An implementation of genetic algorithms as a basis for a trading system on the foreign exchange market

Foreign exchange trading has emerged in recent times as a significant activity in many countries. As with most forms of trading, the activity is influenced by many random parameters so that the creation of a system that effectively emulates the trading process is very helpful. In this paper, we try to create such a system with a genetic algorithm engine to emulate trader behaviour on the foreign exchange market and to find the most profitable trading strategy.

Strategies for identifying and predicting islet autoantigen T-cell epitopes in insulin-dependent diabetes mellitus

T cells recognize peptide epitopes bound to major histocompatibility complex molecules. Human T-cell epitopes have diagnostic and therapeutic applications in autoimmune diseases. However, their accurate definition within an autoantigen by T-cell bioassay, usually proliferation, involves many costly peptides and a large amount of blood, We have therefore developed a strategy to predict T-cell epitopes and applied it to tyrosine phosphatase IA-2, an autoantigen in IDDM, and HLA-DR4(*0401). First, the binding of synthetic overlapping peptides encompassing IA-2 was measured directly to purified DR4. Secondly, a large amount of HLA-DR4 binding data were analysed by alignment using a genetic algorithm and were used to train an artificial neural network to predict the affinity of binding. This bioinformatic prediction method was then validated experimentally and used to predict DR4 binding peptides in IA-2. The binding set encompassed 85% of experimentally determined T-cell epitopes. Both the experimental and bioinformatic methods had high negative predictive values, 92% and 95%, indicating that this strategy of combining experimental results with computer modelling should lead to a significant reduction in the amount of blood and the number of peptides required to define T-cell epitopes in humans.

Investment prioritization based on broadscale spatial budgeting to meet downstream targets for suspended sediment loads

On the basis of a spatially distributed sediment budget across a large basin, costs of achieving certain sediment reduction targets in rivers were estimated. A range of investment prioritization scenarios were tested to identify the most cost-effective strategy to control suspended sediment loads. The scenarios were based on successively introducing more information from the sediment budget. The relationship between spatial heterogeneity of contributing sediment sources on cost effectiveness of prioritization was investigated. Cost effectiveness was shown to increase with sequential introduction of sediment budget terms. The solution which most decreased cost was achieved by including spatial information linking sediment sources to the downstream target location. This solution produced cost curves similar to those derived using a genetic algorithm formulation. Appropriate investment prioritization can offer large cost savings because the magnitude of the costs can vary by several times depending on what type of erosion source or sediment delivery mechanism is targeted. Target settings which only consider the erosion source rates can potentially result in spending more money than random management intervention for achieving downstream targets. Coherent spatial patterns of contributing sediment emerge from the budget model and its many inputs. The heterogeneity in these patterns can be summarized in a succinct form. This summary was shown to be consistent with the cost difference between local and regional prioritization for three of four test catchments. To explain the effect for the fourth catchment, the detail of the individual sediment sources needed to be taken into account.