Index Tracking Using Data-Mining Techniques and Mixed-Binary Linear Programming

Index tracking has become one of the most common strategies in asset management. The index-tracking problem consists of constructing a portfolio that replicates the future performance of an index by including only a subset of the index constituents in the portfolio. Finding the most representative subset is challenging when the number of stocks in the index is large. We introduce a new three-stage approach that at first identifies promising subsets by employing data-mining techniques, then determines the stock weights in the subsets using mixed-binary linear programming, and finally evaluates the subsets based on cross validation. The best subset is returned as the tracking portfolio. Our approach outperforms state-of-the-art methods in terms of out-of-sample performance and running times.

Design and Implementation of a Laparoscope Calibration Method for Augmented Reality Navigation

Intraoperative laparoscopic calibration remains a challenging task. In this work we present a new method and instrumentation for intraoperative camera calibration. Contrary to conventional calibration methods, the proposed technique allows intraoperative laparoscope calibration from single perspective observations, resulting in a standardized scheme for calibrating in a clinical scenario. Results show an average displacement error of 0.52 ± 0.19 mm, indicating sufficient accuracy for clinical use. Additionally, the proposed method is validated clinically by performing a calibration during the surgery.

A meta-analysis: Obesity and colorectal cancer screening

Of cancer death, colorectal cancer death ranks second in the United States. Obesity is an important risk factor for colorectal cancer (1). Early detection of colorectal cancer when it is localized can effectively reduce mortality of colorectal cancer and increase survival time of patients if they are treated. Also, previous studies showed that obese women were more likely to delay breast cancer screening and cervical cancer screening than normal weight women (2-5). However, results from prior studies demonstrating the relationship between obesity and colorectal cancer screening are not consistent. This research was done to conduct a meta-analysis of previous cross-sectional studies selected from the Medline database and to evaluate the association between obesity and colorectal cancer screening. While the odds ratio was not statistically different from one, the results from this meta-analysis under the random effects model showed that obese people are slightly less likely to have colorectal cancer screening compared to normal weight individuals (OR,0.93;95% CI 0.75-1.15). This meta-analysis was particularly sensitive to one individual study (6) and the effect of obesity on colorectal cancer screening was statistically significant (OR, 0.87; 95% CI, 0.81-0.92) after removing Heo's study. Further systematic studies focused on whether the effect of obesity on colorectal cancer screening is limited to women only are suggested. ^

Data Management Policies and Issues with Life Science Data

Data management and sharing are relatively new concepts in the health and life sciences fields. This presentation will cover some basic policies as well as the impediments to data sharing unique to health and life sciences data.

DEVELOPMENT AND IMPLEMENTATION OF A REMOTE AUDIT TOOL FOR HIGH DOSE RATE (HDR) 192IR BRACHYTHERAPY USING OPTICALLY STIMULATED LUMINESCENCE DOSIMETRY

This work aimed to create a mailable and OSLD-based phantom with accuracy suitable for RPC audits of HDR brachytherapy sources at institutions participating in NCI-funded cooperative clinical trials. An 8 × 8 × 10 cm3 prototype with two slots capable of holding nanoDot Al2O3:C OSL dosimeters (Landauer, Glenwood, IL) was designed and built. The phantom has a single channel capable of accepting all 192Ir HDR brachytherapy sources in current clinical use in the United States. Irradiations were performed with an 192Ir HDR source to determine correction factors for linearity with dose, dose rate, and the combined effect of irradiation energy and phantom construction. The uncertainties introduced by source positioning in the phantom and timer resolution limitations were also investigated. It was found that the linearity correction factor was where dose is in cGy, which differed from that determined by the RPC for the same batch of dosimeters under 60Co irradiation. There was no significant dose rate effect. Separate energy+block correction factors were determined for both models of 192Ir sources currently in clinical use and these vendor-specific correction factors differed by almost 2.6%. For Nucletron sources, this correction factor was 1.026±0.004 (99% Confidence Interval) and for Varian sources it was 1.000±0.007 (99% CI). Reasonable deviations in source positioning within the phantom and the limited resolution of the source timer had insignificant effects on the ability to measure dose. Overall measurement uncertainty of the system was estimated to be ±2.5% for both Nucletron and Varian source audits (95% CI). This uncertainty was sufficient to establish a ±5% acceptance criterion for source strength audits under a formal RPC audit program. Trial audits of eight participating institutions resulted in an average RPC-to-institution dose ratio of 1.000 with a standard deviation of 0.011.

