Dynamic Density Forecasts for Multivariate Asset Returns

We propose a simple and flexible framework for forecasting the joint density of asset returns. The multinormal distribution is augmented with a polynomial in (time-varying) non-central co-moments of assets. We estimate the coefficients of the polynomial via the Method of Moments for a carefully selected set of co-moments. In an extensive empirical study, we compare the proposed model with a range of other models widely used in the literature. Employing a recently proposed as well as standard techniques to evaluate multivariate forecasts, we conclude that the augmented joint density provides highly accurate forecasts of the “negative tail” of the joint distribution.

Genetic Algorithm Search for Predictive Patterns in Multidimensional Time Series

Based on an algorithm for pattern matching in character strings, we implement a pattern matching machine that searches for occurrences of patterns in multidimensional time series. Before the search process takes place, time series are encoded in user-designed alphabets. The patterns, on the other hand, are formulated as regular expressions that are composed of letters from these alphabets and operators. Furthermore, we develop a genetic algorithm to breed patterns that maximize a user-defined fitness function. In an application to financial data, we show that patterns bred to predict high exchange rates volatility in training samples retain statistically significant predictive power in validation samples.

Bax and the 'Celtic North'

A feature of scholarship on Arnold Bax is his indebtedness, in his early works, to the Irish literary revival (particularly in the mythology-suffused works of 'AE' and early Yeats) and, in his later works, to the music of Jean Sibelius, and the relationship between these periods. I argue that this relationship, which I summarize by using Bax's portmanteau term of 'Celtic North', is underpinned by the stimulus of landscape, which, as well as being a means by which to return to the Romantic idea of the sublime, also provides a means by which Bax critiques the more modernist relationship with landscape that underpins the English pastoral school of the 1920s. Thus the 'Celtic North' is the antithesis to the English 'south land' of Vaughan Williams and others.

Rotation periods of exoplanet host stars

The stellar rotation periods of 10 exoplanet host stars have been determined using newly analysed CaII H&K flux records from the Mount Wilson Observatory and Strömgren b, y photometric measurements from Tennessee State University's automatic photometric telescopes at the Fairborn Observatory. Five of the rotation periods have not previously been reported, with that of HD 130322 very strongly detected at Prot = 26.1 +/- 3.5 d. The rotation periods of five other stars have been updated using new data. We use the rotation periods to derive the line-of-sight inclinations of the stellar rotation axes, which may be used to probe theories of planet formation and evolution when combined with the planetary orbital inclination found from other methods. Finally, we estimate the masses of 14 exoplanets under the assumption that the stellar rotation axis is aligned with the orbital axis. We calculate the mass of HD 92788 b (28 MJ) to be within the low-mass brown dwarf regime and suggest that this object warrants further investigation to confirm its true nature.

Common Breast Cancer Susceptibility Alleles and the Risk of Breast Cancer for BRCA1 and BRCA2 Mutation Carriers: Implications for Risk Prediction

The known breast cancer susceptibility polymorphisms in FGFR2, TNRC9/TOX3, MAP3K1, LSP1, and 2q35 confer increased risks of breast cancer for BRCA1 or BRCA2 mutation carriers. We evaluated the associations of 3 additional single nucleotide polymorphisms (SNPs), rs4973768 in SLC4A7/NEK10, rs6504950 in STXBP4/COX11, and rs10941679 at 5p12, and reanalyzed the previous associations using additional carriers in a sample of 12,525 BRCA1 and 7,409 BRCA2 carriers. Additionally, we investigated potential interactions between SNPs and assessed the implications for risk prediction. The minor alleles of rs4973768 and rs10941679 were associated with increased breast cancer risk for BRCA2 carriers (per-allele HR - 1.10, 95% CI: 1.03-1.18, P - 0.006 and HR - 1.09, 95% CI: 1.01-1.19, P = 0.03, respectively). Neither SNP was associated with breast cancer risk for BRCA1 carriers, and rs6504950 was not associated with breast cancer for either BRCA1 or BRCA2 carriers. Of the 9 polymorphisms investigated, 7 were associated with breast cancer for BRCA2 carriers (FGFR2, TOX3, MAP3K1, LSP1, 2q35, SLC4A7, 5p12, P 7 = 10 x (11) - 0.03), but only TOX3 and 2q35 were associated with the risk for BRCA1 carriers (P = 0.0049, 0.03, respectively). All risk-associated polymorphisms appear to interact multiplicatively on breast cancer risk for mutation carriers. Based on the joint genotype distribution of the 7 risk-associated SNPs in BRCA2 mutation carriers, the 5% of BRCA2 carriers at highest risk (i.e., between 95th and 100th percentiles) were predicted to have a probability between 80% and 96% of developing breast cancer by age 80, compared with 42%

