An Analysis of black-box optimization problems in reinsurance: evolutionary-based approaches

Black-box optimization problems (BBOP) are de ned as those optimization problems in which the objective function does not have an algebraic expression, but it is the output of a system (usually a computer program). This paper is focussed on BBOPs that arise in the eld of insurance, and more speci cally in reinsurance problems. In this area, the complexity of the models and assumptions considered to de ne the reinsurance rules and conditions produces hard black-box optimization problems, that must be solved in order to obtain the optimal output of the reinsurance. The application of traditional optimization approaches is not possible in BBOP, so new computational paradigms must be applied to solve these problems. In this paper we show the performance of two evolutionary-based techniques (Evolutionary Programming and Particle Swarm Optimization). We provide an analysis in three BBOP in reinsurance, where the evolutionary-based approaches exhibit an excellent behaviour, nding the optimal solution within a fraction of the computational cost used by inspection or enumeration methods.

Bristle pattern formation in the thorax formation of Drosophila: a systems level approach

A fundamental question in developmental biology is how tissues are patterned to give rise to differentiated body structures with distinct morphologies. The Drosophila wing disc offers an accessible model to understand epithelial spatial patterning. It has been studied extensively using genetic and molecular approaches. Bristle patterns on the thorax, which arise from the medial part of the wing disc, are a classical model of pattern formation, dependent on a pre-pattern of trans-activators and –repressors. Despite of decades of molecular studies, we still only know a subset of the factors that determine the pre-pattern. We are applying a novel and interdisciplinary approach to predict regulatory interactions in this system. It is based on the description of expression patterns by simple logical relations (addition, subtraction, intersection and union) between simple shapes (graphical primitives). Similarities and relations between primitives have been shown to be predictive of regulatory relationships between the corresponding regulatory factors in other Systems, such as the Drosophila egg. Furthermore, they provide the basis for dynamical models of the bristle-patterning network, which enable us to make even more detailed predictions on gene regulation and expression dynamics. We have obtained a data-set of wing disc expression patterns which we are now processing to obtain average expression patterns for each gene. Through triangulation of the images we can transform the expression patterns into vectors which can easily be analysed by Standard clustering methods. These analyses will allow us to identify primitives and regulatory interactions. We expect to identify new regulatory interactions and to understand the basic Dynamics of the regulatory network responsible for thorax patterning. These results will provide us with a better understanding of the rules governing gene regulatory networks in general, and provide the basis for future studies of the evolution of the thorax-patterning network in particular.

Evolutionary analysis of genes of two pathways involved in placental malaria infection

Placental malaria is a special form of malaria that causes up to 200,000 maternal and infant deaths every year. Previous studies show that two receptor molecules, hyaluronic acid and chondroitin sulphate A, are mediating the adhesion of parasite-infected erythrocytes in the placenta of patients, which is believed to be a key step in the pathogenesis of the disease. In this study, we aimed at identifying sites of malaria-induced adaptation by scanning for signatures of natural selection in 24 genes in the complete biosynthesis pathway of these two receptor molecules. We analyzed a total of 24 Mb of publicly available polymorphism data from the International HapMap project for three human populations with European, Asian and African ancestry, with the African population from a region of presently and historically high malaria prevalence. Using the methods based on allele frequency distributions, genetic differentiation between populations, and on long-range haplotype structure, we found only limited evidence for malaria-induced genetic adaptation in this set of genes in the African population; however, we identified one candidate gene with clear evidence of selection in the Asian population. Although historical exposure to malaria in this population cannot be ruled out, we speculate that it might be caused by other pathogens, as there is growing evidence that these molecules are important receptors in a variety of host-pathogen interactions. We propose to use the present methods in a systematic way to help identify candidate regions under positive selection as a consequence of malaria.

Patterns of evolutionary constraints on genes in humans

Background: Different regions in a genome evolve at different rates depending on structural and functional constraints. Some genomic regions are highly conserved during metazoan evolution, while other regions may evolve rapidly, either in all species or in a lineage-specific manner. A strong or even moderate change in constraints in functional regions, for example in coding regions, can have significant evolutionary consequences. Results: Here we discuss a novel framework, 'BaseDiver', to classify groups of genes in humans based on the patterns of evolutionary constraints on polymorphic positions in their coding regions. Comparing the nucleotide-level divergence among mammals with the extent of deviation from the ancestral base in the human lineage, we identify patterns of evolutionary pressure on nonsynonymous base-positions in groups of genes belonging to the same functional category. Focussing on groups of genes in functional categories, we find that transcription factors contain a significant excess of nonsynonymous base-positions that are conserved in other mammals but changed in human, while immunity related genes harbour mutations at base-positions that evolve rapidly in all mammals including humans due to strong preference for advantageous alleles. Genes involved in olfaction also evolve rapidly in all mammals, and in humans this appears to be due to weak negative selection. Conclusion: While recent studies have identified genes under positive selection in humans, our approach identifies evolutionary constraints on Gene Ontology groups identifying changes in humans relative to some of the other mammals.

