Causality detection on US mutual fund movements using evolutionary subset time-series

In this paper we develop an evolutionary kernel-based time update algorithm to recursively estimate subset discrete lag models (including fullorder models) with a forgetting factor and a constant term, using the exactwindowed case. The algorithm applies to causality detection when the true relationship occurs with a continuous or a random delay. We then demonstrate the use of the proposed evolutionary algorithm to study the monthly mutual fund data, which come from the 'CRSP Survivor-bias free US Mutual Fund Database'. The results show that the NAV is an influential player on the international stage of global bond and stock markets.

A framework for the study of genetic variation in migratory behaviour

Evolutionary change results from selection acting on genetic variation. For migration to be successful, many different aspects of an animal's physiology and behaviour need to function in a co-coordinated way. Changes in one migratory trait are therefore likely to be accompanied by changes in other migratory and life-history traits. At present, we have some knowledge of the pressures that operate at the various stages of migration, but we know very little about the extent of genetic variation in various aspects of the migratory syndrome. As a consequence, our ability to predict which species is capable of what kind of evolutionary change, and at which rate, is limited. Here, we review how our evolutionary understanding of migration may benefit from taking a quantitative-genetic approach and present a framework for studying the causes of phenotypic variation. We review past research, that has mainly studied single migratory traits in captive birds, and discuss how this work could be extended to study genetic variation in the wild and to account for genetic correlations and correlated selection. In the future, reaction-norm approaches may become very important, as they allow the study of genetic and environmental effects on phenotypic expression within a single framework, as well as of their interactions. We advocate making more use of repeated measurements on single individuals to study the causes of among-individual variation in the wild, as they are easier to obtain than data on relatives and can provide valuable information for identifying and selecting traits. This approach will be particularly informative if it involves systematic testing of individuals under different environmental conditions. We propose extending this research agenda by using optimality models to predict levels of variation and covariation among traits and constraints. This may help us to select traits in which we might expect genetic variation, and to identify the most informative environmental axes. We also recommend an expansion of the passerine model, as this model does not apply to birds, like geese, where cultural transmission of spatio-temporal information is an important determinant of migration patterns and their variation.

Optimising profitability and environmental trade-offs in managing cropping systems using differential evolution

Whilst traditional optimisation techniques based on mathematical programming techniques are in common use, they suffer from their inability to explore the complexity of decision problems addressed using agricultural system models. In these models, the full decision space is usually very large while the solution space is characterized by many local optima. Methods to search such large decision spaces rely on effective sampling of the problem domain. Nevertheless, problem reduction based on insight into agronomic relations and farming practice is necessary to safeguard computational feasibility. Here, we present a global search approach based on an Evolutionary Algorithm (EA). We introduce a multi-objective evaluation technique within this EA framework, linking the optimisation procedure to the APSIM cropping systems model. The approach addresses the issue of system management when faced with a trade-off between economic and ecological consequences.

A genetic estimation algorithm for parameters of stochastic ordinary differential equations

A generic method for the estimation of parameters for Stochastic Ordinary Differential Equations (SODEs) is introduced and developed. This algorithm, called the GePERs method, utilises a genetic optimisation algorithm to minimise a stochastic objective function based on the Kolmogorov-Smirnov statistic. Numerical simulations are utilised to form the KS statistic. Further, the examination of some of the factors that improve the precision of the estimates is conducted. This method is used to estimate parameters of diffusion equations and jump-diffusion equations. It is also applied to the problem of model selection for the Queensland electricity market. (C) 2003 Elsevier B.V. All rights reserved.

Tuning pattern classifier parameters using a genetic algorithm with an application in mobile robotics

Support vector machines (SVMs) have recently emerged as a powerful technique for solving problems in pattern classification and regression. Best performance is obtained from the SVM its parameters have their values optimally set. In practice, good parameter settings are usually obtained by a lengthy process of trial and error. This paper describes the use of genetic algorithm to evolve these parameter settings for an application in mobile robotics.

