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.

Priors about observables in vector autoregressions

Standard practice in Bayesian VARs is to formulate priors on the autoregressive parameters, but economists and policy makers actually have priors about the behavior of observable variables. We show how this kind of prior can be used in a VAR under strict probability theory principles. We state the inverse problem to be solved and we propose a numerical algorithm that works well in practical situations with a very large number of parameters. We prove various convergence theorems for the algorithm. As an application, we first show that the results in Christiano et al. (1999) are very sensitive to the introduction of various priors that are widely used. These priors turn out to be associated with undesirable priors on observables. But an empirical prior on observables helps clarify the relevance of these estimates: we find much higher persistence of output responses to monetary policy shocks than the one reported in Christiano et al. (1999) and a significantly larger total effect.

CAV2 vector gene transfer into central nervious System

Estudi realitzat a partir d’una estada al Institut de Génétique Moléculaire de Montpellier, França, entre 2010 i 2012. En aquest projecte s’ha avaluat les avantatges dels vectors adenovirals canins tipus 2 (CAV2) com a vectors de transferència gènica al sistema nerviós central (SNC) en un model primat no-humà i en un model caní del síndrome de Sly (mucopolisacaridosis tipus 7, MPS VII), malaltia monogènica que cursa amb neurodegeneració. En una primera part del projecte s’ha avaluat la biodistribució, l’eficàcia i la durada de l’expressió del transgen en un model primat no humà, (Microcebus murinus). Com ha vector s’ha utilitzat un CAV2 de primera generació que expressa la proteïna verda fluorescent (CAVGFP). Els resultats aportats en aquesta memòria demostren que en primats no humans, com en d’altres espècies testades anteriorment per l’equip de l’EJ Kremer, la injecció intracerebral de CAV2 resulta en una extensa transducció del SNC, siguent les neurones i els precursors neuronals les cèl•lules preferencialment transduïdes. Els vectors canins, servint-se de vesícules intracel•lulars són transportats, majoritàriament, des de les sinapsis cap al soma neuronal, aquest transport intracel•lular permet una extensa transducció del SNC a partir d’una única injecció intracerebral dels vectors virals. En una segona part d’aquest projecte s’ha avaluat l’ús terapèutic dels CAV2. S’ha injectat un vector helper-dependent que expressa el gen la b-glucuronidasa i el gen de la proteïna verda fluorescent (HD-RIGIE), en el SNC del model caní del síndrome de Sly (MPS VII). La biodistribució i la eficàcia terapèutica han estat avaluades. Els nivells d’activitat enzimàtica en animals malalts injectats amb el vector terapèutic va arribar a valors similars als dels animals no afectes. A més a més s’ha observat una reducció en la quantitat dels GAGs acumulats en les cèl•lules dels animals malalts tractats amb el vector terapèutic, demostrant la potencialitat terapèutica dels CAV2 per a malalties que afecten al SNC. Els resultats aportats en aquest treball ens permeten dir que els CAV2 són unes bones eines terapèutiques per al tractament de malalties que afecten al SNC.

Generation of mouse-induced pluripotent stem cells by transient expression of a single nonviral polycistronic vector

Induced pluripotent stem (iPS) cells have generated keen interestdue to their potential use in regenerative medicine. They havebeen obtained from various cell types of both mice and humans byexogenous delivery of different combinations of Oct4, Sox2, Klf4,c-Myc, Nanog, and Lin28. The delivery of these transcription factorshas mostly entailed the use of integrating viral vectors (retrovirusesor lentiviruses), carrying the risk of both insertional mutagenesisand oncogenesis due to misexpression of these exogenousfactors. Therefore, obtaining iPS cells that do not carry integratedtransgene sequences is an important prerequisite for their eventualtherapeutic use. Here we report the generation of iPS cell linesfrom mouse embryonic fibroblasts with no evidence of integrationof the reprogramming vector in their genome, achieved by nucleofectionof a polycistronic construct coexpressing Oct4, Sox2, Klf4,and c-Myc

A new hybrid summarizer based on vector Space model, statistical physics and linguistics

In this article we present a hybrid approach for automatic summarization of Spanish medical texts. There are a lot of systems for automatic summarization using statistics or linguistics, but only a few of them combining both techniques. Our idea is that to reach a good summary we need to use linguistic aspects of texts, but as well we should benefit of the advantages of statistical techniques. We have integrated the Cortex (Vector Space Model) and Enertex (statistical physics) systems coupled with the Yate term extractor, and the Disicosum system (linguistics). We have compared these systems and afterwards we have integrated them in a hybrid approach. Finally, we have applied this hybrid system over a corpora of medical articles and we have evaluated their performances obtaining good results.

