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How to effectively solve traffic congestion and transportation pollution in urban development is a main research emphasis for transportation management agencies. A carbon emissions tax can affect travelers’ generalized costs and will lead to changes in passenger demand, mode choice and traffic flow equilibrium in road networks, which are of significance in green travel and low-carbon transportation management. This paper first established a mesoscopic model to calculate the carbon emissions tax and determined the value of this charge in China, which was based on road traffic flow, vehicle speed, and carbon emissions. Referring to existing research results to calibrate the value of time, this paper modified the traveler’s generalized cost function, including the carbon emissions tax, fuel surcharge and travel time cost, which can be used in the travel impedance model with the consideration of the carbon emissions tax. Then, a method for analyzing urban road network traffic flow distribution was put forward, and a joint traffic distribution model was established, which considered the relationship between private cars and taxis. Finally, this paper took the city of Panjin as an example to analyze the road traffic carbon emissions tax’s impact. The results illustrated that the carbon emissions tax has a positive effect on road network flow equilibrium and carbon emission reduction. This paper will have good reference value and practical significance for the calculation and implementation of urban traffic carbon emissions taxes in China. [ABSTRACT FROM AUTHOR]

Background: Spatial modelling of STH and schistosomiasis epidemiology is now commonplace. Spatial epidemiological studies help inform decisions regarding the number of people at risk as well as the geographic areas that need to be targeted with mass drug administration; however, limited attention has been given to propagated uncertainties, their interpretation, and consequences for the mapped values. Using currently published literature on the spatial epidemiology of helminth infections we identified: (1) the main uncertainty sources, their definition and quantification and (2) how uncertainty is informative for STH programme managers and scientists working in this domain. Methodology/Principal Findings: We performed a systematic literature search using the Preferred Reporting Items for Systematic reviews and Meta-Analysis (PRISMA) protocol. We searched Web of Knowledge and PubMed using a combination of uncertainty, geographic and disease terms. A total of 73 papers fulfilled the inclusion criteria for the systematic review. Only 9% of the studies did not address any element of uncertainty, while 91% of studies quantified uncertainty in the predicted morbidity indicators and 23% of studies mapped it. In addition, 57% of the studies quantified uncertainty in the regression coefficients but only 7% incorporated it in the regression response variable (morbidity indicator). Fifty percent of the studies discussed uncertainty in the covariates but did not quantify it. Uncertainty was mostly defined as precision, and quantified using credible intervals by means of Bayesian approaches. Conclusion/Significance: None of the studies considered adequately all sources of uncertainties. We highlighted the need for uncertainty in the morbidity indicator and predictor variable to be incorporated into the modelling framework. Study design and spatial support require further attention and uncertainty associated with Earth observation data should be quantified. Finally, more attention should be given to mapping and interpreting uncertainty, since they are relevant to inform decisions regarding the number of people at risk as well as the geographic areas that need to be targeted with mass drug administration. [ABSTRACT FROM AUTHOR]

Traffic congestion is an important problem both on an individual and on a societal level and much research has been done to explain and prevent their emergence. There are currently many systems which provide a reasonably good picture of actual road traffic by employing either fixed measurement points on highways or so called “floating car data” i.e. by using velocity and location data from roaming, networked, GPS enabled members of traffic. Some of these systems also offer forecasting of road conditions based on such historical data. To my knowledge there is as yet no system which offers advance notice on road conditions based on a signal which is guaranteed to occur in advance of these conditions and this is the novelty of this paper. Google Search intensity for the German word (i.e. traffic jam) peaks 2 hours ahead of the number of traffic jam reports as reported by the ADAC, a well known German automobile club and the largest of its kind in Europe. This is true both in the morning (7 am to 9 am) and in the evening (4 pm to 6 pm). The main result of this paper is then that after controlling for time-of-day and day-of-week effects we can still explain a significant additional portion of the variation of the number of traffic jam reports with Google Trends and we can thus explain well over 80% of the variation of road conditions using Google search activity. A one percent increase in Google stau searches implies a .4 percent increase of traffic jams. Our paper is a proof of concept that aggregate, timely delivered behavioural data can help fine tune modern societies and prompts for more research with better, more disaggregated data in order to also achieve practical solutions. [ABSTRACT FROM AUTHOR]

Ensembles are a well established machine learning paradigm, leading to accurate and robust models, predominantly applied to predictive modeling tasks. Ensemble models comprise a finite set of diverse predictive models whose combined output is expected to yield an improved predictive performance as compared to an individual model. In this paper, we propose a new method for learning ensembles of process-based models of dynamic systems. The process-based modeling paradigm employs domain-specific knowledge to automatically learn models of dynamic systems from time-series observational data. Previous work has shown that ensembles based on sampling observational data (i.e., bagging and boosting), significantly improve predictive performance of process-based models. However, this improvement comes at the cost of a substantial increase of the computational time needed for learning. To address this problem, the paper proposes a method that aims at efficiently learning ensembles of process-based models, while maintaining their accurate long-term predictive performance. This is achieved by constructing ensembles with sampling domain-specific knowledge instead of sampling data. We apply the proposed method to and evaluate its performance on a set of problems of automated predictive modeling in three lake ecosystems using a library of process-based knowledge for modeling population dynamics. The experimental results identify the optimal design decisions regarding the learning algorithm. The results also show that the proposed ensembles yield significantly more accurate predictions of population dynamics as compared to individual process-based models. Finally, while their predictive performance is comparable to the one of ensembles obtained with the state-of-the-art methods of bagging and boosting, they are substantially more efficient. [ABSTRACT FROM AUTHOR]

For high-dimensional and massive data sets, traditional centralized gene expression programming (GEP) or improved algorithms lead to increased run-time and decreased prediction accuracy. To solve this problem, this paper proposes a new improved algorithm called distributed function mining for gene expression programming based on fast reduction (DFMGEP-FR). In DFMGEP-FR, fast attribution reduction in binary search algorithms (FAR-BSA) is proposed to quickly find the optimal attribution set, and the function consistency replacement algorithm is given to solve integration of the local function model. Thorough comparative experiments for DFMGEP-FR, centralized GEP and the parallel gene expression programming algorithm based on simulated annealing (parallel GEPSA) are included in this paper. For the waveform, mushroom, connect-4 and musk datasets, the comparative results show that the average time-consumption of DFMGEP-FR drops by 89.09%%, 88.85%, 85.79% and 93.06%, respectively, in contrast to centralized GEP and by 12.5%, 8.42%, 9.62% and 13.75%, respectively, compared with parallel GEPSA. Six well-studied UCI test data sets demonstrate the efficiency and capability of our proposed DFMGEP-FR algorithm for distributed function mining. [ABSTRACT FROM AUTHOR]

