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Causal data science for financial stress testing

Gao, Gelin; Mishra, Bud; Ramazzotti, Daniele
The most recent financial upheavals have cast doubt on the adequacy of some of the conventional quantitative risk management strategies, such as VaR (Value at Risk), in many common situations. Consequently, there has been an increasing need for verisimilar financial stress testings, namely simulating and analyzing financial portfolios in extreme, albeit rare scenarios. Unlike conventional risk management which exploits statistical correlations among financial instruments, here we focus our analysis on the notion of probabilistic causation, which is embodied by Suppes-Bayes Causal Networks (SBCNs); SBCNs are probabilistic graphical models that have many attractive features in terms of more accurate causal analysis for generating financial stress scenarios. In this paper, we present a novel approach for conducting stress testing of financial portfolios based on SBCNs in combination with classical machine learning classification tools. The resulting method is shown to be capable of correctly discovering the causal relationships among financial factors that affect the portfolios and thus, simulating stress testing scenarios with a higher accuracy and lower computational complexity than conventional Monte Carlo simulations.
SCOPUS:85045340389
ISSN: 1877-7503
CID: 3121942

Neferine, is not inducer but blocker for macroautophagic flux targeting on lysosome malfunction

Xu, Tao; Singh, Deepti; Liu, Jing; Li, Hui; Peng, Shaomin; Rizzolo, Lawrence J; Wang, Shao-Bin
Neferine, an alkaloid isolated from Lotus seeds, displays multiple pharmacological effects that counter cancer, oxidants, and arrhythmia. It was initially identified as a strong inducer for macroautophagy in cancer cells by suppressing AMPK/mTOR signaling. In this study, we found that autophagy signaling was inhibited in the condition of neferine treatment. Exposure to neferine resulted in the accumulation of LC3-II and an associated adaptor protein, p62/SQSTM1. Knockdown of ATG5 failed to reduce the accumulation of LC3-II induced by neferine. The electron microscopy (EM) images showed that neferine induce accumulation of multi-vesicle bodies (MVB) and failure of lysosome maturation. Moreover, exposure to neferine reduced maturation of cathepsin D and impaired the degradation of autophagic and phagocytic cargos. Rather than stimulate autophagic flux, the data indicate that neferine impaired lysosomes to block degradation within phagolysosomes.
PMID: 29197576
ISSN: 1090-2104
CID: 2986492

Human oral microbiome and prospective risk for pancreatic cancer: a population-based nested case-control study

Fan, Xiaozhou; Alekseyenko, Alexander V; Wu, Jing; Peters, Brandilyn A; Jacobs, Eric J; Gapstur, Susan M; Purdue, Mark P; Abnet, Christian C; Stolzenberg-Solomon, Rachael; Miller, George; Ravel, Jacques; Hayes, Richard B; Ahn, Jiyoung
OBJECTIVE: A history of periodontal disease and the presence of circulating antibodies to selected oral pathogens have been associated with increased risk of pancreatic cancer; however, direct relationships of oral microbes with pancreatic cancer have not been evaluated in prospective studies. We examine the relationship of oral microbiota with subsequent risk of pancreatic cancer in a large nested case-control study. DESIGN: We selected 361 incident adenocarcinoma of pancreas and 371 matched controls from two prospective cohort studies, the American Cancer Society Cancer Prevention Study II and the National Cancer Institute Prostate, Lung, Colorectal and Ovarian Cancer Screening Trial. From pre-diagnostic oral wash samples, we characterised the composition of the oral microbiota using bacterial 16S ribosomal RNA (16S rRNA) gene sequencing. The associations between oral microbiota and risk of pancreatic cancer, controlling for the random effect of cohorts and other covariates, were examined using traditional and L1-penalised least absolute shrinkage and selection operator logistic regression. RESULTS: Carriage of oral pathogens, Porphyromonas gingivalis and Aggregatibacter actinomycetemcomitans, were associated with higher risk of pancreatic cancer (adjusted OR for presence vs absence=1.60 and 95% CI 1.15 to 2.22; OR=2.20 and 95% CI 1.16 to 4.18, respectively). Phylum Fusobacteria and its genus Leptotrichia were associated with decreased pancreatic cancer risk (OR per per cent increase of relative abundance=0.94 and 95% CI 0.89 to 0.99; OR=0.87 and 95% CI 0.79 to 0.95, respectively). Risks related to these phylotypes remained after exclusion of cases that developed within 2 years of sample collection, reducing the likelihood of reverse causation in this prospective study. CONCLUSIONS: This study provides supportive evidence that oral microbiota may play a role in the aetiology of pancreatic cancer.
PMCID:5607064
PMID: 27742762
ISSN: 1468-3288
CID: 2278642

