Forecasting value-at-risk of crude oil futures using a hybrid ARIMA-SVR-POT model.

Forecasting the value at risk (VaR) of crude oil futures can be a challenging task for investors due to the high volatility of these prices. It is crucial to describe the return in the tail distribution, as extreme values can trigger larger price fluctuations and market risks. In this study, we proposed a hybrid model, ARIMA-SVR-POT, which uses a combination of the autoregressive integrated moving average (ARIMA), support vector regression (SVR), and peak over threshold (POT) method from the extreme value theory. We compared the performance of our hybrid model with three other models, namely ARIMA-EGARCH, ARIMA-SVR, and ARIMA-EGARCH-POT. We demonstrated the effectiveness of our model using crude oil WTI Futures as a sample from June 23, 2016, to September 30, 2022. Our findings show that the ARIMA-SVR-POT hybrid model provides accurate predictions of the returns and volatility. Furthermore, the model performs exceptionally well in capturing the extreme tail of returns and outperforms the other models. We also conducted back-testing in the proposed model and the results show that the ARIMA-SVR-POT model passed the Kupiec test at confidence levels of 95 %, 99 %, 99.5 %, and 99.9 %. Our proposed model provides a more precise reflection of potential losses when estimating VaR. The predicted loss probability is closer to the actual loss occurrence probability, indicating superior performance compared to traditional statistical models, which enhanced crude oil risk management tools and suggested effective measures to manage market risks.

Causal Role for Neutrophil Elastase in Thoracic Aortic Dissection in Mice.

BACKGROUND: Thoracic aortic dissection (TAD) is a life-threatening aortic disease without effective medical treatment. Increasing evidence has suggested a role for NE (neutrophil elastase) in vascular diseases. In this study, we aimed at investigating a causal role for NE in TAD and exploring the molecular mechanisms involved. METHODS: ß-aminopropionitrile monofumarate was administrated in mice to induce TAD. NE deficiency mice, pharmacological inhibitor GW311616A, and adeno-associated virus-2-mediated in vivo gene transfer were applied to explore a causal role for NE and associated target gene in TAD formation. Multiple functional assays and biochemical analyses were conducted to unravel the underlying cellular and molecular mechanisms of NE in TAD. RESULTS: NE aortic gene expression and plasma activity was significantly increased during ß-aminopropionitrile monofumarate-induced TAD and in patients with acute TAD. NE deficiency prevents ß-aminopropionitrile monofumarate-induced TAD onset/development, and GW311616A administration ameliorated TAD formation/progression. Decreased levels of neutrophil extracellular traps, inflammatory cells, and MMP (matrix metalloproteinase)-2/9 were observed in NE-deficient mice. TBL1x (F-box-like/WD repeat-containing protein TBL1x) has been identified as a novel substrate and functional downstream target of NE in TAD. Loss-of-function studies revealed that NE mediated inflammatory cell transendothelial migration by modulating TBL1x-LTA4H (leukotriene A4 hydrolase) signaling and that NE regulated smooth muscle cell phenotype modulation under TAD pathological condition by regulating TBL1x-MECP2 (methyl CpG-binding protein 2) signal axis. Further mechanistic studies showed that TBL1x inhibition decreased the binding of TBL1x and HDAC3 (histone deacetylase 3) to MECP2 and LTA4H gene promoters, respectively. Finally, adeno-associated virus-2-mediated Tbl1x gene knockdown in aortic smooth muscle cells confirmed a regulatory role for TBL1x in NE-mediated TAD formation. CONCLUSIONS: We unravel a critical role of NE and its target TBL1x in regulating inflammatory cell migration and smooth muscle cell phenotype modulation in the context of TAD. Our findings suggest that the NE-TBL1x signal axis represents a valuable therapeutic for treating high-risk TAD patients.

The FES Gene at the 15q26 Coronary-Artery-Disease Locus Inhibits Atherosclerosis.