Genetic algorithm optimization of adaptive multi-scale GLCM features

We introduce a new second-order method of texture analysis called Adaptive Multi-Scale Grey Level Co-occurrence Matrix (AMSGLCM), based on the well-known Grey Level Co-occurrence Matrix (GLCM) method. The method deviates significantly from GLCM in that features are extracted, not via a fixed 2D weighting function of co-occurrence matrix elements, but by a variable summation of matrix elements in 3D localized neighborhoods. We subsequently present a new methodology for extracting optimized, highly discriminant features from these localized areas using adaptive Gaussian weighting functions. Genetic Algorithm (GA) optimization is used to produce a set of features whose classification worth is evaluated by discriminatory power and feature correlation considerations. We critically appraised the performance of our method and GLCM in pairwise classification of images from visually similar texture classes, captured from Markov Random Field (MRF) synthesized, natural, and biological origins. In these cross-validated classification trials, our method demonstrated significant benefits over GLCM, including increased feature discriminatory power, automatic feature adaptability, and significantly improved classification performance.

Genetic assignment methods for the direct, real-time estimation of migration rate: a simulation-based exploration of accuracy and power

Genetic assignment methods use genotype likelihoods to draw inference about where individuals were or were not born, potentially allowing direct, real-time estimates of dispersal. We used simulated data sets to test the power and accuracy of Monte Carlo resampling methods in generating statistical thresholds for identifying F-0 immigrants in populations with ongoing gene flow, and hence for providing direct, real-time estimates of migration rates. The identification of accurate critical values required that resampling methods preserved the linkage disequilibrium deriving from recent generations of immigrants and reflected the sampling variance present in the data set being analysed. A novel Monte Carlo resampling method taking into account these aspects was proposed and its efficiency was evaluated. Power and error were relatively insensitive to the frequency assumed for missing alleles. Power to identify F-0 immigrants was improved by using large sample size (up to about 50 individuals) and by sampling all populations from which migrants may have originated. A combination of plotting genotype likelihoods and calculating mean genotype likelihood ratios (D-LR) appeared to be an effective way to predict whether F-0 immigrants could be identified for a particular pair of populations using a given set of markers.

Genetic analysis of complex demographic scenarios: Spatially expanding populations of the cane toad, Bufo marinus

Inferring the spatial expansion dynamics of invading species from molecular data is notoriously difficult due to the complexity of the processes involved. For these demographic scenarios, genetic data obtained from highly variable markers may be profitably combined with specific sampling schemes and information from other sources using a Bayesian approach. The geographic range of the introduced toad Bufo marinus is still expanding in eastern and northern Australia, in each case from isolates established around 1960. A large amount of demographic and historical information is available on both expansion areas. In each area, samples were collected along a transect representing populations of different ages and genotyped at 10 microsatellite loci. Five demographic models of expansion, differing in the dispersal pattern for migrants and founders and in the number of founders, were considered. Because the demographic history is complex, we used an approximate Bayesian method, based on a rejection-regression algorithm. to formally test the relative likelihoods of the five models of expansion and to infer demographic parameters. A stepwise migration-foundation model with founder events was statistically better supported than other four models in both expansion areas. Posterior distributions supported different dynamics of expansion in the studied areas. Populations in the eastern expansion area have a lower stable effective population size and have been founded by a smaller number of individuals than those in the northern expansion area. Once demographically stabilized, populations exchange a substantial number of effective migrants per generation in both expansion areas, and such exchanges are larger in northern than in eastern Australia. The effective number of migrants appears to be considerably lower than that of founders in both expansion areas. We found our inferences to be relatively robust to various assumptions on marker. demographic, and historical features. The method presented here is the only robust, model-based method available so far, which allows inferring complex population dynamics over a short time scale. It also provides the basis for investigating the interplay between population dynamics, drift, and selection in invasive species.

