A genetic algorithm to ensemble feature selection

We are going to implement the "GA-SEFS" by Tsymbal and analyse experimentally its performance depending on the classifier algorithms used in the fitness function (NB, MNge, SMO). We are also going to study the effect of adding to the fitness function a measure to control complexity of the base classifiers.

Risk assessment of recurrence in sporadic retinoblastoma using a molecular-based algorithm.

PURPOSE: Most RB1 mutations are unique and distributed throughout the RB1 gene. Their detection can be time-consuming and the yield especially low in cases of conservatively-treated sporadic unilateral retinoblastoma (Rb) patients. In order to identify patients with true risk of developing Rb, and to reduce the number of unnecessary examinations under anesthesia in all other cases, we developed a universal sensitive, efficient and cost-effective strategy based on intragenic haplotype analysis. METHODS: This algorithm allows the calculation of the a posteriori risk of developing Rb and takes into account (a) RB1 loss of heterozygosity in tumors, (b) preferential paternal origin of new germline mutations, (c) a priori risk derived from empirical data by Vogel, and (d) disease penetrance of 90% in most cases. We report the occurrence of Rb in first degree relatives of patients with sporadic Rb who visited the Jules Gonin Eye Hospital, Lausanne, Switzerland, from January 1994 to December 2006 compared to expected new cases of Rb using our algorithm. RESULTS: A total of 134 families with sporadic Rb were enrolled; testing was performed in 570 individuals and 99 patients younger than 4 years old were identified. We observed one new case of Rb. Using our algorithm, the cumulated total a posteriori risk of recurrence was 1.77. CONCLUSIONS: This is the first time that linkage analysis has been validated to monitor the risk of recurrence in sporadic Rb. This should be a useful tool in genetic counseling, especially when direct RB1 screening for mutations leaves a negative result or is unavailable.

Treatment algorithm for moderate to severe ulcerative colitis.

The care for a patient with ulcerative colitis (UC) remains challenging despite the fact that morbidity and mortality rates have been considerably reduced during the last 30 years. The traditional management with intravenous corticosteroids was modified by the introduction of ciclosporin and infliximab. In this review, we focus on the treatment of patients with moderate to severe UC. Four typical clinical scenarios are defined and discussed in detail. The treatment recommendations are based on current literature, published guidelines and reviews, and were discussed at a consensus meeting of Swiss experts in the field. Comprehensive treatment algorithms were developed, aimed for daily clinical practice.

Algorithm optimization for solving crew scheduling problems

In this paper, we are proposing a methodology to determine the most efficient and least costly way of crew pairing optimization. We are developing a methodology based on algorithm optimization on Eclipse opensource IDE using the Java programming language to solve the crew scheduling problems.

Development and validation of AMANDA, a new algorithm for selecting highly relevant regions in Molecular Interaction Fields

Descriptors based on Molecular Interaction Fields (MIF) are highly suitable for drug discovery, but their size (thousands of variables) often limits their application in practice. Here we describe a simple and fast computational method that extracts from a MIF a handful of highly informative points (hot spots) which summarize the most relevant information. The method was specifically developed for drug discovery, is fast, and does not require human supervision, being suitable for its application on very large series of compounds. The quality of the results has been tested by running the method on the ligand structure of a large number of ligand-receptor complexes and then comparing the position of the selected hot spots with actual atoms of the receptor. As an additional test, the hot spots obtained with the novel method were used to obtain GRIND-like molecular descriptors which were compared with the original GRIND. In both cases the results show that the novel method is highly suitable for describing ligand-receptor interactions and compares favorably with other state-of-the-art methods.