BACKGROUND: Genome-wide association studies have discovered a link between genetic variants on human chromosome 15q26.1 and increased coronary artery disease (CAD) susceptibility; however, the underlying pathobiological mechanism is unclear. This genetic locus contains the FES (FES proto-oncogene, tyrosine kinase) gene encoding a cytoplasmic protein-tyrosine kinase involved in the regulation of cell behavior. We investigated the effect of the 15q26.1 variants on FES expression and whether FES plays a role in atherosclerosis. METHODS AND RESULTS: Analyses of isogenic monocytic cell lines generated by CRISPR (clustered regularly interspaced short palindromic repeats)-mediated genome editing showed that monocytes with an engineered 15q26.1 CAD risk genotype had reduced FES expression. Small-interfering-RNA-mediated knockdown of FES promoted migration of monocytes and vascular smooth muscle cells. A phosphoproteomics analysis showed that FES knockdown altered phosphorylation of a number of proteins known to regulate cell migration. Single-cell RNA-sequencing revealed that in human atherosclerotic plaques, cells that expressed FES were predominately monocytes/macrophages, although several other cell types including smooth muscle cells also expressed FES. There was an association between the 15q26.1 CAD risk genotype and greater numbers of monocytes/macrophage in human atherosclerotic plaques. An animal model study demonstrated that Fes knockout increased atherosclerotic plaque size and within-plaque content of monocytes/macrophages and smooth muscle cells, in apolipoprotein E-deficient mice fed a high fat diet. CONCLUSIONS: We provide substantial evidence that the CAD risk variants at the 15q26.1 locus reduce FES expression in monocytes and that FES depletion results in larger atherosclerotic plaques with more monocytes/macrophages and smooth muscle cells. This study is the first demonstration that FES plays a protective role against atherosclerosis and suggests that enhancing FES activity could be a potentially novel therapeutic approach for CAD intervention.

IMP3 promotes re-endothelialization after arterial injury via increasing stability of VEGF mRNAhv.

IMP3, an RNA-binding protein (RBP) that participates in the process of post-transcriptional modifications of mRNA transcripts, is capable of altering cellular functions, and in some cases, be involved in specific disease progression. We aimed to investigate whether IMP3 has the ability to regulate the functional properties of endothelial cells and re-endothelialization in response to arterial injury. Wire injury was introduced to the right carotid arteries of wildtype C57/BL6 mice. As a result, IMPs' expressions were up-regulated in the induced arterial lesions, and IMP3 was the most up-regulated RNA among other IMPs. We overexpressed IMP3 before the wire-injured surgery using adeno-associated virus AAV2-IMP3. In vivo studies confirmed that IMP3 overexpression accelerated the progress of re-endothelialization after arterial injury. In vitro, endothelial cells were transfected with either ad-IMP3 or Si-IMP3, cell functional studies showed that IMP3 could promote endothelial cell proliferation and migration, while reducing apoptosis. Mechanistic studies also revealed that IMP3 could enhance VEGF mRNA stability and therefore up-regulate activities of VEGF/PI3K/Akt signalling pathway. Our data indicated that IMP3 promotes re-endothelialization after arterial injury and regulates endothelial cell proliferation, migration and apoptosis via increasing stability of VEGF mRNA and activation of VEGF/PI3K/Akt signalling pathway.

Cezanne is a critical regulator of pathological arterial remodelling by targeting ß-catenin signalling.

AIMS: Pathological arterial remodelling including neointimal hyperplasia and atherosclerosis is the main underlying cause for occluding arterial diseases. Cezanne is a novel deubiquitinating enzyme, functioning as a NF-кB negative regulator, and plays a key role in renal inflammatory response and kidney injury induced by ischaemia. Here we attempted to examine its pathological role in vascular smooth muscle cell (VSMC) pathology and arterial remodelling. METHODS AND RESULTS: Cezanne expression levels were consistently induced by various atherogenic stimuli in VSMCs, and in remodelled arteries upon injury. Functionally, VSMCs over-expressing wild-type Cezanne, but not the mutated catalytically-inactive Cezanne (C209S), had an increased proliferative ability and mobility, while the opposite was observed in VSMCs with Cezanne knockdown. Surprisingly, we observed no significant effects of Cezanne on VSMC apoptosis, NF-κB signalling, or inflammation. RNA-sequencing and biochemical studies showed that Cezanne drives VSMC proliferation by regulating CCN family member 1 (CCN1) by targeting ß-catenin for deubiquitination. Importantly, local correction of Cezanne expression in the injured arteries greatly decreased VSMC proliferation, and prevented arterial inward remodelling. Interestingly, global Cezanne gene deletion in mice led to smaller atherosclerotic plaques, but with a lower level of plaque stability. Translating, we observed a similar role for Cezanne in human VSMCs, and higher expression levels of Cezanne in human atherosclerotic lesions. CONCLUSION: Cezanne is a key regulator of VSMC proliferation and migration in pathological arterial remodelling. Our findings have important implications for therapeutic targeting Cezanne signalling and VSMC pathology in vascular diseases.