Development and implementation of a dynamic heterogeneous proton equivalent anthropomorphic thorax phantom for the assessment of scanned proton beam therapy

DEVELOPMENT AND IMPLEMENTATION OF A DYNAMIC HETEROGENEOUS PROTON EQUIVALENT ANTHROPOMORPHIC THORAX PHANTOM FOR THE ASSESSMENT OF SCANNED PROTON BEAM THERAPY by James Leroy Neihart, B.S. APPROVED: ______________________________David Followill, Ph.D. ______________________________Peter Balter, Ph.D. ______________________________Narayan Sahoo, Ph.D. ______________________________Kenneth Hess, Ph.D. ______________________________Paige Summers, M.S. APPROVED: ____________________________ Dean, The University of Texas Graduate School of Biomedical Sciences at Houston DEVELOPMENT AND IMPLEMENTATION OF A DYNAMIC HETEROGENEOUS PROTON EQUIVALENT ANTHROPOMORPHIC THORAX PHANTOM FOR THE ASSESSMENT OF SCANNED PROTON BEAM THERAPY A THESIS Presented to the Faculty of The University of Texas Health Science Center at Houston andThe University of TexasMD Anderson Cancer CenterGraduate School of Biomedical Sciences in Partial Fulfillment of the Requirements for the Degree of MASTER OF SCIENCE by James Leroy Neihart, B.S. Houston, Texas Date of Graduation August, 2013 Acknowledgments I would like to acknowledge my advisory committee members, chair David Followill, Ph.D., Peter Balter, Ph.D, Narayan Sahoo, Ph.D., Kenneth Hess, Ph.D., Paige Summers M.S. and, for their time and effort contributed to this project. I would additionally like to thank the faculty and staff at the PTC-H and the RPC who assisted in many aspects of this project. Falk Pӧnisch, Ph.D. for his breath hold proton therapy treatment expertise, Matt Palmer and Jaques Bluett for proton dosimetry assistance, Matt Kerr for verification plan assistance, Carrie Amador, Nadia Hernandez, Trang Nguyen, Andrea Molineu, Lynda McDonald for TLD and film dosimetry assistance. Finally, I would like to thank my wife and family for their support and encouragement during my research and studies. Development and implementation of a dynamic heterogeneous proton equivalent anthropomorphic thorax phantom for the assessment of scanned proton beam therapy By: James Leroy Neihart, B.S. Chair of Advisory Committee: David Followill, Ph.D Proton therapy has been gaining ground recently in radiation oncology. To date, the most successful utilization of proton therapy is in head and neck cases as well as prostate cases. These tumor locations do not suffer from the resulting difficulties of treatment delivery as a result of respiratory motion. Lung tumors require either breath hold or motion tracking, neither of which have been assessed with an end-to-end phantom for proton treatments. Currently, the RPC does not have a dynamic thoracic phantom for proton therapy procedure assessment. Additionally, such a phantom could be an excellent means of assessing quality assurance of the procedures of proton therapy centers wishing to participate in clinical trials. An eventual goal of this phantom is to have a means of evaluating and auditing institutions for the ability to start clinical trials utilizing proton therapy procedures for lung cancers. Therefore, the hypothesis of this study is that a dynamic anthropomorphic thoracic phantom can be created to evaluate end-to-end proton therapy treatment procedures for lung cancer to assure agreement between the measured and calculated dose within 5% / 5 mm with a reproducibility of 2%. Multiple materials were assessed for thoracic heterogeneity equivalency. The phantom was designed from the materials found to be in greatest agreement. The phantom was treated in an end-to-end treatment four times, which included simulation, treatment planning and treatment delivery. Each treatment plan was delivered three times to assess reproducibility. The dose measured within the phantom was compared to that of the treatment plan. The hypothesis was fully supported for three of the treatment plans, but failed the reproducibility requirement for the most aggressive treatment plan.

Carbon and oxygen isotope data for carbonates and benthic foraminifers from ODP Hole 113-689B

At Ocean Drilling Program Site 689 (Maud Rise, Southern Ocean), d18O records of fine-fraction bulk carbonate and benthic foraminifers indicate that accelerated climate cooling took place following at least two closely spaced early late Eocene extraterrestrial impact events. A simultaneous surface-water productivity increase, as interpreted from d13C data, is explained by enhanced water-column mixing due to increased latitudinal temperature gradients. These isotope data appear to be in concert with organic-walled dinoflagellate-cyst records across the same microkrystite-bearing impact-ejecta layer in the mid-latitude Massignano section (central Italy). In particular, the strong abundance increase of Thalassiphora pelagica is interpreted to indicate cooling or increased productivity at Massignano. Because impact-induced cooling processes are active on time scales of a few years at most, the estimated 100 k.y. duration of the cooling event appears to be too long to be explained by impact scenarios alone. This implies that a feedback mechanism, such as a global albedo increase due to extended snow and ice cover, may have sustained impact-induced cooling for a longer time after the impacts.

