Optimal allocation strategies for the dark pool problem

We study the problem of allocating stocks to dark pools. We propose and analyze an optimal approach for allocations, if continuous-valued allocations are allowed. We also propose a modification for the case when only integer-valued allocations are possible. We extend the previous work on this problem to adversarial scenarios, while also improving on their results in the iid setup. The resulting algorithms are efficient, and perform well in simulations under stochastic and adversarial inputs.

Stochastic regularization method for backward Cauchy problem in Banach spaces

We consider a stochastic regularization method for solving the backward Cauchy problem in Banach spaces. An order of convergence is obtained on sourcewise representative elements.

The undirected feedback vertex set problem has a Poly(k) Kernel

Resolving a noted open problem, we show that the Undirected Feedback Vertex Set problem, parameterized by the size of the solution set of vertices, is in the parameterized complexity class Poly(k), that is, polynomial-time pre-processing is sufficient to reduce an initial problem instance (G, k) to a decision-equivalent simplified instance (G', k') where k' � k, and the number of vertices of G' is bounded by a polynomial function of k. Our main result shows an O(k11) kernelization bound.

Oxygen delivery through high-flow nasal cannulae increase end-expiratory lung volume and reduce respiratory rate in post-cardiac surgical patients

Background: High-flow nasal cannulae (HFNC) create positive oropharyngeal airway pressure but it is unclear how their use affects lung volume. Electrical impedance tomography (EIT) allows assessment of changes in lung volume by measuring changes in lung impedance. Primary objectives were to investigate the effects of HFNC on airway pressure (Paw) and end-expiratory lung volume (EELV), and to identify any correlation between the two. Secondary objectives were to investigate the effects of HFNC on respiratory rate (RR), dyspnoea, tidal volume and oxygenation; and the interaction between body mass index (BMI) and EELV. Methods: Twenty patients prescribed HFNC post-cardiac surgery were investigated. Impedance measures, Paw, PaO2/FiO2 ratio, RR and modified Borg scores were recorded first on low flow oxygen (nasal cannula or Hudson face mask) and then on HFNC. Results: A strong and significant correlation existed between Paw and end-expiratory lung impedance (EELI) (r=0.7, p<0.001). Compared with low flow oxygen, HFNC significantly increased EELI by 25.6% (95% CI 24.3, 26.9) and Paw by 3.0 cmH2O (95% CI 2.4, 3.7). RR reduced by 3.4 breaths per minute (95% CI 1.7, 5.2) with HFNC use, tidal impedance variation increased by 10.5% (95% CI 6.1, 18.3) and PaO2/FiO2 ratio improved by 30.6 mmHg (95% CI 17.9, 43.3). HFNC improved subjective dyspnoea scoring (p=0.023). Increases in EELI were significantly influenced by BMI, with larger increases associated with higher BMIs (p<0.001). Conclusions: This study suggests that HFNC improve dyspnoea and oxygenation by increasing both EELV and tidal volume, and are most beneficial in patients with higher BMIs.

Detection of bacteriophage and respiratory viruses in droplets

Influenza is a widespread disease occurring in seasonal epidemics, and each year is responsible for up to 500,000 deaths worldwide. Influenza can develop into strains which cause severe symptoms and high mortality rates, and could potentially reach pandemic status if the virus’ properties allow easy transmission. Influenza is transmissible via contact with the virus, either directly (infected people) or indirectly (contaminated objects); via reception of large droplets over short distances (one metre or less); or through inhalation of aerosols containing the virus expelled by infected individuals during respiratory activities, that can remain suspended in the air and travel distances of more than one metre (the aerosol route). Aerosol transmission of viruses involves three stages: production of the droplets containing viruses; transport of the droplets and ability of a virus to remain intact and infectious; and reception of the droplets (via inhalation). Our understanding of the transmission of influenza viruses via the aerosol route is poor, and thus our ability to prevent a widespread outbreak is limited. This study explored the fate of viruses in droplets by investigating the effects of some physical factors on the recovery of both a bacteriophage model and influenza virus. Experiments simulating respiratory droplets were carried out using different types of droplets, generated from a commonly used water-like matrix, and also from an ‘artificial mucous’ matrix which was used to more closely resemble respiratory fluids. To detect viruses in droplets, we used the traditional plaque assay techniques, and also a sensitive, quantitative PCR assay specifically developed for this study. Our results showed that the artificial mucous suspension enhanced the recovery of infectious bacteriophage. We were able to report detection limits of infectious bacteriophage (no bacteriophage was detected by the plaque assay when aerosolised from a suspension of 103 PFU/mL, for three of the four droplet types tested), and that bacteriophage could remain infectious in suspended droplets for up to 20 minutes. We also showed that the nested real-time PCR assay was able to detect the presence of bacteriophage RNA where the plaque assay could not detect any intact particles. Finally, when applying knowledge from the bacteriophage experiments, we reported the quantitative recoveries of influenza viruses in droplets, which were more consistent and stable than we had anticipated. Influenza viruses can be detected up to 20 minutes (after aerosolisation) in suspended aerosols and possibly beyond. It also was detectable from nebulising suspensions with relatively low concentrations of viruses.

LEGO robotics : an authentic problem solving tool?

