The Impact of income support programs on transitions to employment

The income support programs are created with the purpose of fighting both, the poverty trap and the inactivity trap. The balance between both is fragile and hard to find. Thus, the goal of this work is to contribute to solve this issue by finding how income support programs, particularly the Portuguese RSI, affect transitions to employment. This is made through duration analysis, namely using Cox and Competing Risks models. A particular feature is introduced in this work as it incorporates the possibility of Defective Risks. The estimated hazard elasticity with respect to the amount of RSI received for individuals who move to employment is -0,41. More than a half of RSI receivers stays for more than a year and the probability of never leaving to employment is 44%. The results appear to indicate that RSI has affected negatively transitions to employment.

Predicting market movement with Artificial Neural Networks

This paper presents an application of an Artificial Neural Network (ANN) to the prediction of stock market direction in the US. Using a multilayer perceptron neural network and a backpropagation algorithm for the training process, the model aims at learning the hidden patterns in the daily movement of the S&P500 to correctly identify if the market will be in a Trend Following or Mean Reversion behavior. The ANN is able to produce a successful investment strategy which outperforms the buy and hold strategy, but presents instability in its overall results which compromises its practical application in real life investment decisions.

Using artificial neural networks to generate trading signals for crude oil, copper and gold futures

In this thesis, a feed-forward, back-propagating Artificial Neural Network using the gradient descent algorithm is developed to forecast the directional movement of daily returns for WTI, gold and copper futures. Out-of-sample back-test results vary, with some predictive abilities for copper futures but none for either WTI or gold. The best statistically significant hit rate achieved was 57% for copper with an absolute return Sharpe Ratio of 1.25 and a benchmarked Information Ratio of 2.11.

Search for the Standard Model Higgs boson produced in association with top quarks and decaying into bb in pp collisions at √s = 8 TeV with the ATLAS detector

A search for the Standard Model Higgs boson produced in association with a pair of top quarks, tt¯H, is presented. The analysis uses 20.3 fb−1 of pp collision data at s√ = 8 TeV, collected with the ATLAS detector at the Large Hadron Collider during 2012. The search is designed for the H to bb¯ decay mode and uses events containing one or two electrons or muons. In order to improve the sensitivity of the search, events are categorised according to their jet and b-tagged jet multiplicities. A neural network is used to discriminate between signal and background events, the latter being dominated by tt¯+jets production. In the single-lepton channel, variables calculated using a matrix element method are included as inputs to the neural network to improve discrimination of the irreducible tt¯+bb¯ background. No significant excess of events above the background expectation is found and an observed (expected) limit of 3.4 (2.2) times the Standard Model cross section is obtained at 95% confidence level. The ratio of the measured tt¯H signal cross section to the Standard Model expectation is found to be μ=1.5±1.1 assuming a Higgs boson mass of 125 GeV.

Modelling tyre-road noise with data mining techniques

The research aimed to establish tyre-road noise models by using a Data Mining approach that allowed to build a predictive model and assess the importance of the tested input variables. The data modelling took into account three learning algorithms and three metrics to define the best predictive model. The variables tested included basic properties of pavement surfaces, macrotexture, megatexture, and uneven- ness and, for the first time, damping. Also, the importance of those variables was measured by using a sensitivity analysis procedure. Two types of models were set: one with basic variables and another with complex variables, such as megatexture and damping, all as a function of vehicles speed. More detailed models were additionally set by the speed level. As a result, several models with very good tyre-road noise predictive capacity were achieved. The most relevant variables were Speed, Temperature, Aggregate size, Mean Profile Depth, and Damping, which had the highest importance, even though influenced by speed. Megatexture and IRI had the lowest importance. The applicability of the models developed in this work is relevant for trucks tyre-noise prediction, represented by the AVON V4 test tyre, at the early stage of road pavements use. Therefore, the obtained models are highly useful for the design of pavements and for noise prediction by road authorities and contractors.

Modeling usage of medical care services: the medical expenditure panel survey data, 1996-2000

We explore the determinants of usage of six different types of health care services, using the Medical Expenditure Panel Survey data, years 1996-2000. We apply a number of models for univariate count data, including semiparametric, semi-nonparametric and finite mixture models. We find that the complexity of the model that is required to fit the data well depends upon the way in which the data is pooled across sexes and over time, and upon the characteristics of the usage measure. Pooling across time and sexes is almost always favored, but when more heterogeneous data is pooled it is often the case that a more complex statistical model is required.

Modeling sequencing errors by combining Hidden Markov models.

