Scaling and data collapse for the mean exit time of asset prices

We study theoretical and empirical aspects of the mean exit time (MET) of financial time series. The theoretical modeling is done within the framework of continuous time random walk. We empirically verify that the mean exit time follows a quadratic scaling law and it has associated a prefactor which is specific to the analyzed stock. We perform a series of statistical tests to determine which kind of correlation are responsible for this specificity. The main contribution is associated with the autocorrelation property of stock returns. We introduce and solve analytically both two-state and three-state Markov chain models. The analytical results obtained with the two-state Markov chain model allows us to obtain a data collapse of the 20 measured MET profiles in a single master curve.

Disentangling the formation of contrasting tree line physiognomies combining model selection and Bayesian parameterization for simulation models.

Alpine tree-line ecotones are characterized by marked changes at small spatial scales that may result in a variety of physiognomies. A set of alternative individual-based models was tested with data from four contrasting Pinus uncinata ecotones in the central Spanish Pyrenees to reveal the minimal subset of processes required for tree-line formation. A Bayesian approach combined with Markov chain Monte Carlo methods was employed to obtain the posterior distribution of model parameters, allowing the use of model selection procedures. The main features of real tree lines emerged only in models considering nonlinear responses in individual rates of growth or mortality with respect to the altitudinal gradient. Variation in tree-line physiognomy reflected mainly changes in the relative importance of these nonlinear responses, while other processes, such as dispersal limitation and facilitation, played a secondary role. Different nonlinear responses also determined the presence or absence of krummholz, in agreement with recent findings highlighting a different response of diffuse and abrupt or krummholz tree lines to climate change. The method presented here can be widely applied in individual-based simulation models and will turn model selection and evaluation in this type of models into a more transparent, effective, and efficient exercise.

Optimización y aproximación al problema de la regresión simbólica a través de Straight Line Programs (SLP's) y algoritmos genéticos : Entrenamiento genético de SLP's

El problema de la regresión simbólica consiste en el aprendizaje, a partir de un conjunto muestra de datos obtenidos experimentalmente, de una función desconocida. Los métodos evolutivos han demostrado su eficiencia en la resolución de instancias de dicho problema. En este proyecto se propone una nueva estrategia evolutiva, a través de algoritmos genéticos, basada en una nueva estructura de datos denominada Straight Line Program (SLP) y que representa en este caso expresiones simbólicas. A partir de un SLP universal, que depende de una serie de parámetros cuya especialización proporciona SLP's concretos del espacio de búsqueda, la estrategia trata de encontrar los parámetros óptimos para que el SLP universal represente la función que mejor se aproxime al conjunto de puntos muestra. De manera conceptual, este proyecto consiste en un entrenamiento genético del SLP universal, utilizando los puntos muestra como conjunto de entrenamiento, para resolver el problema de la regresión simbólica.

Detection of severe obstructive sleep apnea through voice analysis

tThis paper deals with the potential and limitations of using voice and speech processing to detect Obstruc-tive Sleep Apnea (OSA). An extensive body of voice features has been extracted from patients whopresent various degrees of OSA as well as healthy controls. We analyse the utility of a reduced set offeatures for detecting OSA. We apply various feature selection and reduction schemes (statistical rank-ing, Genetic Algorithms, PCA, LDA) and compare various classifiers (Bayesian Classifiers, kNN, SupportVector Machines, neural networks, Adaboost). S-fold crossvalidation performed on 248 subjects showsthat in the extreme cases (that is, 127 controls and 121 patients with severe OSA) voice alone is able todiscriminate quite well between the presence and absence of OSA. However, this is not the case withmild OSA and healthy snoring patients where voice seems to play a secondary role. We found that thebest classification schemes are achieved using a Genetic Algorithm for feature selection/reduction.

Niche Differentiation and Fine-Scale Projections for Argentine Ants Based on Remotely Sensed Data

Modeling ecological niches of species is a promising approach for predicting the geographic potential of invasive species in new environments. Argentine ants (Linepithema humile) rank among the most successful invasive species: native to South America, they have invaded broad areas worldwide. Despite their widespread success, little is known about what makes an area susceptible - or not - to invasion. Here, we use a genetic algorithm approach to ecological niche modeling based on high-resolution remote-sensing data to examine the roles of niche similarity and difference in predicting invasions by this species. Our comparisons support a picture of general conservatism of the species' ecological characteristics, in spite of distinct geographic and community contexts