Analyzing and predicting the trend of price fluctuation has been receiving more and more attention, as price risk has become the focus of risk control research in heating oil futures market. A novel time series prediction model combined with the complex network method is put forward in the paper. First of all, this paper counts the cumulative time interval of different nodes in the network, and fits its growth trend with the Fourier model. Then a novel price fluctuation prediction model is established based on the effective information such as some topology properties extracted from the network. The results show that the Fourier model can predict the emergence time of new nodes in the next stage, and the established price fluctuation prediction model can infer the names of nodes in the prediction interval, so as to determine the forward-looking behavior of price evolution. Besides, liken to the NAR neural network, the prediction results obtained by the proposed method also show superiority, which has important theoretical value and academic significance for early warning and prediction of price behavior in the heating oil futures market. [ABSTRACT FROM AUTHOR]

The ensemble method random forests has become a popular classification tool in bioinformatics and related fields. The out-of-bag error is an error estimation technique often used to evaluate the accuracy of a random forest and to select appropriate values for tuning parameters, such as the number of candidate predictors that are randomly drawn for a split, referred to as mtry. However, for binary classification problems with metric predictors it has been shown that the out-of-bag error can overestimate the true prediction error depending on the choices of random forests parameters. Based on simulated and real data this paper aims to identify settings for which this overestimation is likely. It is, moreover, questionable whether the out-of-bag error can be used in classification tasks for selecting tuning parameters like mtry, because the overestimation is seen to depend on the parameter mtry. The simulation-based and real-data based studies with metric predictor variables performed in this paper show that the overestimation is largest in balanced settings and in settings with few observations, a large number of predictor variables, small correlations between predictors and weak effects. There was hardly any impact of the overestimation on tuning parameter selection. However, although the prediction performance of random forests was not substantially affected when using the out-of-bag error for tuning parameter selection in the present studies, one cannot be sure that this applies to all future data. For settings with metric predictor variables it is therefore strongly recommended to use stratified subsampling with sampling fractions that are proportional to the class sizes for both tuning parameter selection and error estimation in random forests. This yielded less biased estimates of the true prediction error. In unbalanced settings, in which there is a strong interest in predicting observations from the smaller classes well, sampling the same number of observations from each class is a promising alternative. [ABSTRACT FROM AUTHOR]

Machine Learning (ML) methods have been proposed in the academic literature as alternatives to statistical ones for time series forecasting. Yet, scant evidence is available about their relative performance in terms of accuracy and computational requirements. The purpose of this paper is to evaluate such performance across multiple forecasting horizons using a large subset of 1045 monthly time series used in the M3 Competition. After comparing the post-sample accuracy of popular ML methods with that of eight traditional statistical ones, we found that the former are dominated across both accuracy measures used and for all forecasting horizons examined. Moreover, we observed that their computational requirements are considerably greater than those of statistical methods. The paper discusses the results, explains why the accuracy of ML models is below that of statistical ones and proposes some possible ways forward. The empirical results found in our research stress the need for objective and unbiased ways to test the performance of forecasting methods that can be achieved through sizable and open competitions allowing meaningful comparisons and definite conclusions. [ABSTRACT FROM AUTHOR]

In this paper, we propose a hybrid method to forecast the stock prices called High-order-fuzzy-fluctuation-Trends-based Back Propagation(HTBP)Neural Network model. First, we compare each value of the historical training data with the previous day's value to obtain a fluctuation trend time series (FTTS). On this basis, the FTTS blur into fuzzy time series (FFTS) based on the fluctuation of the increasing, equality, decreasing amplitude and direction. Since the relationship between FFTS and future wave trends is nonlinear, the HTBP neural network algorithm is used to find the mapping rules in the form of self-learning. Finally, the results of the algorithm output are used to predict future fluctuations. The proposed model provides some innovative features:(1)It combines fuzzy set theory and neural network algorithm to avoid overfitting problems existed in traditional models. (2)BP neural network algorithm can intelligently explore the internal rules of the actual existence of sequential data, without the need to analyze the influence factors of specific rules and the path of action. (3)The hybrid modal can reasonably remove noises from the internal rules by proper fuzzy treatment. This paper takes the TAIEX data set of Taiwan stock exchange as an example, and compares and analyzes the prediction performance of the model. The experimental results show that this method can predict the stock market in a very simple way. At the same time, we use this method to predict the Shanghai stock exchange composite index, and further verify the effectiveness and universality of the method. [ABSTRACT FROM AUTHOR]

This study shows how liking politicians’ public Facebook posts can be used as an accurate measure for predicting present-day voter intention in a multiparty system. We highlight that a few, but selective digital traces produce prediction accuracies that are on par or even greater than most current approaches based upon bigger and broader datasets. Combining the online and offline, we connect a subsample of surveyed respondents to their public Facebook activity and apply machine learning classifiers to explore the link between their political liking behaviour and actual voting intention. Through this work, we show that even a single selective Facebook like can reveal as much about political voter intention as hundreds of heterogeneous likes. Further, by including the entire political like history of the respondents, our model reaches prediction accuracies above previous multiparty studies (60–70%). The main contribution of this paper is to show how public like-activity on Facebook allows political profiling of individual users in a multiparty system with accuracies above previous studies. Beside increased accuracies, the paper shows how such parsimonious measures allows us to generalize our findings to the entire population of a country and even across national borders, to other political multiparty systems. The approach in this study relies on data that are publicly available, and the simple setup we propose can with some limitations, be generalized to millions of users in other multiparty systems. [ABSTRACT FROM AUTHOR]

Type 2 diabetes leads to premature death and reduced quality of life for 8% of Americans. Nutrition management is critical to maintaining glycemic control, yet it is difficult to achieve due to the high individual differences in glycemic response to nutrition. Anticipating glycemic impact of different meals can be challenging not only for individuals with diabetes, but also for expert diabetes educators. Personalized computational models that can accurately forecast an impact of a given meal on an individual’s blood glucose levels can serve as the engine for a new generation of decision support tools for individuals with diabetes. However, to be useful in practice, these computational engines need to generate accurate forecasts based on limited datasets consistent with typical self-monitoring practices of individuals with type 2 diabetes. This paper uses three forecasting machines: (i) data assimilation, a technique borrowed from atmospheric physics and engineering that uses Bayesian modeling to infuse data with human knowledge represented in a mechanistic model, to generate real-time, personalized, adaptable glucose forecasts; (ii) model averaging of data assimilation output; and (iii) dynamical Gaussian process model regression. The proposed data assimilation machine, the primary focus of the paper, uses a modified dual unscented Kalman filter to estimate states and parameters, personalizing the mechanistic models. Model selection is used to make a personalized model selection for the individual and their measurement characteristics. The data assimilation forecasts are empirically evaluated against actual postprandial glucose measurements captured by individuals with type 2 diabetes, and against predictions generated by experienced diabetes educators after reviewing a set of historical nutritional records and glucose measurements for the same individual. The evaluation suggests that the data assimilation forecasts compare well with specific glucose measurements and match or exceed in accuracy expert forecasts. We conclude by examining ways to present predictions as forecast-derived range quantities and evaluate the comparative advantages of these ranges. [ABSTRACT FROM AUTHOR]

