Modeling equity market integration using smooth transition analysis:a study of Eastern European stock markets

This paper assesses the extent to which the equity markets of Hungary, Poland the Czech Republic and Russia have become less segmented. Using a variety of tests it is shown there has been a consistent increase in the co-movement of some Eastern European markets and developed markets. Using the variance decompositions from a vector autoregressive representation of returns it is shown that for Poland and Hungary global factors are having an increasing influence on equity returns, suggestive of increased equity market integration. In this paper we model a system of bivariate equity market correlations as a smooth transition logistic trend model in order to establish how rapidly the countries of Eastern Europe are moving away from market segmentation. We find that Hungary is the country which is becoming integrated the most quickly. © 2005 ELsevier Ltd. All rights reserved.

Orbit and altimetric corrections for the ERS satellites through analysis of single and dual satellite crossovers

Due to the failure of PRARE the orbital accuracy of ERS-1 is typically 10-15 cm radially as compared to 3-4cm for TOPEX/Poseidon. To gain the most from these simultaneous datasets it is necessary to improve the orbital accuracy of ERS-1 so that it is commensurate with that of TOPEX/Poseidon. For the integration of these two datasets it is also necessary to determine the altimeter and sea state biases for each of the satellites. Several models for the sea state bias of ERS-1 are considered by analysis of the ERS-1 single satellite crossovers. The model adopted consists of the sea state bias as a percentage of the significant wave height, namely 5.95%. The removal of ERS-1 orbit error and recovery of an ERS-1 - TOPEX/Poseidon relative bias are both achieved by analysis of dual crossover residuals. The gravitational field based radial orbit error is modelled by a finite Fourier expansion series with the dominant frequencies determined by analysis of the JGM-2 co-variance matrix. Periodic and secular terms to model the errors due to atmospheric density, solar radiation pressure and initial state vector mis-modelling are also solved for. Validation of the dataset unification consists of comparing the mean sea surface topographies and annual variabilities derived from both the corrected and uncorrected ERS-1 orbits with those derived from TOPEX/Poseidon. The global and regional geographically fixed/variable orbit errors are also analysed pre and post correction, and a significant reduction is noted. Finally the use of dual/single satellite crossovers and repeat pass data, for the calibration of ERS-2 with respect to ERS-1 and TOPEX/Poseidon is shown by calculating the ERS-1/2 sea state and relative biases.

Quantitative prediction of mouse class I MHC peptide binding affinity using support vector machine regression (SVR) models

Background - The binding between peptide epitopes and major histocompatibility complex proteins (MHCs) is an important event in the cellular immune response. Accurate prediction of the binding between short peptides and the MHC molecules has long been a principal challenge for immunoinformatics. Recently, the modeling of MHC-peptide binding has come to emphasize quantitative predictions: instead of categorizing peptides as "binders" or "non-binders" or as "strong binders" and "weak binders", recent methods seek to make predictions about precise binding affinities. Results - We developed a quantitative support vector machine regression (SVR) approach, called SVRMHC, to model peptide-MHC binding affinities. As a non-linear method, SVRMHC was able to generate models that out-performed existing linear models, such as the "additive method". By adopting a new "11-factor encoding" scheme, SVRMHC takes into account similarities in the physicochemical properties of the amino acids constituting the input peptides. When applied to MHC-peptide binding data for three mouse class I MHC alleles, the SVRMHC models produced more accurate predictions than those produced previously. Furthermore, comparisons based on Receiver Operating Characteristic (ROC) analysis indicated that SVRMHC was able to out-perform several prominent methods in identifying strongly binding peptides. Conclusion - As a method with demonstrated performance in the quantitative modeling of MHC-peptide binding and in identifying strong binders, SVRMHC is a promising immunoinformatics tool with not inconsiderable future potential.

