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.     

Modulation of protein biophysical properties by chemical glycosylation: biochemical insights and biomedical implications

Glycosylation constitutes one of the most important posttranslational modifications employed by biological systems to modulate protein biophysical properties. Due to the direct biochemical and biomedical implications of achieving control over protein stability and function by chemical means, there has been great interest in recent years towards the development of chemical strategies for protein glycosylation. Since current knowledge about glycoprotein biophysics has been mainly derived from the study of naturally glycosylated proteins, chemical glycosylation provides novel insights into its mechanistic understanding by affording control over glycosylation parameters. This review presents a survey of the effects that natural and chemical glycosylation have on the fundamental biophysical properties of proteins (structure, dynamics, stability, and function). This is complemented by a mechanistic discussion of how glycans achieve such effects and discussion of the implications of employing chemical glycosylation as a tool to exert control over protein biophysical properties within biochemical and biomedical applications. Received 15 December 2006; received after revision 28 March 2007; accepted 25 April 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.     

Optimization of the cellular import of functionally active SH2-domain-interacting phosphopeptides

Phosphopeptides interacting with src homology 2 (SH2) domains can activate essential signaling enzymes in vitro. When delivered to cells, they may disrupt protein-protein interactions, thereby influencing intracellular signaling. We showed earlier that phosphopeptides corresponding to the inhibitory motif of Fcγ receptor IIb and a motif of the Grb2-associated binder 1 adaptor protein activate SH2-containing tyrosine phosphatase 2 in vitro. To study the ex vivo effects of these peptides, we have now compared different methods for peptide delivery: (i) permeabilization of the target cells and (ii) the use of cell-permeable vectors, which are potentially able to transport biologically active compounds into B cells. We found octanoyl-Arg₈ to be an optimal carrier for the delivery of phosphopeptides to the cells. With this strategy, the function of cell-permeable SHP-2-binding phosphopeptides was analyzed. These peptides modulated the protein phosphorylation in B cells in a dose- and time-dependent manner. Received 27 July 2006; received after revision 4 September 2006; accepted 18 September 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...     

Liquid marbles.

The transport of a small amount of liquid on a solid is not a simple process, owing to the nature of the contact between the two phases. Setting a liquid droplet in motion requires non-negligible forces (because the contact-angle hysteresis generates a force opposing the motion), and often results in the deposition of liquid behind the drop. Different methods of levitation-electrostatic, electromagnetic, acoustic, or even simpler aerodynamic techniques-have been proposed to avoid this wetting problem, but all have proved to be rather cumbersome. Here we propose a simple alternative, which consists of encapsulating an aqueous liquid droplet with a hydrophobic powder. The resulting 'liquid marbles' are found to behave like a soft solid, and show dramatically reduced adhesion to a solid surface. As a result, motion can be generated using gravitational, electrical and magnetic fields. Moreover, because the viscous friction associated with motion is very small, we can achieve quick displacements of the droplets without any leaks. All of these features are of potential benefit in microfluidic applications, and also permit the study of a drop in a non-wetting situation-an issue of renewed interest following the recent achievement of super-hydrophobic substrates.     

Low-energy acoustic plasmons at metal surfaces

Nearly two-dimensional (2D) metallic systems formed in charge inversion layers and artificial layered materials permit the existence of low-energy collective excitations, called 2D plasmons, which are not found in a three-dimensional (3D) metal. These excitations have caused considerable interest because their low energy allows them to participate in many dynamical processes involving electrons and phonons, and because they might mediate the formation of Cooper pairs in high-transition-temperature superconductors. Metals often support electronic states that are confined to the surface, forming a nearly 2D electron-density layer. However, it was argued that these systems could not support low-energy collective excitations because they would be screened out by the underlying bulk electrons. Rather, metallic surfaces should support only conventional surface plasmons-higher-energy modes that depend only on the electron density. Surface plasmons have important applications in microscopy and sub-wavelength optics, but have no relevance to the low-energy dynamics. Here we show that, in contrast to expectations, a low-energy collective excitation mode can be found on bare metal surfaces. The mode has an acoustic (linear) dispersion, different to the dependence of a 2D plasmon, and was observed on Be(0001) using angle-resolved electron energy loss spectroscopy. First-principles calculations show that it is caused by the coexistence of a partially occupied quasi-2D surface-state band with the underlying 3D bulk electron continuum and also that the non-local character of the dielectric function prevents it from being screened out by the 3D states. The acoustic plasmon reported here has a very general character and should be present on many metal surfaces. Furthermore, its acoustic dispersion allows the confinement of light on small surface areas and in a broad frequency range, which is relevant for nano-optics and photonics applications.