Pair trading: Clustering based on principal component analysis

This study focuses on the implementation of several pair trading strategies across three emerging markets, with the objective of comparing the results obtained from the different strategies and assessing if pair trading benefits from a more volatile environment. The results show that, indeed, there are higher potential profits arising from emerging markets. However, the higher excess return will be partially offset by higher transaction costs, which will be a determinant factor to the profitability of pair trading strategies. Also, a new clustering approach based on the Principal Component Analysis was tested as an alternative to the more standard clustering by Industry Groups. The new clustering approach delivers promising results, consistently reducing volatility to a greater extent than the Industry Group approach, with no significant harm to the excess returns.

The epidemiological scenario of feline sporotrichosis in Rio de Janeiro, State of Rio de Janeiro, Brazil

Introduction Sporotrichosis is a mycosis affecting both humans and animals. Within the context of the ongoing sporotrichosis epidemic in the State of Rio de Janeiro, Brazil, sick cats plays an important role in the zoonotic transmission. The aim of this study was to update the number of feline cases diagnosed at the Fundação Oswaldo Cruz (2005-2011). Methods The medical records of the cats followed were reviewed; the inclusion criterion was the isolation of Sporothrix spp. in culture. Results In total, 2,301 feline cases were identified. Conclusions These results should alert sanitary authorities to the difficulties associated with sporotrichosis control.

Clustering-based approach for categorizing pregnant women in obstetrics and maternity care

When a pregnant woman is guided to a hospital for obstetrics purposes, many outcomes are possible, depending on her current conditions. An improved understanding of these conditions could provide a more direct medical approach by categorizing the different types of patients, enabling a faster response to risk situations, and therefore increasing the quality of services. In this case study, the characteristics of the patients admitted in the maternity care unit of Centro Hospitalar of Porto are acknowledged, allowing categorizing the patient women through clustering techniques. The main goal is to predict the patients’ route through the maternity care, adapting the services according to their conditions, providing the best clinical decisions and a cost-effective treatment to patients. The models developed presented very interesting results, being the best clustering evaluation index: 0.65. The evaluation of the clustering algorithms proved the viability of using clustering based data mining models to characterize pregnant patients, identifying which conditions can be used as an alert to prevent the occurrence of medical complications.

Clustering barotrauma patients in ICU–A data mining based approach using ventilator variables

Lecture Notes in Computer Science, 9273

Exploring scenario exploration

Model finders are very popular for exploring scenarios, helping users validate specifications by navigating through conforming model instances. To be practical, the semantics of such scenario exploration operations should be formally defined and, ideally, controlled by the users, so that they are able to quickly reach interesting scenarios. This paper explores the landscape of scenario exploration operations, by formalizing them with a relational model finder. Several scenario exploration operations provided by existing tools are formalized, and new ones are proposed, namely to allow the user to easily explore very similar (or different) scenarios, by attaching preferences to model elements. As a proof-of-concept, such operations were implemented in the popular Alloy Analyzer, further increasing its usefulness for (user-guided) scenario exploration.

Hypertension and clustering of cardiovascular risk factors in a community in Southeast Brazil: the Bambuí Health and Ageing Study

OBJECTIVE - A population-based prospective study was analysed to: a) determine the prevalence of hypertension; b) investigate the clustering of other cardiovascular risk factors and c) verify whether older differed from younger adults in the pattern of clustering. METHODS - The data comprised a representative sample of the population of Bambuí, Brazil. Multiple logistic regression was used to investigate the independent association between hypertension and selected factors. RESULTS - A total of 820 younger adults (82.5%) and 1494 older adults (85.9%) participated in this study. The overall prevalence of hypertension was 24.8% (SE=1.4 %), being higher in women (26.9±1.5%) than in men (22.0± 1.7%) (p=0.033). Hypertension was positively and significantly associated with physical inactivity, overweight, hypercholesterolemia hyperglycemia and hypertriglyceridemia. The coexistence of hypertension with 4 or more of these risk factors occurred 6 times more than expected by chance, after adjusting for age and sex (OR=6.3; 95%CI: 3.4-11.9). The pattern of risk factor clustering in hypertensive individuals differed with age. CONCLUSION - Our results reinforce the need to increase detection and treatment of hypertension and to approach patients' global risk profiles.