Evaluation of a candidate breast cancer associated SNP in ERCC4 as a risk modifier in BRCA1 and BRCA2 mutation carriers. Results from the Consortium of Investigators of Modifiers of BRCA1/BRCA2 (CIMBA)

BACKGROUND: In this study we aimed to evaluate the role of a SNP in intron I of the ERCC4 gene (rs744154), previously reported to be associated with a reduced risk of breast cancer in the general population, as a breast cancer risk modifier in BRCA1 and BRCA2 mutation carriers.

Preservation methods alter stable isotope values in gelatinous zooplankton: implications for interpreting trophic ecology

Jellyfish are increasingly topical within studies of marine food webs. Stable isotope analysis represents a valuable technique to unravel the complex trophic role of these long-overlooked species. In other taxa, sample preservation has been shown to alter the isotopic values of species under consideration, potentially leading to misinterpretation of trophic ecology. To identify potential preservation effects in jellyfish, we collected Aurelia aurita from Strangford Lough (54(o)22'44.73aEuro(3)N, 5(o)32'53.44aEuro(3)W) during May 2009 and processed them using three different methods prior to isotopic analysis (unpreserved, frozen and preserved in ethanol). A distinct preservation effect was found on delta N-15 values: furthermore, preservation also influenced the positive allometric relationship between individual size and delta N-15 values. Conversely, delta C-13 values remained consistent between the three preservation methods, conflicting with previous findings for other invertebrate, fish and mammalian species. These findings have implications for incorporation of jellyfish into marine food webs and remote sampling regimes where preservation of samples is unavoidable.

The spaces of knowledge: Contributions towards a historical geography of science

Reprinted in Trevor Barnes and Derek Gregory (eds), Reading Human Geography: The Poetics and Politics of Inquiry, (London: Arnold, 1997), pp. 27-48

Prognostic significance of combined MN1, ERG, BAALC, and EVI1 (MEBE) expression in patients with myelodysplastic syndromes

Overexpression of MN1, ERG, BAALC, and EVI1 (MEBE) genes in cytogenetically normal acute myeloid leukemia (AML) patients is associated with poor prognosis, but their prognostic effect in patients with myelodysplastic syndromes (MDS) has not been studied systematically. Expression data of the four genes from 140 MDS patients were combined in an additive score, which was validated in an independent patient cohort of 110 MDS patients. A high MEBE score, defined as high expression of at least two of the four genes, predicted a significantly shorter overall survival (OS) (HR 2.29, 95 % CI 1.3-4.09, P?=?.005) and time to AML progression (HR 4.83, 95 % CI 2.01-11.57, P?

Ancient DNA reveals late survival of mammoth and horse in interior Alaska

Causes of late Quaternary extinctions of large mammals (" megafauna") continue to be debated, especially for continental losses, because spatial and temporal patterns of extinction are poorly known. Accurate latest appearance dates (LADs) for such taxa are critical for interpreting the process of extinction. The extinction of woolly mammoth and horse in northwestern North America is currently placed at 15,000-13,000 calendar years before present (yr BP), based on LADs from dating surveys of macrofossils (bones and teeth). Advantages of using macrofossils to estimate when a species became extinct are offset, however, by the improbability of finding and dating the remains of the last-surviving members of populations that were restricted in numbers or con-fined to refugia. Here we report an alternative approach to detect 'ghost ranges' of dwindling populations, based on recovery of ancient DNA from perennially frozen and securely dated sediments (sedaDNA). In such contexts, sedaDNA can reveal the molecular presence of species that appear absent in the macrofossil record. We show that woolly mammoth and horse persisted in interior Alaska until at least 10,500 yr BP, several thousands of years later than indicated from macrofossil surveys. These results contradict claims that Holocene survival of mammoths in Beringia was restricted to ecologically isolated high-latitude islands. More importantly, our finding that mammoth and horse overlapped with humans for several millennia in the region where people initially entered the Americas challenges theories that megafaunal extinction occurred within centuries of human arrival or were due to an extraterrestrial impact in the late Pleistocene.