Derivative pricing under the possibility of long memory in the supOU stochastic volatility model

We consider the supOU stochastic volatility model which is able to exhibit long-range dependence. For this model we give conditions for the discounted stock price to be a martingale, calculate the characteristic function, give a strip where it is analytic and discuss the use of Fourier pricing techniques. Finally, we present a concrete specification with polynomially decaying autocorrelations and calibrate it to observed market prices of plain vanilla options

Signaling via interleukin-4, receptor alpha chain is required for successful vaccination against schistosomiasis in BALB/c mice

Radiation-attenuated (RA) schistosome larvae are potent stimulators of innate immune responses at the skin site of exposure (pinna) that are likely to be important factors in the development of Th1-mediated protective immunity. In addition to causing an influx of neutrophils, macrophages, and dendritic cells (DCs) into the dermis, RA larvae induced a cascade of chemokine and cytokine secretion following in vitro culture of pinna biopsy samples. While macrophage inflammatory protein 1 and interleukin-1 (IL-1) were produced transiently within the first few days, the Th1-promoting cytokines IL-12 and IL-18 were secreted at high levels until at least day 14. Assay of C3H/HeJ mice confirmed that IL-12 secretion was not due to lipopolysaccharide contaminants binding Toll-like receptor 4. Significantly, IL-12 p40 secretion was sustained in pinnae from vaccinated mice but not in those from nonprotected infected mice. In contrast, IL-10 was produced from both vaccinated and infected mice. This cytokine regulates IL-12-associated dermal inflammation, since in vaccinated IL-10/ mice, pinna thickness was greatly increased concurrent with elevated levels of IL-12 p40. A significant number of IL-12 p40 cells were detected as emigrants from in vitro-cultured pinnae, and most were within a population of rare large granular cells that were Ia, consistent with their being antigen-presenting cells. Labeling of IL-12 cells for CD11c, CD205, CD8, CD11b, and F4/80 indicated that the majority were myeloid DCs, although a proportion were CD11c F4/80, suggesting that macrophages were an additional source of IL-12 in the skin

Transcriptional Analysis of Murine Macrophages Infected with Different Toxoplasma Strains Identifies Novel Regulation of Host Signaling Pathways

Most isolates of Toxoplasma from Europe and North America fall into one of three genetically distinct clonal lineages, the type I, II and III lineages. However, in South America these strains are rarely isolated and instead a great variety of other strains are found. T. gondii strains differ widely in a number of phenotypes in mice, such as virulence, persistence, oral infectivity, migratory capacity, induction of cytokine expression and modulation of host gene expression. The outcome of toxoplasmosis in patients is also variable and we hypothesize that, besides host and environmental factors, the genotype of the parasite strain plays a major role. The molecular basis for these differences in pathogenesis, especially in strains other than the clonal lineages, remains largely unexplored. Macrophages play an essential role in the early immune response against T. gondii and are also the cell type preferentially infected in vivo. To determine if non-canonical Toxoplasma strains have unique interactions with the host cell, we infected murine macrophages with 29 different Toxoplasma strains, representing global diversity, and used RNA-sequencing to determine host and parasite transcriptomes. We identified large differences between strains in the expression level of known parasite effectors and large chromosomal structural variation in some strains. We also identified novel strain-specifically regulated host pathways, including the regulation of the type I interferon response by some atypical strains. IFNβ production by infected cells was associated with parasite killing, independent of interferon gamma activation, and dependent on endosomal Toll-like receptors in macrophages and the cytoplasmic receptor retinoic acid-inducible gene 1 (RIG-I) in fibroblasts.National Institutes of Health (U.S.) (R01-AI080621)New England Regional Center of Excellence for Biodefense and Emerging Infectious Diseases (Developmental Grant AIO57159)Pew Charitable Trusts (Biomedical Scholars Program)Robert A. Swanson Career Development awardThe Knights Templar Eye Foundation, Inc.Pre-Doctoral Grant in the Biological Sciences (5-T32-GM007287-33)Cleo and Paul Schimmel Foundatio

Serum Metabolome and Lipidome Changes in Adult Patients with Primary Dengue Infection

10.1371/journal.pntd.0002373PLoS Neglected Tropical Diseases78

Do serum biomarkers really measure breast cancer?

