On the impact of disproportional samples in credit scoring models: An application to a Brazilian bank data

Statistical methods have been widely employed to assess the capabilities of credit scoring classification models in order to reduce the risk of wrong decisions when granting credit facilities to clients. The predictive quality of a classification model can be evaluated based on measures such as sensitivity, specificity, predictive values, accuracy, correlation coefficients and information theoretical measures, such as relative entropy and mutual information. In this paper we analyze the performance of a naive logistic regression model (Hosmer & Lemeshow, 1989) and a logistic regression with state-dependent sample selection model (Cramer, 2004) applied to simulated data. Also, as a case study, the methodology is illustrated on a data set extracted from a Brazilian bank portfolio. Our simulation results so far revealed that there is no statistically significant difference in terms of predictive capacity between the naive logistic regression models and the logistic regression with state-dependent sample selection models. However, there is strong difference between the distributions of the estimated default probabilities from these two statistical modeling techniques, with the naive logistic regression models always underestimating such probabilities, particularly in the presence of balanced samples. (C) 2012 Elsevier Ltd. All rights reserved.

Algoritmos evolutivos e modelo HP para predição de estruturas de proteínas

Predição de estruturas de proteínas (PSP) é um problema computacionalmente complexo. Modelos simplificados da molécula proteica (como o Modelo HP) e o uso de Algoritmos Evolutivos (AEs) estão entre as principais técnicas investigadas para PSP. Entretanto, a avaliação de uma estrutura representada pelo Modelo HP considera apenas o número de contatos hidrofóbicos, não possibilitando distinguir entre estruturas com o mesmo número de contatos hidrofóbicos. Neste trabalho, é apresentada uma nova formulação multiobjetivo para PSP em Modelo HP. Duas métricas são avaliadas: o número de contatos hidrofóbicos e a distância entre os aminoácidos hidrofóbicos, as quais são tratados pelo AE Multiobjetivo em Tabelas (AEMT). O algoritmo mostrou-se rápido e robusto.

Structure of the N=50 As, Ge, Ga nuclei

The level structures of the N = 50 As-83, Ge-82, and Ga-81 isotones have been investigated by means of multi-nucleon transfer reactions. A first experiment was performed with the CLARA PRISMA setup to identify these nuclei. A second experiment was carried out with the GASP array in order to deduce the gamma-ray coincidence information. The results obtained on the high-spin states of such nuclei are used to test the stability of the N = 50 shell closure in the region of Ni-78 (Z = 28). The comparison of the experimental level schemes with the shell-model calculations yields an N = 50 energy gap value of 4.7(3) MeV at Z = 28. This value, in a good agreement with the prediction of the finite-range liquid-drop model as well as with the recent large-scale shell model calculations, does not support a weakening of the N = 50 shell gap down to Z = 28. (c) 2012 Elsevier B.V. All rights reserved.

Relationship between global structural parameters and Enzyme Commission hierarchy: Implications for function prediction

In protein databases there is a substantial number of proteins structurally determined but without function annotation. Understanding the relationship between function and structure can be useful to predict function on a large scale. We have analyzed the similarities in global physicochemical parameters for a set of enzymes which were classified according to the four Enzyme Commission (EC) hierarchical levels. Using relevance theory we introduced a distance between proteins in the space of physicochemical characteristics. This was done by minimizing a cost function of the metric tensor built to reflect the EC classification system. Using an unsupervised clustering method on a set of 1025 enzymes, we obtained no relevant clustering formation compatible with EC classification. The distance distributions between enzymes from the same EC group and from different EC groups were compared by histograms. Such analysis was also performed using sequence alignment similarity as a distance. Our results suggest that global structure parameters are not sufficient to segregate enzymes according to EC hierarchy. This indicates that features essential for function are rather local than global. Consequently, methods for predicting function based on global attributes should not obtain high accuracy in main EC classes prediction without relying on similarities between enzymes from training and validation datasets. Furthermore, these results are consistent with a substantial number of studies suggesting that function evolves fundamentally by recruitment, i.e., a same protein motif or fold can be used to perform different enzymatic functions and a few specific amino acids (AAs) are actually responsible for enzyme activity. These essential amino acids should belong to active sites and an effective method for predicting function should be able to recognize them. (C) 2012 Elsevier Ltd. All rights reserved.

Identification of novel components of NAD-utilizing metabolic pathways and prediction of their biochemical functions

Nicotinamide adenine dinucleotide (NAD) is a ubiquitous cofactor participating in numerous redox reactions. It is also a substrate for regulatory modifications of proteins and nucleic acids via the addition of ADP-ribose moieties or removal of acyl groups by transfer to ADP-ribose. In this study, we use in-depth sequence, structure and genomic context analysis to uncover new enzymes and substrate-binding proteins in NAD-utilizing metabolic and macromolecular modification systems. We predict that Escherichia coli YbiA and related families of domains from diverse bacteria, eukaryotes, large DNA viruses and single strand RNA viruses are previously unrecognized components of NAD-utilizing pathways that probably operate on ADP-ribose derivatives. Using contextual analysis we show that some of these proteins potentially act in RNA repair, where NAD is used to remove 2'-3' cyclic phosphodiester linkages. Likewise, we predict that another family of YbiA-related enzymes is likely to comprise a novel NAD-dependent ADP-ribosylation system for proteins, in conjunction with a previously unrecognized ADP-ribosyltransferase. A similar ADP-ribosyltransferase is also coupled with MACRO or ADP-ribosylglycohydrolase domain proteins in other related systems, suggesting that all these novel systems are likely to comprise pairs of ADP-ribosylation and ribosylglycohydrolase enzymes analogous to the DraG-DraT system, and a novel group of bacterial polymorphic toxins. We present evidence that some of these coupled ADP-ribosyltransferases/ribosylglycohydrolases are likely to regulate certain restriction modification enzymes in bacteria. The ADP-ribosyltransferases found in these, the bacterial polymorphic toxin and host-directed toxin systems of bacteria such as Waddlia also throw light on the evolution of this fold and the origin of eukaryotic polyADP-ribosyltransferases and NEURL4-like ARTs, which might be involved in centrosomal assembly. We also infer a novel biosynthetic pathway that might be involved in the synthesis of a nicotinate-derived compound in conjunction with an asparagine synthetase and AMPylating peptide ligase. We use the data derived from this analysis to understand the origin and early evolutionary trajectories of key NAD-utilizing enzymes and present targets for future biochemical investigations.

A fragment-based approach for the in silico prediction of blood-brain barrier permeation

Blood-brain barrier (BBB) permeation is an essential property for drugs that act in the central nervous system (CNS) for the treatment of human diseases, such as epilepsy, depression, Alzheimer's disease, Parkinson disease, schizophrenia, among others. In the present work, quantitative structure-property relationship (QSPR) studies were conducted for the development and validation of in silico models for the prediction of BBB permeation. The data set used has substantial chemical diversity and a relatively wide distribution of property values. The generated QSPR models showed good statistical parameters and were successfully employed for the prediction of a test set containing 48 compounds. The predictive models presented herein are useful in the identification, selection and design of new drug candidates having improved pharmacokinetic properties.