Calibration and Validation of SWAT for the Upper Maquoketa River Watershed, June 2005

A validation study has been performed using the Soil and Water Assessment Tool (SWAT) model with data collected for the Upper Maquoketa River Watershed (UMRW), which drains over 16,000 ha in northeast Iowa. This validation assessment builds on a previous study with nested modeling for the UMRW that required both the Agricultural Policy EXtender (APEX) model and SWAT. In the nested modeling approach, edge-offield flows and pollutant load estimates were generated for manure application fields with APEX and were then subsequently routed to the watershed outlet in SWAT, along with flows and pollutant loadings estimated for the rest of the watershed routed to the watershed outlet. In the current study, the entire UMRW cropland area was simulated in SWAT, which required translating the APEX subareas into SWAT hydrologic response units (HRUs). Calibration and validation of the SWAT output was performed by comparing predicted flow and NO3-N loadings with corresponding in-stream measurements at the watershed outlet from 1999 to 2001. Annual stream flows measured at the watershed outlet were greatly under-predicted when precipitation data collected within the watershed during the 1999-2001 period were used to drive SWAT. Selection of alternative climate data resulted in greatly improved average annual stream predictions, and also relatively strong r2 values of 0.73 and 0.72 for the predicted average monthly flows and NO3-N loads, respectively. The impact of alternative precipitation data shows that as average annual precipitation increases 19%, the relative change in average annual streamflow is about 55%. In summary, the results of this study show that SWAT can replicate measured trends for this watershed and that climate inputs are very important for validating SWAT and other water quality models.

A systolic array for linear MIMO detection based on an all-swap lattice reduction algorithm

A systolic array to implement lattice-reduction-aided lineardetection is proposed for a MIMO receiver. The lattice reductionalgorithm and the ensuing linear detections are operated in the same array, which can be hardware-efficient. All-swap lattice reduction algorithm (ASLR) is considered for the systolic design.ASLR is a variant of the LLL algorithm, which processes all lattice basis vectors within one iteration. Lattice-reduction-aided linear detection based on ASLR and LLL algorithms have very similarbit-error-rate performance, while ASLR is more time efficient inthe systolic array, especially for systems with a large number ofantennas.

ILS-ESP An efficient, simple, and parameter-free algorithm for solving the permutation flow-shop problem

From a managerial point of view, the more effcient, simple, and parameter-free (ESP) an algorithm is, the more likely it will be used in practice for solving real-life problems. Following this principle, an ESP algorithm for solving the Permutation Flowshop Sequencing Problem (PFSP) is proposed in this article. Using an Iterated Local Search (ILS) framework, the so-called ILS-ESP algorithm is able to compete in performance with other well-known ILS-based approaches, which are considered among the most effcient algorithms for the PFSP. However, while other similar approaches still employ several parameters that can affect their performance if not properly chosen, our algorithm does not require any particular fine-tuning process since it uses basic "common sense" rules for the local search, perturbation, and acceptance criterion stages of the ILS metaheuristic. Our approach defines a new operator for the ILS perturbation process, a new acceptance criterion based on extremely simple and transparent rules, and a biased randomization process of the initial solution to randomly generate different alternative initial solutions of similar quality -which is attained by applying a biased randomization to a classical PFSP heuristic. This diversification of the initial solution aims at avoiding poorly designed starting points and, thus, allows the methodology to take advantage of current trends in parallel and distributed computing. A set of extensive tests, based on literature benchmarks, has been carried out in order to validate our algorithm and compare it against other approaches. These tests show that our parameter-free algorithm is able to compete with state-of-the-art metaheuristics for the PFSP. Also, the experiments show that, when using parallel computing, it is possible to improve the top ILS-based metaheuristic by just incorporating to it our biased randomization process with a high-quality pseudo-random number generator.

Business Cycles, Unemployment Insurance, and the Calibration of Matching Models

This paper points out an empirical puzzle that arises when an RBC economy with a job matching function is used to model unemployment. The standard model can generate sufficiently large cyclical fluctuations in unemployment, or a sufficiently small response of unemployment to labor market policies, but it cannot do both. Variable search and separation, finite UI benefit duration, efficiency wages, and capital all fail to resolve this puzzle. However, both sticky wages and match-specific productivity shocks help the model reproduce the stylized facts: both make the firm's flow of surplus more procyclical, thus making hiring more procyclical too.

