A hierarchical distributed approach for mining molecular fragments

Recently, two approaches have been introduced that distribute the molecular fragment mining problem. The first approach applies a master/worker topology, the second approach, a completely distributed peer-to-peer system, solves the scalability problem due to the bottleneck at the master node. However, in many real world scenarios the participating computing nodes cannot communicate directly due to administrative policies such as security restrictions. Thus, potential computing power is not accessible to accelerate the mining run. To solve this shortcoming, this work introduces a hierarchical topology of computing resources, which distributes the management over several levels and adapts to the natural structure of those multi-domain architectures. The most important aspect is the load balancing scheme, which has been designed and optimized for the hierarchical structure. The approach allows dynamic aggregation of heterogenous computing resources and is applied to wide area network scenarios.

The impact of EPA and DHA on blood lipids and lipoprotein metabolism: influence of apoE genotype

Fish and fish oil-rich sources of long-chain n-3 fatty acids have been shown to be cardio-protective, through a multitude of different pathways including effects on arrythymias, endothelial function, inflammation and thrombosis, as well as modulation of both the fasting and postprandial blood lipid profile. To date the majority of studies have examined the impact of EPA and DHA fed simultaneously as fish or fish oil supplements. However, a number of recent studies have compared the relative biopotency of EPA v. DHA in relation to their effect on blood lipid levels. Although many beneficial effects of fish oils have been demonstrated, concern exists about the potential deleterious impact of EPA and DHA on LDL-cholesterol, with a highly-heterogenous response of this lipid fraction reported in the literature. Recent evidence suggests that apoE genotype may be in part responsible. In the present review the impact of EPA and DHA on cardiovascular risk and the blood lipoprotein profile will be considered, with a focus on the apoE gene locus as a possible determinant of lipid responsiveness to fish oil intervention.

Hierarchical composite regular parallel architecture

The design space of emerging heterogenous multi-core architectures with re-configurability element makes it feasible to design mixed fine-grained and coarse-grained parallel architectures. This paper presents a hierarchical composite array design which extends the curret design space of regular array design by combining a sequence of transformations. This technique is applied to derive a new design of a pipelined parallel regular array with different dataflow between phases of computation.

Quantile forecasts of daily exchange rate returns from forecasts of realized volatility

Quantile forecasts are central to risk management decisions because of the widespread use of Value-at-Risk. A quantile forecast is the product of two factors: the model used to forecast volatility, and the method of computing quantiles from the volatility forecasts. In this paper we calculate and evaluate quantile forecasts of the daily exchange rate returns of five currencies. The forecasting models that have been used in recent analyses of the predictability of daily realized volatility permit a comparison of the predictive power of different measures of intraday variation and intraday returns in forecasting exchange rate variability. The methods of computing quantile forecasts include making distributional assumptions for future daily returns as well as using the empirical distribution of predicted standardized returns with both rolling and recursive samples. Our main findings are that the Heterogenous Autoregressive model provides more accurate volatility and quantile forecasts for currencies which experience shifts in volatility, such as the Canadian dollar, and that the use of the empirical distribution to calculate quantiles can improve forecasts when there are shifts

Do jumps matter for volatility forecasting? Evidence from energy markets

This paper characterizes the dynamics of jumps and analyzes their importance for volatility forecasting. Using high-frequency data on four prominent energy markets, we perform a model-free decomposition of realized variance into its continuous and discontinuous components. We find strong evidence of jumps in energy markets between 2007 and 2012. We then investigate the importance of jumps for volatility forecasting. To this end, we estimate and analyze the predictive ability of several Heterogenous Autoregressive (HAR) models that explicitly capture the dynamics of jumps. Conducting extensive in-sample and out-of-sample analyses, we establish that explicitly modeling jumps does not significantly improve forecast accuracy. Our results are broadly consistent across our four energy markets, forecasting horizons, and loss functions

The Stephen Dwoskin dossier: introduction

This dossier aims to consider the contribution Stephen Dwoskin and his work made to the development of film and its infrastructure in the UK from 1964 when he arrived in the London until his death in 2012. Dwoskin not only straddled different contexts and ideologies about film but advocated for the support of work in a wide variety of forms. Because of this he was not easily categorizeable. Much of the work analyzing his camera work and his contribution to film is written in French and there is little, particularly in recent years, in English. As such this dossier constituted an important contribution to the reassessment of a singular avant-garde artist and film maker. (can I use avant garde here?) In the light of his recent death this is a timely moment for a consideration of Dwoskin’s achievements and legacy. As well as having a groundbreaking vision of what film could do, he was an influential figure and constituting force in terms of the milieu and structures that supported the independent film world in the UK for several decades. Much of the literature surrounding this world in the UK has been formed by key figures making sense of their part in history. This dossier aims towards some first steps in historicising his legacy. Two of the proposed texts will be making use of new material to conduct original research made available through the recently acquired Dwoskin Archive at University of Reading. Due to Dowksin’s heterogenous involvement in film, there are many ways in which Dwoskin can be considered and the proposed essays will take a range of perspectives to assess and analyse his contribution.