Genetic algorithm-based spinning reserve dispatching in a competitive electricity market

Power systems rely greatly on ancillary services in maintaining operation security. As one of the most important ancillary services, spinning reserve must be provided effectively in the deregulated market environment. This paper focuses on the design of an integrated market for both electricity and spinning reserve service with particular emphasis on coordinated dispatch of bulk power and spinning reserve services. A new market dispatching mechanism has been developed to minimize the ISO's total payment while ensuring system security. Genetic algorithms are used in the finding of the global optimal solutions for this dispatching problem. Case studies and corresponding analyses haw been carried out to demonstrate and discuss the efficiency and usefulness of the proposed market.

Identification of two evolutionarily conserved and functional regulatory elements in intron 2 of the human BRCA1 gene

Cross-species comparative genomics is a powerful strategy for identifying functional regulatory elements within noncoding DNA. In this paper, comparative analysis of human and mouse intronic sequences in the breast cancer susceptibility gene (BRCA1) revealed two evolutionarily conserved noncoding sequences (CNS) in intron 2, 5 kb downstream of the core BRCA1 promoter. The functionality of these elements was examined using homologous-recombination-based mutagenesis of reporter gene-tagged cosmids incorporating these regions and flanking sequences from the BRCA1 locus. This showed that CNS-1 and CNS-2 have differential transcriptional regulatory activity in epithelial cell lines. Mutation of CNS-1 significantly reduced reporter gene expression to 30% of control levels. Conversely mutation of CNS-2 increased expression to 200% of control levels. Regulation is at the level of transcription and shows promoter specificity. Both elements also specifically bind nuclear proteins in vitro. These studies demonstrate that the combination of comparative genomics and functional analysis is a successful strategy to identify novel regulatory elements and provide the first direct evidence that conserved noncoding sequences in BRCA1 regulate gene expression. (c) 2005 Elsevier Inc. All rights reserved.

Deriving matrix of peptide-MHC interactions in diabetic mouse by genetic algorithm

Finding motifs that can elucidate rules that govern peptide binding to medically important receptors is important for screening targets for drugs and vaccines. This paper focuses on elucidation of peptide binding to I-A(g7) molecule of the non-obese diabetic (NOD) mouse - an animal model for insulin-dependent diabetes mellitus (IDDM). A number of proposed motifs that describe peptide binding to I-A(g7) have been proposed. These motifs results from independent experimental studies carried out on small data sets. Testing with multiple data sets showed that each of the motifs at best describes only a subset of the solution space, and these motifs therefore lack generalization ability. This study focuses on seeking a motif with higher generalization ability so that it can predict binders in all A(g7) data sets with high accuracy. A binding score matrix representing peptide binding motif to A(g7) was derived using genetic algorithm (GA). The evolved score matrix significantly outperformed previously reported

A reassessment of genetic limits to evolutionary change

An absence of genetic variance in traits under selection is perhaps the oldest explanation for a limit to evolutionary change, but has also been the most easily dismissed. We review a range of theoretical and empirical results covering single traits to more complex multivariate systems, and show that an absence of genetic variance may be more common than is currently appreciated. From a single-trait perspective, we highlight that it is becoming clear that some trait types do not display significant levels of genetic variation, and we raise the possibility that species with restricted ranges may differ qualitatively from more widespread species in levels of genetic variance in ecologically important traits. A common misconception in many life-history studies is that a lack of genetic variance in single traits, and genetic constraints as a consequence of bivariate genetic correlations, are different causes of selection limits. We detail how interpretations of bivariate patterns are unlikely to demonstrate genetic limits to selection in many cases. We advocate a multivariate definition of genetic constraints that emphasizes the presence (or otherwise) of genetic variance in the multivariate direction of selection. For multitrait systems, recent results using longer term studies of organisms, in which more is understood concerning what traits may be under selection, have indicated that selection may exhaust genetic variance, resulting in a limit to the selection response.