With the current curriculum focus on correlating classroom problem solving lessons to real-world contexts, are LEGO robotics an effective problem solving tool? This present study was designed to investigate this question and to ascertain what problem solving strategies primary students engaged with when working with LEGO robotics and whether the students were able to effectively relate their problem solving strategies to real-world contexts. The qualitative study involved 23 Grade 6 students participating in robotics activities at a Brisbane primary school. The study included data collected from researcher observations of student problem solving discussions, collected software programs, and data from a student completed questionnaire. Results from the study indicated that the robotic activities assisted students to reflect on the problem solving decisions they made. The study also highlighted that the students were able to relate their problem solving strategies to real-world contexts. The study demonstrated that while LEGO robotics can be considered useful problem solving tools in the classroom, careful teacher scaffolding needs to be implemented in regards to correlating LEGO with authentic problem solving. Further research in regards to how teachers can best embed realworld contexts into effective robotics lessons is recommended.

A hybrid shifting bottleneck procedure algorithm for the parallel-machine job-shop scheduling problem

In practice, parallel-machine job-shop scheduling (PMJSS) is very useful in the development of standard modelling approaches and generic solution techniques for many real-world scheduling problems. In this paper, based on the analysis of structural properties in an extended disjunctive graph model, a hybrid shifting bottleneck procedure (HSBP) algorithm combined with Tabu Search metaheuristic algorithm is developed to deal with the PMJSS problem. The original-version SBP algorithm for the job-shop scheduling (JSS) has been significantly improved to solve the PMJSS problem with four novelties: i) a topological-sequence algorithm is proposed to decompose the PMJSS problem into a set of single-machine scheduling (SMS) and/or parallel-machine scheduling (PMS) subproblems; ii) a modified Carlier algorithm based on the proposed lemmas and the proofs is developed to solve the SMS subproblem; iii) the Jackson rule is extended to solve the PMS subproblem; iv) a Tabu Search metaheuristic algorithm is embedded under the framework of SBP to optimise the JSS and PMJSS cases. The computational experiments show that the proposed HSBP is very efficient in solving the JSS and PMJSS problems.

Metaheuristics for minimizing the makespan of the dynamic shop scheduling problem

For the shop scheduling problems such as flow-shop, job-shop, open-shop, mixed-shop, and group-shop, most research focuses on optimizing the makespan under static conditions and does not take into consideration dynamic disturbances such as machine breakdown and new job arrivals. We regard the shop scheduling problem under static conditions as the static shop scheduling problem, while the shop scheduling problem with dynamic disturbances as the dynamic shop scheduling problem. In this paper, we analyze the characteristics of the dynamic shop scheduling problem when machine breakdown and new job arrivals occur, and present a framework to model the dynamic shop scheduling problem as a static group-shop-type scheduling problem. Using the proposed framework, we apply a metaheuristic proposed for solving the static shop scheduling problem to a number of dynamic shop scheduling benchmark problems. The results show that the metaheuristic methodology which has been successfully applied to the static shop scheduling problems can also be applied to solve the dynamic shop scheduling problem efficiently.

A fast tabu search algorithm for the group shop scheduling problem

Three types of shop scheduling problems, the flow shop, the job shop and the open shop scheduling problems, have been widely studied in the literature. However, very few articles address the group shop scheduling problem introduced in 1997, which is a general formulation that covers the three above mentioned shop scheduling problems and the mixed shop scheduling problem. In this paper, we apply tabu search to the group shop scheduling problem and evaluate the performance of the algorithm on a set of benchmark problems. The computational results show that our tabu search algorithm is typically more efficient and faster than the other methods proposed in the literature. Furthermore, the proposed tabu search method has found some new best solutions of the benchmark instances.

Metaheuristics for the mixed shop scheduling problem

In this paper, three metaheuristics are proposed for solving a class of job shop, open shop, and mixed shop scheduling problems. We evaluate the performance of the proposed algorithms by means of a set of Lawrence’s benchmark instances for the job shop problem, a set of randomly generated instances for the open shop problem, and a combined job shop and open shop test data for the mixed shop problem. The computational results show that the proposed algorithms perform extremely well on all these three types of shop scheduling problems. The results also reveal that the mixed shop problem is relatively easier to solve than the job shop problem due to the fact that the scheduling procedure becomes more flexible by the inclusion of more open shop jobs in the mixed shop.

A comparative study of algorithms for the flowshop scheduling problem

In this paper, we propose three meta-heuristic algorithms for the permutation flowshop (PFS) and the general flowshop (GFS) problems. Two different neighborhood structures are used for these two types of flowshop problem. For the PFS problem, an insertion neighborhood structure is used, while for the GFS problem, a critical-path neighborhood structure is adopted. To evaluate the performance of the proposed algorithms, two sets of problem instances are tested against the algorithms for both types of flowshop problems. The computational results show that the proposed meta-heuristic algorithms with insertion neighborhood for the PFS problem perform slightly better than the corresponding algorithms with critical-path neighborhood for the GFS problem. But in terms of computation time, the GFS algorithms are faster than the corresponding PFS algorithms.

Commentary on Spence et al. : "Problem solving programme implemented by teachers may prevent depression in the short term, but longer term benefits are unclear"

This is a methodologically exemplary trial of a population based (universal) approach to preventing depression in young people. The programme used teachers in a classroom setting to deliver cognitive behavioural problem solving skills to a cohort of students. We have little knowledge about “best practice” to prevent depression in adolescence. Classroom-based universal approaches appear to offer advantages in recruitment rates and lack of stigmatisation over approaches that target specific groups of at risk students. Earlier research on a universal school-based approach to preventing depression in adolescents showed promise, but employed mental health professionals to teach cognitive behavioural coping skills in small groups.1 Using such an approach routinely would be economically unsustainable. Spence’s trial, with teachers as facilitators, therefore represents a “real world” intervention that could be routinely disseminated.