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.     

On the mechanism of inhibition of p27 degradation by 15-deoxy-Δ12,14-prostaglandin J 2 in lymphoblasts of Alzheimer’s disease patients

It has been proposed that neuroinflammation, among other factors, may trigger an aberrant neuronal cell cycle re-entry leading to neuronal death. Cell cycle disturbances are also detectable in peripheral cells from Alzheimer’s disease (AD) patients. We previously reported that the anti-inflammatory 15- deoxy-Δ^12,14-prostaglandin J ₂ (15d-PGJ ₂) increased the cellular content of the cyclin-dependent kinase inhibitor p27, in lymphoblasts from AD patients. This work aimed at elucidating the mechanisms of 15d-PGJ ₂-induced p27 accumulation. Phosphorylation, half-life, and the nucleo-cytoplasmic traffic of p27 protein were altered by 15d-PGJ2 by mechanisms dependent on PI3K/Akt activity. 15d-PGJ ₂ prevents the calmodulin-dependent Akt overactivation in AD lymphoblasts by blocking its binding to the 85-kDa regulatory subunit of PI3K. These effects of 15d-PGJ ₂ were not mimicked by 9,10-dihydro-15-deoxy-Δ^12,14- prostaglandin J ₂, suggesting that 15d-PGJ ₂ acts independently of peroxisome proliferator-activated receptor γ activation and that the α,β-unsaturated carbonyl group in the cyclopentenone ring of 15d-PGJ ₂ is a requisite for the observed effects. Received 14 July 2008; received after revision 2 September 2008; accepted 12 September 2008     

Common variants on 1p36 and 1q42 are associated with cutaneous basal cell carcinoma but not with melanoma or pigmentation traits

To search for new sequence variants that confer risk of cutaneous basal cell carcinoma (BCC), we conducted a genome-wide SNP association study of 930 Icelanders with BCC and 33,117 controls. After analyzing 304,083 SNPs, we observed signals from loci at 1p36 and 1q42, and replicated these associations in additional sample sets from Iceland and Eastern Europe. Overall, the most significant signals were from rs7538876 on 1p36 (OR = 1.28, P = 4.4 x 10(-12)) and rs801114 on 1q42 (OR = 1.28, P = 5.9 x 10(-12)). The 1p36 locus contains the candidate genes PADI4, PADI6, RCC2 and ARHGEF10L, and the gene nearest to the 1q42 locus is the ras-homolog RHOU. Neither locus was associated with fair pigmentation traits that are known risk factors for BCC, and no risk was observed for melanoma. Approximately 1.6% of individuals of European ancestry are homozygous for both variants, and their estimated risk of BCC is 2.68 times that of noncarriers.     

Effects of elevation on litter-size variation among lizard populations in the Sceloporus grammicus complex (Phrynosomatidae) in Mexico

We examined the effect of elevation on litter-size variation in viviparous lizards of the Sceloporus grammicus complex in 10 states of Mexico. Female snout–vent length (SVL) decreased with increasing elevation, and absolute litter size based on embryos also tended to de crease with increasing elevation. However, after controlling for variation in female body size, we found that litter sizes tended to be relatively larger at higher elevation. Elevation therefore appears to influence litter size in these lizards; however, relatively little of the variation is explained by elevation; thus, other factors are likely making substantial contributions to the observed litter-size variation. The S. grammicus complex appears to be a good model system for examining the underlying causes of geographic and elevational variation in lizard life histories. Examinamos el efecto del altitud en la variación del tamaño de camada de las lagartijas vivíparas del complejo Sceloporus grammicus en 10 estados de México. La LHC de las hembras disminuyó con la altitud, y el tamaño absoluto de camada, calculado con base en el número de embriones, también tendió a disminuir. No obstante, después de controlar la variación en el tamaño corporal de las hembras, encontramos que los tamaños de camada tendieron a ser relativamente más grandes en altitudes mayores. La altitud, por tanto, parece influir en el tamaño de camada de estas lagartijas; sin embargo, la altitud explica relativamente poco de la variación, por lo que, es probable que otros factores contribuyan substancialmente a la variación observada en el tamaño de camada. El complejo S. grammicus parece ser un buen sistema para estudiar las causas fundamentales de la variación geográfica y altitudinal en la historia de vida de las lagartijas.     

On the Persuasiveness of Visual Arguments in Mathematics

Two experiments are reported which investigate the factors that influence how persuaded mathematicians are by visual arguments. We demonstrate that if a visual argument is accompanied by a passage of text which describes the image, both research-active mathematicians and successful undergraduate mathematics students perceive it to be significantly more persuasive than if no text is given. We suggest that mathematicians’ epistemological concerns about supporting a claim using visual images are less prominent when the image is described in words. Finally we suggest that empirical studies can make a useful contribution to our understanding of mathematical practice.