Clustering algorithms for anti-money laundering using graph theory and social network analysis

HEMOLIA (a project under European community’s 7th framework programme) is a new generation Anti-Money Laundering (AML) intelligent multi-agent alert and investigation system which in addition to the traditional financial data makes extensive use of modern society’s huge telecom data source, thereby opening up a new dimension of capabilities to all Money Laundering fighters (FIUs, LEAs) and Financial Institutes (Banks, Insurance Companies, etc.). This Master-Thesis project is done at AIA, one of the partners for the HEMOLIA project in Barcelona. The objective of this thesis is to find the clusters in a network drawn by using the financial data. An extensive literature survey has been carried out and several standard algorithms related to networks have been studied and implemented. The clustering problem is a NP-hard problem and several algorithms like K-Means and Hierarchical clustering are being implemented for studying several problems relating to sociology, evolution, anthropology etc. However, these algorithms have certain drawbacks which make them very difficult to implement. The thesis suggests (a) a possible improvement to the K-Means algorithm, (b) a novel approach to the clustering problem using the Genetic Algorithms and (c) a new algorithm for finding the cluster of a node using the Genetic Algorithm.

All-cause mortality in the cohorts of the Spanish AIDS Research Network (RIS) compared with the general population: 1997-2010.

BACKGROUND Combination antiretroviral therapy (cART) has produced significant changes in mortality of HIV-infected persons. Our objective was to estimate mortality rates, standardized mortality ratios and excess mortality rates of cohorts of the AIDS Research Network (RIS) (CoRIS-MD and CoRIS) compared to the general population. METHODS We analysed data of CoRIS-MD and CoRIS cohorts from 1997 to 2010. We calculated: (i) all-cause mortality rates, (ii) standardized mortality ratio (SMR) and (iii) excess mortality rates for both cohort for 100 person-years (py) of follow-up, comparing all-cause mortality with that of the general population of similar age and gender. RESULTS Between 1997 and 2010, 8,214 HIV positive subjects were included, 2,453 (29.9%) in CoRIS-MD and 5,761 (70.1%) in CoRIS and 294 deaths were registered. All-cause mortality rate was 1.02 (95% CI 0.91-1.15) per 100 py, SMR was 6.8 (95% CI 5.9-7.9) and excess mortality rate was 0.8 (95% CI 0.7-0.9) per 100 py. Mortality was higher in patients with AIDS, hepatitis C virus (HCV) co-infection, and those from CoRIS-MD cohort (1997-2003). CONCLUSION Mortality among HIV-positive persons remains higher than that of the general population of similar age and sex, with significant differences depending on the history of AIDS or HCV coinfection.

Relevant gender differences in epidemiological profile, exposure to first antiretroviral regimen and survival in the Spanish AIDS Research Network Cohort.

BACKGROUND The possible differences in the disease spectrum and prognosis of HIV infection in women and men is a major point of concern. Women are under-represented in randomized clinical trials and in some cohorts. Discordant results have often been obtained depending on the setting. METHODS We assessed gender differences in clinical and epidemiological features, antiretroviral treatment (ART) exposure and survival in two multicentre cohorts of HIV-positive subjects in Spain: CoRIS-MD and CoRIS. Competing risk regression models were used to assess gender effect on time to start ART and time to first ART change, and a Cox regression model to estimate gender effect on time to death. RESULTS Between January 1996 and December 2008, 1,953 women and 6,072 men naive to ART at study entry were included. The trend analysis over time showed the percentage of women in the younger (<20 years) and older (>50 years) strata increased significantly (P<0.001) from 0.5% and 1.8% in 1996 to 4.9% and 4.2% in 2008, respectively. By competing risk analysis women started ART earlier than men (adjusted subhazard ratio [ASHR] 1.21, 95% CI 1.11, 1.31) in CoRIS cohort, while in CoRIS-MD none of these differences were observed. In both cohorts women showed a shorter time to the first ART change (ASHR 1.10, 95% CI 1.01, 1.19). Pregnancy and patient's/physician's decisions as reasons for changing were more frequent in women than in men in CoRIS. In the Cox regression model, gender was not associated with differences in survival. CONCLUSIONS In two large cohorts in Spain, we observed relevant gender differences in epidemiological characteristics and antiretroviral exposure outcomes, while survival differences were not attributable to gender.

University and Network Society : research report (synthesis document)

Document de síntesi d'aquest estudi que analitza -seguint una metodologia quantitativa basada en una mostra representativa de 2.093 professors i 23.864 estudiants i reforçada amb elements qualitatius- la transició que es produeix en el sistema universitari públic català cap a un model més adaptat a les noves necessitats de la societat xarxa. Per a això, es posa especial èmfasi en l'anàlisi dels usos que es fa d'Internet (l'eina clau de la societat xarxa) en el món universitari i en les transformacions que es donen o es donaran com a conseqüència d'aquests usos.

