Efficient Evaluation of Multidimensional Time-Varying Density Forecasts

We propose two simple evaluation methods for time varying density forecasts of continuous higher dimensional random variables. Both methods are based on the probability integral transformation for unidimensional forecasts. The first method tests multinormal densities and relies on the rotation of the coordinate system. The advantage of the second method is not only its applicability to any continuous distribution but also the evaluation of the forecast accuracy in specific regions of its domain as defined by the user’s interest. We show that the latter property is particularly useful for evaluating a multidimensional generalization of the Value at Risk. In simulations and in an empirical study, we examine the performance of both tests.

Dynamic Density Forecasts for Multivariate Asset Returns

We propose a simple and flexible framework for forecasting the joint density of asset returns. The multinormal distribution is augmented with a polynomial in (time-varying) non-central co-moments of assets. We estimate the coefficients of the polynomial via the Method of Moments for a carefully selected set of co-moments. In an extensive empirical study, we compare the proposed model with a range of other models widely used in the literature. Employing a recently proposed as well as standard techniques to evaluate multivariate forecasts, we conclude that the augmented joint density provides highly accurate forecasts of the “negative tail” of the joint distribution.

Genetic Algorithm Search for Predictive Patterns in Multidimensional Time Series

Based on an algorithm for pattern matching in character strings, we implement a pattern matching machine that searches for occurrences of patterns in multidimensional time series. Before the search process takes place, time series are encoded in user-designed alphabets. The patterns, on the other hand, are formulated as regular expressions that are composed of letters from these alphabets and operators. Furthermore, we develop a genetic algorithm to breed patterns that maximize a user-defined fitness function. In an application to financial data, we show that patterns bred to predict high exchange rates volatility in training samples retain statistically significant predictive power in validation samples.

Bax and the 'Celtic North'

A feature of scholarship on Arnold Bax is his indebtedness, in his early works, to the Irish literary revival (particularly in the mythology-suffused works of 'AE' and early Yeats) and, in his later works, to the music of Jean Sibelius, and the relationship between these periods. I argue that this relationship, which I summarize by using Bax's portmanteau term of 'Celtic North', is underpinned by the stimulus of landscape, which, as well as being a means by which to return to the Romantic idea of the sublime, also provides a means by which Bax critiques the more modernist relationship with landscape that underpins the English pastoral school of the 1920s. Thus the 'Celtic North' is the antithesis to the English 'south land' of Vaughan Williams and others.

Common Breast Cancer Susceptibility Alleles and the Risk of Breast Cancer for BRCA1 and BRCA2 Mutation Carriers: Implications for Risk Prediction

The known breast cancer susceptibility polymorphisms in FGFR2, TNRC9/TOX3, MAP3K1, LSP1, and 2q35 confer increased risks of breast cancer for BRCA1 or BRCA2 mutation carriers. We evaluated the associations of 3 additional single nucleotide polymorphisms (SNPs), rs4973768 in SLC4A7/NEK10, rs6504950 in STXBP4/COX11, and rs10941679 at 5p12, and reanalyzed the previous associations using additional carriers in a sample of 12,525 BRCA1 and 7,409 BRCA2 carriers. Additionally, we investigated potential interactions between SNPs and assessed the implications for risk prediction. The minor alleles of rs4973768 and rs10941679 were associated with increased breast cancer risk for BRCA2 carriers (per-allele HR - 1.10, 95% CI: 1.03-1.18, P - 0.006 and HR - 1.09, 95% CI: 1.01-1.19, P = 0.03, respectively). Neither SNP was associated with breast cancer risk for BRCA1 carriers, and rs6504950 was not associated with breast cancer for either BRCA1 or BRCA2 carriers. Of the 9 polymorphisms investigated, 7 were associated with breast cancer for BRCA2 carriers (FGFR2, TOX3, MAP3K1, LSP1, 2q35, SLC4A7, 5p12, P 7 = 10 x (11) - 0.03), but only TOX3 and 2q35 were associated with the risk for BRCA1 carriers (P = 0.0049, 0.03, respectively). All risk-associated polymorphisms appear to interact multiplicatively on breast cancer risk for mutation carriers. Based on the joint genotype distribution of the 7 risk-associated SNPs in BRCA2 mutation carriers, the 5% of BRCA2 carriers at highest risk (i.e., between 95th and 100th percentiles) were predicted to have a probability between 80% and 96% of developing breast cancer by age 80, compared with 42%

Evaluation of a candidate breast cancer associated SNP in ERCC4 as a risk modifier in BRCA1 and BRCA2 mutation carriers. Results from the Consortium of Investigators of Modifiers of BRCA1/BRCA2 (CIMBA)

BACKGROUND: In this study we aimed to evaluate the role of a SNP in intron I of the ERCC4 gene (rs744154), previously reported to be associated with a reduced risk of breast cancer in the general population, as a breast cancer risk modifier in BRCA1 and BRCA2 mutation carriers.