Objective function based fuzzy clustering in air traffic management

Data analysis, fuzzy clustering, fuzzy rules, air traffic management

Prototype-based classification and clustering

Magdeburg, Univ., Fak. für Informatik, Habil.-Schr., 2006

Visual analysis, clustering, and classification of contrast-enhanced tumor perfusion MRI data

Magdeburg, Univ., Fak. für Inf., Diss., 2014

Prototype based clustering in high-dimensional feature spaces

...In dieser Arbeit untersuche ich den ”Fluch der Dimensionen” mittels dem Begriff der Distanzkonzentration. Ich zeige, dass dieser Effekt im Datenmodell mittels der paarweisen Kovarianzkoeffizienten der Randverteilungen beschrieben werden kann. Zusätzlich vergleiche ich 10 prototypbasierte Clusteralgorithmen mittels 800.000 Clusterergebnissen von künstlich erzeugten Datensätzen. Ich erforsche, wie und warum Clusteralgorithmen von der Anzahl der Merkmale beeinflusst werden. Mit den Clusterergebnissen untersuche ich außerdem, wie gut 5 der populärsten Clusterqualitätsmaße die tatsächliche Clusterqualität schätzen.

Scenario-based assessment of future land use change on butterfly species distributions

Species distribution models (SDMs) are increasingly used to predict environmentally induced range shifts of habitats of plant and animal species. Consequently SDMs are valuable tools for scientifically based conservation decisions. The aims of this paper are (1) to identify important drivers of butterfly species persistence or extinction, and (2) to analyse the responses of endangered butterfly species of dry grasslands and wetlands to likely future landscape changes in Switzerland. Future land use was represented by four scenarios describing: (1) ongoing land use changes as observed at the end of the last century; (2) a liberalisation of the agricultural markets; (3) a slightly lowered agricultural production; and (4) a strongly lowered agricultural production. Two model approaches have been applied. The first (logistic regression with principal components) explains what environmental variables have significant impact on species presence (and absence). The second (predictive SDM) is used to project species distribution under current and likely future land uses. The results of the explanatory analyses reveal that four principal components related to urbanisation, abandonment of open land and intensive agricultural practices as well as two climate parameters are primary drivers of species occurrence (decline). The scenario analyses show that lowered agricultural production is likely to favour dry grassland species due to an increase of non-intensively used land, open canopy forests, and overgrown areas. In the liberalisation scenario dry grassland species show a decrease in abundance due to a strong increase of forested patches. Wetland butterfly species would decrease under all four scenarios as their habitats become overgrown

Segmentation and Clustering of Textual Sequences: a Typological Approach

The long term goal of this research is to develop a program able to produce an automatic segmentation and categorization of textual sequences into discourse types. In this preliminary contribution, we present the construction of an algorithm which takes a segmented text as input and attempts to produce a categorization of sequences, such as narrative, argumentative, descriptive and so on. Also, this work aims at investigating a possible convergence between the typological approach developed in particular in the field of text and discourse analysis in French by Adam (2008) and Bronckart (1997) and unsupervised statistical learning.

Kernels semàntics per a clustering de patrons

Memòria elaborada a partir d’una estada al projecte Proteus de la New York University entre abril i juny del 2007. Les tècniques de clustering poden ajudar a reduir la supervisió en processos d’obtenció de patrons per a Extracció d’Informació. Tanmateix, és necessari disposar d’algorismes adequats a documents, i aquests algorismes requereixen mesures adequades de similitud entre patrons. Els kernels poden oferir una solució a aquests problemes, però l’aprenentatge no supervisat requereix d’estrat`egies m´es astutes que l’aprenentatge supervisat per a incorporar major quantitat d’informació. En aquesta memòria, fruit de la meva estada de mes d’Abril al de Juny de 2007 al projecte. Proteus de la New York University, es proposen i avaluen diversos kernels sobre patrons. Ini- cialment s’estudien kernels amb una família de patrons restringits, i a continuació s’apliquen kernels ja usats en tasques supervisades d’Extracció d’Informació. Degut a la degradació del rendiment que experimenta el clustering a l’afegir informació irrellevant, els kernels se simpli- fiquen i es busquen estratègies per a incorporar-hi semàntica de forma selectiva. Finalment, s’estudia quin efecte té aplicar clustering sobre el coneixement semàntic com a pas previ al clustering de patrons. Les diverses estratègies s’avaluen en tasques de clustering de documents i patrons usant dades reals.

Why do creative industries cluster? An analysis of the determinants of clustering of creative industries

Creative industries tend to concentrate mainly around large- and medium-sized cities, forming creative local production systems. The text analyses the forces behind clustering of creative industries to provide the first empirical explanation of the determinants of creative employment clustering following a multidisciplinary approach based on cultural and creative economics, evolutionary geography and urban economics. A comparative analysis has been performed for Italy and Spain. The results show different patterns of creative employment clustering in both countries. The small role of historical and cultural endowments, the size of the place, the average size of creative industries, the productive diversity and the concentration of human capital and creative class have been found as common factors of clustering in both countries.