Improving moving average trading rules with boosting and statistical learning methods

We present a system for combining the different types of predictions given by a wide category of mechanical trading rules through statistical learning methods (boosting, and several model averaging methods like Bayesian or simple averaging methods). Statistical learning methods supply better out‐of‐sample results than most of the single moving average rules in the NYSE Composite Index from January 1993 to December 2002. Moreover, using a filter to reduce trading frequency, the filtered boosting model produces a technical strategy which, although it is not able to overcome the returns of the buy‐and‐hold (B&H) strategy during rising periods, it does overcome the B&H during falling periods and is able to absorb a considerable part of falls in the market. Copyright © 2008 John Wiley & Sons, Ltd.     

Alcohol dehydrogenase 2 is a major hepatic enzyme for human retinol metabolism

The metabolism of all-trans- and 9-cis-retinol/ retinaldehyde has been investigated with focus on the activities of human, mouse and rat alcohol dehydrogenase 2 (ADH2), an intriguing enzyme with apparently different functions in human and rodents. Kinetic constants were determined with an HPLC method and a structural approach was implemented by in silico substrate dockings. For human ADH2, the determined K_m values ranged from 0.05 to 0.3 μM and k_cat values from 2.3 to 17.6 min⁻¹, while the catalytic efficiency for 9-cis-retinol showed the highest value for any substrate. In contrast, poor activities were detected for the rodent enzymes. A mouse ADH2 mutant (ADH2Pro47His) was studied that resembles the human ADH2 setup. This mutation increased the retinoid activity up to 100-fold. The K_m values of human ADH2 are the lowest among all known human retinol dehydrogenases, which clearly support a role in hepatic retinol oxidation at physiological concentrations. Received 12 October 2006; received after revision 6 December 2006; accepted 8 January 2007     

Stepwise replication identifies a low-producing lymphotoxin-alpha allele as a major risk factor for early-onset leprosy

Host genetics has an important role in leprosy, and variants in the shared promoter region of PARK2 and PACRG were the first major susceptibility factors identified by positional cloning. Here we report the linkage disequilibrium mapping of the second linkage peak of our previous genome-wide scan, located close to the HLA complex. In both a Vietnamese familial sample and an Indian case-control sample, the low-producing lymphotoxin-alpha (LTA)+80 A allele was significantly associated with an increase in leprosy risk (P = 0.007 and P = 0.01, respectively). Analysis of an additional case-control sample from Brazil and an additional familial sample from Vietnam showed that the LTA+80 effect was much stronger in young individuals. In the combined sample of 298 Vietnamese familial trios, the odds ratio of leprosy for LTA+80 AA/AC versus CC subjects was 2.11 (P = 0.000024), which increased to 5.63 (P = 0.0000004) in the subsample of 121 trios of affected individuals diagnosed before 16 years of age. In addition to identifying LTA as a major gene associated with early-onset leprosy, our study highlights the critical role of case- and population-specific factors in the dissection of susceptibility variants in complex diseases.     

The Shwachman-Bodian-Diamond syndrome protein mediates translational activation of ribosomes in yeast

The autosomal recessive disorder Shwachman-Diamond syndrome, characterized by bone marrow failure and leukemia predisposition, is caused by deficiency of the highly conserved Shwachman-Bodian-Diamond syndrome (SBDS) protein. Here, we identify the function of the yeast SBDS ortholog Sdo1, showing that it is critical for the release and recycling of the nucleolar shuttling factor Tif6 from pre-60S ribosomes, a key step in 60S maturation and translational activation of ribosomes. Using genome-wide synthetic genetic array mapping, we identified multiple TIF6 gain-of-function alleles that suppressed the pre-60S nuclear export defects and cytoplasmic mislocalization of Tif6 observed in sdo1Delta cells. Sdo1 appears to function within a pathway containing elongation factor-like 1, and together they control translational activation of ribosomes. Thus, our data link defective late 60S ribosomal subunit maturation to an inherited bone marrow failure syndrome associated with leukemia predisposition.     