The popularity of online information generally experiences a rising and falling evolution. This paper considers the “burst”, “peak”, and “fade” key events together as a representative summary of popularity evolution. We propose a novel prediction task—predicting when popularity undergoes these key events. It is of great importance to know when these three key events occur, because doing so helps recommendation systems, online marketing, and containment of rumors. However, it is very challenging to solve this new prediction task due to two issues. First, popularity evolution has high variation and can follow various patterns, so how can we identify “burst”, “peak”, and “fade” in different patterns of popularity evolution? Second, these events usually occur in a very short time, so how can we accurately yet promptly predict them? In this paper we address these two issues. To handle the first one, we use a simple moving average to smooth variation, and then a universal method is presented for different patterns to identify the key events in popularity evolution. To deal with the second one, we extract different types of features that may have an impact on the key events, and then a correlation analysis is conducted in the feature selection step to remove irrelevant and redundant features. The remaining features are used to train a machine learning model. The feature selection step improves prediction accuracy, and in order to emphasize prediction promptness, we design a new evaluation metric which considers both accuracy and promptness to evaluate our prediction task. Experimental and comparative results show the superiority of our prediction solution. [ABSTRACT FROM AUTHOR]

This paper proposes a method to predict fluctuations in the prices of cryptocurrencies, which are increasingly used for online transactions worldwide. Little research has been conducted on predicting fluctuations in the price and number of transactions of a variety of cryptocurrencies. Moreover, the few methods proposed to predict fluctuation in currency prices are inefficient because they fail to take into account the differences in attributes between real currencies and cryptocurrencies. This paper analyzes user comments in online cryptocurrency communities to predict fluctuations in the prices of cryptocurrencies and the number of transactions. By focusing on three cryptocurrencies, each with a large market size and user base, this paper attempts to predict such fluctuations by using a simple and efficient method. [ABSTRACT FROM AUTHOR]

As an important factor for improving recommendations, time information has been introduced to model users’ dynamic preferences in many papers. However, the sequence of users’ behaviour is rarely studied in recommender systems. Due to the users’ unique behavior evolution patterns and personalized interest transitions among items, users’ similarity in sequential dimension should be introduced to further distinguish users’ preferences and interests. In this paper, we propose a new collaborative filtering recommendation method based on users’ interest sequences (IS) that rank users’ ratings or other online behaviors according to the timestamps when they occurred. This method extracts the semantics hidden in the interest sequences by the length of users’ longest common sub-IS (LCSIS) and the count of users’ total common sub-IS (ACSIS). Then, these semantics are utilized to obtain users’ IS-based similarities and, further, to refine the similarities acquired from traditional collaborative filtering approaches. With these updated similarities, transition characteristics and dynamic evolution patterns of users’ preferences are considered. Our new proposed method was compared with state-of-the-art time-aware collaborative filtering algorithms on datasets MovieLens, Flixster and Ciao. The experimental results validate that the proposed recommendation method is effective and outperforms several existing algorithms in the accuracy of rating prediction. [ABSTRACT FROM AUTHOR]

This paper presents an integrated hybrid optimization algorithm for training the radial basis function neural network (RBF NN). Training of neural networks is still a challenging exercise in machine learning domain. Traditional training algorithms in general suffer and trap in local optima and lead to premature convergence, which makes them ineffective when applied for datasets with diverse features. Training algorithms based on evolutionary computations are becoming popular due to their robust nature in overcoming the drawbacks of the traditional algorithms. Accordingly, this paper proposes a hybrid training procedure with differential search (DS) algorithm functionally integrated with the particle swarm optimization (PSO). To surmount the local trapping of the search procedure, a new population initialization scheme is proposed using Logistic chaotic sequence, which enhances the population diversity and aid the search capability. To demonstrate the effectiveness of the proposed RBF hybrid training algorithm, experimental analysis on publicly available 7 benchmark datasets are performed. Subsequently, experiments were conducted on a practical application case for wind speed prediction to expound the superiority of the proposed RBF training algorithm in terms of prediction accuracy. [ABSTRACT FROM AUTHOR]

The emerging Bicycle Sharing System (BSS) provides a new social microscope that allows us to “photograph” the main aspects of the society and to create a comprehensive picture of human mobility behavior in this new medium. BSS has been deployed in many major cities around the world as a short-distance trip supplement for public transportations and private vehicles. A unique value of the bike flow data generated by these BSSs is to understand the human mobility in a short-distance trip. This understanding of the population on short-distance trip is lacking, limiting our capacity in management and operation of BSSs. Many existing operations research and management methods for BSS impose assumptions that emphasize statistical simplicity and homogeneity. Therefore, a deep understanding of the statistical patterns embedded in the bike flow data is an urgent and overriding issue to inform decision-makings for a variety of problems including traffic prediction, station placement, bike reallocation, and anomaly detection. In this paper, we aim to conduct a comprehensive analysis of the bike flow data using two large datasets collected in Chicago and Hangzhou over months. Our analysis reveals intrinsic structures of the bike flow data and regularities in both spatial and temporal scales such as a community structure and a taxonomy of the eigen-bike-flows. [ABSTRACT FROM AUTHOR]

There is growing interest in the use of critical slowing down and critical fluctuations as early warning signals for critical transitions in different complex systems. However, while some studies found them effective, others found the opposite. In this paper, we investigated why this might be so, by testing three commonly used indicators: lag-1 autocorrelation, variance, and low-frequency power spectrum at anticipating critical transitions in the very-high-frequency time series data of the Australian Dollar-Japanese Yen and Swiss Franc-Japanese Yen exchange rates. Besides testing rising trends in these indicators at a strict level of confidence using the Kendall-tau test, we also required statistically significant early warning signals to be concurrent in the three indicators, which must rise to appreciable values. We then found for our data set the optimum parameters for discovering critical transitions, and showed that the set of critical transitions found is generally insensitive to variations in the parameters. Suspecting that negative results in the literature are the results of low data frequencies, we created time series with time intervals over three orders of magnitude from the raw data, and tested them for early warning signals. Early warning signals can be reliably found only if the time interval of the data is shorter than the time scale of critical transitions in our complex system of interest. Finally, we compared the set of time windows with statistically significant early warning signals with the set of time windows followed by large movements, to conclude that the early warning signals indeed provide reliable information on impending critical transitions. This reliability becomes more compelling statistically the more events we test. [ABSTRACT FROM AUTHOR]

