Portafolio selection with skewness: a comparison of methods and a generalized two fund separation result

This contribution compares existing and newly developed techniques for geometrically representing mean-variances-kewness portfolio frontiers based on the rather widely adapted methodology of polynomial goal programming (PGP) on the one hand and the more recent approach based on the shortage function on the other hand. Moreover, we explain the working of these different methodologies in detail and provide graphical illustrations. Inspired by these illustrations, we prove a generalization of the well-known two fund separation theorem from traditionalmean-variance portfolio theory.

Topological comparison of methods for predicting transcriptional cooperativity in yeast

Background: The cooperative interaction between transcription factors has a decisive role in the control of the fate of the eukaryotic cell. Computational approaches for characterizing cooperative transcription factors in yeast, however, are based on different rationales and provide a low overlap between their results. Because the wealth of information contained in protein interaction networks and regulatory networks has proven highly effective in elucidating functional relationships between proteins, we compared different sets of cooperative transcription factor pairs (predicted by four different computational methods) within the frame of those networks. Results: Our results show that the overlap between the sets of cooperative transcription factors predicted by the different methods is low yet significant. Cooperative transcription factors predicted by all methods are closer and more clustered in the protein interaction network than expected by chance. On the other hand, members of a cooperative transcription factor pair neither seemed to regulate each other nor shared similar regulatory inputs, although they do regulate similar groups of target genes. Conclusion: Despite the different definitions of transcriptional cooperativity and the different computational approaches used to characterize cooperativity between transcription factors, the analysis of their roles in the framework of the protein interaction network and the regulatory network indicates a common denominator for the predictions under study. The knowledge of the shared topological properties of cooperative transcription factor pairs in both networks can be useful not only for designing better prediction methods but also for better understanding the complexities of transcriptional control in eukaryotes.

Cross-validation of methods used for analysis of MTBE and other gasoline components in groundwater.

Head space gas chromatography with flame-ionization detection (HS-GC-FID), ancl purge and trap gas chromatography-mass spectrometry (P&T-GC-MS) have been used to determine methyl-tert-butyl ether (MTBE) and benzene, toluene, and the ylenes (BTEX) in groundwater. In the work discussed in this paper measures of quality, e.g. recovery (94-111%), precision (4.6 - 12.2%), limits of detection (0.3 - 5.7 I~g L 1 for HS and 0.001 I~g L 1 for PT), and robust-ness, for both methods were compared. In addition, for purposes of comparison, groundwater samples from areas suffering from odor problems because of fuel spillage and tank leakage were analyzed by use of both techniques. For high concentration levels there was good correlation between results from both methods.

Cross-validation of methods used for analysis of MTBE and other gasoline components in groundwater.

Head space gas chromatography with flame-ionization detection (HS-GC-FID), ancl purge and trap gas chromatography-mass spectrometry (P&T-GC-MS) have been used to determine methyl-tert-butyl ether (MTBE) and benzene, toluene, and the ylenes (BTEX) in groundwater. In the work discussed in this paper measures of quality, e.g. recovery (94-111%), precision (4.6 - 12.2%), limits of detection (0.3 - 5.7 I~g L 1 for HS and 0.001 I~g L 1 for PT), and robust-ness, for both methods were compared. In addition, for purposes of comparison, groundwater samples from areas suffering from odor problems because of fuel spillage and tank leakage were analyzed by use of both techniques. For high concentration levels there was good correlation between results from both methods.

Family Size Evolution in Drosophila Chemosensory Gene Families: A Comparative Analysis with a Critical Appraisal of Methods

Gene turnover rates and the evolution of gene family sizes are important aspects of genome evolution. Here, we use curated sequence data of the major chemosensory gene families from Drosophila-the gustatory receptor, odorant receptor, ionotropic receptor, and odorant-binding protein families-to conduct a comparative analysis among families, exploring different methods to estimate gene birth and death rates, including an ad hoc simulation study. Remarkably, we found that the state-of-the-art methods may produce very different rate estimates, which may lead to disparate conclusions regarding the evolution of chemosensory gene family sizes in Drosophila. Among biological factors, we found that a peculiarity of D. sechellia's gene turnover rates was a major source of bias in global estimates, whereas gene conversion had negligible effects for the families analyzed herein. Turnover rates vary considerably among families, subfamilies, and ortholog groups although all analyzed families were quite dynamic in terms of gene turnover. Computer simulations showed that the methods that use ortholog group information appear to be the most accurate for the Drosophila chemosensory families. Most importantly, these results reveal the potential of rate heterogeneity among lineages to severely bias some turnover rate estimation methods and the need of further evaluating the performance of these methods in a more diverse sampling of gene families and phylogenetic contexts. Using branch-specific codon substitution models, we find further evidence of positive selection in recently duplicated genes, which attests to a nonneutral aspect of the gene birth-and-death process.