Background Because screening mammography for breast cancer is less effective for premenopausal women, we investigated the feasibility of a diagnostic blood test using serum proteins. Methods This study used a set of 98 serum proteins and chose diagnostically relevant subsets via various feature-selection techniques. Because of significant noise in the data set, we applied iterated Bayesian model averaging to account for model selection uncertainty and to improve generalization performance. We assessed generalization performance using leave-one-out cross-validation (LOOCV) and receiver operating characteristic (ROC) curve analysis. Results The classifiers were able to distinguish normal tissue from breast cancer with a classification performance of AUC = 0.82 ± 0.04 with the proteins MIF, MMP-9, and MPO. The classifiers distinguished normal tissue from benign lesions similarly at AUC = 0.80 ± 0.05. However, the serum proteins of benign and malignant lesions were indistinguishable (AUC = 0.55 ± 0.06). The classification tasks of normal vs. cancer and normal vs. benign selected the same top feature: MIF, which suggests that the biomarkers indicated inflammatory response rather than cancer. Conclusion Overall, the selected serum proteins showed moderate ability for detecting lesions. However, they are probably more indicative of secondary effects such as inflammation rather than specific for malignancy.United States. Dept. of Defense. Breast Cancer Research Program (Grant No. W81XWH-05-1-0292)National Institutes of Health (U.S.) (R01 CA-112437-01)National Institutes of Health (U.S.) (NIH CA 84955

Differential impact of LPG-and PG-deficient Leishmania major mutants on the immune response of human dendritic cells

<div><p>Background</p><p><i>Leishmania major</i> infection induces robust interleukin-12 (IL12) production in human dendritic cells (hDC), ultimately resulting in Th1-mediated immunity and clinical resolution. The surface of <i>Leishmania</i> parasites is covered in a dense glycocalyx consisting of primarily lipophosphoglycan (LPG) and other phosphoglycan-containing molecules (PGs), making these glycoconjugates the likely pathogen-associated molecular patterns (PAMPS) responsible for IL12 induction.</p><p>Methodology/Principal Findings</p><p>Here we explored the role of parasite glycoconjugates on the hDC IL12 response by generating <i>L</i>. <i>major</i> Friedlin V1 mutants defective in LPG alone, (FV1 <i>lpg1-</i>), or generally deficient for all PGs, (FV1 <i>lpg2-</i>). Infection with metacyclic, infective stage, <i>L</i>. <i>major</i> or purified LPG induced high levels of <i>IL12B</i> subunit gene transcripts in hDCs, which was abrogated with FV1 <i>lpg1-</i> infections. In contrast, hDC infections with FV1 <i>lpg2-</i> displayed increased <i>IL12B</i> expression, suggesting other PG-related/<i>LPG2</i> dependent molecules may act to dampen the immune response. Global transcriptional profiling comparing WT, FV1 <i>lpg1-</i>, FV1 <i>lpg2-</i> infections revealed that FV1 <i>lpg1-</i> mutants entered hDCs in a silent fashion as indicated by repression of gene expression. Transcription factor binding site analysis suggests that LPG recognition by hDCs induces IL-12 in a signaling cascade resulting in Nuclear Factor κ B (NFκB) and Interferon Regulatory Factor (IRF) mediated transcription.</p><p>Conclusions/Significance</p><p>These data suggest that <i>L</i>. <i>major</i> LPG is a major PAMP recognized by hDC to induce IL12-mediated protective immunity and that there is a complex interplay between PG-baring <i>Leishmania</i> surface glycoconjugates that result in modulation of host cellular IL12.</p></div

Mouse models of neurodegenerative disease: preclinical imaging and neurovascular component.

Neurodegenerative diseases represent great challenges for basic science and clinical medicine because of their prevalence, pathologies, lack of mechanism-based treatments, and impacts on individuals. Translational research might contribute to the study of neurodegenerative diseases. The mouse has become a key model for studying disease mechanisms that might recapitulate in part some aspects of the corresponding human diseases. Neurode- generative disorders are very complicated and multifacto- rial. This has to be taken in account when testing drugs. Most of the drugs screening in mice are very di cult to be interpretated and often useless. Mouse models could be condiderated a ‘pathway models’, rather than as models for the whole complicated construct that makes a human disease. Non-invasive in vivo imaging in mice has gained increasing interest in preclinical research in the last years thanks to the availability of high-resolution single-photon emission computed tomography (SPECT), positron emission tomography (PET), high eld Magnetic resonance, Optical Imaging scanners and of highly speci c contrast agents. Behavioral test are useful tool to characterize di erent ani- mal models of neurodegenerative pathology. Furthermore, many authors have observed vascular pathological features associated to the di erent neurodegenerative disorders. Aim of this review is to focus on the di erent existing animal models of neurodegenerative disorders, describe behavioral tests and preclinical imaging techniques used for diagnose and describe the vascular pathological features associated to these diseases

