40,449 research outputs found

    Sequence-based Multiscale Model (SeqMM) for High-throughput chromosome conformation capture (Hi-C) data analysis

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    In this paper, I introduce a Sequence-based Multiscale Model (SeqMM) for the biomolecular data analysis. With the combination of spectral graph method, I reveal the essential difference between the global scale models and local scale ones in structure clustering, i.e., different optimization on Euclidean (or spatial) distances and sequential (or genomic) distances. More specifically, clusters from global scale models optimize Euclidean distance relations. Local scale models, on the other hand, result in clusters that optimize the genomic distance relations. For a biomolecular data, Euclidean distances and sequential distances are two independent variables, which can never be optimized simultaneously in data clustering. However, sequence scale in my SeqMM can work as a tuning parameter that balances these two variables and deliver different clusterings based on my purposes. Further, my SeqMM is used to explore the hierarchical structures of chromosomes. I find that in global scale, the Fiedler vector from my SeqMM bears a great similarity with the principal vector from principal component analysis, and can be used to study genomic compartments. In TAD analysis, I find that TADs evaluated from different scales are not consistent and vary a lot. Particularly when the sequence scale is small, the calculated TAD boundaries are dramatically different. Even for regions with high contact frequencies, TAD regions show no obvious consistence. However, when the scale value increases further, although TADs are still quite different, TAD boundaries in these high contact frequency regions become more and more consistent. Finally, I find that for a fixed local scale, my method can deliver very robust TAD boundaries in different cluster numbers.Comment: 22 PAGES, 13 FIGURE

    What is the Minimal Systemic Risk in Financial Exposure Networks?

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    Management of systemic risk in financial markets is traditionally associated with setting (higher) capital requirements for market participants. There are indications that while equity ratios have been increased massively since the financial crisis, systemic risk levels might not have lowered, but even increased. It has been shown that systemic risk is to a large extent related to the underlying network topology of financial exposures. A natural question arising is how much systemic risk can be eliminated by optimally rearranging these networks and without increasing capital requirements. Overlapping portfolios with minimized systemic risk which provide the same market functionality as empirical ones have been studied by [pichler2018]. Here we propose a similar method for direct exposure networks, and apply it to cross-sectional interbank loan networks, consisting of 10 quarterly observations of the Austrian interbank market. We show that the suggested framework rearranges the network topology, such that systemic risk is reduced by a factor of approximately 3.5, and leaves the relevant economic features of the optimized network and its agents unchanged. The presented optimization procedure is not intended to actually re-configure interbank markets, but to demonstrate the huge potential for systemic risk management through rearranging exposure networks, in contrast to increasing capital requirements that were shown to have only marginal effects on systemic risk [poledna2017]. Ways to actually incentivize a self-organized formation toward optimal network configurations were introduced in [thurner2013] and [poledna2016]. For regulatory policies concerning financial market stability the knowledge of minimal systemic risk for a given economic environment can serve as a benchmark for monitoring actual systemic risk in markets.Comment: 25 page

    Multi-objective model for optimizing railway infrastructure asset renewal

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    Trabalho inspirado num problema real da empresa Infraestruturas de Portugal, EP.A multi-objective model for managing railway infrastructure asset renewal is presented. The model aims to optimize three objectives, while respecting operational constraints: levelling investment throughout multiple years, minimizing total cost and minimizing work start postponements. Its output is an optimized intervention schedule. The model is based on a case study from a Portuguese infrastructure management company, which specified the objectives and constraints, and reflects management practice on railway infrastructure. The results show that investment levelling greatly influences the other objectives and that total cost fluctuations may range from insignificant to important, depending on the condition of the infrastructure. The results structure is argued to be general and suggests a practical methodology for analysing trade-offs and selecting a solution for implementation.info:eu-repo/semantics/publishedVersio
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