Index Tracking Using Data-Mining Techniques and Mixed-Binary Linear Programming

Index tracking has become one of the most common strategies in asset management. The index-tracking problem consists of constructing a portfolio that replicates the future performance of an index by including only a subset of the index constituents in the portfolio. Finding the most representative subset is challenging when the number of stocks in the index is large. We introduce a new three-stage approach that at first identifies promising subsets by employing data-mining techniques, then determines the stock weights in the subsets using mixed-binary linear programming, and finally evaluates the subsets based on cross validation. The best subset is returned as the tracking portfolio. Our approach outperforms state-of-the-art methods in terms of out-of-sample performance and running times.

Forecasting Intraday Stock Price Trends with Text Mining Techniques

In this paper, we describe NewsCATS (news categorization and trading system), a system implemented to predict stock price trends for the time immediately after the publication of press releases. NewsCATS consists mainly of three components. The first component retrieves relevant information from press releases through the application of text preprocessing techniques. The second component sorts the press releases into predefined categories. Finally, appropriate trading strategies are derived by the third component by means of the earlier categorization. The findings indicate that a categorization of press releases is able to provide additional information that can be used to forecast stock price trends, but that an adequate trading strategy is essential for the results of the categorization to be fully exploited.

TAC102 Is a Novel Component of the Mitochondrial Genome Segregation Machinery in Trypanosomes

Trypanosomes show an intriguing organization of their mitochondrial DNA into a catenated network, the kinetoplast DNA (kDNA). While more than 30 proteins involved in kDNA replication have been described, only few components of kDNA segregation machinery are currently known. Electron microscopy studies identified a high-order structure, the tripartite attachment complex (TAC), linking the basal body of the flagellum via the mitochondrial membranes to the kDNA. Here we describe TAC102, a novel core component of the TAC, which is essential for proper kDNA segregation during cell division. Loss of TAC102 leads to mitochondrial genome missegregation but has no impact on proper organelle biogenesis and segregation. The protein is present throughout the cell cycle and is assembled into the newly developing TAC only after the pro-basal body has matured indicating a hierarchy in the assembly process. Furthermore, we provide evidence that the TAC is replicated de novo rather than using a semi-conservative mechanism. Lastly, we demonstrate that TAC102 lacks an N-terminal mitochondrial targeting sequence and requires sequences in the C-terminal part of the protein for its proper localization.

The machinery underlying malaria parasite virulence is conserved between rodent and human malaria parasites

Sequestration of red blood cells infected with the human malaria parasite Plasmodium falciparum in organs such as the brain is considered important for pathogenicity. A similar phenomenon has been observed in mouse models of malaria, using the rodent parasite Plasmodium berghei, but it is unclear whether the P. falciparum proteins known to be involved in this process are conserved in the rodent parasite. Here we identify the P. berghei orthologues of two such key factors of P. falciparum, SBP1 and MAHRP1. Red blood cells infected with P. berghei parasites lacking SBP1 or MAHRP1a fail to bind the endothelial receptor CD36 and show reduced sequestration and virulence in mice. Complementation of the mutant P. berghei parasites with the respective P. falciparum SBP1 and MAHRP1 orthologues restores sequestration and virulence. These findings reveal evolutionary conservation of the machinery underlying sequestration of divergent malaria parasites and support the notion that the P. berghei rodent model is an adequate tool for research on malaria virulence.