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.

SMARTDIAB: a communication and information technology approach for the intelligent monitoring, management and follow-up of type 1 diabetes patients

SMARTDIAB is a platform designed to support the monitoring, management, and treatment of patients with type 1 diabetes mellitus (T1DM), by combining state-of-the-art approaches in the fields of database (DB) technologies, communications, simulation algorithms, and data mining. SMARTDIAB consists mainly of two units: 1) the patient unit (PU); and 2) the patient management unit (PMU), which communicate with each other for data exchange. The PMU can be accessed by the PU through the internet using devices, such as PCs/laptops with direct internet access or mobile phones via a Wi-Fi/General Packet Radio Service access network. The PU consists of an insulin pump for subcutaneous insulin infusion to the patient and a continuous glucose measurement system. The aforementioned devices running a user-friendly application gather patient's related information and transmit it to the PMU. The PMU consists of a diabetes data management system (DDMS), a decision support system (DSS) that provides risk assessment for long-term diabetes complications, and an insulin infusion advisory system (IIAS), which reside on a Web server. The DDMS can be accessed from both medical personnel and patients, with appropriate security access rights and front-end interfaces. The DDMS, apart from being used for data storage/retrieval, provides also advanced tools for the intelligent processing of the patient's data, supporting the physician in decision making, regarding the patient's treatment. The IIAS is used to close the loop between the insulin pump and the continuous glucose monitoring system, by providing the pump with the appropriate insulin infusion rate in order to keep the patient's glucose levels within predefined limits. The pilot version of the SMARTDIAB has already been implemented, while the platform's evaluation in clinical environment is being in progress.

Interview and translation strategies: coping with multilingual settings and data

Central Eastern Europe, the research area this paper is concerned with, is a region characterized by a high diversity of languages and cultures. It is, at the same time, an area where political, cultural and social conflicts have emerged over time, nowadays especially in border zones, where people of different ethnic, cultural or linguistic background live. In this context, it is important for us researchers to get balanced interview data, and consequently we very often have to conduct interviews in several different languages and within changing cultural contexts. In order to avoid "communication problems" or even conflictual (interview) situations, which might damage the outcome of the research, we are thus challenged to find appropriate communication strategies for any of these situations. This is especially difficult when we are confronted with language or culture-specific terminology or taboo expressions that carry political meaning(s). Once the interview data is collected and it comes to translating and analysing it, we face further challenges and new questions arise. First of all, we have to decide what a good translation strategy would be. Many words and phrases that exist in one language do not have an exact equivalent in another. Therefore we have to find a solution for translating these expressions and concepts in a way that their meanings do not get "lost by translation". In this paper I discuss and provide insights to these challenges by presenting and discussing numerous examples from the region in question. Specifically, I focus on the deconstruction of the meaning of geographical names and politically loaded expressions in order to show the sensitivities of language, the difficulties of research in multilingual settings and with multilingual data as well as the strategies or "ways out" of certain dilemmas.

A communication and information technology infrastructure for real time monitoring and management of type 1 diabetes patients

This paper is focused on the integration of state-of-the-art technologies in the fields of telecommunications, simulation algorithms, and data mining in order to develop a Type 1 diabetes patient's semi to fully-automated monitoring and management system. The main components of the system are a glucose measurement device, an insulin delivery system (insulin injection or insulin pumps), a mobile phone for the GPRS network, and a PDA or laptop for the Internet. In the medical environment, appropriate infrastructure for storage, analysis and visualizing of patients' data has been implemented to facilitate treatment design by health care experts.