者：胡丽红李晴曲波哈尔滨医科大学附属第二医院消化内科 150086

背景:传统药物对溃疡性结肠炎(Uc)的疗效不尽人意,基于Uc发病机制的药物研发成为Uc研究的热点课题。近年研究表明,核因子-κB(NF-κB)激活在Uc免疫和炎症反应的调节中发挥关键作用。目的:探讨蛋白酶体抑制剂硼替佐米通过抑制NF-κB活化... 详细信息

背景:传统药物对溃疡性结肠炎(Uc)的疗效不尽人意,基于Uc发病机制的药物研发成为Uc研究的热点课题。近年研究表明,核因子-κB(NF-κB)激活在Uc免疫和炎症反应的调节中发挥关键作用。目的:探讨蛋白酶体抑制剂硼替佐米通过抑制NF-κB活化治疗Uc的可行性。方法:32只BALB/c小鼠以自由饮用3%葡聚糖硫酸钠(DSS)7 d建立急性结肠炎模型。模型小鼠随机分为4组,硼替佐米低、中、高剂量治疗组分别腹腔注射0.2、0.6、1.0 mg/kg硼替佐米,模型对照组注射0.9%Na cl溶液。干预后第7 d行疾病活动指数(DAI)评估,处死小鼠,取标本检测外周血血红蛋白(Hb)、c反应蛋白(cRP)和结肠组织髓过氧化物酶(MPO)活性,观察结肠组织病理学改变,以电泳迁移率改变分析检测NF-κB核转位情况。结果:与模型对照组相比,低、中、高剂量硼替佐米治疗组小鼠DAI、cRP、MPO活性和结肠组织学损伤评分逐渐降低,Hb逐渐升高(P均<0.05),中、高剂量时作用更为显著。中、高剂量硼替佐米治疗组NF-κB核转位明显受抑。结论:硼替佐米可通过抑制NF-κB活化控制小鼠结肠炎症反应,改善临床表现、炎症指标和结肠组织学损伤,在安全范围内增加用量可提高疗效。

关键词：硼替佐米 NF-κB 结肠炎,溃疡性治疗小鼠,近交BALB c

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