Immobilisation data of juvenile and adult male and female Weddell seals at Drescher Inlet from expeditions DRE1990 and DRE1992

Fourten Weddell seals (Leptonychotes weddellii) and two crabeater seals (Lobodon carcinophaga) were immobilised at Drescher Inlet (Riiser Larsen Ice Shelf), eastern Weddell Sea coast, between January and February 1990 using a combination of ketamine, xylazine, and diazepam. Eleven Weddell seals were drugged once, and two and one were drugged two and three times each, coming to a total of 18 immobilisation procedures. Another 16 seals were immobilised between January and February 1992. Ten seals were drugged once, and three and two were drugged two and three times each, coming to a total of 25 immobilisation procedures. Narcoses were terminated with yohimbine. Data as given by doi:10.1594/PANGAEA.438920 were selected for publication. Data sets doi:10.1594/PANGAEA.438921 and doi:10.1594/PANGAEA.438926 followed the same methods and dose regimes.

Dive depth and dive duration data of subadult and adult, male and female southern elephant seals from Marion Island between 2004 and 2008 with links to datasets

Although numerous studies have addressed the migration and dive behaviour of southern elephant seals (Mirounga leonina), questions remain about their habitat use in the marine environment. We report on the vertical use of the water column in the species and the potential lifetime implications for southern elephant seals from Marion Island. Long-term mark-resight data were used to complement vertical habitat use for 35 known individuals tagged with satellite-relay data loggers, resulting in cumulative depth use extrapolated for each individual over its estimated lifespan. Seals spent on average 77.59% of their lives diving at sea, 7.06% at the sea surface, and 15.35% hauled out on land. Some segregation was observed in maximum dive depths and depth use between male and female animals-males evidently being physiologically more capable of exploiting increased depths. Females and males spent 86.98 and 80.89% of their lives at sea, respectively. While at sea, all animals spent more time between 300 and 400 m depth, than any other depth category. Males and females spent comparable percentages of their lifetimes below 100 m depth (males: 65.54%; females: 68.92%), though males spent 8.98% of their lives at depths in excess of 700 m, compared to females' 1.84% at such depths. Adult males often performed benthic dives in excess of 2,000 m, including the deepest known recorded dive of any air-breathing vertebrate (>2,133 m). Our results provide a close approximation of vertical habitat use by southern elephant seals, extrapolated over their lifespans, and we discuss some physiological and developmental implications of their variable depth use.

Hydrogen isotope data of aquatic and terrestrial lipid biomarkers from Lake Meerfelder Maar during the Younger Dryas

Here we use compound-specific hydrogen isotope data of aquatic and terrestrial lipid biomarkers from precisely dated annually laminated sediments from Lake Meerfelder Maar (MFM) in Western Germany to reconstruct decadal resolved hydroclimatic changes during the Younger Dryas. We show that cooling at MFM begun synchronous to the onset of cooling in Greenland at 12.850 years BP. Major environmental changes at MFM however took place 170 years later as a result of substantially drier conditions.

Sample locations, CTD data, mean spring and annual temperatures and salinities from World Ocean Atlas (WOA, 2001), and ICP-OES Mg/Ca data

Due to its strong gradient in salinity and small temperature gradient the Mediterranean provides an ideal setting to study the impact of salinity on the incorporation of Mg into foraminiferal tests. We have investigated tests of Globorotalia inflata and Globigerina bulloides in plankton tow and core top samples from the Western Mediterranean using ICP-OES for bulk analyses and LA-ICP-MS for analyses of individual chambers in single specimens. Mg/Ca observed in G. inflata are consistent with existing calibrations, whereas G. bulloides had significantly higher Mg/Ca than predicted, particularly in core top samples from the easterly stations. Scanning Electron Microscopy and Laser Ablation ICP-MS revealed secondary overgrowths on some tests, which could explain the observed high core top Mg/Ca. We suggest that the Mediterranean intermediate and deep water supersaturated with respect to calcite cause these overgrowths and therefore increased bulk Mg/Ca. However, the different species are influenced by diagenesis to different degrees probably due to different test morphologies. Our results provide new perspectives on reported anomalously high Mg/Ca in sedimentary foraminifera and the applicability of the Mg/Ca paleothermometry in high salinity settings, by showing that (1) part of the signal is generated by precipitation of inorganic calcite on the foraminifer test due to increased calcite saturation state of the water and (2) species with high surface-to-volume shell surfaces are potentially more affected by secondary Mg-rich calcite encrustation.