Health and income: a robust comparison of Canada and the US

This paper uses sequential stochastic dominance procedures to compare the joint distribution of health and income across space and time. It is the First application of which we are aware of methods to compare multidimensional distributions of income and health using procedures that are robust to aggregation techniques. The paper's approach is more general than comparisons of health gradients and does not require the estimation of health equivalent incomes. We illustrate the approach by contrasting Canada and the US using comparable data. Canada dominates the US over the lower bidimensional welfare distribution of health and income, though not generally in terms of the uni-dimensional distribution of health or income. The paper also finds that welfare for both Canadians and Americans has not unambiguously improved during the last decade over the joint distribution of income and health, in spite of the fact that the uni-dimensional distributions of income have clearly improved during that period.

Empirical studies of cloud effects on UV radiation: A review

The interest in solar ultraviolet (UV) radiation from the scientific community and the general population has risen significantly in recent years because of the link between increased UV levels at the Earth's surface and depletion of ozone in the stratosphere. As a consequence of recent research, UV radiation climatologies have been developed, and effects of some atmospheric constituents (such as ozone or aerosols) have been studied broadly. Correspondingly, there are well-established relationships between, for example, total ozone column and UV radiation levels at the Earth's surface. Effects of clouds, however, are not so well described, given the intrinsic difficulties in properly describing cloud characteristics. Nevertheless, the effect of clouds cannot be neglected, and the variability that clouds induce on UV radiation is particularly significant when short timescales are involved. In this review we show, summarize, and compare several works that deal with the effect of clouds on UV radiation. Specifically, works reviewed here approach the issue from the empirical point of view: Some relationship between measured UV radiation in cloudy conditions and cloud-related information is given in each work. Basically, there are two groups of methods: techniques that are based on observations of cloudiness (either from human observers or by using devices such as sky cameras) and techniques that use measurements of broadband solar radiation as a surrogate for cloud observations. Some techniques combine both types of information. Comparison of results from different works is addressed through using the cloud modification factor (CMF) defined as the ratio between measured UV radiation in a cloudy sky and calculated radiation for a cloudless sky. Typical CMF values for overcast skies range from 0.3 to 0.7, depending both on cloud type and characteristics. Despite this large dispersion of values corresponding to the same cloud cover, it is clear that the cloud effect on UV radiation is 15–45% lower than the cloud effect on total solar radiation. The cloud effect is usually a reducing effect, but a significant number of works report an enhancement effect (that is increased UV radiation levels at the surface) due to the presence of clouds. The review concludes with some recommendations for future studies aimed to further analyze the cloud effects on UV radiation

How we experience immersive virtual environments: the concept of presence and its measurement

This paper reviews the concept of presence in immersive virtual environments, the sense of being there signalled by people acting and responding realistically to virtual situations and events. We argue that presence is a unique phenomenon that must be distinguished from the degree of engagement, involvement in the portrayed environment. We argue that there are three necessary conditions for presence: the (a) consistent low latency sensorimotor loop between sensory data and proprioception; (b) statistical plausibility: images must be statistically plausible in relation to the probability distribution of images over natural scenes. A constraint on this plausibility is the level of immersion;(c) behaviour-response correlations: Presence may be enhanced and maintained over time by appropriate correlations between the state and behaviour of participants and responses within the environment, correlations that show appropriate responses to the activity of the participants. We conclude with a discussion of methods for assessing whether presence occurs, and in particular recommend the approach of comparison with ground truth and give some examples of this.

How we experience immersive virtual environments: the concept of presence and its measurement

This paper reviews the concept of presence in immersive virtual environments, the sense of being there signalled by people acting and responding realistically to virtual situations and events. We argue that presence is a unique phenomenon that must be distinguished from the degree of engagement, involvement in the portrayed environment. We argue that there are three necessary conditions for presence: the (a) consistent low latency sensorimotor loop between sensory data and proprioception; (b) statistical plausibility: images must be statistically plausible in relation to the probability distribution of images over natural scenes. A constraint on this plausibility is the level of immersion;(c) behaviour-response correlations: Presence may be enhanced and maintained over time by appropriate correlations between the state and behaviour of participants and responses within the environment, correlations that show appropriate responses to the activity of the participants. We conclude with a discussion of methods for assessing whether presence occurs, and in particular recommend the approach of comparison with ground truth and give some examples of this.

Importance of the embedding environment on the strain within small rings in siliceous materials

The effect of the local environment on the energetic strain within small (SiO)N rings (with N=2,3) in silica materials is investigated via periodic model systems employing density functional calculations. Through comparison of the energies of various nonterminated systems containing small rings in strained and relatively unstrained environments, with alpha quartz, we demonstrate how small ring strain is affected by the nature of the embedding environment. We compare our findings with numerous previously reported calculations, often predicting significantly different small-ring strain energies, leading to a critical assessment of methods of calculating accurate localized ring energies. The results have relevance for estimates of the strain-induced response (e.g., chemical, photo, and radio) of small silica rings, and the propensity for them to form in bulk glasses, thin films, and nanoclusters.