With the rapid development of the Metro network in China, the greatly increased route alternatives make passengers’ route choice behavior and passenger flow assignment more complicated, which presents challenges to the operation management. In this paper, a path sized logit model is adopted to analyze passengers’ route choice preferences considering such parameters as in-vehicle time, number of transfers, and transfer time. Moreover, the “perceived transfer threshold” is defined and included in the utility function to reflect the penalty difference caused by transfer time on passengers’ perceived utility under various numbers of transfers. Next, based on the revealed preference data collected in the Guangzhou Metro, the proposed model is calibrated. The appropriate perceived transfer threshold value and the route choice preferences are analyzed. Finally, the model is applied to a personalized route planning case to demonstrate the engineering practicability of route choice behavior analysis. The results show that the introduction of the perceived transfer threshold is helpful to improve the model’s explanatory abilities. In addition, personalized route planning based on route choice preferences can meet passengers’ diversified travel demands. [ABSTRACT FROM AUTHOR]

Wireless Sensor Networks (WSNs) are becoming ubiquitous in everyday life due to their applications in weather forecasting, surveillance, implantable sensors for health monitoring and other plethora of applications. WSN is equipped with hundreds and thousands of small sensor nodes. As the size of a sensor node decreases, critical issues such as limited energy, computation time and limited memory become even more highlighted. In such a case, network lifetime mainly depends on efficient use of available resources. Organizing nearby nodes into clusters make it convenient to efficiently manage each cluster as well as the overall network. In this paper, we extend our previous work of grid-based hybrid network deployment approach, in which merge and split technique has been proposed to construct network topology. Constructing topology through our proposed technique, in this paper we have used analytical network process (ANP) model for cluster head selection in WSN. Five distinct parameters: distance from nodes (DistNode), residual energy level (REL), distance from centroid (DistCent), number of times the node has been selected as cluster head (TCH) and merged node (MN) are considered for CH selection. The problem of CH selection based on these parameters is tackled as a multi criteria decision system, for which ANP method is used for optimum cluster head selection. Main contribution of this work is to check the applicability of ANP model for cluster head selection in WSN. In addition, sensitivity analysis is carried out to check the stability of alternatives (available candidate nodes) and their ranking for different scenarios. The simulation results show that the proposed method outperforms existing energy efficient clustering protocols in terms of optimum CH selection and minimizing CH reselection process that results in extending overall network lifetime. This paper analyzes that ANP method used for CH selection with better understanding of the dependencies of different components involved in the evaluation process. [ABSTRACT FROM AUTHOR]

Breast cancer is an all too common disease in women, making how to effectively predict it an active research problem. A number of statistical and machine learning techniques have been employed to develop various breast cancer prediction models. Among them, support vector machines (SVM) have been shown to outperform many related techniques. To construct the SVM classifier, it is first necessary to decide the kernel function, and different kernel functions can result in different prediction performance. However, there have been very few studies focused on examining the prediction performances of SVM based on different kernel functions. Moreover, it is unknown whether SVM classifier ensembles which have been proposed to improve the performance of single classifiers can outperform single SVM classifiers in terms of breast cancer prediction. Therefore, the aim of this paper is to fully assess the prediction performance of SVM and SVM ensembles over small and large scale breast cancer datasets. The classification accuracy, ROC, F-measure, and computational times of training SVM and SVM ensembles are compared. The experimental results show that linear kernel based SVM ensembles based on the bagging method and RBF kernel based SVM ensembles with the boosting method can be the better choices for a small scale dataset, where feature selection should be performed in the data pre-processing stage. For a large scale dataset, RBF kernel based SVM ensembles based on boosting perform better than the other classifiers. [ABSTRACT FROM AUTHOR]

With the rapid development of ICT and Web technologies, a large an amount of information is becoming available and this is producing, in some instances, a condition of information overload. Under these conditions, it is difficult for a person to locate and access useful information for making decisions. To address this problem, there are information filtering systems, such as the personalized recommendation system (PRS) considered in this paper, that assist a person in identifying possible products or services of interest based on his/her preferences. Among available approaches, collaborative Filtering (CF) is one of the most widely used recommendation techniques. However, CF has some limitations, e.g., the relatively simple similarity calculation, cold start problem, etc. In this context, this paper presents a new regression model based on the support vector machine (SVM) classification and an improved PSO (IPSO) for the development of an electronic movie PRS. In its implementation, a SVM classification model is first established to obtain a preliminary movie recommendation list based on which a SVM regression model is applied to predict movies’ ratings. The proposed PRS not only considers the movie’s content information but also integrates the users’ demographic and behavioral information to better capture the users’ interests and preferences. The efficiency of the proposed method is verified by a series of experiments based on the MovieLens benchmark data set. [ABSTRACT FROM AUTHOR]

Background: Blood-based or urinary biomarkers may play a role in quantifying the future risk of type 2 diabetes (T2D) and in understanding possible aetiological pathways to disease. However, no systematic review has been conducted that has identified and provided an overview of available biomarkers for incident T2D. We aimed to systematically review the associations of biomarkers with risk of developing T2D and to highlight evidence gaps in the existing literature regarding the predictive and aetiological value of these biomarkers and to direct future research in this field. Methods and Findings: We systematically searched PubMed MEDLINE (January 2000 until March 2015) and Embase (until January 2016) databases for observational studies of biomarkers and incident T2D according to the 2009 PRISMA guidelines. We also searched availability of meta-analyses, Mendelian randomisation and prediction research for the identified biomarkers. We reviewed 3910 titles (705 abstracts) and 164 full papers and included 139 papers from 69 cohort studies that described the prospective relationships between 167 blood-based or urinary biomarkers and incident T2D. Only 35 biomarkers were reported in large scale studies with more than 1000 T2D cases, and thus the evidence for association was inconclusive for the majority of biomarkers. Fourteen biomarkers have been investigated using Mendelian randomisation approaches. Only for one biomarker was there strong observational evidence of association and evidence from genetic association studies that was compatible with an underlying causal association. In additional search for T2D prediction, we found only half of biomarkers were examined with formal evidence of predictive value for a minority of these biomarkers. Most biomarkers did not enhance the strength of prediction, but the strongest evidence for prediction was for biomarkers that quantify measures of glycaemia. Conclusions: This study presents an extensive review of the current state of the literature to inform the strategy for future interrogation of existing and newly described biomarkers for T2D. Many biomarkers have been reported to be associated with the risk of developing T2D. The evidence of their value in adding to understanding of causal pathways to disease is very limited so far. The utility of most biomarkers remains largely unknown in clinical prediction. Future research should focus on providing good genetic instruments across consortia for possible biomarkers in Mendelian randomisation, prioritising biomarkers for measurement in large-scale cohort studies and examining predictive utility of biomarkers for a given context. [ABSTRACT FROM AUTHOR]

