An Analysis of black-box optimization problems in reinsurance: evolutionary-based approaches

Black-box optimization problems (BBOP) are de ned as those optimization problems in which the objective function does not have an algebraic expression, but it is the output of a system (usually a computer program). This paper is focussed on BBOPs that arise in the eld of insurance, and more speci cally in reinsurance problems. In this area, the complexity of the models and assumptions considered to de ne the reinsurance rules and conditions produces hard black-box optimization problems, that must be solved in order to obtain the optimal output of the reinsurance. The application of traditional optimization approaches is not possible in BBOP, so new computational paradigms must be applied to solve these problems. In this paper we show the performance of two evolutionary-based techniques (Evolutionary Programming and Particle Swarm Optimization). We provide an analysis in three BBOP in reinsurance, where the evolutionary-based approaches exhibit an excellent behaviour, nding the optimal solution within a fraction of the computational cost used by inspection or enumeration methods.

A convex optimization framework for global tractography

In this article we present a novel approach for diffusion MRI global tractography. Our formulation models the signal in each voxel as a linear combination of fiber-tract basis func- tions, which consist of a comprehensive set of plausible fiber tracts that are locally compatible with the measured MR signal. This large dictionary of candidate fibers is directly estimated from the data and, subsequently, efficient convex optimization techniques are used for recovering the smallest subset globally best fitting the measured signal. Experimen- tal results conducted on a realistic phantom demonstrate that our approach significantly reduces the computational cost of global tractography while still attaining a reconstruction quality at least as good as the state-of-the-art global methods.

Noninvasive functional and structural exploration of human subcortical structures with high resolution

Projecte de recerca elaborat a partir d’una estada al Max Planck Institute for Human Cognitive and Brain Sciences, Alemanya, entre 2010 i 2012. El principal objectiu d’aquest projecte era estudiar en detall les estructures subcorticals, en concret, el rol dels ganglis basals en control cognitiu durant processament lingüístic i no-lingüístic. Per tal d’assolir una diferenciació minuciosa en els diferents nuclis dels ganglis basals s’utilitzà ressonància magnètica d’ultra-alt camp i alta resolució (7T-MRI). El còrtex prefrontal lateral i els ganglis basals treballant conjuntament per a mitjançar memòria de treball i la regulació “top-down” de la cognició. Aquest circuit regula l’equilibri entre respostes automàtiques i d’alt-ordre cognitiu. Es crearen tres condicions experimentals principals: frases/seqüències noambigües, no-gramatical i ambigües. Les frases/seqüències no-ambigües haurien de provocar una resposta automàtica, mentre les frases/seqüències ambigües i no-gramaticals produïren un conflicte amb la resposta automàtica, i per tant, requeririen una resposta de d’alt-ordre cognitiu. Dins del domini de la resposta de control, la ambigüitat i no-gramaticalitat representen dues dimensions diferents de la resolució de conflicte, mentre per una frase/seqüència temporalment ambigua existeix una interpretació correcte, aquest no és el cas per a les frases/seqüències no-gramaticals. A més, el disseny experimental incloïa una manipulació lingüística i nolingüística, la qual posà a prova la hipòtesi que els efectes són de domini-general; així com una manipulació semàntica i sintàctica que avaluà les diferències entre el processament d’ambigüitat/error “intrínseca” vs. “estructural”. Els resultats del primer experiment (sintax-lingüístic) mostraren un gradient rostroventralcaudodorsal de control cognitiu dins del nucli caudat, això és, les regions més rostrals sostenint els nivells més alts de processament cognitiu

A Structural Analysis of the Health Expenditures and Portfolio Choices of Retired Agents

Richer and healthier agents tend to hold riskier portfolios and spend proportionally less on health expenditures. Potential explanations include health and wealth effects on preferences, expected longevity or disposable total wealth. Using HRS data, we perform a structural estimation of a dynamic model of consumption, portfolio and health expenditure choices with recursive utility, as well as health-dependent income and mortality risk. Our estimates of the deep parameters highlight the importance of health capital, mortality risk control, convex health and mortality adjustment costs and binding liquidity constraints to rationalize the stylized facts. They also provide new perspectives on expected longevity and on the values of life and health.

Multi-receptor binding profile of clozapine and olanzapine: a structural study based on the new beta (2) adrenergic receptor template

Schizophrenia is a devastating mental disorder that has a largeimpact on the quality of life for those who are afflicted and isvery costly for families and society.[1] Although the etiology ofschizophrenia is still unknown and no cure has yet beenfound, it is treatable, and pharmacological therapy often producessatisfactory results. Among the various antipsychoticdrugs in use, clozapine is widely recognized as one ofthemost clinically effective agents, even if it elicits significant sideeffects such as metabolic disorders and agranulocytosis. Clozapineand the closely related compound olanzapine are goodexamples ofdrug s with a complex multi-receptor profile ;[2]they have affinities toward serotonin, dopamine, a adrenergic,muscarinic, and histamine receptors, among others.