Among the largest resources for biological sequence data is the large amount of expressed sequence tags (ESTs) available in public and proprietary databases. ESTs provide information on transcripts but for technical reasons they often contain sequencing errors. Therefore, when analyzing EST sequences computationally, such errors must be taken into account. Earlier attempts to model error prone coding regions have shown good performance in detecting and predicting these while correcting sequencing errors using codon usage frequencies. In the research presented here, we improve the detection of translation start and stop sites by integrating a more complex mRNA model with codon usage bias based error correction into one hidden Markov model (HMM), thus generalizing this error correction approach to more complex HMMs. We show that our method maintains the performance in detecting coding sequences.

Regulation of Nedd4-2 self-ubiquitination and stability by a PY motif located within its HECT-domain.

Ubiquitin ligases play a pivotal role in substrate recognition and ubiquitin transfer, yet little is known about the regulation of their catalytic activity. Nedd4 (neural-precursor-cell-expressed, developmentally down-regulated 4)-2 is an E3 ubiquitin ligase composed of a C2 domain, four WW domains (protein-protein interaction domains containing two conserved tryptophan residues) that bind PY motifs (L/PPXY) and a ubiquitin ligase HECT (homologous with E6-associated protein C-terminus) domain. In the present paper we show that the WW domains of Nedd4-2 bind (weakly) to a PY motif (LPXY) located within its own HECT domain and inhibit auto-ubiquitination. Pulse-chase experiments demonstrated that mutation of the HECT PY-motif decreases the stability of Nedd4-2, suggesting that it is involved in stabilization of this E3 ligase. Interestingly, the HECT PY-motif mutation does not affect ubiquitination or down-regulation of a known Nedd4-2 substrate, ENaC (epithelial sodium channel). ENaC ubiquitination, in turn, appears to promote Nedd4-2 self-ubiquitination. These results support a model in which the inter- or intra-molecular WW-domain-HECT PY-motif interaction stabilizes Nedd4-2 by preventing self-ubiquitination. Substrate binding disrupts this interaction, allowing self-ubiquitination of Nedd4-2 and subsequent degradation, resulting in down-regulation of Nedd4-2 once it has ubiquitinated its target. These findings also point to a novel mechanism employed by a ubiquitin ligase to regulate itself differentially compared with substrate ubiquitination and stability.

Identifying the neural correlates of executive functions in early cerebral microangiopathy: a combined VBM and DTI study.

Cerebral microangiopathy (CMA) has been associated with executive dysfunction and fronto-parietal neural network disruption. Advances in magnetic resonance imaging allow more detailed analyses of gray (e.g., voxel-based morphometry-VBM) and white matter (e.g., diffusion tensor imaging-DTI) than traditional visual rating scales. The current study investigated patients with early CMA and healthy control subjects with all three approaches. Neuropsychological assessment focused on executive functions, the cognitive domain most discussed in CMA. The DTI and age-related white matter changes rating scales revealed convergent results showing widespread white matter changes in early CMA. Correlations were found in frontal and parietal areas exclusively with speeded, but not with speed-corrected executive measures. The VBM analyses showed reduced gray matter in frontal areas. All three approaches confirmed the hypothesized fronto-parietal network disruption in early CMA. Innovative methods (DTI) converged with results from conventional methods (visual rating) while allowing greater spatial and tissue accuracy. They are thus valid additions to the analysis of neural correlates of cognitive dysfunction. We found a clear distinction between speeded and nonspeeded executive measures in relationship to imaging parameters. Cognitive slowing is related to disease severity in early CMA and therefore important for early diagnostics.

Heparan sulfate 6-O-sulfotransferase 1, a gene involved in extracellular sugar modifications, is mutated in patients with idiopathic hypogonadotrophic hypogonadism.

Neuronal development is the result of a multitude of neural migrations, which require extensive cell-cell communication. These processes are modulated by extracellular matrix components, such as heparan sulfate (HS) polysaccharides. HS is molecularly complex as a result of nonrandom modifications of the sugar moieties, including sulfations in specific positions. We report here mutations in HS 6-O-sulfotransferase 1 (HS6ST1) in families with idiopathic hypogonadotropic hypogonadism (IHH). IHH manifests as incomplete or absent puberty and infertility as a result of defects in gonadotropin-releasing hormone neuron development or function. IHH-associated HS6ST1 mutations display reduced activity in vitro and in vivo, suggesting that HS6ST1 and the complex modifications of extracellular sugars are critical for normal development in humans. Genetic experiments in Caenorhabditis elegans reveal that HS cell-specifically regulates neural branching in vivo in concert with other IHH-associated genes, including kal-1, the FGF receptor, and FGF. These findings are consistent with a model in which KAL1 can act as a modulatory coligand with FGF to activate the FGF receptor in an HS-dependent manner.

