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.

Alveolar and cystic echinococcosis: towards novel chemotherapeutical treatment options

Echinococcus granulosus and Echinococcus multilocularis are cestode parasites, of which the metacestode (larval) stages cause the neglected diseases cystic echinococcosis (CE) and alveolar echinococcosis (AE), respectively. The benzimidazoles albendazole and mebendazole are presently used for the chemotherapeutical treatment, alone or prior to and after surgery. However, in AE these benzimidazoles do not appear to be parasiticidal in vivo. In addition, failures in drug treatments as well as the occurrence of side-effects have been reported, leading to discontinuation of treatment or to progressive disease. Therefore, new drugs are needed to cure AE and CE. Strategies that are currently employed in order to identify novel chemotherapeutical treatment options include in vitro and in vivo testing of broad-spectrum anti-infective drugs or drugs that interfere with unlimited proliferation of cancer cells. The fact that the genome of E. multilocularis has recently been sequenced has opened other avenues, such as the selection of novel drugs that interfere with the parasite signalling machinery, and the application of in silico approaches by employing the Echinococcus genome information to search for suitable targets for compounds of known mode of action.

Lissencephaly-1 promotes the recruitment of dynein and dynactin to transported mRNAs

Microtubule-based transport mediates the sorting and dispersal of many cellular components and pathogens. However, the mechanisms by which motor complexes are recruited to and regulated on different cargos remain poorly understood. Here we describe a large-scale biochemical screen for novel factors associated with RNA localization signals mediating minus end-directed mRNA transport during Drosophila development. We identified the protein Lissencephaly-1 (Lis1) and found that minus-end travel distances of localizing transcripts are dramatically reduced in lis1 mutant embryos. Surprisingly, given its well-documented role in regulating dynein mechanochemistry, we uncovered an important requirement for Lis1 in promoting the recruitment of dynein and its accessory complex dynactin to RNA localization complexes. Furthermore, we provide evidence that Lis1 levels regulate the overall association of dynein with dynactin. Our data therefore reveal a critical role for Lis1 within the mRNA localization machinery and suggest a model in which Lis1 facilitates motor complex association with cargos by promoting the interaction of dynein with dynactin.

Mitochondrial outer membrane proteome of Trypanosoma brucei reveals macromolecular transport machineries and novel factors required to maintain mitochondrial morphology

The mitochondrial outer membrane (MOM) separates the mitochondria from the cytoplasm, serving both as a barrier and as a gateway. Protein complexes — believed to be universally conserved in all eukaryotes — reside in the MOM to orchestrate and control metabolite exchange, lipid metabolism and uptake of biopolymers such as protein and RNA. African trypanosomes are the causative agent of the sleeping sickness in humans. The parasites are among the earliest diverging eukaryotes that have bona fide mitochondria capable of oxidative phosphorylation. Trypanosomes have unique mitochondrial biology that concerns their mitochondrial metabolism and their unusual mitochondrial morphology that differs to great extent between life stages. Another striking feature is the organization of the mitochondrial genome that does not encode any tRNA genes, thus all tRNAs needed for mitochondrial translation have to be imported. However, the MOM of T. brucei is essentially unchartered territory. It lacks a canonical protein import machinery and facilitation of tRNA translocation remains completely elusive. Using biochemical fractionation and label-free quantitative mass spectrometry for correlated protein abundance-profiling we were able to identify a cluster of 82 candidate proteins that can be localized to the trypanosomal MOM with high confidence. This enabled us to identify a highly unusual, potentially archaic protein import machinery that might also transport tRNAs. Moreover, two-thirds of the identified polypeptides present on the MOM have never been associated with mitochondria before. 40 proteins share homology with proteins of known functions. The function of 42 proteins remains unknown. 11 proteins are essential for the disease-causing bloodstream form of T. brucei and therefore may be exploited as novel drug targets. A comparison with the outer membrane proteome of yeast defines a set of 17 common proteins that are likely present in the MOM of all eukaryotes. Known factors involved in the regulation of mitochondrial morphology are virtually absent in T. brucei. Interestingly, RNAi-mediated ablation of three outer membrane proteins of unknown function resulted in a collapse of the network-like mitochondrion of insect-stage parasites and therefore directly or indirectly are involved in the regulation of mitochondrial morphology.