The Global Financial Crisis of 2007-2008 wiped out US$37 trillions across global financial markets, this value is equivalent to the combined GDPs of the United States and the European Union in 2014. The defining moment of this crisis was the failure of Lehman Brothers, which precipitated the October 2008 crash and the Asian Correction (March 2009). Had the Federal Reserve seen these crashes coming, they might have bailed out Lehman Brothers, and prevented the crashes altogether. In this paper, we show that some of these market crashes (like the Asian Correction) can be predicted, if we assume that a large number of adaptive traders employing competing trading strategies. As the number of adherents for some strategies grow, others decline in the constantly changing strategy space. When a strategy group grows into a giant component, trader actions become increasingly correlated and this is reflected in the stock price. The fragmentation of this giant component will leads to a market crash. In this paper, we also derived the mean-field market crash forecast equation based on a model of fusions and fissions in the trading strategy space. By fitting the continuous returns of 20 stocks traded in Singapore Exchange to the market crash forecast equation, we obtain crash predictions ranging from end October 2008 to mid-February 2009, with early warning four to six months prior to the crashes. [ABSTRACT FROM AUTHOR]

To deal with the large number of malicious mobile applications (e.g. mobile malware), a number of malware detection systems have been proposed in the literature. In this paper, we propose a hybrid method to find the optimum parameters that can be used to facilitate mobile malware identification. We also present a multi agent system architecture comprising three system agents (i.e. sniffer, extraction and selection agent) to capture and manage the pcap file for data preparation phase. In our hybrid approach, we combine an adaptive neuro fuzzy inference system (ANFIS) and particle swarm optimization (PSO). Evaluations using data captured on a real-world Android device and the MalGenome dataset demonstrate the effectiveness of our approach, in comparison to two hybrid optimization methods which are differential evolution (ANFIS-DE) and ant colony optimization (ANFIS-ACO). [ABSTRACT FROM AUTHOR]

The prediction of phenotypic traits using high-density genomic data has many applications such as the selection of plants and animals of commercial interest; and it is expected to play an increasing role in medical diagnostics. Statistical models used for this task are usually tested using cross-validation, which implicitly assumes that new individuals (whose phenotypes we would like to predict) originate from the same population the genomic prediction model is trained on. In this paper we propose an approach based on clustering and resampling to investigate the effect of increasing genetic distance between training and target populations when predicting quantitative traits. This is important for plant and animal genetics, where genomic selection programs rely on the precision of predictions in future rounds of breeding. Therefore, estimating how quickly predictive accuracy decays is important in deciding which training population to use and how often the model has to be recalibrated. We find that the correlation between true and predicted values decays approximately linearly with respect to either FST or mean kinship between the training and the target populations. We illustrate this relationship using simulations and a collection of data sets from mice, wheat and human genetics. [ABSTRACT FROM AUTHOR]

Stock price prediction is an important and challenging problem in stock market analysis. Existing prediction methods either exploit autocorrelation of stock price and its correlation with the supply and demand of stock, or explore predictive indictors exogenous to stock market. In this paper, using transaction record of stocks with identifier of traders, we introduce an index to characterize market confidence, i.e., the ratio of the number of traders who is active in two successive trading days to the number of active traders in a certain trading day. Strong Granger causality is found between the index of market confidence and stock price. We further predict stock price by incorporating the index of market confidence into a neural network based on time series of stock price. Experimental results on 50 stocks in two Chinese Stock Exchanges demonstrate that the accuracy of stock price prediction is significantly improved by the inclusion of the market confidence index. This study sheds light on using cross-day trading behavior to characterize market confidence and to predict stock price. [ABSTRACT FROM AUTHOR]

A number of circular regression models have been proposed in the literature. In recent years, there is a strong interest shown on the subject of outlier detection in circular regression. An outlier detection procedure can be developed by defining a new statistic in terms of the circular residuals. In this paper, we propose a new measure which transforms the circular residuals into linear measures using a trigonometric function. We then employ the row deletion approach to identify observations that affect the measure the most, a candidate of outlier. The corresponding cut-off points and the performance of the detection procedure when applied on Down and Mardia’s model are studied via simulations. For illustration, we apply the procedure on circadian data. [ABSTRACT FROM AUTHOR]

To discover regularities in human mobility is of fundamental importance to our understanding of urban dynamics, and essential to city and transport planning, urban management and policymaking. Previous research has revealed universal regularities at mainly aggregated spatio-temporal scales but when we zoom into finer scales, considerable heterogeneity and diversity is observed instead. The fundamental question we address in this paper is at what scales are the regularities we detect stable, explicable, and sustainable. This paper thus proposes a basic measure of variability to assess the stability of such regularities focusing mainly on changes over a range of temporal scales. We demonstrate this by comparing regularities in the urban mobility patterns in three world cities, namely London, Singapore and Beijing using one-week of smart-card data. The results show that variations in regularity scale as non-linear functions of the temporal resolution, which we measure over a scale from 1 minute to 24 hours thus reflecting the diurnal cycle of human mobility. A particularly dramatic increase in variability occurs up to the temporal scale of about 15 minutes in all three cities and this implies that limits exist when we look forward or backward with respect to making short-term predictions. The degree of regularity varies in fact from city to city with Beijing and Singapore showing higher regularity in comparison to London across all temporal scales. A detailed discussion is provided, which relates the analysis to various characteristics of the three cities. In summary, this work contributes to a deeper understanding of regularities in patterns of transit use from variations in volumes of travellers entering subway stations, it establishes a generic analytical framework for comparative studies using urban mobility data, and it provides key points for the management of variability by policy-makers intent on for making the travel experience more amenable. [ABSTRACT FROM AUTHOR]

Railway seat inventory control aims to maximize ticket sale profits by determining a selling policy on the reservation horizon. This paper introduces a dynamic bid price approach in railway seat inventory control problem. Multi-dimensional demand is taken into consideration in modeling the problem, in which passenger transfer is our main focus. A new approximate approach is designed to this problem. Numerical examples are presented to evaluate the efficiency of this approach. Simulation experiments are conducted to verify the impact of transfer under different scenarios. [ABSTRACT FROM AUTHOR]

Injuries have a great impact on professional soccer, due to their large influence on team performance and the considerable costs of rehabilitation for players. Existing studies in the literature provide just a preliminary understanding of which factors mostly affect injury risk, while an evaluation of the potential of statistical models in forecasting injuries is still missing. In this paper, we propose a multi-dimensional approach to injury forecasting in professional soccer that is based on GPS measurements and machine learning. By using GPS tracking technology, we collect data describing the training workload of players in a professional soccer club during a season. We then construct an injury forecaster and show that it is both accurate and interpretable by providing a set of case studies of interest to soccer practitioners. Our approach opens a novel perspective on injury prevention, providing a set of simple and practical rules for evaluating and interpreting the complex relations between injury risk and training performance in professional soccer. [ABSTRACT FROM AUTHOR]