Differentiated evolutionary rates in alternative exons and the implications for splicing regulation

Background: Alternatively spliced exons play an important role in the diversification of gene function in most metazoans and are highly regulated by conserved motifs in exons and introns. Two contradicting properties have been associated to evolutionary conserved alternative exons: higher sequence conservation and higher rate of non-synonymous substitutions, relative to constitutive exons. In order to clarify this issue, we have performed an analysis of the evolution of alternative and constitutive exons, using a large set of protein coding exons conserved between human and mouse and taking into account the conservation of the transcript exonic structure. Further, we have also defined a measure of the variation of the arrangement of exonic splicing enhancers (ESE-conservation score) to study the evolution of splicing regulatory sequences. We have used this measure to correlate the changes in the arrangement of ESEs with the divergence of exon and intron sequences. Results: We find evidence for a relation between the lack of conservation of the exonic structure and the weakening of the sequence evolutionary constraints in alternative and constitutive exons. Exons in transcripts with non-conserved exonic structures have higher synonymous (dS) and non-synonymous (dN) substitution rates than exons in conserved structures. Moreover, alternative exons in transcripts with non-conserved exonic structure are the least constrained in sequence evolution, and at high EST-inclusion levels they are found to be very similar to constitutive exons, whereas alternative exons in transcripts with conserved exonic structure have a dS significantly lower than average at all EST-inclusion levels. We also find higher conservation in the arrangement of ESEs in constitutive exons compared to alternative ones. Additionally, the sequence conservation at flanking introns remains constant for constitutive exons at all ESE-conservation values, but increases for alternative exons at high ESE-conservation values. Conclusion: We conclude that most of the differences in dN observed between alternative and constitutive exons can be explained by the conservation of the transcript exonic structure. Low dS values are more characteristic of alternative exons with conserved exonic structure, but not of those with non-conserved exonic structure. Additionally, constitutive exons are characterized by a higher conservation in the arrangement of ESEs, and alternative exons with an ESE-conservation similar to that of constitutive exons are characterized by a conservation of the flanking intron sequences higher than average, indicating the presence of more intronic regulatory signals.

A multicase study for the evaluation of a pattern-based visual design process for collaborative learning

Collage is a pattern-based visual design authoring tool for the creation of collaborative learning scripts computationally modelled with IMS Learning Design (LD). The pattern-based visual approach aims to provide teachers with design ideas that are based on broadly accepted practices. Besides, it seeks hiding the LD notation so that teachers can easily create their own designs. The use of visual representations supports both the understanding of the design ideas and the usability of the authoring tool. This paper presents a multicase study comprising three different cases that evaluate the approach from different perspectives. The first case includes workshops where teachers use Collage. A second case implies the design of a scenario proposed by a third-party using related approaches. The third case analyzes a situation where students follow a design created with Collage. The cross-case analysis provides a global understanding of the possibilities and limitations of the pattern-based visual design approach.

From a pattern-language to a pattern ontology approach for CSCL script design

Collaborative activities, in which students actively interact with each other, have proved to provide significant learning benefits. In Computer-Supported Collaborative Learning (CSCL), these collaborative activities are assisted by technologies. However, the use of computers does not guarantee collaboration, as free collaboration does not necessary lead to fruitful learning. Therefore, practitioners need to design CSCL scripts that structure the collaborative settings so that they promote learning. However, not all teachers have the technical and pedagogical background needed to design such scripts. With the aim of assisting teachers in designing effective CSCL scripts, we propose a model to support the selection of reusable good practices (formulated as patterns) so that they can be used as a starting point for their own designs. This model is based on a pattern ontology that computationally represents the knowledge captured on a pattern language for the design of CSCL scripts. A preliminary evaluation of the proposed approach is provided with two examples based on a set of meaningful interrelated patters computationally represented with the pattern ontology, and a paper prototyping experience carried out with two teaches. The results offer interesting insights towards the implementation of the pattern ontology in software tools.

Communication, Coordination, and Efficiency in Evolutionary One-population Models

We analyze the role of commitment in pre-play communication for ensuring efficient evolutionarily stable outcomes in coordination games. All players are a priori identical as they are drawn from the same population. In games where efficient outcomes can be reached by players coordinating on the same action we find commitment to be necessary to enforce efficiency. In games where efficienct outcomes only result from play of different actions, communication without commitment is most effective although efficiency can no longer be guaranteed. Only when there are many messages then inefficient outcomes are negligible as their basins of attraction become very small.

On the Structural Difference between the Evolutionary Approach of Young and that of Kandori, Mailath, and Rob

We provide robust examples of symmetric two-player coordination games in normal form that reveal that equilibrium selection by the evolutionary model of Young (1993) is essentially different from equilibrium selection by the evolutionary model of Kandori, Mailath and Rob (1993).

Implementation, elimination of weakly dominated strategies and evolutionary dynamics

This paper is concerned with the realism of mechanisms that implementsocial choice functions in the traditional sense. Will agents actually playthe equilibrium assumed by the analysis? As an example, we study theconvergence and stability properties of Sj\"ostr\"om's (1994) mechanism, onthe assumption that boundedly rational players find their way to equilibriumusing monotonic learning dynamics and also with fictitious play. Thismechanism implements most social choice functions in economic environmentsusing as a solution concept the iterated elimination of weakly dominatedstrategies (only one round of deletion of weakly dominated strategies isneeded). There are, however, many sets of Nash equilibria whose payoffs maybe very different from those desired by the social choice function. Withmonotonic dynamics we show that many equilibria in all the sets ofequilibria we describe are the limit points of trajectories that havecompletely mixed initial conditions. The initial conditions that lead tothese equilibria need not be very close to the limiting point. Furthermore,even if the dynamics converge to the ``right'' set of equilibria, it stillcan converge to quite a poor outcome in welfare terms. With fictitious play,if the agents have completely mixed prior beliefs, beliefs and play convergeto the outcome the planner wants to implement.

Communication, coordination and efficiency in evolutionary one-population models

We analyze the role of commitment in pre-play communication for ensuringefficient evolutionarily stable outcomes in coordination games. All players are a priori identical as they are drawn from the same population. In games where efficient outcomes can be reached by players coordinating on the same action we find commitment to be necessary to enforce efficiency. In games where efficienct outcomes only result from play of different actions, communication without commitment is most effective although efficiency can no longer be guaranteed. Only when there are many messages then inefficient outcomes are negligible as their basins of attraction become very small.