Role of genetic and social factors in modulating the efficiency of division of labour in social insects

Summary : Division of labour is one of the most fascinating aspects of social insects. The efficient allocation of individuals to a multitude of different tasks requires a dynamic adjustment in response to the demands of a changing environment. A considerable number of theoretical models have focussed on identifying the mechanisms allowing colonies to perform efficient task allocation. The large majority of these models are built on the observation that individuals in a colony vary in their propensity (response threshold) to perform different tasks. Since individuals with a low threshold for a given task stimulus are more likely to perform that task than individuals with a high threshold, infra-colony variation in individual thresholds results in colony division of labour. These theoretical models suggest that variation in individual thresholds is affected by the within-colony genetic diversity. However, the models have not considered the genetic architecture underlying the individual response thresholds. This is important because a better understanding of division of labour requires determining how genotypic variation relates to differences in infra-colony response threshold distributions. In this thesis, we investigated the combined influence on task allocation efficiency of both, the within-colony genetic variability (stemming from variation in the number of matings by queens) and the number of genes underlying the response thresholds. We used an agent-based simulator to model a situation where workers in a colony had to perform either a regulatory task (where the amount of a given food item in the colony had to be maintained within predefined bounds) or a foraging task (where the quantity of a second type of food item collected had to be the highest possible). The performance of colonies was a function of workers being able to perform both tasks efficiently. To study the effect of within-colony genetic diversity, we compared the performance of colonies with queens mated with varying number of males. On the other hand, the influence of genetic architecture was investigated by varying the number of loci underlying the response threshold of the foraging and regulatory tasks. Artificial evolution was used to evolve the allelic values underlying the tasks thresholds. The results revealed that multiple matings always translated into higher colony performance, whatever the number of loci encoding the thresholds of the regulatory and foraging tasks. However, the beneficial effect of additional matings was particularly important when the genetic architecture of queens comprised one or few genes for the foraging task's threshold. By contrast, higher number of genes encoding the foraging task reduced colony performance with the detrimental effect being stronger when queens had mated with several males. Finally, the number of genes determining the threshold for the regulatory task only had a minor but incremental effect on colony performance. Overall, our numerical experiments indicate the importance of considering the effects of queen mating frequency, genetic architecture underlying task thresholds and the type of task performed when investigating the factors regulating the efficiency of division of labour in social insects. In this thesis we also investigate the task allocation efficiency of response threshold models and compare them with neural networks. While response threshold models are widely used amongst theoretical biologists interested in division of labour in social insects, our simulation reveals that they perform poorly compared to a neural network model. A major shortcoming of response thresholds is that they fail at one of the most crucial requirement of division of labour, the ability of individuals in a colony to efficiently switch between tasks under varying environmental conditions. Moreover, the intrinsic properties of the threshold models are that they lead to a large proportion of idle workers. Our results highlight these limitations of the response threshold models and provide an adequate substitute. Altogether, the experiments presented in this thesis provide novel contributions to the understanding of how division of labour in social insects is influenced by queen mating frequency and genetic architecture underlying worker task thresholds. Moreover, the thesis also provides a novel model of the mechanisms underlying worker task allocation that maybe more generally applicable than the widely used response threshold models. Resumé : La répartition du travail est l'un des aspects les plus fascinants des insectes vivant en société. Une allocation efficace de la multitude de différentes tâches entre individus demande un ajustement dynamique afin de répondre aux exigences d'un environnement en constant changement. Un nombre considérable de modèles théoriques se sont attachés à identifier les mécanismes permettant aux colonies d'effectuer une allocation efficace des tâches. La grande majorité des ces modèles sont basés sur le