WTI crude oil option implied VaR and CVaR: An empirical application

Using option market data we derive naturally forward‐looking, nonparametric and model‐free risk estimates, three desired characteristics hardly obtainable using historical returns. The option‐implied measures are only based on the first derivative of the option price with respect to the strike price, bypassing the difficult task of estimating the tail of the return distribution. We estimate and backtest the 1%, 2.5%, and 5% WTI crude oil futures option‐implied value at risk and conditional value at risk for the turbulent years 2011–2016 and for both tails of the distribution. Compared with risk estimations based on the filtered historical simulation methodology, our results show that the option‐implied risk metrics are valid alternatives to the statistically based historical models.     

Whole genome sequencing as a means to assess pathogenic mutations in medical genetics and cancer

The past decade has seen the emergence of next-generation sequencing (NGS) technologies, which have revolutionized the field of human molecular genetics. With NGS, significant portions of the human genome can now be assessed by direct sequence analysis, highlighting normal and pathological variants of our DNA. Recent advances have also allowed the sequencing of complete genomes, by a method referred to as whole genome sequencing (WGS). In this work, we review the use of WGS in medical genetics, with specific emphasis on the benefits and the disadvantages of this technique for detecting genomic alterations leading to Mendelian human diseases and to cancer.     

一种新数值工具在车辆气动声学开发中的应用

为了优化车辆开发过程的有效性，数值气动声学分析法的实施和应用对汽车制造商来说变得越来越重要。提出了一种结合延迟分离涡流模拟和基于Lighthill方程及声学扰动方程的有限元模型混合数值工具，应用OpenFOAM和Actran软件实现了基于声学有限元法的近场声源区提取及声学压力脉动计算，并尝试应用于车顶扰流板及后视镜区域的气动噪声计算及分析。在兰博基尼Urus车型上，研究了不同车顶扰流板设计的气动声学行为，将仿真结果与斯图加特大学气动声学全尺寸风洞的实验结果进行比较，发现了令人信服的相关性。此外，探讨了扰流板上的主要噪声产生机制，研究了汽车表面压力波动水平随几何形状改变的变化情况。     

MicroRNAs in myocardial ischemia: identifying new targets and tools for treating heart disease. New frontiers for miR-medicine

MicroRNAs (miRNAs) are natural, single-stranded, small RNA molecules which subtly control gene expression. Several studies indicate that specific miRNAs can regulate heart function both in development and disease. Despite prevention programs and new therapeutic agents, cardiovascular disease remains the main cause of death in developed countries. The elevated number of heart failure episodes is mostly due to myocardial infarction (MI). An increasing number of studies have been carried out reporting changes in miRNAs gene expression and exploring their role in MI and heart failure. In this review, we furnish a critical analysis of where the frontier of knowledge has arrived in the fields of basic and translational research on miRNAs in cardiac ischemia. We first summarize the basal information on miRNA biology and regulation, especially concentrating on the feedback loops which control cardiac-enriched miRNAs. A focus on the role of miRNAs in the pathogenesis of myocardial ischemia and in the attenuation of injury is presented. Particular attention is given to cardiomyocyte death (apoptosis and necrosis), fibrosis, neovascularization, and heart failure. Then, we address the potential of miR-diagnosis (miRNAs as disease biomarkers) and miR-drugs (miRNAs as therapeutic targets) for cardiac ischemia and heart failure. Finally, we evaluate the use of miRNAs in the emerging field of regenerative medicine.     

Common variants near TARDBP and EGR2 are associated with susceptibility to Ewing sarcoma

Ewing sarcoma, a pediatric tumor characterized by EWSR1-ETS fusions, is predominantly observed in populations of European ancestry. We performed a genome-wide association study (GWAS) of 401 French individuals with Ewing sarcoma, 684 unaffected French individuals and 3,668 unaffected individuals of European descent and living in the United States. We identified candidate risk loci at 1p36.22, 10q21 and 15q15. We replicated these loci in two independent sets of cases and controls. Joint analysis identified associations with rs9430161 (P = 1.4 × 10(-20); odds ratio (OR) = 2.2) located 25 kb upstream of TARDBP, rs224278 (P = 4.0 × 10(-17); OR = 1.7) located 5 kb upstream of EGR2 and, to a lesser extent, rs4924410 at 15q15 (P = 6.6 × 10(-9); OR = 1.5). The major risk haplotypes were less prevalent in Africans, suggesting that these loci could contribute to geographical differences in Ewing sarcoma incidence. TARDBP shares structural similarities with EWSR1 and FUS, which encode RNA binding proteins, and EGR2 is a target gene of EWSR1-ETS. Variants at these loci were associated with expression levels of TARDBP, ADO (encoding cysteamine dioxygenase) and EGR2.     

Vascular smooth muscle cells in Marfan syndrome aneurysm: the broken bricks in the aortic wall

Marfan syndrome (MFS) is a connective tissue disorder with multiple organ manifestations. The genetic cause of this syndrome is the mutation of the FBN1 gene, encoding the extracellular matrix (ECM) protein fibrillin-1. This genetic alteration leads to the degeneration of microfibril structures and ECM integrity in the tunica media of the aorta. Indeed, thoracic aortic aneurysm and dissection represent the leading cause of death in MFS patients. To date, the most effective treatment option for this pathology is the surgical substitution of the damaged aorta. To highlight novel therapeutic targets, we review the molecular mechanisms related to MFS etiology in vascular smooth muscle cells, the foremost cellular type involved in MFS pathogenesis.     

Detecting Singularities with Harmonic Wavelets

A simple method,based on harmonic wavelet analysis is proposed for the decomposition of a given energy bounded signal into a periodic signal and a pulse.Alike a denoising method,the first part signal it might represent a smooth periodic function while the pulse is a singular unpredicted perturbation (taken as a fault).It will be shown that,under some general conditions,by a simple projection into two disjoint space of functions we can easily separate the periodic component of the signal from the fault (repr...     

Intorno alle attività biochimiche deiFlavobacterium

Summary A fewFlavobacterium, among themFlav. dehydrogenans, present oxidative activities upon sterins from the serie of sexual hormons, acting in a selective manner. These microorganisms have a scarce fermentative capacity against carbohydrates and an eminent oxidative action upon hydrocarbures and their derivatives as toluol, xylol, paraphine, benzoic acid, salicylic acid, phenol.The pigment ofFlav. dehydrogenans, which is exclusively elaborated at diffusive light, is straightly fixed at oxidative processes determined by the bacterium.