Re-entrant circuits have been identified as potential drivers of atrial fibrillation (AF). In this paper, we develop a novel computational framework for finding the locations of re-entrant circuits from high resolution fibre orientation data. The technique follows a statistical approach whereby we generate continuous fibre tracts across the tissue and couple adjacent fibres stochastically if they are within a given distance of each other. By varying the connection distance, we identify which regions are most susceptible to forming re-entrant circuits if muscle fibres are uncoupled, through the action of fibrosis or otherwise. Our results highlight the sleeves of the pulmonary veins, the posterior left atrium and the left atrial appendage as the regions most susceptible to re-entrant circuit formation. This is consistent with known risk locations in clinical AF. If the model can be personalised for individual patients undergoing ablation, future versions may be able to suggest suitable ablation targets.

Market liquidity is a latent and dynamic variable. We propose a dynamical linear price impact model at high-frequency in which the price impact coefficient is a product of a daily, a diurnal, and an autoregressive stochastic intraday component. We estimate the model using a Kalman filter on order book data for stocks traded on the NASDAQ in 2016. We show that our price changes estimates conditional on order flow imbalance explain, on average, 82% of real price changes variance. Evidence is also provided on the fact that the conditioning on filtered information improves the estimate of the LOB liquidity with respect to the one obtained from a static estimation of the price impact. In addition, an out-of-sample analysis shows that our model provides a superior out-of-sample forecast of price impact with respect to historical estimates.

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The mechanisms of atrial fibrillation (AF) are poorly understood, resulting in disappointing success rates of ablative treatment. Different mechanisms defined largely by different atrial activation patterns have been proposed and, arguably, this dispute has slowed the progress of AF research. Recent clinical evidence suggests a unifying mechanism of local drivers based on sustained reentrant circuits in the complex atrial architecture. Here, we present a percolation inspired computational model showing spontaneous emergence of AF that strongly supports, and gives a theoretical explanation for, the clinically observed diversity of activation. We show that the difference in surface activation patterns is a direct consequence of the thickness of the discrete network of heart muscle cells through which electrical signals percolate to reach the imaged surface. The model naturally follows the clinical spectrum of AF spanning sinus rhythm, paroxysmal AF, and persistent AF as the decoupling of myocardial cells results in the lattice approaching the percolation threshold. This allows the model to make the prediction that, for paroxysmal AF, reentrant circuits emerge near the endocardium, but in persistent AF they emerge deeper in the bulk of the atrial wall. If experimentally verified, this may go towards explaining the lowering ablation success rate as AF becomes more persistent.

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