Modeling stochastic gene expression: Implications for haploinsufficiency

There is increasing recognition that stochastic processes regulate highly predictable patterns of gene expression in developing organisms, but the implications of stochastic gene expression for understanding haploinsufficiency remain largely unexplored. We have used simulations of stochastic gene expression to illustrate that gene copy number and expression deactivation rates are important variables in achieving predictable outcomes. In gene expression systems with non-zero expression deactivation rates, diploid systems had a higher probability of uninterrupted gene expression than haploid systems and were more successful at maintaining gene product above a very low threshold. Systems with relatively rapid expression deactivation rates (unstable gene expression) had more predictable responses to a gradient of inducer than systems with slow or zero expression deactivation rates (stable gene expression), and diploid systems were more predictable than haploid, with or without dosage compensation. We suggest that null mutations of a single allele in a diploid organism could decrease the probability of gene expression and present the hypothesis that some haploinsufficiency syndromes might result from an increased susceptibility to stochastic delays of gene initiation or interruptions of gene expression.

Stochastic game theory: For playing games, not just for doing theory

Recent theoretical advances have dramatically increased the relevance of game theory for predicting human behavior in interactive situations. By relaxing the classical assumptions of perfect rationality and perfect foresight, we obtain much improved explanations of initial decisions, dynamic patterns of learning and adjustment, and equilibrium steady-state distributions.

Determining departure times in dynamic and stochastic maritime routing and scheduling problem

In maritime transportation, decisions are made in a dynamic setting where many aspects of the future are uncertain. However, most academic literature on maritime transportation considers static and deterministic routing and scheduling problems. This work addresses a gap in the literature on dynamic and stochastic maritime routing and scheduling problems, by focusing on the scheduling of departure times. Five simple strategies for setting departure times are considered, as well as a more advanced strategy which involves solving a mixed integer mathematical programming problem. The latter strategy is significantly better than the other methods, while adding only a small computational effort.

Improved solutions to dynamic and stochastic maritime pick-up and delivery problems using local search.

Heuristics for stochastic and dynamic vehicle routing problems are often kept relatively simple, in part due to the high computational burden resulting from having to consider stochastic information in some form. In this work, three existing heuristics are extended by three different local search variations: a first improvement descent using stochastic information, a tabu search using stochastic information when updating the incumbent solution, and a tabu search using stochastic information when selecting moves based on a list of moves determined through a proxy evaluation. In particular, the three local search variations are designed to utilize stochastic information in the form of sampled scenarios. The results indicate that adding local search using stochastic information to the existing heuristics can further reduce operating costs for shipping companies by 0.5–2 %. While the existing heuristics could produce structurally different solutions even when using similar stochastic information in the search, the appended local search methods seem able to make the final solutions more similar in structure.

Estimating and forecasting generalized fractional Long memory stochastic volatility models

In recent years fractionally differenced processes have received a great deal of attention due to its flexibility in financial applications with long memory. This paper considers a class of models generated by Gegenbauer polynomials, incorporating the long memory in stochastic volatility (SV) components in order to develop the General Long Memory SV (GLMSV) model. We examine the statistical properties of the new model, suggest using the spectral likelihood estimation for long memory processes, and investigate the finite sample properties via Monte Carlo experiments. We apply the model to three exchange rate return series. Overall, the results of the out-of-sample forecasts show the adequacy of the new GLMSV model.

The SEIQS stochastic epidemic model with external source of infection

This paper deals with a stochastic epidemic model for computer viruses with latent and quarantine periods, and two sources of infection: internal and external. All sojourn times are considered random variables which are assumed to be independent and exponentially distributed. For this model extinction and hazard times are analyzed, giving results for their Laplace transforms and moments. The transient behavior is considered by studying the number of times that computers are susceptible, exposed, infectious and quarantined during a period of time (0, t] and results for their joint and marginal distributions, moments and cross moments are presented. In order to give light this analysis, some numerical examples are showed.

Stochastic choice analysis of tourism destinations

The analysis of tourist destination choice, defined by intra-country administrative units and by product types “coastal/inland and village/city”, permits the characterisation of tourist flow behaviour, which is fundamental for public planning and business management. In this study, we analyse the determinant factors of tourist destination choice, proposing various research hypotheses relative to the impact of destination attributes and the personal characteristics of tourists. The methodology applied estimates Nested and Random Coefficients Multinomial Logit Models, which allow control over possible correlations among different destinations. The empirical application is realised in Spain on a sample of 3,781 individuals and allows us to conclude that prices, distance to the destination and personal motivations are determinants in destination choice.

An R script to plot the conditioned Gini (or skewness) coefficient in the bivariate case

In the cs.index.zip file we provide an R script which let us plot the conditioned Gini (or skewness) coefficient used in the working paper entitled "On conditional skewness with applications in environmental data" submitted to Environmental and Ecological Statistics. On the other hand, the ReadMe.pdf explains how to use the cs.index.R script.

Dois ensaios em finanças

In the first chapter, we test some stochastic volatility models using options on the S&P 500 index. First, we demonstrate the presence of a short time-scale, on the order of days, and a long time-scale, on the order of months, in the S&P 500 volatility process using the empirical structure function, or variogram. This result is consistent with findings of previous studies. The main contribution of our paper is to estimate the two time-scales in the volatility process simultaneously by using nonlinear weighted least-squares technique. To test the statistical significance of the rates of mean-reversion, we bootstrap pairs of residuals using the circular block bootstrap of Politis and Romano (1992). We choose the block-length according to the automatic procedure of Politis and White (2004). After that, we calculate a first-order correction to the Black-Scholes prices using three different first-order corrections: (i) a fast time scale correction; (ii) a slow time scale correction; and (iii) a multiscale (fast and slow) correction. To test the ability of our model to price options, we simulate options prices using five different specifications for the rates or mean-reversion. We did not find any evidence that these asymptotic models perform better, in terms of RMSE, than the Black-Scholes model. In the second chapter, we use Brazilian data to compute monthly idiosyncratic moments (expected skewness, realized skewness, and realized volatility) for equity returns and assess whether they are informative for the cross-section of future stock returns. Since there is evidence that lagged skewness alone does not adequately forecast skewness, we estimate a cross-sectional model of expected skewness that uses additional predictive variables. Then, we sort stocks each month according to their idiosyncratic moments, forming quintile portfolios. We find a negative relationship between higher idiosyncratic moments and next-month stock returns. The trading strategy that sells stocks in the top quintile of expected skewness and buys stocks in the bottom quintile generates a significant monthly return of about 120 basis points. Our results are robust across sample periods, portfolio weightings, and to Fama and French (1993)’s risk adjustment factors. Finally, we identify a return reversal of stocks with high idiosyncratic skewness. Specifically, stocks with high idiosyncratic skewness have high contemporaneous returns. That tends to reverse, resulting in negative abnormal returns in the following month.

A stochastic model for prisoner's dilemma.

Includes bibliography.

A test of a stochastic theory of choice,

Mode of access: Internet.

Molecular stochastics : a study of direct production of stochastic sequences from transducers /

Vita.

RASCEL: a programmable analog computer based on a regular array of stochastic computing element logic

Thesis--University of Illinois.

"Model T": a demonstration of image multiplication using stochastic sequences,

On cover: C00-1469-145.