Multifunctional Molecule ERp57: From Cancer To Neurodegenerative Diseases

Hettinghouse, Aubryanna; Liu, Ronghan; Liu, Chuan-Ju
The protein disulfide isomerase (PDI) gene family is a protein family classically characterized by endoplasmic reticulum (ER) localization and isomerase and redox activity. ERp57, a prominent multifunctional member of the PDI family, is detected at various levels in multiple cellular localizations outside of the ER. ERp57 has been functionally linked to a host of physiological processes and numerous studies have demonstrated altered expression and aberrant functionality of ERp57 in association with diverse pathological states. Here, we summarize available knowledge of ERp57's functions in subcellular compartments and the roles of dysregulated ERp57 in various diseases toward an emphasis on the potential utility of therapeutic development of ERp57.
PMCID:5743601
PMID: 28723413
ISSN: 1879-016x
CID: 2640442

Changes in High-Density Lipoprotein Cholesterol Efflux Capacity After Bariatric Surgery Are Procedure Dependent

Heffron, Sean P; Lin, BingXue; Parikh, Manish; Scolaro, Bianca; Adelman, Steven J; Collins, Heidi L; Berger, Jeffrey S; Fisher, Edward A
OBJECTIVE: High-density lipoprotein cholesterol efflux capacity (CEC) is inversely associated with incident cardiovascular events, independent of high-density lipoprotein cholesterol. Obesity is often characterized by impaired high-density lipoprotein function. However, the effects of different bariatric surgical techniques on CEC have not been compared. This study sought to determine the effects of Roux-en-Y gastric bypass (RYGB) and sleeve gastrectomy (SG) on CEC. APPROACH AND RESULTS: We prospectively studied severely obese, nondiabetic, premenopausal Hispanic women not using lipid medications undergoing RYGB (n=31) or SG (n=36). Subjects were examined before and at 6 and 12 months after surgery. There were no differences in baseline characteristics between surgical groups. Preoperative CEC correlated most strongly with Apo A1 (apolipoprotein A1) concentration but did not correlate with body mass index, waist:hip, high-sensitivity C-reactive protein, or measures of insulin resistance. After 6 months, SG produced superior response in high-density lipoprotein cholesterol and Apo A1 quantity, as well as global and non-ABCA1 (ATP-binding cassette transporter A1)-mediated CEC (P=0.048, P=0.018, respectively) versus RYGB. In multivariable regression models, only procedure type was predictive of changes in CEC (P=0.05). At 12 months after SG, CEC was equivalent to that of normal body mass index control subjects, whereas it remained impaired after RYGB. CONCLUSIONS: SG and RYGB produce similar weight loss, but contrasting effects on CEC. These findings may be relevant in discussions about the type of procedure that is most appropriate for a particular obese patient. Further study of the mechanisms underlying these changes may lead to improved understanding of the factors governing CEC and potential therapeutic interventions to maximally reduce cardiovascular disease risk in both obese and nonobese patients.
PMCID:5746465
PMID: 29162605
ISSN: 1524-4636
CID: 2792352

The Effect of Growth Hormone on Chondral Defect Repair

Danna, Natalie R; Beutel, Bryan G; Ramme, Austin J; Kirsch, Thorsten; Kennedy, Oran D; Strauss, Eric
Objective Focal chondral defects alter joint mechanics and cause pain and debilitation. Microfracture is a surgical technique used to treat such defects. This technique involves penetration of subchondral bone to release progenitor cells and growth factors from the marrow to promote cartilage regeneration. Often this results in fibrocartilage formation rather than structured hyaline cartilage. Some reports have suggested use of growth hormone (GH) with microfracture to augment cartilage regeneration. Our objective was to test whether intra-articular (IA) GH in conjunction with microfracture, improves cartilage repair in a rabbit chondral defect model. We hypothesized that GH would exhibit a dose-dependent improvement in regeneration. Design Sixteen New Zealand white rabbits received bilateral femoral chondral defects and standardized microfracture repair. One group of animals ( n = 8) received low-dose GH by IA injection in the left knee, and the other group ( n = 8) received high-dose GH in the same manner. All animals received IA injection of saline in the contralateral knee as control. Serum assays, macroscopic grading, and histological analyses were used to assess any improvements in cartilage repair. Results Peripheral serum GH was not elevated postoperatively ( P = 0.21). There was no improvement in macroscopic grading scores among either of the GH dosages ( P = 0.83). Scoring of safranin-O-stained sections showed no improvement in cartilage regeneration and some evidence of increased bone formation in the GH-treated knees. Conclusions Treatment with either low- or high-dose IA GH does not appear to enhance short-term repair in a rabbit chondral defect model.
PMCID:5724667
PMID: 29219025
ISSN: 1947-6043
CID: 2837952

RNA-DamID reveals cell-type-specific binding of roX RNAs at chromatin-entry sites