Leontief Model Analysis with Fuzzy Parameters by Basic Matrixes Method

The basic matrixes method is suggested for the Leontief model analysis (LM) with some of its components indistinctly given. LM can be construed as a forecast task of product’s expenses-output on the basis of the known statistic information at indistinctly given several elements’ meanings of technological matrix, restriction vector and variables’ limits. Elements of technological matrix, right parts of restriction vector LM can occur as functions of some arguments. In this case the task’s dynamic analog occurs. LM essential complication lies in inclusion of variables restriction and criterion function in it.

Learning higher-level features with convolutional restricted Boltzmann machines for sentiment analysis

In recent years, learning word vector representations has attracted much interest in Natural Language Processing. Word representations or embeddings learned using unsupervised methods help addressing the problem of traditional bag-of-word approaches which fail to capture contextual semantics. In this paper we go beyond the vector representations at the word level and propose a novel framework that learns higher-level feature representations of n-grams, phrases and sentences using a deep neural network built from stacked Convolutional Restricted Boltzmann Machines (CRBMs). These representations have been shown to map syntactically and semantically related n-grams to closeby locations in the hidden feature space. We have experimented to additionally incorporate these higher-level features into supervised classifier training for two sentiment analysis tasks: subjectivity classification and sentiment classification. Our results have demonstrated the success of our proposed framework with 4% improvement in accuracy observed for subjectivity classification and improved the results achieved for sentiment classification over models trained without our higher level features.

Derivation of Context-free Stochastic L-Grammar Rules for Promoter Sequence Modeling Using Support Vector Machine

Formal grammars can used for describing complex repeatable structures such as DNA sequences. In this paper, we describe the structural composition of DNA sequences using a context-free stochastic L-grammar. L-grammars are a special class of parallel grammars that can model the growth of living organisms, e.g. plant development, and model the morphology of a variety of organisms. We believe that parallel grammars also can be used for modeling genetic mechanisms and sequences such as promoters. Promoters are short regulatory DNA sequences located upstream of a gene. Detection of promoters in DNA sequences is important for successful gene prediction. Promoters can be recognized by certain patterns that are conserved within a species, but there are many exceptions which makes the promoter recognition a complex problem. We replace the problem of promoter recognition by induction of context-free stochastic L-grammar rules, which are later used for the structural analysis of promoter sequences. L-grammar rules are derived automatically from the drosophila and vertebrate promoter datasets using a genetic programming technique and their fitness is evaluated using a Support Vector Machine (SVM) classifier. The artificial promoter sequences generated using the derived L- grammar rules are analyzed and compared with natural promoter sequences.

Codifferentiable Mappings with Applications to Vector Optimality

AMS subject classification: Primary 49J52; secondary: 26A27, 90C48, 47N10.

Sensitivity Analysis of the Risk of Forecasting for Autoregressive Time Series with Missing Values

2000 Mathematics Subject Classification: 62M20, 62M10, 62-07.

Comparing Several Methods of Discriminant Analysis on the Case of Wine Data

2000 Mathematics Subject Classification: 62H30, 62J20, 62P12, 68T99

A Comparative Analysis of Predictive Learning Algorithms on High-Dimensional Microarray Cancer Data

This research evaluates pattern recognition techniques on a subclass of big data where the dimensionality of the input space (p) is much larger than the number of observations (n). Specifically, we evaluate massive gene expression microarray cancer data where the ratio κ is less than one. We explore the statistical and computational challenges inherent in these high dimensional low sample size (HDLSS) problems and present statistical machine learning methods used to tackle and circumvent these difficulties. Regularization and kernel algorithms were explored in this research using seven datasets where κ < 1. These techniques require special attention to tuning necessitating several extensions of cross-validation to be investigated to support better predictive performance. While no single algorithm was universally the best predictor, the regularization technique produced lower test errors in five of the seven datasets studied.