Bayesian network classifiers (BNCs) have demonstrated competitive classification performance in a variety of real-world applications. A highly scalable BNC with high expressivity is extremely desirable. This paper proposes Redundant Dependence Elimination (RDE) for improving the classification performance and expressivity of k-dependence Bayesian classifier (KDB). To demonstrate the unique characteristics of each case, RDE identifies redundant conditional dependencies and then substitute/remove them. The learned personalized k-dependence Bayesian Classifier (PKDB) can achieve high-confidence conditional probabilities, and graphically interpret the dependency relationships between attributes. Two thyroid cancer datasets and four other cancer datasets from the UCI machine learning repository are selected for our experimental study. The experimental results prove the effectiveness of the proposed algorithm in terms of zero-one loss, bias, variance and AUC. [ABSTRACT FROM AUTHOR]

How can we predict the occurrence of acute kidney injury (AKI) in cancer patients based on machine learning with serum creatinine data? Given irregular and heterogeneous clinical data, how can we make the most of it for accurate AKI prediction? AKI is a common and significant complication in cancer patients, and correlates with substantial morbidity and mortality. Since no effective treatment for AKI still exists, it is important to take timely preventive measures. While several approaches have been proposed for predicting AKI, their scope and applicability are limited as they either assume regular data measured over a short hospital stay, or do not fully utilize heterogeneous data. In this paper, we provide an AKI prediction model with a greater applicability, which relaxes the constraints of existing approaches, and fully utilizes irregular and heterogeneous data for learning the model. In a cohort of 21,022 cancer patients who were registered into Korea Central Cancer Registry (KCCR) in Seoul National University Hospital between January 1, 2004 and December 31, 2013, our method achieves 0.7892 precision, 0.7506 recall, and 0.7576 F-measure in predicting whether a patient will develop AKI during the next 14 days. [ABSTRACT FROM AUTHOR]

Co-evolution between pairs of residues in a multiple sequence alignment (MSA) of homologous proteins has long been proposed as an indicator of structural contacts. Recently, several methods, such as direct-coupling analysis (DCA) and MetaPSICOV, have been shown to achieve impressive rates of contact prediction by taking advantage of considerable sequence data. In this paper, we show that prediction success rates are highly sensitive to the structural definition of a contact, with more permissive definitions (i.e., those classifying more pairs as true contacts) naturally leading to higher positive predictive rates, but at the expense of the amount of structural information contributed by each contact. Thus, the remaining limitations of contact prediction algorithms are most noticeable in conjunction with geometrically restrictive contacts—precisely those that contribute more information in structure prediction. We suggest that to improve prediction rates for such “informative” contacts one could combine co-evolution scores with additional indicators of contact likelihood. Specifically, we find that when a pair of co-varying positions in an MSA is occupied by residue pairs with favorable statistical contact energies, that pair is more likely to represent a true contact. We show that combining a contact potential metric with DCA or MetaPSICOV performs considerably better than DCA or MetaPSICOV alone, respectively. This is true regardless of contact definition, but especially true for stricter and more informative contact definitions. In summary, this work outlines some remaining challenges to be addressed in contact prediction and proposes and validates a promising direction towards improvement. [ABSTRACT FROM AUTHOR]

This paper presents results of an artificial stock market and tries to make it more consistent with the statistical features of real stock data. Based on the SFI-ASM, a novel model is proposed to make agents more close to the real world. Agents are divided into four kinds in terms of different learning speeds, strategy-sizes, utility functions, and level of intelligence; and a crucial parameter has been found to ensure system stability. So, some parameters are appended to make the model which contains zero-intelligent and less-intelligent agents run steadily. Moreover, considering real stock markets change violently due to the financial crisis; the real stock markets are divided into two segments, before the financial crisis and after it. The optimal modified model before the financial crisis fails to replicate the statistical features of the real market after the financial crisis. Then, the optimal model after the financial crisis is shown. The experiments indicate that the optimal model after the financial crisis is able to replicate several of real market phenomena, including the first-order autocorrelation, kurtosis, standard deviation of yield series and first-order autocorrelation of yield square. We point out that there is a structural change in stock markets after the financial crisis, which can benefit people forecast the financial crisis. [ABSTRACT FROM AUTHOR]

Recent studies on machine learning technology have reported successful performances in some visual and auditory recognition tasks, while little has been reported in the field of olfaction. In this paper we report computational methods to predict the odor impression of a chemical from its physicochemical properties. Our predictive model utilizes nonlinear dimensionality reduction on mass spectra data and performs the clustering of descriptors by natural language processing. Sensory evaluation is widely used to measure human impressions to smell or taste by using verbal descriptors, such as “spicy” and “sweet”. However, as it requires significant amounts of time and human resources, a large-scale sensory evaluation test is difficult to perform. Our model successfully predicts a group of descriptors for a target chemical through a series of computer simulations. Although the training text data used in the language modeling is not specialized for olfaction, the experimental results show that our method is useful for analyzing sensory datasets. This is the first report to combine machine olfaction with natural language processing for odor character prediction. [ABSTRACT FROM AUTHOR]

Essential proteins are crucial to living cells. Identification of essential proteins from protein-protein interaction (PPI) networks can be applied to pathway analysis and function prediction, furthermore, it can contribute to disease diagnosis and drug design. There have been some experimental and computational methods designed to identify essential proteins, however, the prediction precision remains to be improved. In this paper, we propose a new method for identifying essential proteins based on Participation degree of a protein in protein Complexes and Subgraph Density, named as PCSD. In order to test the performance of PCSD, four PPI datasets (DIP, Krogan, MIPS and Gavin) are used to conduct experiments. The experiment results have demonstrated that PCSD achieves a better performance for predicting essential proteins compared with some competing methods including DC, SC, EC, IC, LAC, NC, WDC, PeC, UDoNC, and compared with the most recent method LBCC, PCSD can correctly predict more essential proteins from certain numbers of top ranked proteins on the DIP dataset, which indicates that PCSD is very effective in discovering essential proteins in most case. [ABSTRACT FROM AUTHOR]

Recent large-scale genome-wide association studies have identified tens of genetic loci robustly associated with Body Mass Index (BMI). Gene expression profiles were also found to be associated with BMI. However, accurate prediction of obesity risk utilizing genetic data remains challenging. In a cohort of 75 individuals, we integrated 27 BMI-associated SNPs and obesity-associated gene expression profiles. Genetic risk score was computed by adding BMI-increasing alleles. The genetic risk score was significantly correlated with BMI when an optimization algorithm was used that excluded some SNPs. Linear regression and support vector machine models were built to predict obesity risk using gene expression profiles and the genetic risk score. An adjusted R2 of 0.556 and accuracy of 76% was achieved for the linear regression and support vector machine models, respectively. In this paper, we report a new mathematical method to predict obesity genetic risk. We constructed obesity prediction models based on genetic information for a small cohort. Our computational framework serves as an example for using genetic information to predict obesity risk for specific cohorts. [ABSTRACT FROM AUTHOR]

