Genetic Algorithms and Investment Strategy Development

The aim of this paper is to investigate the use of genetic algorithms in investment strategy development. This work follows and supports Franklin Allen and Risto Karljalainen’s previous work1 in the field, as well adding new insight into further applications of the methodology. The paper first examines the capabilities of the algorithm designed in Allen and Karjalainen’s work by using human‐developed (rather than market‐historical) datasets to determine whether the algorithm can detect simple signals; the results show that the algorithm is quite capable of such basic tasks. Next, the S&P 500 test performed in Allen and Karjalainen’s original work was confirmed. Then, experiments were conducted in emerging equity markets, as well as commodities markets with a range of fundamental as well as technical indicators. The results generally show no significant positive excess returns above a buy‐and‐hold strategy; speculations for possible reasons are discussed. In addition, suggestions for future research endeavors are presente

Location of Violent Crime Relative to Trauma Resources in Detroit: Implications for Community Interventions

Introduction: Detroit, Michigan, is among the leading United States cities for per-capita homicide and violent crime. Hospital- and community-based intervention programs could decrease the rate of violent-crime related injury but require a detailed understanding of the locations of violence in the community to be most effective.Methods: We performed a retrospective geospatial analysis of all violent crimes reported within the city of Detroit from 2009-2015 comparing locations of crimes to locations of major hospitals. We calculated distances between violent crimes and trauma centers, and applied summary spatial statistics.Results: Approximately 1.1 million crimes occurred in Detroit during the study period, including approximately 200,000 violent crimes. The distance between the majority of violent crimes and hospitals was less than five kilometers (3.1 miles). Among violent crimes, the closest hospital was an outlying Level II trauma center 60% of the time.Conclusion: Violent crimes in Detroit occur throughout the city, often closest to a Level II trauma center. Understanding geospatial components of violence relative to trauma center resources is important for effective implementation of hospital- and community-based interventions and targeted allocation of resources.

A Genome-Wide Association Study of Total Bilirubin and Cholelithiasis Risk in Sickle Cell Anemia

Serum bilirubin levels have been associated with polymorphisms in the UGT1A1 promoter in normal populations and in patients with hemolytic anemias, including sickle cell anemia. When hemolysis occurs circulating heme increases, leading to elevated bilirubin levels and an increased incidence of cholelithiasis. We performed the first genome-wide association study (GWAS) of bilirubin levels and cholelithiasis risk in a discovery cohort of 1,117 sickle cell anemia patients. We found 15 single nucleotide polymorphisms (SNPs) associated with total bilirubin levels at the genome-wide significance level (p value <5×10−8). SNPs in UGT1A1, UGT1A3, UGT1A6, UGT1A8 and UGT1A10, different isoforms within the UGT1A locus, were identified (most significant rs887829, p = 9.08×10−25). All of these associations were validated in 4 independent sets of sickle cell anemia patients. We tested the association of the 15 SNPs with cholelithiasis in the discovery cohort and found a significant association (most significant p value 1.15×10−4). These results confirm that the UGT1A region is the major regulator of bilirubin metabolism in African Americans with sickle cell anemia, similar to what is observed in other ethnicities

Location of Violent Crime Relative to Trauma Resources in Detroit: Implications for Community Interventions.

INTRODUCTION: Detroit, Michigan, is among the leading United States cities for per-capita homicide and violent crime. Hospital- and community-based intervention programs could decrease the rate of violent-crime related injury but require a detailed understanding of the locations of violence in the community to be most effective. METHODS: We performed a retrospective geospatial analysis of all violent crimes reported within the city of Detroit from 2009-2015 comparing locations of crimes to locations of major hospitals. We calculated distances between violent crimes and trauma centers, and applied summary spatial statistics. RESULTS: Approximately 1.1 million crimes occurred in Detroit during the study period, including approximately 200,000 violent crimes. The distance between the majority of violent crimes and hospitals was less than five kilometers (3.1 miles). Among violent crimes, the closest hospital was an outlying Level II trauma center 60% of the time. CONCLUSION: Violent crimes in Detroit occur throughout the city, often closest to a Level II trauma center. Understanding geospatial components of violence relative to trauma center resources is important for effective implementation of hospital- and community-based interventions and targeted allocation of resources

Location of Violent Crime Relative to Trauma Resources in Detroit: Implications for Community Interventions