Inherently self-calibrating non-Cartesian parallel imaging.

The use of self-calibrating techniques in parallel magnetic resonance imaging eliminates the need for coil sensitivity calibration scans and avoids potential mismatches between calibration scans and subsequent accelerated acquisitions (e.g., as a result of patient motion). Most examples of self-calibrating Cartesian parallel imaging techniques have required the use of modified k-space trajectories that are densely sampled at the center and more sparsely sampled in the periphery. However, spiral and radial trajectories offer inherent self-calibrating characteristics because of their densely sampled center. At no additional cost in acquisition time and with no modification in scanning protocols, in vivo coil sensitivity maps may be extracted from the densely sampled central region of k-space. This work demonstrates the feasibility of self-calibrated spiral and radial parallel imaging using a previously described iterative non-Cartesian sensitivity encoding algorithm.

A polynomial algorithm for special case of the one-machine scheduling problem with time-lags

The standard one-machine scheduling problem consists in schedulinga set of jobs in one machine which can handle only one job at atime, minimizing the maximum lateness. Each job is available forprocessing at its release date, requires a known processing timeand after finishing the processing, it is delivery after a certaintime. There also can exists precedence constraints between pairsof jobs, requiring that the first jobs must be completed beforethe second job can start. An extension of this problem consistsin assigning a time interval between the processing of the jobsassociated with the precedence constrains, known by finish-starttime-lags. In presence of this constraints, the problem is NP-hardeven if preemption is allowed. In this work, we consider a specialcase of the one-machine preemption scheduling problem with time-lags, where the time-lags have a chain form, and propose apolynomial algorithm to solve it. The algorithm consist in apolynomial number of calls of the preemption version of the LongestTail Heuristic. One of the applicability of the method is to obtainlower bounds for NP-hard one-machine and job-shop schedulingproblems. We present some computational results of thisapplication, followed by some conclusions.

Calibration of stochastic volatility models via second order approximation: the Heston model case

Using a suitable Hull and White type formula we develop a methodology to obtain asecond order approximation to the implied volatility for very short maturities. Using thisapproximation we accurately calibrate the full set of parameters of the Heston model. Oneof the reasons that makes our calibration for short maturities so accurate is that we alsotake into account the term-structure for large maturities. We may say that calibration isnot "memoryless", in the sense that the option's behavior far away from maturity doesinfluence calibration when the option gets close to expiration. Our results provide a wayto perform a quick calibration of a closed-form approximation to vanilla options that canthen be used to price exotic derivatives. The methodology is simple, accurate, fast, andit requires a minimal computational cost.

On the efficiency and sensitivity of a pyramidal classification algorithm

In this paper we propose a Pyramidal Classification Algorithm,which together with an appropriate aggregation index producesan indexed pseudo-hierarchy (in the strict sense) withoutinversions nor crossings. The computer implementation of thealgorithm makes it possible to carry out some simulation testsby Monte Carlo methods in order to study the efficiency andsensitivity of the pyramidal methods of the Maximum, Minimumand UPGMA. The results shown in this paper may help to choosebetween the three classification methods proposed, in order toobtain the classification that best fits the original structureof the population, provided we have an a priori informationconcerning this structure.

Business cycles, unemployment insurance and the calibration of matching models

This paper theoretically and empirically documents a puzzle that arises when an RBC economy with a job matching function is used to model unemployment. The standard model can generate sufficiently large cyclical fluctuations in unemployment, or a sufficiently small response of unemployment to labor market policies, but it cannot do both. Variable search and separation, finite UI benefit duration, efficiency wages, and capital all fail to resolve this puzzle. However, either sticky wages or match-specific productivity shocks can improve the model's performance by making the firm's flow of surplus more procyclical, which makes hiring more procyclical too.