Estudio sobre la extracción de puntos característicos en imágenes y sus aplicaciones

En aquest treball realitzem un estudi sobre la detecció y la descripció de punts característics, una tecnologia que permet extreure informació continguda en les imatges. Primerament presentem l'estat de l'art juntament amb una avaluació dels mètodes més rellevants. A continuació proposem els nous mètodes que hem creat de detecció i descripció, juntament amb l'algorisme òptim anomenat DART, el qual supera l'estat de l'art. Finalment mostrem algunes aplicacions on s'utilitzen els punts DART. Basant-se en l'aproximació de l'espai d'escales Gaussià, el detector proposat pot extreure punts de distint tamany invariants davant canvis en el punt de vista, la rotació i la iluminació. La reutilització de l'espai d'escales durant el procés de descripció, així com l'ús d'estructures simplificades i optimitzades, permeten realitzar tot el procediment en un temps computacional menor a l'obtingut fins al moment. Així s'aconsegueixen punts invariants i distingibles de forma ràpida, el qual permet la seva utilització en aplicacions com el seguiment d'objectes, la reconstrucció d'escenaris 3D i en motors de cerca visual.

La credibilitat de les webs i els mecanismes d'avaluació

Internet va creixent i pot implicar que no sempre es garanteixi la qualitat de continguts. Aquest treball planteja veure com els individus usen una sèrie de mètodes (o etnomètodes) (Garfinkel, 1968), que poden ser més o menys sistemàtics, o més o menys informals, i que fan servir per a trobar la informació més vàlida. Gràcies a aquests mètodes, els individus quotidianament avaluen la credibilitat de les pàgines web.

An R Library for Compositional Data Analysis in Archaeometry

Compositional data naturally arises from the scientific analysis of the chemicalcomposition of archaeological material such as ceramic and glass artefacts. Data of thistype can be explored using a variety of techniques, from standard multivariate methodssuch as principal components analysis and cluster analysis, to methods based upon theuse of log-ratios. The general aim is to identify groups of chemically similar artefactsthat could potentially be used to answer questions of provenance.This paper will demonstrate work in progress on the development of a documentedlibrary of methods, implemented using the statistical package R, for the analysis ofcompositional data. R is an open source package that makes available very powerfulstatistical facilities at no cost. We aim to show how, with the aid of statistical softwaresuch as R, traditional exploratory multivariate analysis can easily be used alongside, orin combination with, specialist techniques of compositional data analysis.The library has been developed from a core of basic R functionality, together withpurpose-written routines arising from our own research (for example that reported atCoDaWork'03). In addition, we have included other appropriate publicly availabletechniques and libraries that have been implemented in R by other authors. Availablefunctions range from standard multivariate techniques through to various approaches tolog-ratio analysis and zero replacement. We also discuss and demonstrate a smallselection of relatively new techniques that have hitherto been little-used inarchaeometric applications involving compositional data. The application of the libraryto the analysis of data arising in archaeometry will be demonstrated; results fromdifferent analyses will be compared; and the utility of the various methods discussed

Power transformations in correspondence analysis

Power transformations of positive data tables, prior to applying the correspondence analysis algorithm, are shown to open up a family of methods with direct connections to the analysis of log-ratios. Two variations of this idea are illustrated. The first approach is simply to power the original data and perform a correspondence analysis this method is shown to converge to unweighted log-ratio analysis as the power parameter tends to zero. The second approach is to apply the power transformation to thecontingency ratios, that is the values in the table relative to expected values based on the marginals this method converges to weighted log-ratio analysis, or the spectral map. Two applications are described: first, a matrix of population genetic data which is inherently two-dimensional, and second, a larger cross-tabulation with higher dimensionality, from a linguistic analysis of several books.

Impacte d'un programa d'activitat física basat en el mètode Klapp i Stretching Global Actiu sobre la postura de persones adultes amb escoliosi idiopàtica

La simetria entre espatlles i l’alçada de les dues crestes ilíaques es perd quan es pateix escoliosi. Aquest empitjorament de la bona postura té conseqüències negatives per a la salut, especialment en el sistema musculoesquelètic. L’objecte principal d’aquest treball és avaluar l’impacte d’un programa d’activitat física basat en la combinació dels mètodes “Klapp” i l’“Stretching Global Actiu” sobre la postura en bipedestació de persones adultes que pateixen escoliosi idiopàtica. L’aplicació d’ambdós mètodes de forma individual no obtenen millores en aquests paràmetres en persones adultes, però en canvi en nens i nenes sí. El treball és un estudi experimental en el qual es va assignar un subjecte al grup intervenció i un subjecte al grup control. El subjecte del grup intervenció va realitzar un programa de 20 sessions de 45 – 60 minuts de treball amb aquests dos mètodes de treball físic. El subjecte del grup control va seguir la seva activitat habitual. Abans i després de la intervenció, es varen mesurar les variables dependents principals i secundaries respectivament. Els resultats obtinguts han revelat una petita millora en la simetria de les espatlles (+0,2 cms.) en el grup intervenció però no en la simetria de l’altura de les crestes ilíaques. El grup control no ha presentat canvis. Per tant, podem dir que és útil utilitzar la combinació dels dos mètodes físics per a millorar la postura en persones adultes que pateixen escoliosi idiopàtica.