A mathematical finance approach to the stochastic and intermittent viscosity fluctuations in living cells
Claude L. Bostoen, Jean-Fran\c{c}ois Berret

TL;DR
This paper models the stochastic fluctuations of cell viscosity using mathematical finance tools, revealing new cellular timescales and establishing a novel interdisciplinary approach to analyze living cell dynamics.
Contribution
It introduces a mathematical finance framework to analyze intracellular viscosity fluctuations, uncovering previously unknown cellular timescales and linking biological processes with financial stochastic models.
Findings
Identification of sub-diffusive, mean-reverting viscosity processes
Discovery of specific cellular timescales at 1-10s and 100-200s
Establishment of parallels between cell dynamics and financial time series
Abstract
Here we report on the viscosity of eukaryotic living cells as a function of the time, and on the application of stochastic models to analyze its temporal fluctuations. The viscoelastic properties of NIH/3T3 fibroblastic cells are investigated using an active microrheological technique, where magnetic wires, embedded into cells, are being actuated remotely. The data reveal anomalous transient responses characterized by intermittent phases of slow and fast rotation, revealing significant fluctuations. The time dependent viscosity is analyzed from a time series perspective by computing the autocorrelation functions and the variograms, two functions used to describe stochastic processes in mathematical finance. The resulting analysis gives evidence of a sub-diffusive mean-reverting process characterized by an autoregressive coefficient lower than 1. It also shows the existence of specific…
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