Financial Forecasting Using the Kolmogorov–Feller Equation

An approach to analysing a financial time series using the Kolmogorov-Feller Equation is considered, in particular, the Generalised Kolmogorov-Feller Equation (GKFE) subject to variations in the Stochastic Volatility. Using the Mittag-Leffler memory function, we derive an expression for the Impulse Response Function associated with a short time window of data which is then used to derive an algorithm for computing a new index using a standard moving window process. It is shown that application of this index to financial time series, subject to a low volatility condition, correlates with the start, direction and end of a trend depending on the sampling rate of the time series and the look-back window or "period that is used. An example of this is provided in the paper using MetaTrader4

From Nonspecific DNA–Protein Encounter Complexes to the Prediction of DNA–Protein Interactions

©2009 Gao, Skolnick. This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.doi:10.1371/journal.pcbi.1000341DNA–protein interactions are involved in many essential biological activities. Because there is no simple mapping code between DNA base pairs and protein amino acids, the prediction of DNA–protein interactions is a challenging problem. Here, we present a novel computational approach for predicting DNA-binding protein residues and DNA–protein interaction modes without knowing its specific DNA target sequence. Given the structure of a DNA-binding protein, the method first generates an ensemble of complex structures obtained by rigid-body docking with a nonspecific canonical B-DNA. Representative models are subsequently selected through clustering and ranking by their DNA–protein interfacial energy. Analysis of these encounter complex models suggests that the recognition sites for specific DNA binding are usually favorable interaction sites for the nonspecific DNA probe and that nonspecific DNA–protein interaction modes exhibit some similarity to specific DNA–protein binding modes. Although the method requires as input the knowledge that the protein binds DNA, in benchmark tests, it achieves better performance in identifying DNA-binding sites than three previously established methods, which are based on sophisticated machine-learning techniques. We further apply our method to protein structures predicted through modeling and demonstrate that our method performs satisfactorily on protein models whose root-mean-square Ca deviation from native is up to 5 Å from their native structures. This study provides valuable structural insights into how a specific DNA-binding protein interacts with a nonspecific DNA sequence. The similarity between the specific DNA–protein interaction mode and nonspecific interaction modes may reflect an important sampling step in search of its specific DNA targets by a DNA-binding protein

How Morphological Constraints Affect Axonal Polarity in Mouse Neurons

Neuronal differentiation is under the tight control of both biochemical and physical information arising from neighboring cells and micro-environment. Here we wished to assay how external geometrical constraints applied to the cell body and/or the neurites of hippocampal neurons may modulate axonal polarization in vitro. Through the use of a panel of non-specific poly-L-lysine micropatterns, we manipulated the neuronal shape. By applying geometrical constraints on the cell body we provided evidence that centrosome location was not predictive of axonal polarization but rather follows axonal fate. When the geometrical constraints were applied to the neurites trajectories we demonstrated that axonal specification was inhibited by curved lines. Altogether these results indicated that intrinsic mechanical tensions occur during neuritic growth and that maximal tension was developed by the axon and expressed on straight trajectories. The strong inhibitory effect of curved lines on axon specification was further demonstrated by their ability to prevent formation of multiple axons normally induced by cytochalasin or taxol treatments. Finally we provided evidence that microtubules were involved in the tension-mediated axonal polarization, acting as curvature sensors during neuronal differentiation. Thus, biomechanics coupled to physical constraints might be the first level of regulation during neuronal development, primary to biochemical and guidance regulations

Patient-centred measurement in ophthalmology – a paradigm shift

Ophthalmologists and researchers in ophthalmology understand what a rapidly evolving field ophthalmology is, and that to conduct good research it is essential to use the latest and best methods. In outcomes research, one modern initiative has been to conduct holistic measurement of outcomes inclusive of the patient's point of view; patient-centred outcome. This, of course, means including a questionnaire. However, the irony of trying to improve outcomes research by being inclusive of many measures is that the researcher may not be expert in all measures used. Certainly, few people conducting outcomes research in ophthalmology would claim to be questionnaire experts. Most tend to be experts in their ophthalmic subspecialty and probably simply choose a popular questionnaire that appears to fit their needs and think little more about it. Perhaps, unlike our own field, we assume that the field of questionnaire research is relatively stable. This is far from the case. The measurement of patient-centred outcomes with questionnaires is a rapidly evolving field. Indeed, over the last few years a paradigm shift has occurred in patient-centred measurement

Ageing vision and falls: a review

Background: Falls are the leading cause of accidental injury and death among older adults. One of three adults over the age of 65 years falls annually. As the size of elderly population increases, falls become a major concern for public health and there is a pressing need to understand the causes of falls thoroughly. Main body of the abstract: While it is well documented that visual functions such as visual acuity, contrast sensitivity, and stereo acuity are correlated with fall risks, little attention has been paid to the relationship between falls and the ability of the visual system to perceive motion in the environment. The omission of visual motion perception in the literature is a critical gap because it is an essential function in maintaining balance. In the present article, we first review existing studies regarding visual risk factors for falls and the effect of ageing vision on falls. We then present a group of phenomena such as vection and sensory reweighting that provide information on how visual motion signals are used to maintain balance. Conclusion: We suggest that the current list of visual risk factors for falls should be elaborated by taking into account the relationship between visual motion perception and balance control

Accelerometer-based physical activity in a large observational cohort - study protocol and design of the activity and function of the elderly in Ulm (ActiFE Ulm) study

<p>Abstract</p> <p>Background</p> <p>A large number of studies have demonstrated a positive effect of increased physical activity (PA) on various health outcomes. In all large geriatric studies, however, PA has only been assessed by interview-based instruments which are all subject to substantial bias. This may represent one reason why associations of PA with geriatric syndromes such as falls show controversial results. The general aim of the Active-Ulm study was to determine the association of accelerometer-based physical activity with different health-related parameters, and to study the influence of this standardized objective measure of physical activity on health- and disability-related parameters in a longitudinal setting.</p> <p>Methods</p> <p>We have set up an observational cohort study in 1500 community dwelling older persons (65 to 90 years) stratified by age and sex. Addresses have been obtained from the local residents registration offices. The study is carried out jointly with the IMCA - Respiratory Health Survey in the Elderly implemented in the context of the European project IMCA II. The study has a cross-sectional part (1) which focuses on PA and disability and two longitudinal parts (2) and (3). The primary information for part (2) is a prospective 1 year falls calendar including assessment of medication change. Part (3) will be performed about 36 months following baseline. Primary variables of interest include disability, PA, falls and cognitive function. Baseline recruitment has started in March 2009 and will be finished in April 2010.</p> <p>All participants are visited three times within one week, either at home or in the study center. Assessments included interviews on quality of life, diagnosed diseases, common risk factors as well as novel cognitive tests and established tests of physical functioning. PA is measured using an accelerometer-based sensor device, carried continuously over a one week period and accompanied by a prospective activity diary.</p> <p>Discussion</p> <p>The assessment of PA using a high standard accelerometer-based device is feasible in a large population-based study. The results obtained from cross-sectional and longitudinal analyses will shed light on important associations between PA and various outcomes and may provide information for specific interventions in older people.</p