Exact property estimation from diffusion Monte Carlo with minimal stochastic reconfiguration /

Our objective is to develop a diffusion Monte Carlo (DMC) algorithm to estimate the exact expectation values, ($o|^|^o), of multiplicative operators, such as polarizabilities and high-order hyperpolarizabilities, for isolated atoms and molecules. The existing forward-walking pure diffusion Monte Carlo (FW-PDMC) algorithm which attempts this has a serious bias. On the other hand, the DMC algorithm with minimal stochastic reconfiguration provides unbiased estimates of the energies, but the expectation values ($o|^|^) are contaminated by ^, an user specified, approximate wave function, when A does not commute with the Hamiltonian. We modified the latter algorithm to obtain the exact expectation values for these operators, while at the same time eliminating the bias. To compare the efficiency of FW-PDMC and the modified DMC algorithms we calculated simple properties of the H atom, such as various functions of coordinates and polarizabilities. Using three non-exact wave functions, one of moderate quality and the others very crude, in each case the results are within statistical error of the exact values.

Evolutionary synthesis of stochastic gene network models using feature-based search spaces

A feature-based fitness function is applied in a genetic programming system to synthesize stochastic gene regulatory network models whose behaviour is defined by a time course of protein expression levels. Typically, when targeting time series data, the fitness function is based on a sum-of-errors involving the values of the fluctuating signal. While this approach is successful in many instances, its performance can deteriorate in the presence of noise. This thesis explores a fitness measure determined from a set of statistical features characterizing the time series' sequence of values, rather than the actual values themselves. Through a series of experiments involving symbolic regression with added noise and gene regulatory network models based on the stochastic 'if-calculus, it is shown to successfully target oscillating and non-oscillating signals. This practical and versatile fitness function offers an alternate approach, worthy of consideration for use in algorithms that evaluate noisy or stochastic behaviour.

Decoding algorithms using side-effect machines

Bioinformatics applies computers to problems in molecular biology. Previous research has not addressed edit metric decoders. Decoders for quaternary edit metric codes are finding use in bioinformatics problems with applications to DNA. By using side effect machines we hope to be able to provide efficient decoding algorithms for this open problem. Two ideas for decoding algorithms are presented and examined. Both decoders use Side Effect Machines(SEMs) which are generalizations of finite state automata. Single Classifier Machines(SCMs) use a single side effect machine to classify all words within a code. Locking Side Effect Machines(LSEMs) use multiple side effect machines to create a tree structure of subclassification. The goal is to examine these techniques and provide new decoders for existing codes. Presented are ideas for best practices for the creation of these two types of new edit metric decoders.

A stochastic dynamic programming approach for pricing options on stock-index futures

The aim of this thesis is to price options on equity index futures with an application to standard options on S&P 500 futures traded on the Chicago Mercantile Exchange. Our methodology is based on stochastic dynamic programming, which can accommodate European as well as American options. The model accommodates dividends from the underlying asset. It also captures the optimal exercise strategy and the fair value of the option. This approach is an alternative to available numerical pricing methods such as binomial trees, finite differences, and ad-hoc numerical approximation techniques. Our numerical and empirical investigations demonstrate convergence, robustness, and efficiency. We use this methodology to value exchange-listed options. The European option premiums thus obtained are compared to Black's closed-form formula. They are accurate to four digits. The American option premiums also have a similar level of accuracy compared to premiums obtained using finite differences and binomial trees with a large number of time steps. The proposed model accounts for deterministic, seasonally varying dividend yield. In pricing futures options, we discover that what matters is the sum of the dividend yields over the life of the futures contract and not their distribution.

A Multi-Objective Genetic Algorithm with Side Effect Machines for Motif Discovery

Understanding the machinery of gene regulation to control gene expression has been one of the main focuses of bioinformaticians for years. We use a multi-objective genetic algorithm to evolve a specialized version of side effect machines for degenerate motif discovery. We compare some suggested objectives for the motifs they find, test different multi-objective scoring schemes and probabilistic models for the background sequence models and report our results on a synthetic dataset and some biological benchmarking suites. We conclude with a comparison of our algorithm with some widely used motif discovery algorithms in the literature and suggest future directions for research in this area.

Article - "Those darling young women in their flying machines", 1977

A retrospective article written by Dorothy Rungeling as she recalls the the International Air Races that often began or ended in Welland-Port Colborne Airport. The article was published in the Welland Evening Tribune, 9 September 1977.