Particle separation in microfluidic devices is a common problematic for sample preparation in biology. Deterministic lateral displacement (DLD) is efficiently implemented as a size-based fractionation technique to separate two populations of particles around a specific size. However, real biological samples contain components of many different sizes and a single DLD separation step is not sufficient to purify these complex samples. When connecting several DLD modules in series, pressure balancing at the DLD outlets of each step becomes critical to ensure an optimal separation efficiency. A generic microfluidic platform is presented in this paper to optimize pressure balancing, when DLD separation is connected either to another DLD module or to a different microfluidic function. This is made possible by generating droplets at T-junctions connected to the DLD outlets. Droplets act as pressure controllers, which perform at the same time the encapsulation of DLD sorted particles and the balance of output pressures. The optimized pressures to apply on DLD modules and on T-junctions are determined by a general model that ensures the equilibrium of the entire platform. The proposed separation platform is completely modular and reconfigurable since the same predictive model applies to any cascaded DLD modules of the droplet-based cartridge. [ABSTRACT FROM AUTHOR]

In this paper, the suitability and performance of ANFIS (adaptive neuro-fuzzy inference system), ANFIS-PSO (particle swarm optimization), ANFIS-GA (genetic algorithm) and ANFIS-DE (differential evolution) has been investigated for the prediction of monthly and weekly wind power density (WPD) of four different locations named Mersing, Kuala Terengganu, Pulau Langkawi and Bayan Lepas all in Malaysia. For this aim, standalone ANFIS, ANFIS-PSO, ANFIS-GA and ANFIS-DE prediction algorithm are developed in MATLAB platform. The performance of the proposed hybrid ANFIS models is determined by computing different statistical parameters such as mean absolute bias error (MABE), mean absolute percentage error (MAPE), root mean square error (RMSE) and coefficient of determination (R2). The results obtained from ANFIS-PSO and ANFIS-GA enjoy higher performance and accuracy than other models, and they can be suggested for practical application to predict monthly and weekly mean wind power density. Besides, the capability of the proposed hybrid ANFIS models is examined to predict the wind data for the locations where measured wind data are not available, and the results are compared with the measured wind data from nearby stations. [ABSTRACT FROM AUTHOR]

The prediction of protein complexes from protein-protein interactions (PPIs) is a well-studied problem in bioinformatics. However, the currently available PPI data is not enough to describe all known protein complexes. In this paper, we express the problem of determining the minimum number of (additional) required protein-protein interactions as a graph theoretic problem under the constraint that each complex constitutes a connected component in a PPI network. For this problem, we develop two computational methods: one is based on integer linear programming (ILPMinPPI) and the other one is based on an existing greedy-type approximation algorithm (GreedyMinPPI) originally developed in the context of communication and social networks. Since the former method is only applicable to datasets of small size, we apply the latter method to a combination of the CYC2008 protein complex dataset and each of eight PPI datasets (STRING, MINT, BioGRID, IntAct, DIP, BIND, WI-PHI, iRefIndex). The results show that the minimum number of additional required PPIs ranges from 51 (STRING) to 964 (BIND), and that even the four best PPI databases, STRING (51), BioGRID (67), WI-PHI (93) and iRefIndex (85), do not include enough PPIs to form all CYC2008 protein complexes. We also demonstrate that the proposed problem framework and our solutions can enhance the prediction accuracy of existing PPI prediction methods. ILPMinPPI can be freely downloaded from . [ABSTRACT FROM AUTHOR]

Along with the rapid development of Intelligent Transportation Systems, traffic data collection technologies have progressed fast. The emergence of innovative data collection technologies such as remote traffic microwave sensor, Bluetooth sensor, GPS-based floating car method, and automated license plate recognition, has significantly increased the variety and volume of traffic data. Despite the development of these technologies, the missing data issue is still a problem that poses great challenge for data based applications such as traffic forecasting, real-time incident detection, dynamic route guidance, and massive evacuation optimization. A thorough literature review suggests most current imputation models either focus on the temporal nature of the traffic data and fail to consider the spatial information of neighboring locations or assume the data follow a certain distribution. These two issues reduce the imputation accuracy and limit the use of the corresponding imputation methods respectively. As a result, this paper presents a Kriging based data imputation approach that is able to fully utilize the spatiotemporal correlation in the traffic data and that does not assume the data follow any distribution. A set of scenarios with different missing rates are used to evaluate the performance of the proposed method. The performance of the proposed method was compared with that of two other widely used methods, historical average and K-nearest neighborhood. Comparison results indicate that the proposed method has the highest imputation accuracy and is more flexible compared to other methods. [ABSTRACT FROM AUTHOR]

An Acute Hypotensive Episode (AHE) is the sudden onset of a sustained period of low blood pressure and is one among the most critical conditions in Intensive Care Units (ICU). Without timely medical care, it can lead to an irreversible organ damage and death. By identifying patients at risk for AHE early, adequate medical intervention can save lives and improve patient outcomes. In this paper, we design a novel dual–boundary classification based approach for identifying patients at risk for AHE. Our algorithm uses only simple summary statistics of past Blood Pressure measurements and can be used in an online environment facilitating real–time updates and prediction. We perform extensive experiments with more than 4,500 patient records and demonstrate that our method outperforms the previous best approaches of AHE prediction. Our method can identify AHE patients two hours in advance of the onset, giving sufficient time for appropriate clinical intervention with nearly 80% sensitivity and at 95% specificity, thus having very few false positives. [ABSTRACT FROM AUTHOR]

Post-translational modification refers to the biological mechanism involved in the enzymatic modification of proteins after being translated in the ribosome. This mechanism comprises a wide range of structural modifications, which bring dramatic variations to the biological function of proteins. One of the recently discovered modifications is succinylation. Although succinylation can be detected through mass spectrometry, its current experimental detection turns out to be a timely process unable to meet the exponential growth of sequenced proteins. Therefore, the implementation of fast and accurate computational methods has emerged as a feasible solution. This paper proposes a novel classification approach, which effectively incorporates the secondary structure and evolutionary information of proteins through profile bigrams for succinylation prediction. The proposed predictor, abbreviated as SSEvol-Suc, made use of the above features for training an AdaBoost classifier and consequently predicting succinylated lysine residues. When SSEvol-Suc was compared with four benchmark predictors, it outperformed them in metrics such as sensitivity (0.909), accuracy (0.875) and Matthews correlation coefficient (0.75). [ABSTRACT FROM AUTHOR]