Introduction: Detroit, Michigan, is among the leading United States cities for per-capita homicide and violent crime. Hospital- and community-based intervention programs could decrease the rate of violent-crime related injury but require a detailed understanding of the locations of violence in the community to be most effective.Methods: We performed a retrospective geospatial analysis of all violent crimes reported within the city of Detroit from 2009-2015 comparing locations of crimes to locations of major hospitals. We calculated distances between violent crimes and trauma centers, and applied summary spatial statistics.Results: Approximately 1.1 million crimes occurred in Detroit during the study period, including approximately 200,000 violent crimes. The distance between the majority of violent crimes and hospitals was less than five kilometers (3.1 miles). Among violent crimes, the closest hospital was an outlying Level II trauma center 60% of the time.Conclusion: Violent crimes in Detroit occur throughout the city, often closest to a Level II trauma center. Understanding geospatial components of violence relative to trauma center resources is important for effective implementation of hospital- and community-based interventions and targeted allocation of resources.&nbsp

Who Stayed Home Under Safer-at-Home? Impacts of COVID-19 on Volume and Patient-Mix at an Emergency Department

Introduction: To describe the impact of COVID-19 on a large, urban emergency department (ED) in Los Angeles, California, we sought to estimate the effect of the novel coronavirus 2019 (COVID-19) and “safer-at-home” declaration on ED visits, patient demographics, and diagnosis-mix compared to prior years.Methods: We used descriptive statistics to compare ED volume and rates of admission for patients presenting to the ED between January and early May of 2018, 2019, and 2020.Results: Immediately after California’s “safer-at-home” declaration, ED utilization dropped by 11,000 visits (37%) compared to the same nine weeks in prior years. The drop affected patients regardless of acuity, demographics, or diagnosis. Reductions were observed in the number of patients reporting symptoms often associated with COVID-19 and all other complaints. After the declaration, higher acuity, older, male, Black, uninsured or non-Medicaid, publicly insured, accounted for a disproportionate share of utilization.Conclusion: We show an abrupt, discontinuous impact of COVID-19 on ED utilization with a slow return as safer-at-home orders have lifted. It is imperative to determine how this reduction will impact patient outcomes, disease control, and the health of the community in the medium and long terms

Who Stayed Home Under Safer-at-Home? Impacts of COVID-19 on Volume and Patient-Mix at an Emergency Department

Introduction: To describe the impact of COVID-19 on a large, urban emergency department (ED) in Los Angeles, California, we sought to estimate the effect of the novel coronavirus 2019 (COVID-19) and “safer-at-home” declaration on ED visits, patient demographics, and diagnosis-mix compared to prior years.Methods: We used descriptive statistics to compare ED volume and rates of admission for patients presenting to the ED between January and early May of 2018, 2019, and 2020.Results: Immediately after California’s “safer-at-home” declaration, ED utilization dropped by 11,000 visits (37%) compared to the same nine weeks in prior years. The drop affected patients regardless of acuity, demographics, or diagnosis. Reductions were observed in the number of patients reporting symptoms often associated with COVID-19 and all other complaints. After the declaration, higher acuity, older, male, Black, uninsured or non-Medicaid, publicly insured, accounted for a disproportionate share of utilization.Conclusion: We show an abrupt, discontinuous impact of COVID-19 on ED utilization with a slow return as safer-at-home orders have lifted. It is imperative to determine how this reduction will impact patient outcomes, disease control, and the health of the community in the medium and long terms

Accuracy of Inferior Vena Cava Ultrasound for Predicting Dehydration in Children with Acute Diarrhea in Resource-Limited Settings.

INTRODUCTION:Although dehydration from diarrhea is a leading cause of morbidity and mortality in children under five, existing methods of assessing dehydration status in children have limited accuracy. OBJECTIVE:To assess the accuracy of point-of-care ultrasound measurement of the aorta-to-IVC ratio as a predictor of dehydration in children. METHODS:A prospective cohort study of children under five years with acute diarrhea was conducted in the rehydration unit of the International Centre for Diarrhoeal Disease Research, Bangladesh (icddr,b). Ultrasound measurements of aorta-to-IVC ratio and dehydrated weight were obtained on patient arrival. Percent weight change was monitored during rehydration to classify children as having "some dehydration" with weight change 3-9% or "severe dehydration" with weight change > 9%. Logistic regression analysis and Receiver-Operator Characteristic (ROC) curves were used to evaluate the accuracy of aorta-to-IVC ratio as a predictor of dehydration severity. RESULTS:850 children were enrolled, of which 771 were included in the final analysis. Aorta to IVC ratio was a significant predictor of the percent dehydration in children with acute diarrhea, with each 1-point increase in the aorta to IVC ratio predicting a 1.1% increase in the percent dehydration of the child. However, the area under the ROC curve (0.60), sensitivity (67%), and specificity (49%), for predicting severe dehydration were all poor. CONCLUSIONS:Point-of-care ultrasound of the aorta-to-IVC ratio was statistically associated with volume status, but was not accurate enough to be used as an independent screening tool for dehydration in children under five years presenting with acute diarrhea in a resource-limited setting

Change in IVC and Aorta diameter with Rehydration.

<p>Change in IVC and Aorta diameter with Rehydration.</p

Patient enrollment.

<p>Patient enrollment.</p