Mutations in LMF1 cause combined lipase deficiency and severe hypertriglyceridemia

Hypertriglyceridemia is a hallmark of many disorders, including metabolic syndrome, diabetes, atherosclerosis and obesity. A well-known cause is the deficiency of lipoprotein lipase (LPL), a key enzyme in plasma triglyceride hydrolysis. Mice carrying the combined lipase deficiency (cld) mutation show severe hypertriglyceridemia owing to a decrease in the activity of LPL and a related enzyme, hepatic lipase (HL), caused by impaired maturation of nascent LPL and hepatic lipase polypeptides in the endoplasmic reticulum (ER). Here we identify the gene containing the cld mutation as Tmem112 and rename it Lmf1 (Lipase maturation factor 1). Lmf1 encodes a transmembrane protein with an evolutionarily conserved domain of unknown function that localizes to the ER. A human subject homozygous for a deleterious mutation in LMF1 also shows combined lipase deficiency with concomitant hypertriglyceridemia and associated disorders. Thus, through its profound effect on lipase activity, LMF1 emerges as an important candidate gene in hypertriglyceridemia.     

Huntington’s disease: from huntingtin function and dysfunction to therapeutic strategies

Huntington’s disease (HD) is a neurodegenerative disorder that usually starts in middle age and is characterized by involuntary movements (chorea), personality changes and dementia, leading to death within 10–20 years. The defective gene in HD contains a trinucleotide CAG repeat expansion within its coding region that expresses a polyglutamine repeat in the protein huntingtin. Together with the characteristic formation of aggregates in HD, aberrant protein interactions and several post-translational modifications affect huntingtin during disease progression and lead to the dysfunction and death of selective neurons in the brains of patients. The exact molecular mechanisms by which mutant huntingtin induces cell death are not completely understood but may involve the gain of new toxic functions and the loss of the beneficial properties of huntingtin. This review focuses on the cellular functions in which huntingtin is involved and how a better understanding of pathogenic pathways can lead to new therapeutic approaches. Received 24 May 2006; received after revision 5 July 2006; accepted 23 August 2006     

A Proposal for the Automatic Computation of Envelopes of Families of Plane Curves

Journal of Systems Science and Complexity - The idea of envelope of a family of plane curves is an elementary notion in differential geometry. As such, its implementation in dynamic geometry...     

Superconductivity in CaCuO2 as a result of field-effect doping.

Understanding the doping mechanisms in the simplest superconducting copper oxide-the infinite-layer compound ACuO2 (where A is an alkaline earth metal)-is an excellent way of investigating the pairing mechanism in high-transition-temperature (high-Tc) superconductors more generally. Gate-induced modulation of the carrier concentration to obtain superconductivity is a powerful means of achieving such understanding: it minimizes the effects of potential scattering by impurities, and of structural modifications arising from chemical dopants. Here we report the transport properties of thin films of the infinite-layer compound CaCuO2 using field-effect doping. At high hole- and electron-doping levels, superconductivity is induced in the nominally insulating material. Maximum values of Tc of 89 K and 34 K are observed respectively for hole- and electron-type doping of around 0.15 charge carriers per CuO2. We can explore the whole doping diagram of the CuO2 plane while changing only a single electric parameter, the gate voltage.     

Environmental precursors to rapid light carbon injection at the Palaeocene/Eocene boundary

The start of the Palaeocene/Eocene thermal maximum--a period of exceptional global warming about 55 million years ago--is marked by a prominent negative carbon isotope excursion that reflects a massive input of 13C-depleted ('light') carbon to the ocean-atmosphere system. It is often assumed that this carbon injection initiated the rapid increase in global surface temperatures and environmental change that characterize the climate perturbation, but the exact sequence of events remains uncertain. Here we present chemical and biotic records of environmental change across the Palaeocene/Eocene boundary from two sediment sections in New Jersey that have high sediment accumulation rates. We show that the onsets of environmental change (as recorded by the abundant occurrence ('acme') of the dinoflagellate cyst Apectodinium) and of surface-ocean warming (as evidenced by the palaeothermometer TEX86) preceded the light carbon injection by several thousand years. The onset of the Apectodinium acme also precedes the carbon isotope excursion in sections from the southwest Pacific Ocean and the North Sea, indicating that the early onset of environmental change was not confined to the New Jersey shelf. The lag of approximately 3,000 years between the onset of warming in New Jersey shelf waters and the carbon isotope excursion is consistent with the hypothesis that bottom water warming caused the injection of 13C-depleted carbon by triggering the dissociation of submarine methane hydrates, but the cause of the early warming remains uncertain.