constat que les individus d'une même colonie diffèrent dans leur propension (inclination à répondre) à effectuer différentes tâches. Etant donné que les individus possédant un faible seuil de réponse à un stimulus associé à une tâche donnée sont plus disposés à effectuer cette dernière que les individus possédant un seuil élevé, les différences de seuils parmi les individus vivant au sein d'une même colonie mènent à une certaine répartition du travail. Ces modèles théoriques suggèrent que la variation des seuils des individus est affectée par la diversité génétique propre à la colonie. Cependant, ces modèles ne considèrent pas la structure génétique qui est à la base des seuils de réponse individuels. Ceci est très important car une meilleure compréhension de la répartition du travail requière de déterminer de quelle manière les variations génotypiques sont associées aux différentes distributions de seuils de réponse à l'intérieur d'une même colonie. Dans le cadre de cette thèse, nous étudions l'influence combinée de la variabilité génétique d'une colonie (qui prend son origine dans la variation du nombre d'accouplements des reines) avec le nombre de gènes supportant les seuils de réponse, vis-à-vis de la performance de l'allocation des tâches. Nous avons utilisé un simulateur basé sur des agents pour modéliser une situation où les travailleurs d'une colonie devaient accomplir une tâche de régulation (1a quantité d'une nourriture donnée doit être maintenue à l'intérieur d'un certain intervalle) ou une tâche de recherche de nourriture (la quantité d'une certaine nourriture doit être accumulée autant que possible). Dans ce contexte, 'efficacité des colonies tient en partie des travailleurs qui sont capable d'effectuer les deux tâches de manière efficace. Pour étudier l'effet de la diversité génétique d'une colonie, nous comparons l'efficacité des colonies possédant des reines qui s'accouplent avec un nombre variant de mâles. D'autre part, l'influence de la structure génétique a été étudiée en variant le nombre de loci à la base du seuil de réponse des deux tâches de régulation et de recherche de nourriture. Une évolution artificielle a été réalisée pour évoluer les valeurs alléliques qui sont à l'origine de ces seuils de réponse. Les résultats ont révélé que de nombreux accouplements se traduisaient toujours en une plus grande performance de la colonie, quelque soit le nombre de loci encodant les seuils des tâches de régulation et de recherche de nourriture. Cependant, les effets bénéfiques d'accouplements additionnels ont été particulièrement important lorsque la structure génétique des reines comprenait un ou quelques gènes pour le seuil de réponse pour la tâche de recherche de nourriture. D'autre part, un nombre plus élevé de gènes encodant la tâche de recherche de nourriture a diminué la performance de la colonie avec un effet nuisible d'autant plus fort lorsque les reines s'accouplent avec plusieurs mâles. Finalement, le nombre de gènes déterminant le seuil pour la tâche de régulation eu seulement un effet mineur mais incrémental sur la performance de la colonie. Pour conclure, nos expériences numériques révèlent l'importance de considérer les effets associés à la fréquence d'accouplement des reines, à la structure génétique qui est à l'origine des seuils de réponse pour les tâches ainsi qu'au type de tâche effectué au moment d'étudier les facteurs qui régulent l'efficacité de la répartition du travail chez les insectes vivant en communauté. Dans cette thèse, nous étudions l'efficacité de l'allocation des tâches des modèles prenant en compte des seuils de réponses, et les comparons à des réseaux de neurones. Alors que les modèles basés sur des seuils de réponse sont couramment utilisés parmi les biologistes intéressés par la répartition des tâches chez les insectes vivant en société, notre simulation montre qu'ils se révèlent peu efficace comparé à un modèle faisant usage de réseaux de neurones. Un point faible majeur des seuils de réponse est qu'ils échouent sur un point crucial nécessaire à la répartition des tâches, la capacité des individus d'une colonie à commuter efficacement entre des tâches soumises à des conditions environnementales changeantes. De plus, les propriétés intrinsèques des modèles basés sur l'utilisation de seuils conduisent à de larges populations de travailleurs inactifs. Nos résultats mettent en évidence les limites de ces modèles basés sur l'utilisation de seuils et fournissent un substitut adéquat. Ensemble, les expériences présentées dans cette thèse fournissent de nouvelles contributions pour comprendre comment la répartition du travail chez les insectes vivant en société est influencée par la fréquence d'accouplements des reines ainsi que par la structure génétique qui est à l'origine, pour un travailleur, du seuil de réponse pour une tâche. De plus, cette thèse fournit également un nouveau modèle décrivant les mécanismes qui sont à l'origine de l'allocation des tâches entre travailleurs, mécanismes qui peuvent être appliqué de manière plus générale que ceux couramment utilisés et basés sur des seuils de réponse.

