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.

The sequence comparison index: A novel method for comparing proteins and proteomes

Historically morphological features were used as the primary means to classify organisms. However, the age of molecular genetics has allowed us to approach this field from the perspective of the organism's genetic code. Early work used highly conserved sequences, such as ribosomal RNA. The increasing number of complete genomes in the public data repositories provides the opportunity to look not only at a single gene, but at organisms' entire parts list. ^ Here the Sequence Comparison Index (SCI) and the Organism Comparison Index (OCI), algorithms and methods to compare proteins and proteomes, are presented. The complete proteomes of 104 sequenced organisms were compared. Over 280 million full Smith-Waterman alignments were performed on sequence pairs which had a reasonable expectation of being related. From these alignments a whole proteome phylogenetic tree was constructed. This method was also used to compare the small subunit (SSU) rRNA from each organism and a tree constructed from these results. The SSU rRNA tree by the SCI/OCI method looks very much like accepted SSU rRNA trees from sources such as the Ribosomal Database Project, thus validating the method. The SCI/OCI proteome tree showed a number of small but significant differences when compared to the SSU rRNA tree and proteome trees constructed by other methods. Horizontal gene transfer does not appear to affect the SCI/OCI trees until the transferred genes make up a large portion of the proteome. ^ As part of this work, the Database of Related Local Alignments (DaRLA) was created and contains over 81 million rows of sequence alignment information. DaRLA, while primarily used to build the whole proteome trees, can also be applied shared gene content analysis, gene order analysis, and creating individual protein trees. ^ Finally, the standard BLAST method for analyzing shared gene content was compared to the SCI method using 4 spirochetes. The SCI system performed flawlessly, finding all proteins from one organism against itself and finding all the ribosomal proteins between organisms. The BLAST system missed some proteins from its respective organism and failed to detect small ribosomal proteins between organisms. ^

The effect of life events on blood pressure and body mass index in children

In Conroe, Texas, 492 students ages 5 to 15 participated in a screening examination for cardiovascular risk factor study. Among 492 students, 141 elementary and junior high students participated in the present sub-study to investigate the effect of the number of recent life events on blood pressure and on body mass index. Using the elementary and junior high school Coddington scales, life events occurring in the past 12 months were measured for students ages 9 to 14 years, no significant differences in life events were observed by age and sex. The number of life events was not related to blood pressure but was positively correlated to body mass index in children and adolescents. ^

El lenguaje de Aristóteles según el Index Aristotelicus de Hermann Bonitz

El clásico Index Aristotelicus de Hermann Bonitz contiene un sinnúmero de voces griegas de las que se ha valido Aristóteles para desarrollar su pensamiento. Bonitz presenta cada vocablo citando textos que revelan el valor que tenía para el hombre griego común, su funcionamiento gramatical y sus diversos sentidos en cuanto términos filosóficos aristotélicos. Nosotros hemos seleccionado, de dicha obra, algunas voces que son clave del pensamiento lógico-metafísico aristotélico, y hemos transcrito cada uno de los textos-muestra que en Bonitz son citados meramente mediante el nombre de la obra que los contiene y su correspondiente ubicación según Bekker. Hemos reunido importante cantidad de ejemplos que enriquecen el acceso al griego aristotélico, presentándolos en idioma español y acompañados de las frases griegas que contienen la voz correspondiente. Ofrecemos aquí dos artículos: σύμβολον y μῦθος, que serán incluidos en la obra que intentamos publicar en el presente año.

Dietary patterns and body mass index of Canadian Inuit communities in 1999 and 2008

Objectives: The International Polar Year (IPY) Inuit Health Survey provided an opportunity to compare dietary and body mass index (BMI) data with data collected a decade earlier for the same communities. Study design: A dietary survey included 1,929 randomly selected participants aged 15 years or older, selected from 18 Inuit communities in 1998-1999. The IPY survey included 2,595 randomly selected participants aged 18 years or older, selected from 36 Inuit communities in 2007-2008. Data from the same 18 communities included in both surveys were compared for adults 20 years and older. Methods: Twenty-four-hour dietary recall data were analysed to assess the percentage of energy from traditional and market foods by sex and age groups. Body mass index (BMI) was assessed to establish the prevalence of obesity by sex and age groups in both surveys. Results: There was a significant decrease (p<=0.05) in energy contribution from traditional food and a significant increase in market food consumption over time. Sugar-sweetened beverages, chips and pasta all increased as percentages of energy. BMI increased overall for women and for each age stratum evaluated (p<0.05). Conclusion: The nutrition transition continues in the Canadian Arctic with a concurrent increase in BMI.

Stable carbon isotopes, Methane Index, and distributions of different GDGTs

Gas hydrates represent one of the largest pools of readily exchangeable carbon on Earth's surface. Releases of the greenhouse gas methane from hydrates are proposed to be responsible for climate change at numerous events in geological history. Many of these inferred events, however, were based on carbonate carbon isotopes which are susceptible to diagenetic alterations. Here we propose a molecular fossil proxy, i.e., the "Methane Index (MI)", to detect and document the destabilization and dissociation of marine gas hydrates. MI consists of the relative distribution of glycerol dibiphytanyl glycerol tetraethers (GDGTs), the core membrane lipids of archaea. The rational behind MI is that in hydrate-impacted environments, the pool of archaeal tetraether lipids is dominated by GDGT-1, -2 and -3 due to the large contribution of signals from the methanotrophic archaeal community. Our study in the Gulf of Mexico cold-seep sediments demonstrates a correlation between MI and the compound-specific carbon isotope of GDGTs, which is strong evidence supporting the MI-methane consumption relationship. Preliminary applications of MI in a number of hydrate-impacted and/or methane-rich environments show diagnostic MI values, corroborating the idea that MI may serve as a robust indicator for hydrate dissociation that is useful for studies of global carbon cycling and paleoclimate change.