A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market

This chapter presents a comparative study of the three portfolio optimization methods, MVP, HRP, and HERC, on the Indian stock market, particularly focusing on the stocks chosen from 15 sectors listed on the National Stock Exchange of India. The top stocks of each cluster are identified based on their free-float market capitalization from the report of the NSE published on July 1, 2022 (NSE Website). For each sector, three portfolios are designed on stock prices from July 1, 2019, to June 30, 2022, following three portfolio optimization approaches. The portfolios are tested over the period from July 1, 2022, to June 30, 2023. For the evaluation of the performances of the portfolios, three metrics are used. These three metrics are cumulative returns, annual volatilities, and Sharpe ratios. For each sector, the portfolios that yield the highest cumulative return, the lowest volatility, and the maximum Sharpe Ratio over the training and the test periods are identified.Comment: This is the draft version of the chapter that has been accepted for publication in the edited volume titled "Data Science: Theory and Practice". The volume is edited by Jaydip Sen and Sayantani Roy Choudury and will be published by IntechOpen, London, UK. The chapter is 74 pages long and it contains 32 tables and 62 figure

ELMO1 has an essential role in the internalization of Salmonella Typhimurium into enteric macrophages that impacts disease outcome.

Backgrounds and aims4-6 million people die of enteric infections each year. After invading intestinal epithelial cells, enteric bacteria encounter phagocytes. However, little is known about how phagocytes internalize the bacteria to generate host responses. Previously, we have shown that BAI1 (Brain Angiogenesis Inhibitor 1) binds and internalizes Gram-negative bacteria through an ELMO1 (Engulfment and cell Motility protein 1)/Rac1-dependent mechanism. Here we delineate the role of ELMO1 in host inflammatory responses following enteric infection.MethodsELMO1-depleted murine macrophage cell lines, intestinal macrophages and ELMO1 deficient mice (total or myeloid-cell specific) was infected with Salmonella enterica serovar Typhimurium. The bacterial load, inflammatory cytokines and histopathology was evaluated in the ileum, cecum and spleen. The ELMO1 dependent host cytokines were detected by a cytokine array. ELMO1 mediated Rac1 activity was measured by pulldown assay.ResultsThe cytokine array showed reduced release of pro-inflammatory cytokines, including TNF-α and MCP-1, by ELMO1-depleted macrophages. Inhibition of ELMO1 expression in macrophages decreased Rac1 activation (~6 fold) and reduced internalization of Salmonella. ELMO1-dependent internalization was indispensable for TNF-α and MCP-1. Simultaneous inhibition of ELMO1 and Rac function virtually abrogated TNF-α responses to infection. Further, activation of NF-κB, ERK1/2 and p38 MAP kinases were impaired in ELMO1-depleted cells. Strikingly, bacterial internalization by intestinal macrophages was completely dependent on ELMO1. Salmonella infection of ELMO1-deficient mice resulted in a 90% reduction in bacterial burden and attenuated inflammatory responses in the ileum, spleen and cecum.ConclusionThese findings suggest a novel role for ELMO1 in facilitating intracellular bacterial sensing and the induction of inflammatory responses following infection with Salmonella

Properties of a mixed-valent iron compound with the kagomélattice

An organically templated iron sulfate of the formula [HN(CH2)6NH][FeIIIFe2IIF6(SO4)2]·[H3O] possessing the kagomé lattice has been prepared and characterized by single-crystal crystallography and other techniques. This mixed-valent iron compound shows complex magnetic properties including spin-glass behavior and magnetic hysteresis. The low-temperature specific heat data show deviation from the T2 behavior found in two-dimensional frustrated systems. Simple calculations have been carried out to understand the properties of this kagomé compound

Properties of a mixed-valent iron compound with the kagomé lattice

An organically templated iron sulfate of the formula ͓HN(CH 2 ) 6 NH͔͓Fe III Fe 2 II F 6 (SO 4 ) 2 ͔•͓H 3 O͔ possessing the kagomé lattice has been prepared and characterized by single-crystal crystallography and other techniques. This mixed-valent iron compound shows complex magnetic properties including spin-glass behavior and magnetic hysteresis. The low-temperature specific heat data show deviation from the T 2 behavior found in two-dimensional frustrated systems. Simple calculations have been carried out to understand the properties of this kagomé compound

Performance of a validated spontaneous preterm delivery predictor in South Asian and Sub-Saharan African women: a nested case control study.

OBJECTIVES: To address the disproportionate burden of preterm birth (PTB) in low- and middle-income countries, this study aimed to (1) verify the performance of the United States-validated spontaneous PTB (sPTB) predictor, comprised of the IBP4/SHBG protein ratio, in subjects from Bangladesh, Pakistan and Tanzania enrolled in the Alliance for Maternal and Newborn Health Improvement (AMANHI) biorepository study, and (2) discover biomarkers that improve performance of IBP4/SHBG in the AMANHI cohort. STUDY DESIGN: The performance of the IBP4/SHBG biomarker was first evaluated in a nested case control validation study, then utilized in a follow-on discovery study performed on the same samples. Levels of serum proteins were measured by targeted mass spectrometry. Differences between the AMANHI and U.S. cohorts were adjusted using body mass index (BMI) and gestational age (GA) at blood draw as covariates. Prediction of sPTB < 37 weeks and < 34 weeks was assessed by area under the receiver operator curve (AUC). In the discovery phase, an artificial intelligence method selected additional protein biomarkers complementary to IBP4/SHBG in the AMANHI cohort. RESULTS: The IBP4/SHBG biomarker significantly predicted sPTB < 37 weeks (n = 88 vs. 171 terms ≥ 37 weeks) after adjusting for BMI and GA at blood draw (AUC= 0.64, 95% CI: 0.57-0.71, p < .001). Performance was similar for sPTB < 34 weeks (n = 17 vs. 184 ≥ 34 weeks): AUC = 0.66, 95% CI: 0.51-0.82, p = .012. The discovery phase of the study showed that the addition of endoglin, prolactin, and tetranectin to the above model resulted in the prediction of sPTB < 37 with an AUC= 0.72 (95% CI: 0.66-0.79, p-value < .001) and prediction of sPTB < 34 with an AUC of 0.78 (95% CI: 0.67-0.90, p < .001). CONCLUSION: A protein biomarker pair developed in the U.S. may have broader application in diverse non-U.S. populations

Recycling of polyethylene/nylon 6 based waste oil pouches using compatibilizer

233-241The present investigation deals with the viability of the use of recycled oil pouch material, which is a coextruded film of LDPE/LLDPE blend and nylon 6, and the scope for improvement of its properties by addition of compatibilizers. In fact, the use of reactive compatibilizers in recycling of mixed polymer waste was well proposed. Two efficient reactive compatibilizers, viz., zinc salt of ethylene methacrylic acid copolymer (Surlyn ionomer) and polyethylene grafted maleic anhydride (Fusabond) were used for this purpose. The effectiveness of the use of compatibilizer during recycling was evaluated by infrared spectroscopy, melt flow index, scanning electron microscopy, differential scanning calorimetry, X-ray diffraction analysis and mechanical properties. It was found that both thermal stability and mechanical properties of the recycled blend were remarkably improved by the addition of compatibilizing agent. Surlyn ionomer gave the best compatibilizing effect. However, the overall performances of compatibilized recycled oil pouch materials indicate their suitability in several demanding applications