Cheetham, Seth W; Brand, Andrea H
Thousands of long noncoding RNAs (lncRNAs) have been identified in eukaryotic genomes, many of which are expressed in spatially and temporally restricted patterns. Nonetheless, the roles of the majority of these transcripts are still unknown. One of the mechanisms by which lncRNAs function is through the modulation of chromatin states. To assess the functions of lncRNAs, we developed RNA-DamID, a novel approach that detects lncRNA-genome interactions in a cell-type-specific manner in vivo with high sensitivity and accuracy. Identifying the cell-type-specific genome occupancy of lncRNAs is vital to understanding their mechanisms of action in development and disease. We used RNA-DamID to investigate targeting of the lncRNAs in the Drosophila dosage-compensation complex (DCC) and show that initial targeting is cell-type specific.
PMCID:5813796
PMID: 29323275
ISSN: 1545-9985
CID: 5193382

Glass promotes the differentiation of neuronal and non-neuronal cell types in the Drosophila eye

Morrison, Carolyn A; Chen, Hao; Cook, Tiffany; Brown, Stuart; Treisman, Jessica E
Transcriptional regulators can specify different cell types from a pool of equivalent progenitors by activating distinct developmental programs. The Glass transcription factor is expressed in all progenitors in the developing Drosophila eye, and is maintained in both neuronal and non-neuronal cell types. Glass is required for neuronal progenitors to differentiate as photoreceptors, but its role in non-neuronal cone and pigment cells is unknown. To determine whether Glass activity is limited to neuronal lineages, we compared the effects of misexpressing it in neuroblasts of the larval brain and in epithelial cells of the wing disc. Glass activated overlapping but distinct sets of genes in these neuronal and non-neuronal contexts, including markers of photoreceptors, cone cells and pigment cells. Coexpression of other transcription factors such as Pax2, Eyes absent, Lozenge and Escargot enabled Glass to induce additional genes characteristic of the non-neuronal cell types. Cell type-specific glass mutations generated in cone or pigment cells using somatic CRISPR revealed autonomous developmental defects, and expressing Glass specifically in these cells partially rescued glass mutant phenotypes. These results indicate that Glass is a determinant of organ identity that acts in both neuronal and non-neuronal cells to promote their differentiation into functional components of the eye.
PMCID:5783423
PMID: 29324767
ISSN: 1553-7404
CID: 2906402

Dysfunction of Autophagy and Endosomal-lysosomal Pathways: Roles in Pathogenesis of Down Syndrome and Alzheimer's Disease

Colacurcio, Daniel J; Pensalfini, Anna; Jiang, Ying; Nixon, Ralph A
Individuals with Down syndrome (DS) have an increased risk of early-onset Alzheimer's Disease (AD), largely owing to a triplication of the APP gene, located on chromosome 21. In DS and AD, defects in endocytosis and lysosomal function appear at the earliest stages of disease development and progress to widespread failure of intraneuronal waste clearance, neuritic dystrophy and neuronal cell death. The same genetic factors that cause or increase AD risk are also direct causes of endosomal-lysosomal dysfunction, underscoring the essential partnership between this dysfunction and APP metabolites in AD pathogenesis. The appearance of APP-dependent endosome anomalies in DS beginning in infancy and evolving into the full range of AD-related endosomal-lysosomal deficits provides a unique opportunity to characterize the earliest pathobiology of AD preceding the classical neuropathological hallmarks. Facilitating this characterization is the authentic recapitulation of this endosomal pathobiology in peripheral cells from people with DS and in trisomy mouse models. Here, we review current research on endocytic-lysosomal dysfunction in DS and AD, the emerging importance of APP/betaCTF in initiating this dysfunction, and the potential roles of additional trisomy 21 genes in accelerating endosomal-lysosomal impairment in DS. Collectively, these studies underscore the growing value of investigating DS to probe the biological origins of AD as well as to understand and ameliorate the developmental disability of DS.
PMCID:5748263
PMID: 28988799
ISSN: 1873-4596
CID: 2732452

Progranulin: A key player in autoimmune diseases

Jian, Jinlong; Li, Guangfei; Hettinghouse, Aubryanna; Liu, Chuanju
Autoimmune disease encompasses an array of conditions with a variety of presentations and the involvement of multiple organs. Though the etiologies of many autoimmune conditions are unclear, uncontrolled inflammatory immune response is believed to be a major cause of disease development and progression. Progranulin (PGRN), an anti-inflammatory molecule with therapeutic effect in inflammatory arthritis, was identified as an endogenous antagonist of TNFalpha by competitively binding to TNFR. PGRN exerts its anti-inflammatory activity through multiple pathways, including induction of Treg differentiation and IL-10 expression and inhibition of chemokine release from macrophages. In addition, the protective role of PGRN has also been demonstrated in osteoarthritis, inflammatory bowel disease, and psoriasis. Intriguingly, PGRN was reported to contribute to development of insulin resistance in high-fat diet induced diabetes. Emerging evidences indicate that PGRN may also be associated with various autoimmune diseases, including systemic lupus erythematous, systemic sclerosis, multiple sclerosis and Sjogren's syndrome. This review summarizes recent studies of PGRN as a novel target molecule in the field of autoimmune disease, and provides updated information to inspire future studies.
PMCID:5303690
PMID: 27527809
ISSN: 1096-0023
CID: 2219332