Efficient learning of reactive robot behaviors with a Neural-Q_learning approach

The purpose of this paper is to propose a Neural-Q_learning approach designed for online learning of simple and reactive robot behaviors. In this approach, the Q_function is generalized by a multi-layer neural network allowing the use of continuous states and actions. The algorithm uses a database of the most recent learning samples to accelerate and guarantee the convergence. Each Neural-Q_learning function represents an independent, reactive and adaptive behavior which maps sensorial states to robot control actions. A group of these behaviors constitutes a reactive control scheme designed to fulfill simple missions. The paper centers on the description of the Neural-Q_learning based behaviors showing their performance with an underwater robot in a target following task. Real experiments demonstrate the convergence and stability of the learning system, pointing out its suitability for online robot learning. Advantages and limitations are discussed

Semi-online neural-Q_leaming for real-time robot learning

Reinforcement learning (RL) is a very suitable technique for robot learning, as it can learn in unknown environments and in real-time computation. The main difficulties in adapting classic RL algorithms to robotic systems are the generalization problem and the correct observation of the Markovian state. This paper attempts to solve the generalization problem by proposing the semi-online neural-Q_learning algorithm (SONQL). The algorithm uses the classic Q_learning technique with two modifications. First, a neural network (NN) approximates the Q_function allowing the use of continuous states and actions. Second, a database of the most representative learning samples accelerates and stabilizes the convergence. The term semi-online is referred to the fact that the algorithm uses the current but also past learning samples. However, the algorithm is able to learn in real-time while the robot is interacting with the environment. The paper shows simulated results with the "mountain-car" benchmark and, also, real results with an underwater robot in a target following behavior

Study and implementation of some quantitative trading models

Quantitative or algorithmic trading is the automatization of investments decisions obeying a fixed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of one of the biggest financial markets such as the New York Stock Exchange (NYSE). However, there is not a signi cant amount of academic literature devoted to it due to the private nature of investment banks and hedge funds. This projects aims to review the literature and discuss the models available in a subject that publications are scarce and infrequently. We review the basic and fundamental mathematical concepts needed for modeling financial markets such as: stochastic processes, stochastic integration and basic models for prices and spreads dynamics necessary for building quantitative strategies. We also contrast these models with real market data with minutely sampling frequency from the Dow Jones Industrial Average (DJIA). Quantitative strategies try to exploit two types of behavior: trend following or mean reversion. The former is grouped in the so-called technical models and the later in the so-called pairs trading. Technical models have been discarded by financial theoreticians but we show that they can be properly cast into a well defined scientific predictor if the signal generated by them pass the test of being a Markov time. That is, we can tell if the signal has occurred or not by examining the information up to the current time; or more technically, if the event is F_t-measurable. On the other hand the concept of pairs trading or market neutral strategy is fairly simple. However it can be cast in a variety of mathematical models ranging from a method based on a simple euclidean distance, in a co-integration framework or involving stochastic differential equations such as the well-known Ornstein-Uhlenbeck mean reversal ODE and its variations. A model for forecasting any economic or financial magnitude could be properly defined with scientific rigor but it could also lack of any economical value and be considered useless from a practical point of view. This is why this project could not be complete without a backtesting of the mentioned strategies. Conducting a useful and realistic backtesting is by no means a trivial exercise since the \laws" that govern financial markets are constantly evolving in time. This is the reason because we make emphasis in the calibration process of the strategies' parameters to adapt the given market conditions. We find out that the parameters from technical models are more volatile than their counterpart form market neutral strategies and calibration must be done in a high-frequency sampling manner to constantly track the currently market situation. As a whole, the goal of this project is to provide an overview of a quantitative approach to investment reviewing basic strategies and illustrating them by means of a back-testing with real financial market data. The sources of the data used in this project are Bloomberg for intraday time series and Yahoo! for daily prices. All numeric computations and graphics used and shown in this project were implemented in MATLAB^R scratch from scratch as a part of this thesis. No other mathematical or statistical software was used.

PACIC Instrument: disentangling dimensions using published validation models.

OBJECTIVE: To better understand the structure of the Patient Assessment of Chronic Illness Care (PACIC) instrument. More specifically to test all published validation models, using one single data set and appropriate statistical tools. DESIGN: Validation study using data from cross-sectional survey. PARTICIPANTS: A population-based sample of non-institutionalized adults with diabetes residing in Switzerland (canton of Vaud). MAIN OUTCOME MEASURE: French version of the 20-items PACIC instrument (5-point response scale). We conducted validation analyses using confirmatory factor analysis (CFA). The original five-dimension model and other published models were tested with three types of CFA: based on (i) a Pearson estimator of variance-covariance matrix, (ii) a polychoric correlation matrix and (iii) a likelihood estimation with a multinomial distribution for the manifest variables. All models were assessed using loadings and goodness-of-fit measures. RESULTS: The analytical sample included 406 patients. Mean age was 64.4 years and 59% were men. Median of item responses varied between 1 and 4 (range 1-5), and range of missing values was between 5.7 and 12.3%. Strong floor and ceiling effects were present. Even though loadings of the tested models were relatively high, the only model showing acceptable fit was the 11-item single-dimension model. PACIC was associated with the expected variables of the field. CONCLUSIONS: Our results showed that the model considering 11 items in a single dimension exhibited the best fit for our data. A single score, in complement to the consideration of single-item results, might be used instead of the five dimensions usually described.