The spaces of knowledge: Contributions towards a historical geography of science

Reprinted in Trevor Barnes and Derek Gregory (eds), Reading Human Geography: The Poetics and Politics of Inquiry, (London: Arnold, 1997), pp. 27-48

Classical novae from the POINT-AGAPE microlensing survey of M31 - II. Rate and statistical characteristics of the nova population

The POINT-AGAPE (Pixel-lensing Observations with the Isaac Newton Telescope-Andromeda Galaxy Amplified Pixels Experiment) survey is an optical search for gravitational microlensing events towards the Andromeda galaxy (M31). As well as microlensing, the survey is sensitive to many different classes of variable stars and transients. In our first paper of this series, we reported the detection of 20 classical novae (CNe) observed in Sloan r' and i' passbands.

Classical novae from the POINT-AGAPE microlensing survey of M31 - I. The nova catalogue

The POINT-AGAPE (Pixel-lensing Observations with the Isaac Newton Telescope-Andromeda Galaxy Amplified Pixels Experiment) survey is an optical search for gravitational microlensing events towards the Andromeda galaxy (M31). As well as microlensing, the survey is sensitive to many different classes of variable stars and transients. Here we describe the automated detection and selection pipeline used to identify M31 classical novae (CNe) and we present the resulting catalogue of 20 CN candidates observed over three seasons. CNe are observed both in the bulge region as well as over a wide area of the M31 disc. Nine of the CNe are caught during the final rise phase and all are well sampled in at least two colours. The excellent light-curve coverage has allowed us to detect and classify CNe over a wide range of speed class, from very fast to very slow. Among the light curves is a moderately fast CN exhibiting entry into a deep transition minimum, followed by its final decline. We have also observed in detail a very slow CN which faded by only 0.01 mag d(-1) over a 150-d period. We detect other interesting variable objects, including one of the longest period and most luminous Mira variables. The CN catalogue constitutes a uniquely well-sampled and objectively-selected data set with which to study the statistical properties of CNe in M31, such as the global nova rate, the reliability of novae as standard-candle distance indicators and the dependence of the nova population on stellar environment. The findings of this statistical study will be reported in a follow-up paper.

Prognostic significance of combined MN1, ERG, BAALC, and EVI1 (MEBE) expression in patients with myelodysplastic syndromes

Overexpression of MN1, ERG, BAALC, and EVI1 (MEBE) genes in cytogenetically normal acute myeloid leukemia (AML) patients is associated with poor prognosis, but their prognostic effect in patients with myelodysplastic syndromes (MDS) has not been studied systematically. Expression data of the four genes from 140 MDS patients were combined in an additive score, which was validated in an independent patient cohort of 110 MDS patients. A high MEBE score, defined as high expression of at least two of the four genes, predicted a significantly shorter overall survival (OS) (HR 2.29, 95 % CI 1.3-4.09, P?=?.005) and time to AML progression (HR 4.83, 95 % CI 2.01-11.57, P?

Ancient DNA reveals late survival of mammoth and horse in interior Alaska

Causes of late Quaternary extinctions of large mammals (" megafauna") continue to be debated, especially for continental losses, because spatial and temporal patterns of extinction are poorly known. Accurate latest appearance dates (LADs) for such taxa are critical for interpreting the process of extinction. The extinction of woolly mammoth and horse in northwestern North America is currently placed at 15,000-13,000 calendar years before present (yr BP), based on LADs from dating surveys of macrofossils (bones and teeth). Advantages of using macrofossils to estimate when a species became extinct are offset, however, by the improbability of finding and dating the remains of the last-surviving members of populations that were restricted in numbers or con-fined to refugia. Here we report an alternative approach to detect 'ghost ranges' of dwindling populations, based on recovery of ancient DNA from perennially frozen and securely dated sediments (sedaDNA). In such contexts, sedaDNA can reveal the molecular presence of species that appear absent in the macrofossil record. We show that woolly mammoth and horse persisted in interior Alaska until at least 10,500 yr BP, several thousands of years later than indicated from macrofossil surveys. These results contradict claims that Holocene survival of mammoths in Beringia was restricted to ecologically isolated high-latitude islands. More importantly, our finding that mammoth and horse overlapped with humans for several millennia in the region where people initially entered the Americas challenges theories that megafaunal extinction occurred within centuries of human arrival or were due to an extraterrestrial impact in the late Pleistocene.