Parallel scheduling of multiclass M/M/m queues: Approximate and heavy-traffic optimization of achievable performance

We address the problem of scheduling a multiclass $M/M/m$ queue with Bernoulli feedback on $m$ parallel servers to minimize time-average linear holding costs. We analyze the performance of a heuristic priority-index rule, which extends Klimov's optimal solution to the single-server case: servers select preemptively customers with larger Klimov indices. We present closed-form suboptimality bounds (approximate optimality) for Klimov's rule, which imply that its suboptimality gap is uniformly bounded above with respect to (i) external arrival rates, as long as they stay within system capacity;and (ii) the number of servers. It follows that its relativesuboptimality gap vanishes in a heavy-traffic limit, as external arrival rates approach system capacity (heavy-traffic optimality). We obtain simpler expressions for the special no-feedback case, where the heuristic reduces to the classical $c \mu$ rule. Our analysis is based on comparing the expected cost of Klimov's ruleto the value of a strong linear programming (LP) relaxation of the system's region of achievable performance of mean queue lengths. In order to obtain this relaxation, we derive and exploit a new set ofwork decomposition laws for the parallel-server system. We further report on the results of a computational study on the quality of the $c \mu$ rule for parallel scheduling.

Optimization of multiclass queueing networks with changeover times via the achievable region approach: Part I, the single-station case

We address the performance optimization problem in a single-stationmulticlass queueing network with changeover times by means of theachievable region approach. This approach seeks to obtainperformance bounds and scheduling policies from the solution of amathematical program over a relaxation of the system's performanceregion. Relaxed formulations (including linear, convex, nonconvexand positive semidefinite constraints) of this region are developedby formulating equilibrium relations satisfied by the system, withthe help of Palm calculus. Our contributions include: (1) newconstraints formulating equilibrium relations on server dynamics;(2) a flow conservation interpretation of the constraintspreviously derived by the potential function method; (3) newpositive semidefinite constraints; (4) new work decomposition lawsfor single-station multiclass queueing networks, which yield newconvex constraints; (5) a unified buffer occupancy method ofperformance analysis obtained from the constraints; (6) heuristicscheduling policies from the solution of the relaxations.

Optimization of multiclass queueing networks with changeover times via the achievable region method: Part II, the multi-station case

We address the problem of scheduling a multi-station multiclassqueueing network (MQNET) with server changeover times to minimizesteady-state mean job holding costs. We present new lower boundson the best achievable cost that emerge as the values ofmathematical programming problems (linear, semidefinite, andconvex) over relaxed formulations of the system's achievableperformance region. The constraints on achievable performancedefining these formulations are obtained by formulatingsystem's equilibrium relations. Our contributions include: (1) aflow conservation interpretation and closed formulae for theconstraints previously derived by the potential function method;(2) new work decomposition laws for MQNETs; (3) new constraints(linear, convex, and semidefinite) on the performance region offirst and second moments of queue lengths for MQNETs; (4) a fastbound for a MQNET with N customer classes computed in N steps; (5)two heuristic scheduling policies: a priority-index policy, anda policy extracted from the solution of a linear programmingrelaxation.

Improvement of the quality factor of RF integrated inductors by layout optimization

A systematic method to improve the quality (Q) factor of RF integrated inductors is presented in this paper. The proposed method is based on the layout optimization to minimize the series resistance of the inductor coil, taking into account both ohmic losses, due to conduction currents, and magnetically induced losses, due to eddy currents. The technique is particularly useful when applied to inductors in which the fabrication process includes integration substrate removal. However, it is also applicable to inductors on low-loss substrates. The method optimizes the width of the metal strip for each turn of the inductor coil, leading to a variable strip-width layout. The optimization procedure has been successfully applied to the design of square spiral inductors in a silicon-based multichip-module technology, complemented with silicon micromachining postprocessing. The obtained experimental results corroborate the validity of the proposed method. A Q factor of about 17 have been obtained for a 35-nH inductor at 1.5 GHz, with Q values higher than 40 predicted for a 20-nH inductor working at 3.5 GHz. The latter is up to a 60% better than the best results for a single strip-width inductor working at the same frequency.

Wave-vector dependence of spin and density multipole excitations in quantum dots

We have employed time-dependent local-spin density-functional theory to analyze the multipole spin and charge density excitations in GaAs-AlxGa1-xAs quantum dots. The on-plane transferred momentum degree of freedom has been taken into account, and the wave-vector dependence of the excitations is discussed. In agreement with previous experiments, we have found that the energies of these modes do not depend on the transferred wave vector, although their intensities do. Comparison with a recent resonant Raman scattering experiment [C. Schüller et al., Phys. Rev. Lett. 80, 2673 (1998)] is made. This allows us to identify the angular momentum of several of the observed modes as well as to reproduce their energies