CAC controlled services sharing a link with connectionless data services in an ATM network: a performance evaluation study

In the B-ISDN there is a provision for four classes of services, all of them supported by a single transport network (the ATM network). Three of these services, the connected oriented (CO) ones, permit connection access control (CAC) but the fourth, the connectionless oriented (CLO) one, does not. Therefore, when CLO service and CO services have to share the same ATM link, a conflict may arise. This is because a bandwidth allocation to obtain maximum statistical gain can damage the contracted ATM quality of service (QOS); and vice versa, in order to guarantee the contracted QOS, the statistical gain have to be sacrificed. The paper presents a performance evaluation study of the influence of the CLO service on a CO service (a circuit emulation service or a variable bit-rate service) when sharing the same link

Phosphorylation of the Na,K-ATPase alpha-subunit by protein kinase A and C in vitro and in intact cells. Identification of a novel motif for PKC-mediated phosphorylation.

Na,K-ATPase is a potential target for regulatory phosphorylation by protein kinase A and C (PKA and PKC). To identify the phosphorylation sites, we have mutated the alpha 1-subunit of Bufo marinus in a highly conservative PKA and in 20 different PKC consensus sequences. The mutants were expressed in Xenopus oocytes and their phosphorylation capacity tested in homogenates upon stimulation of PKA or PKC. While serine 943 (Ser-943) was identified as a unique target site for PKA, none of the PKC consensus serine or threonine residues are implicated in PKC phosphorylation. Controlled trypsinolysis of phosphorylated alpha-subunits of various purified enzyme preparations and of alpha/beta complexes from oocyte homogenates revealed that PKC phosphorylation was exclusively associated with the N terminus. A fusion protein containing the first 32 amino acids of the Bufo alpha-subunit was phosphorylated in vitro and serine and threonine residues (Thr-15 and Ser-16) in this region were identified by site-directed mutagenesis as the PKC phosphorylation sites. Finally, the Bufo alpha-subunit was phosphorylated by protein kinases in transfected COS-7 cells. In intact cells, PKA stimulation induced phosphorylation exclusively on Ser-943 and PKC stimulation mainly on Thr-15 and Ser-16, which are contained in a novel PKC phosphorylation motif.

The potential of the European network of congenital anomaly registers (EUROCAT) for drug safety surveillance: a descriptive study.

BACKGROUND: European Surveillance of Congenital Anomalies (EUROCAT) is a network of population-based congenital anomaly registries in Europe surveying more than 1 million births per year, or 25% of the births in the European Union. This paper describes the potential of the EUROCAT collaboration for pharmacoepidemiology and drug safety surveillance. METHODS: The 34 full members and 6 associate members of the EUROCAT network were sent a questionnaire about their data sources on drug exposure and on drug coding. Available data on drug exposure during the first trimester available in the central EUROCAT database for the years 1996-2000 was summarised for 15 out of 25 responding full members. RESULTS: Of the 40 registries, 29 returned questionnaires (25 full and 4 associate members). Four of these registries do not collect data on maternal drug use. Of the full members, 15 registries use the EUROCAT drug code, 4 use the international ATC drug code, 3 registries use another coding system and 7 use a combination of these coding systems. Obstetric records are the most frequently used sources of drug information for the registries, followed by interviews with the mother. Only one registry uses pharmacy data. Percentages of cases with drug exposure (excluding vitamins/minerals) varied from 4.4% to 26.0% among different registries. The categories of drugs recorded varied widely between registries. CONCLUSIONS: Practices vary widely between registries regarding recording drug exposure information. EUROCAT has the potential to be an effective collaborative framework to contribute to post-marketing drug surveillance in relation to teratogenic effects, but work is needed to implement ATC drug coding more widely, and to diversify the sources of information used to determine drug exposure in each registry.

A hybrid method for sag source location in power network

The work presented in this paper belongs to the power quality knowledge area and deals with the voltage sags in power transmission and distribution systems. Propagating throughout the power network, voltage sags can cause plenty of problems for domestic and industrial loads that can financially cost a lot. To impose penalties to responsible party and to improve monitoring and mitigation strategies, sags must be located in the power network. With such a worthwhile objective, this paper comes up with a new method for associating a sag waveform with its origin in transmission and distribution networks. It solves this problem through developing hybrid methods which hire multiway principal component analysis (MPCA) as a dimension reduction tool. MPCA reexpresses sag waveforms in a new subspace just in a few scores. We train some well-known classifiers with these scores and exploit them for classification of future sags. The capabilities of the proposed method for dimension reduction and classification are examined using the real data gathered from three substations in Catalonia, Spain. The obtained classification rates certify the goodness and powerfulness of the developed hybrid methods as brand-new tools for sag classification

H-2Kd-restricted antigenic peptides share a simple binding motif.