Assembly accuracy analysis for small components with a planar surface in large-scale metrology

Large-scale mechanical products, such as aircraft and rockets, consist of large numbers of small components, which introduce additional difficulty for assembly accuracy and error estimation. Planar surfaces as key product characteristics are usually utilised for positioning small components in the assembly process. This paper focuses on assembly accuracy analysis of small components with planar surfaces in large-scale volume products. To evaluate the accuracy of the assembly system, an error propagation model for measurement error and fixture error is proposed, based on the assumption that all errors are normally distributed. In this model, the general coordinate vector is adopted to represent the position of the components. The error transmission functions are simplified into a linear model, and the coordinates of the reference points are composed by theoretical value and random error. The installation of a Head-Up Display is taken as an example to analyse the assembly error of small components based on the propagation model. The result shows that the final coordination accuracy is mainly determined by measurement error of the planar surface in small components. To reduce the uncertainty of the plane measurement, an evaluation index of measurement strategy is presented. This index reflects the distribution of the sampling point set and can be calculated by an inertia moment matrix. Finally, a practical application is introduced for validating the evaluation index.

Switching patterns and steady-state analysis of grid-connected and stand-alone single-stage boost-inverters for PV applications

Renewable or sustainable energy (SE) sources have attracted the attention of many countries because the power generated is environmentally friendly, and the sources are not subject to the instability of price and availability. This dissertation presents new trends in the DC-AC converters (inverters) used in renewable energy sources, particularly for photovoltaic (PV) energy systems. A review of the existing technologies is performed for both single-phase and three-phase systems, and the pros and cons of the best candidates are investigated. In many modern energy conversion systems, a DC voltage, which is provided from a SE source or energy storage device, must be boosted and converted to an AC voltage with a fixed amplitude and frequency. A novel switching pattern based on the concept of the conventional space-vector pulse-width-modulated (SVPWM) technique is developed for single-stage, boost-inverters using the topology of current source inverters (CSI). The six main switching states, and two zeros, with three switches conducting at any given instant in conventional SVPWM techniques are modified herein into three charging states and six discharging states with only two switches conducting at any given instant. The charging states are necessary in order to boost the DC input voltage. It is demonstrated that the CSI topology in conjunction with the developed switching pattern is capable of providing the required residential AC voltage from a low DC voltage of one PV panel at its rated power for both linear and nonlinear loads. In a micro-grid, the active and reactive power control and consequently voltage regulation is one of the main requirements. Therefore, the capability of the single-stage boost-inverter in controlling the active power and providing the reactive power is investigated. It is demonstrated that the injected active and reactive power can be independently controlled through two modulation indices introduced in the proposed switching algorithm. The system is capable of injecting a desirable level of reactive power, while the maximum power point tracking (MPPT) dictates the desirable active power. The developed switching pattern is experimentally verified through a laboratory scaled three-phase 200W boost-inverter for both grid-connected and stand-alone cases and the results are presented.

Reverse Engineering of Modified Genes by Bayesian Network Analysis Defines Molecular Determinants Critical to the Development of Glioblastoma

In this study we have identified key genes that are critical in development of astrocytic tumors. Meta-analysis of microarray studies which compared normal tissue to astrocytoma revealed a set of 646 differentially expressed genes in the majority of astrocytoma. Reverse engineering of these 646 genes using Bayesian network analysis produced a gene network for each grade of astrocytoma (Grade I–IV), and ‘key genes’ within each grade were identified. Genes found to be most influential to development of the highest grade of astrocytoma, Glioblastoma multiforme were: COL4A1, EGFR, BTF3, MPP2, RAB31, CDK4, CD99, ANXA2, TOP2A, and SERBP1. All of these genes were up-regulated, except MPP2 (down regulated). These 10 genes were able to predict tumor status with 96–100% confidence when using logistic regression, cross validation, and the support vector machine analysis. Markov genes interact with NFkβ, ERK, MAPK, VEGF, growth hormone and collagen to produce a network whose top biological functions are cancer, neurological disease, and cellular movement. Three of the 10 genes - EGFR, COL4A1, and CDK4, in particular, seemed to be potential ‘hubs of activity’. Modified expression of these 10 Markov Blanket genes increases lifetime risk of developing glioblastoma compared to the normal population. The glioblastoma risk estimates were dramatically increased with joint effects of 4 or more than 4 Markov Blanket genes. Joint interaction effects of 4, 5, 6, 7, 8, 9 or 10 Markov Blanket genes produced 9, 13, 20.9, 26.7, 52.8, 53.2, 78.1 or 85.9%, respectively, increase in lifetime risk of developing glioblastoma compared to normal population. In summary, it appears that modified expression of several ‘key genes’ may be required for the development of glioblastoma. Further studies are needed to validate these ‘key genes’ as useful tools for early detection and novel therapeutic options for these tumors.