Effective Structural Concrete Repair, Volume 1 of 3, Repair of Impact Damaged Prestressed Concrete Beams with CFRP, March 2004

Structural concrete is one of the most commonly used construction materials in the United States. However, due to changes in design specifications, aging, vehicle impact, etc. – there is a need for new procedures for repairing concrete (reinforced or pretressed) superstructures and substructures. Thus, the overall objective of this investigation was to develop innovative cost effective repair methods for various concrete elements. In consultation with the project advisory committee, it was decided to evaluate the following three repair methods: • Carbon fiber reinforced polymers (CFRPs) for use in repairing damaged prestressed concrete bridges • Fiber reinforced polymers (FRPs) for preventing chloride penetration of bridge columns • Various patch materials The initial results of these evaluations are presented in this three volume final report. Each evaluation is briefly described in the following paragraphs. A more detailed abstract of each evaluation accompanies the volume on that particular investigation.

Effective Structural Concrete Repair, Volume 2 of 3, Use of FRP to Prevent Chloride Penetration in Bridge Columns, March 2004

Structural concrete is one of the most commonly used construction materials in the United States. However, due to changes in design specifications, aging, vehicle impact, etc. – there is a need for new procedures for repairing concrete (reinforced or pretressed) superstructures and substructures. Thus, the overall objective of this investigation was to develop innovative cost effective repair methods for various concrete elements. In consultation with the project advisory committee, it was decided to evaluate the following three repair methods: • Carbon fiber reinforced polymers (CFRPs) for use in repairing damaged prestressed concrete bridges • Fiber reinforced polymers (FRPs) for preventing chloride penetration of bridge columns • Various patch materials The initial results of these evaluations are presented in this three volume final report. Each evaluation is briefly described in the following paragraphs. A more detailed abstract of each evaluation accompanies the volume on that particular investigation.

Effective Structural Concrete Repair, Volume 3 of 3, Evaluation of Repair Materials for Use in Patching Damaged Concrete, March 2004

Structural concrete is one of the most commonly used construction materials in the United States. However, due to changes in design specifications, aging, vehicle impact, etc. – there is a need for new procedures for repairing concrete (reinforced or pretressed) superstructures and substructures. Thus, the overall objective of this investigation was to develop innovative cost effective repair methods for various concrete elements. In consultation with the project advisory committee, it was decided to evaluate the following three repair methods: • Carbon fiber reinforced polymers (CFRPs) for use in repairing damaged prestressed concrete bridges • Fiber reinforced polymers (FRPs) for preventing chloride penetration of bridge columns • Various patch materials The initial results of these evaluations are presented in this three volume final report. Each evaluation is briefly described in the following paragraphs. A more detailed abstract of each evaluation accompanies the volume on that particular investigation.

Repression and Protest Structural Models and Strategic Interactions

The recent wave of upheavals and revolts in Northern Africa and the Middle East goes back to an old question often raised by theories of collective action: does repression act as a negative or positive incentive for further mobilization? Through a review of the vast literature devoted to this question, this article aims to go beyond theoretical and methodological dead-ends. The article moves on to non-Western settings in order to better understand, via a macro-sociological and dynamic approach, the causal effects between mobilizations and repression. It pleads for a meso- and micro-level approach to this issue: an approach that puts analytical emphasis both on protest organizations and on individual activists' careers.

Dose optimization approach to fast X-ray microtomography of the lung alveoli.

A basic prerequisite for in vivo X-ray imaging of the lung is the exact determination of radiation dose. Achieving resolutions of the order of micrometres may become particularly challenging owing to increased dose, which in the worst case can be lethal for the imaged animal model. A framework for linking image quality to radiation dose in order to optimize experimental parameters with respect to dose reduction is presented. The approach may find application for current and future in vivo studies to facilitate proper experiment planning and radiation risk assessment on the one hand and exploit imaging capabilities on the other.

Dowel Bar Optimization: Phases I and II, October 2001

America’s roadways are in serious need of repair. According to the American Society of Civil Engineers (ASCE), one-third of the nation’s roads are in poor or mediocre condition. ASCE has estimated that under these circumstances American drivers will sacrifice $5.8 billion and as many as 13,800 fatalities a year from 1999 to 2001 ( 1). A large factor in the deterioration of these roads is a result of how well the steel reinforcement transfers loads across the concrete slabs. Fabricating this reinforcement using a shape conducive to transferring these loads will help to aid in minimizing roadway damage. Load transfer within a series of concrete slabs takes place across the joints. For a typical concrete paved road, these joints are approximately 1/8-inch gaps between two adjacent slabs. Dowel bars are located at these joints and used to transfer load from one slab to its adjacent slabs. As long as the dowel bar is completely surrounded by concrete no problems will occur. However, when the hole starts to oblong a void space is created and difficulties can arise. This void space is formed due to a stress concentration where the dowel contacts the concrete. Over time, the repeated process of traffic traveling over the joint crushes the concrete surrounding the dowel bar and causes a void in the concrete. This void inhibits the dowel’s ability to effectively transfer load across the joint. Furthermore, this void gives water and other particles a place to collect that will eventually corrode and potentially bind or lock the joint so that no thermal expansion is allowed. Once there is no longer load transferred across the joint, the load is transferred to the foundation and differential settlement of the adjacent slabs will occur.