We have defined structural features that are apparently important for the binding of four different, unrelated antigenic epitopes to the same major histocompatibility complex (MHC) class I molecule, H-2Kd. The four epitopes are recognized in the form of synthetic peptides by cytotoxic T lymphocytes of the appropriate specificity. By analysis of the relative potency of truncated peptides, we demonstrated that for each of the four epitopes, optimal antigenic activity was present in a peptide of 9 or 10 amino acid residues. A comparison of the relative competitor activity of the different-length peptides in a functional competition assay, as well as in a direct binding assay based on photoaffinity labeling of the Kd molecule, indicated that the enhanced potency of the peptides upon reduction in length was most likely due to a higher affinity of the shorter peptides for the Kd molecule. A remarkably simple motif that appears to be important for the specific binding of Kd-restricted peptides was identified by the analysis of peptides containing amino acid substitutions or deletions. The motif consists of two elements, a Tyr in the second position relative to the NH2 terminus and a hydrophobic residue with a large aliphatic side chain (Leu, Ile, or Val) at the COOH-terminal end of the optimal 9- or 10-mer peptides. We demonstrated that a simple peptide analogue (AYP6L) that incorporates the motif can effectively and specifically interact with the Kd molecule. Moreover, all of the additional Kd-restricted epitopes defined thus far in the literature contain the motif, and it may thus be useful for the prediction of new epitopes recognized by T cells in the context of this MHC class I molecule.

Disentangling the attention network test: behavioral, event related potentials, and neural source analyses.

BACKGROUND The study of the attentional system remains a challenge for current neuroscience. The "Attention Network Test" (ANT) was designed to study simultaneously three different attentional networks (alerting, orienting, and executive) based in subtraction of different experimental conditions. However, some studies recommend caution with these calculations due to the interactions between the attentional networks. In particular, it is highly relevant that several interpretations about attentional impairment have arisen from these calculations in diverse pathologies. Event related potentials (ERPs) and neural source analysis can be applied to disentangle the relationships between these attentional networks not specifically shown by behavioral measures. RESULTS This study shows that there is a basic level of alerting (tonic alerting) in the no cue (NC) condition, represented by a slow negative trend in the ERP trace prior to the onset of the target stimuli. A progressive increase in the CNV amplitude related to the amount of information provided by the cue conditions is also shown. Neural source analysis reveals specific modulations of the CNV related to a task-related expectancy presented in the NC condition; a late modulation triggered by the central cue (CC) condition and probably representing a generic motor preparation; and an early and late modulation for spatial cue (SC) condition suggesting specific motor and sensory preactivation. Finally, the first component in the information processing of the target stimuli modulated by the interaction between orienting network and the executive system can be represented by N1. CONCLUSIONS The ANT is useful as a paradigm to study specific attentional mechanisms and their interactions. However, calculation of network effects is based in subtractions with non-comparable experimental conditions, as evidenced by the present data, which can induce misinterpretations in the study of the attentional capacity in human subjects.

Plasmodium vivax antigen discovery based on alpha-helical coiled coil protein motif.

Protein α-helical coiled coil structures that elicit antibody responses, which block critical functions of medically important microorganisms, represent a means for vaccine development. By using bioinformatics algorithms, a total of 50 antigens with α-helical coiled coil motifs orthologous to Plasmodium falciparum were identified in the P. vivax genome. The peptides identified in silico were chemically synthesized; circular dichroism studies indicated partial or high α-helical content. Antigenicity was evaluated using human sera samples from malaria-endemic areas of Colombia and Papua New Guinea. Eight of these fragments were selected and used to assess immunogenicity in BALB/c mice. ELISA assays indicated strong reactivity of serum samples from individuals residing in malaria-endemic regions and sera of immunized mice, with the α-helical coiled coil structures. In addition, ex vivo production of IFN-γ by murine mononuclear cells confirmed the immunogenicity of these structures and the presence of T-cell epitopes in the peptide sequences. Moreover, sera of mice immunized with four of the eight antigens recognized native proteins on blood-stage P. vivax parasites, and antigenic cross-reactivity with three of the peptides was observed when reacted with both the P. falciparum orthologous fragments and whole parasites. Results here point to the α-helical coiled coil peptides as possible P. vivax malaria vaccine candidates as were observed for P. falciparum. Fragments selected here warrant further study in humans and non-human primate models to assess their protective efficacy as single components or assembled as hybrid linear epitopes.

Volatility smile extrapolation with an artificial neural network

I use a multi-layer feedforward perceptron, with backpropagation learning implemented via stochastic gradient descent, to extrapolate the volatility smile of Euribor derivatives over low-strikes by training the network on parametric prices.