PROTEOMIC ANALYSIS OF WOLBACHIA SYMBIOSIS WITHIN THE DROSOPHILA OVARY

Wolbachia pipientis are bacterial endosymbionts carried by millions of invertebrate species, including ~40% of insect species and some filarial nematodes. In insects, basic Wolbachia research has potential applications in controlling vector borne disease. Conversely, Wolbachia of filarial nematodes are causative agents of neglected tropical diseases such as lymphatic filariasis and African river blindness. However, remarkably little is known about how Wolbachia interact with their hosts at the molecular level. Understanding this is important to inform the basis for symbiosis and help prevent human disease. I used a high-throughput proteomics approach to study how Drosophila host cells are modified by Wolbachia infection. This analysis identified 23 Drosophila proteins that significantly changed in amount as a result of Wolbachia infection. A subset of differentially abundant host proteins were consistent with Wolbachia-associated phenotypes reported previously. This study also provides the first ever discovery-based evidence for a Wolbachia-associated change in maternal germline histone loads, which has possible implications in Rescue of a common Wolbachia-induced reproductive manipulation known as Cytoplasmic Incompatibility.

Room temperature ferroelectric and magnetic investigations and detailed phase analysis of Aurivillius phase Bi 5Ti 3Fe 0.7Co 0.3O 15 thin films

Aurivillius phase Bi 5Ti 3Fe 0.7Co 0.3O 15 (BTF7C3O) thin films on α-quartz substrates were fabricated by a chemical solution deposition method and the room temperature ferroelectric and magnetic properties of this candidate multiferroic were compared with those of thin films of Mn 3 substituted, Bi 5Ti 3Fe 0.7Mn 0.3O 15 (BTF7M3O). Vertical and lateral piezoresponse force microscopy (PFM) measurements of the films conclusively demonstrate that BTF7C3O and BTF7M3O thin films are piezoelectric and ferroelectric at room temperature, with the major polarization vector in the lateral plane of the films. No net magnetization was observed for the in-plane superconducting quantum interference device (SQUID) magnetometry measurements of BTF7M3O thin films. In contrast, SQUID measurements of the BTF7C3O films clearly demonstrated ferromagnetic behavior, with a remanent magnetization, B r, of 6.37 emu/cm 3 (or 804 memu/g), remanent moment 4.99 × 10 -5 emu. The BTF7C3O films were scrutinized by x-ray diffraction, high resolution transmission electron microscopy, scanning transmission electron microscopy, and energy dispersive x-ray analysis mapping to assess the prospect of the observed multiferroic properties being intrinsic to the main phase. The results of extensive micro-structural phase analysis demonstrated that the BTF7C3O films comprised of a 3.95 Fe/Co-rich spinel phase, likely CoFe 2 - xTi xO 4, which would account for the observed magnetic moment in the films. Additionally, x-ray magnetic circular dichroism photoemission electron microscopy (XMCD-PEEM) imaging confirmed that the majority of magnetic response arises from the Fe sites of Fe/Co-rich spinel phase inclusions. While the magnetic contribution from the main phase could not be determined by the XMCD-PEEM images, these data however imply that the Bi 5Ti 3Fe 0.7Co 0.3O 15 thin films are likely not single phase multiferroics at room temperature. The PFM results presented demonstrate that the naturally 2D nanostructured Bi 5Ti 3Fe 0.7Co 0.3O 15 phase is a novel ferroelectric and has potential commercial applications in high temperature piezoelectric and ferroelectric memory technologies. The implications for the conclusive demonstration of ferroelectric and ferromagnetic properties in single-phase materials of this type are discussed.