In this paper, a support vector machine (SVM) model which can be used to predict the compressive strength of mortars exposed to sulfate attack was established. An accelerated corrosion test was applied to collect compressive strength data. For predicting the compressive strength of mortars, a total of 638 data samples obtained from experiment was chosen as a dataset to establish a SVM model. The values of the coefficient of determination, the mean absolute error, the mean absolute percentage error and the root mean square error were used for evaluating the predictive accuracy. The main factors affecting the predicted compressive strength were obtained by sensitivity analysis. A SVM model was calibrated, validated, and finally established. Moreover, the performance of the SVM model was compared to an artificial neural network (ANN) model. Results show that the prediction values from the SVM model were close to the experimental values; the main factors sensitive to concrete compressive strength were exposure time, water-cement ratio and sulfate ions; the performance of the SVM model was better than the ANN model. The SVM model developed in this study can be potentially used for predicting the compressive strength of cement-based materials servicing in harsh environments. [ABSTRACT FROM AUTHOR]

Classification models built on biological expression data are increasingly used to predict distinct disease subtypes. Selected features that separate sample groups can be the candidates of biomarkers, helping us to discover biological functions/pathways. However, three challenges are associated with building a robust classification and feature selection model: 1) the number of significant biomarkers is much smaller than that of measured features for which the search will be exhaustive; 2) current biological expression data are big in both sample size and feature size which will worsen the scalability of any search algorithms; and 3) expression profiles of certain features are typically highly correlated which may prevent to distinguish the predominant features. Unfortunately, most of the existing algorithms are partially addressing part of these challenges but not as a whole. In this paper, we propose a unified framework to address the above challenges. The classification and feature selection problem is first formulated as a nonconvex optimisation problem. Then the problem is relaxed and solved iteratively by a sequence of convex optimisation procedures which can be distributed computed and therefore allows the efficient implementation on advanced infrastructures. To illustrate the competence of our method over others, we first analyse a randomly generated simulation dataset under various conditions. We then analyse a real gene expression dataset on embryonal tumour. Further downstream analysis, such as functional annotation and pathway analysis, are performed on the selected features which elucidate several biological findings. [ABSTRACT FROM AUTHOR]

Emergency resource is important for people evacuation and property rescue when accident occurs. The relief efforts could be promoted by a reasonable emergency resource allocation schedule in advance. As the marine environment is complicated and changeful, the place, type, severity of maritime accident is uncertain and stochastic, bringing about dynamic demand of emergency resource. Considering dynamic demand, how to make a reasonable emergency resource allocation schedule is challenging. The key problem is to determine the optimal stock of emergency resource for supplier centers to improve relief efforts. This paper studies the dynamic demand, and which is defined as a set. Then a maritime emergency resource allocation model with uncertain data is presented. Afterwards, a robust approach is developed and used to make sure that the resource allocation schedule performs well with dynamic demand. Finally, a case study shows that the proposed methodology is feasible in maritime emergency resource allocation. The findings could help emergency manager to schedule the emergency resource allocation more flexibly in terms of dynamic demand. [ABSTRACT FROM AUTHOR]

One of the foundations of financial economics is the idea that rational investors will discount stocks with more risk (volatility), which will result in a positive relation between risk and future returns. However, the empirical evidence is mixed when determining how volatility is related to future returns. In this paper, we examine this relation using a range-based measure of volatility, which is shown to be theoretically, numerically, and empirically superior to other measures of volatility. In a variety of tests, we find that range-based volatility is negatively associated with expected stock returns. These results are robust to time-series multifactor models as well as cross-sectional tests. Our findings contribute to the debate about the direction of the relationship between risk and return and confirm the presence of the low volatility anomaly, or the anomalous finding that low volatility stocks outperform high volatility stocks. In other tests, we find that the lower returns associated with range-based volatility are driven by stocks with lottery-like characteristics. [ABSTRACT FROM AUTHOR]

People are increasingly leaving digital traces of their daily activities through interacting with their digital environment. Among these traces, financial transactions are of paramount interest since they provide a panoramic view of human life through the lens of purchases, from food and clothes to sport and travel. Although many analyses have been done to study the individual preferences based on credit card transaction, characterizing human behavior at larger scales remains largely unexplored. This is mainly due to the lack of models that can relate individual transactions to macro-socioeconomic indicators. Building these models, not only can we obtain a nearly real-time information about socioeconomic characteristics of regions, usually available yearly or quarterly through official statistics, but also it can reveal hidden social and economic structures that cannot be captured by official indicators. In this paper, we aim to elucidate how macro-socioeconomic patterns could be understood based on individual financial decisions. To this end, we reveal the underlying interconnection of the network of spending leveraging anonymized individual credit/debit card transactions data, craft micro-socioeconomic indices that consists of various social and economic aspects of human life, and propose a machine learning framework to predict macro-socioeconomic indicators. [ABSTRACT FROM AUTHOR]

Broken water pumps continue to impede efforts to deliver clean and economically-viable water to the global poor. The literature has demonstrated that customers’ health benefits and willingness to pay for clean water are best realized when clean water infrastructure performs extremely well (>99% uptime). In this paper, we used sensor data from 42 Afridev-brand handpumps observed for 14 months in western Kenya to demonstrate how sensors and supervised ensemble machine learning could be used to increase total fleet uptime from a best-practices baseline of about 70% to >99%. We accomplish this increase in uptime by forecasting pump failures and identifying existing failures very quickly. Comparing the costs of operating the pump per functional year over a lifetime of 10 years, we estimate that implementing this algorithm would save 7% on the levelized cost of water relative to a sensor-less scheduled maintenance program. Combined with a rigorous system for dispatching maintenance personnel, implementing this algorithm in a real-world program could significantly improve health outcomes and customers’ willingness to pay for water services. [ABSTRACT FROM AUTHOR]

How to identify protein complex is an important and challenging task in proteomics. It would make great contribution to our knowledge of molecular mechanism in cell life activities. However, the inherent organization and dynamic characteristic of cell system have rarely been incorporated into the existing algorithms for detecting protein complexes because of the limitation of protein-protein interaction (PPI) data produced by high throughput techniques. The availability of time course gene expression profile enables us to uncover the dynamics of molecular networks and improve the detection of protein complexes. In order to achieve this goal, this paper proposes a novel algorithm DCA (Dynamic Core-Attachment). It detects protein-complex core comprising of continually expressed and highly connected proteins in dynamic PPI network, and then the protein complex is formed by including the attachments with high adhesion into the core. The integration of core-attachment feature into the dynamic PPI network is responsible for the superiority of our algorithm. DCA has been applied on two different yeast dynamic PPI networks and the experimental results show that it performs significantly better than the state-of-the-art techniques in terms of prediction accuracy, hF-measure and statistical significance in biology. In addition, the identified complexes with strong biological significance provide potential candidate complexes for biologists to validate. [ABSTRACT FROM AUTHOR]