Structural and functional properties of genes involved in human cancer

Background: One of the main goals of cancer genetics is to identify the causative elements at the molecular level leading to cancer.Results: We have conducted an analysis of a set of genes known to be involved in cancer in order to unveil their unique features that can assist towards the identification of new candidate cancer genes. Conclusion: We have detected key patterns in this group of genes in terms of the molecular function or the biological process in which they are involved as well as sequence properties. Based on these features we have developed an accurate Bayesian classification model with which human genes have been scored for their likelihood of involvement in cancer.

Dowel Bar Optimization: Phases I and II, October 2001

America’s roadways are in serious need of repair. According to the American Society of Civil Engineers (ASCE), one-third of the nation’s roads are in poor or mediocre condition (1). ASCE has estimated that under these circumstances American drivers will sacrifice $5.8 billion and as many as 13,800 fatalities a year from 1999 to 2001 ( 1). A large factor in the deterioration of these roads is a result of how well the steel reinforcement transfers loads across the concrete slabs. Fabricating this reinforcement using a shape conducive to transferring these loads will help to aid in minimizing roadway damage. Load transfer within a series of concrete slabs takes place across the joints. For a typical concrete paved road, these joints are approximately 1/8-inch gaps between two adjacent slabs. Dowel bars are located at these joints and used to transfer load from one slab to its adjacent slabs. As long as the dowel bar is completely surrounded by concrete no problems will occur. However, when the hole starts to oblong a void space is created and difficulties can arise. This void space is formed due to a stress concentration where the dowel contacts the concrete. Over time, the repeated process of traffic traveling over the joint crushes the concrete surrounding the dowel bar and causes a void in the concrete. This void inhibits the dowel’s ability to effectively transfer load across the joint. Furthermore, this void gives water and other particles a place to collect that will eventually corrode and potentially bind or lock the joint so that no thermal expansion is allowed. Once there is no longer load transferred across the joint, the load is transferred to the foundation and differential settlement of the adjacent slabs will occur.

Material and Construction Optimization for Prevention of Premature Pavement Distress in PCC Pavements, September 2004

The chemistry of today’s concrete mixture designs is complicated by many variables, including multiple sources of aggregate and cements and a plethora of sometimes incompatible mineral and chemical admixtures. Concrete paving has undergone significant changes in recent years as new materials have been introduced into concrete mixtures. Supplementary cementitious materials such as fly ash and ground granulated blast furnace slag are now regularly used. In addition, many new admixtures that were not even available a few years ago now have widespread usage. Adding to the complexity are construction variables such as weather, mix delivery times, finishing practices, and pavement opening schedules. Mixture materials, mix design, and pavement construction are not isolated steps in the concrete paving process. Each affects and is affected by the other in ways that determine overall pavement quality and long-term performance. Equipment and procedures commonly used to test concrete materials and concrete pavements have not changed in decades, leaving serious gaps in our ability to understand and control the factors that determine concrete durability. The concrete paving community needs tests that will adequately characterize the materials, predict interactions, and monitor the properties of the concrete.

Functional chromatin features are associated with structural mutations in cancer.

BACKGROUND: Structural mutations (SMs) play a major role in cancer development. In some cancers, such as breast and ovarian, DNA double-strand breaks (DSBs) occur more frequently in transcribed regions, while in other cancer types such as prostate, there is a consistent depletion of breakpoints in transcribed regions. Despite such regularity, little is understood about the mechanisms driving these effects. A few works have suggested that protein binding may be relevant, e.g. in studies of androgen receptor binding and active chromatin in specific cell types. We hypothesized that this behavior might be general, i.e. that correlation between protein-DNA binding (and open chromatin) and breakpoint locations is common across divergent cancers. RESULTS: We investigated this hypothesis by comprehensively analyzing the relationship among 457 ENCODE protein binding ChIP-seq experiments, 125 DnaseI and 24 FAIRE experiments, and 14,600 SMs from 8 diverse cancer datasets covering 147 samples. In most cancers, including breast and ovarian, we found enrichment of protein binding and open chromatin in the vicinity of SM breakpoints at distances up to 200 kb. Furthermore, for all cancer types we observed an enhanced enrichment in regions distant from genes when compared to regions proximal to genes, suggesting that the SM-induction mechanism is independent from the bias of DSBs to occur near transcribed regions. We also observed a stronger effect for sites with more than one protein bound. CONCLUSIONS: Protein binding and open chromatin state are associated with nearby SM breakpoints in many cancer datasets. These observations suggest a consistent mechanism underlying SM locations across different cancers.