Immunogenic Eimeria tenella Glycosylphosphatidylinositol-Anchored Surface Antigens (SAGs) Induce Inflammatory Responses in Avian Macrophages

, but the ability of these proteins to stimulate immune responses in the chicken is unknown. infection. Concomitantly, treatment with rSAGs 4, 5 and 12 suppressed the expression of IL-12 and IFN-γ and elevated that of IL-10, suggesting that during infection these molecules may specifically impair the development of cellular mediated immunity. pathogenicity associated with the endogenous second generation stages

The Prevalence of Norovirus in returning international travelers with diarrhea

Background: There is a high incidence of diarrhea in traveling populations. Norovirus (NV) infection is a common cause of diarrhea and is associated with 7% of all diarrhea related deaths in the US. However, data on the overall prevalence of NV infection in traveling populations is limited. Furthermore, the prevalence of NV amongst travelers returning to Europe has not been reported. This study determined the prevalence of NV among international travelers returning to Germany from over 50 destinations in and outside Europe. Methods: Stool samples of a total of 104 patients with a recent (&lt; 14days) history of international travel (55 male, mean age 37 yrs.) were tested for the presence of NV genogroup (GG) I and II infection using a sensitive and well established quantitative RT PCR method. 57 patients experienced diarrhea at the time of presentation at the Department of Infectious Diseases & Tropical Medicine. The remaining 47 patients had no experience of diarrhea or other gastrointestinal symptoms for at least 14 days prior to their date of presentation at our institute. Results: In our cohort, NV infection was detected in 15.7% of returning travelers with diarrhea. The closer to the date of return symptoms appeared, the higher the incidence of NV, ranging as high as 21.2% within the first four days after return. Conclusions: In our cohort, NV infection was shown to be frequent among returning travelers especially in those with diarrhea, with over 1/5 of diarrhea patients tested positive for NV within the first four days after their return to Germany. Due to this prevalence, routine testing for NV infection and hygienic precautions may be warranted in this group. This is especially applicable to patients at an increased risk of spreading the disease, such as healthcare workers, teachers or food-handlers

Lymph node hemophagocytosis in rickettsial diseases: a pathogenetic role for CD8 T lymphocytes in human monocytic ehrlichiosis (HME)?

BACKGROUND: Human monocytic ehrlichiosis (HME) and Rocky Mountain spotted fever (RMSF) are caused by Ehrlichia chaffeensis and Rickettsia rickettsii, respectively. The pathogenesis of RMSF relates to rickettsia-mediated vascular injury, but it is unclear in HME. METHODS: To study histopathologic responses in the lymphatic system for correlates of immune injury, lymph nodes from patients with HME (n = 6) and RMSF (n = 5) were examined. H&E-stained lymph node tissues were examined for five histopathologic features, including hemophagocytosis, cellularity, necrosis, and vascular congestion and edema. The relative proportions of CD68 macrophages, CD8 and CD4 T lymphocytes, and CD20 B lymphocytes were evaluated by immunohistochemical staining. RESULTS: Hemophagocytosis was similar in HME and RMSF, and was greater than in control cases (p = .015). Cellularity in HME was not different from controls, whereas RMSF lymph nodes were markedly less cellular (p < 0.002). E. chaffeensis-infected mononuclear phagocytes were infrequent compared to R. rickettsii-infected endothelial cells. More CD8 cells in lymph nodes were observed with HME (p < .001), but no quantitative differences in CD4 lymphocytes, macrophages, or B lymphocytes were identified. CONCLUSION: Hemophagocytosis, CD8 T cell expansion, and the paucity of infected cells in HME, suggest that E. chaffeensis infection leads to macrophage activation and immune-mediated injury