Effect of terlipressin on renal function in cirrhotic patients with acute upper gastrointestinal bleeding.

BACKGROUND: Renal dysfunction is a serious morbidity in cirrhotic patients with acute upper gastrointestinal bleeding (AUGIB). Terlipressin is the first-line treatment choice for acute variceal bleeding and hepatorenal syndrome (HRS). This study aimed to assess the effect of terlipressin on renal function in patients with liver cirrhosis and AUGIB. METHODS: We retrospectively reviewed 40 cirrhotic patients with AUGIB treated with terlipressin by an attending physician between January 2016 and June 2018. We analyzed the change of renal function parameters, including cystatin C (CysC) and creatinine (Cr), during the use of terlipressin and after terlipressin was stopped. We also identified the factors associated with renal function improvement in patients without active bleeding during the use of terlipressin. RESULTS: During the use of terlipressin, CysC value was significantly reduced (1.3±0.8 vs. 1.1±0.7, P=0.001); Cr value was reduced, but the reduction was not statistically significant (68.8±24 vs. 65.5±23, P=0.817); the rate of CysC reduction was significantly higher in patients treated with terlipressin than those treated with somatostatin/octreotide (73.1% vs. 0%, P=0.005); the rate of Cr reduction was not significantly different between patients treated with terlipressin and somatostatin/octreotide (61.5% vs. 20%, P=0.148); no factor associated with CysC reduction was identified; higher hemoglobin, red blood cell, and platelet and lower prothrombin time and international normalized ratio at baseline were significantly associated with Cr reduction. After terlipressin was stopped, neither CysC nor Cr value was significantly reduced (P=0.852 and P=0.296). CONCLUSIONS: Terlipressin may be beneficial on preventing renal function impairment in cirrhotic patients with AUGIB.

Prevalence of CALR mutations in splanchnic vein thrombosis: A systematic review and meta-analysis.

BACKGROUND: The prevalence of calreticulin (CALR) mutations in splanchnic vein thrombosis (SVT) varies among studies. The role of routine screening for CALR mutations in SVT patients remains a debate. AIM: To synthesize the prevalence of CALR mutations according to the different types (i.e., Budd-Chiari syndrome [BCS] and portal vein thrombosis [PVT]) and characteristics (i.e., with and without myeloproliferative neoplasms [MPNs] and JAK2V617F mutation) of SVT patients. METHODS: Eligible studies were searched by the PubMed and Embase databases. The study quality was assessed according to the STROBE checklist. The proportion of CALR mutations was pooled by using a random-effects model. The heterogeneity and publication bias were calculated. RESULTS: Eleven papers were included. The study quality was moderate to high. The pooled proportion of CALR mutations was 1.21%, 1.41%, and 1.59% in SVT, BCS, and PVT patients, respectively; 1.52%, 1.03%, and 1.82% in these patients without JAK2V617F mutation, respectively; 3.71%, 2.79%, and 7.87% in these patients with MPN, respectively; and 15.16%, 17.22%, and 31.44% in these patients with MPN but without JAK2V617F mutation, respectively. Only the meta-analysis examining the prevalence of CLAR mutations in BCS patients with MPN but without the JAK2V617F mutation showed statistically significant heterogeneity. Statistically significant publication bias was seen only in the meta-analysis examining the prevalence of CALR mutations in SVT patients without the JAK2V617F mutation. CONCLUSION: Screening for CALR mutations may have a role in SVT patients with a high probability of MPN in whom the JAK2V617F mutation has been excluded.