Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer

We solve a multi-period portfolio optimization problem using D-Wave Systems' quantum annealer. We derive a formulation of the problem, discuss several possible integer encoding schemes, and present numerical examples that show high success rates. The formulation incorporates transaction costs (including permanent and temporary market impact), and, significantly, the solution does not require the inversion of a covariance matrix. The discrete multi-period portfolio optimization problem we solve is significantly harder than the continuous variable problem. We present insight into how results may be improved using suitable software enhancements, and why current quantum annealing technology limits the size of problem that can be successfully solved today. The formulation presented is specifically designed to be scalable, with the expectation that as quantum annealing technology improves, larger problems will be solvable using the same techniques.Comment: 7 pages; expanded and update

A practical approach for minimising inbreeding and maximising genetic gain in dairy cattle

A method that predicts the genetic composition and inbreeding (F) of the future dairy cow population using information on the current cow population, semen use and progeny test bulls is described. This is combined with information on genetic merit of bulls to compare bull selection methods that minimise F and maximise breeding value for profit (called APR in Australia). The genetic composition of the future cow population of Australian Holstein-Friesian (HF) and Jersey up to 6 years into the future was predicted. F in Australian HF and Jersey breeds is likely to increase by about 0.002 and 0.003 per year between 2002 and 2008, respectively. A comparison of bull selection methods showed that a method that selects the best bull from all available bulls for each current or future cow, based on its calf's APR minus F depression, is better than bull selection methods based on APR alone, APR adjusted for mean F of prospective progeny after random mating and mean APR adjusted for the relationship between the selected bulls. This method reduced F of prospective progeny by about a third to a half compared to the other methods when bulls are mated to current and future cows that will be available 5 to 6 years from now. The method also reduced the relationship between the bulls selected to nearly the same extent as the method that is aimed at maximising genetic gain adjusted for the relationship between bulls. The method achieves this because cows with different pedigree exist in the population and the method selects relatively unrelated bulls to mate to these different cows. Selecting the best bull for each current or future cow so that the calf's genetic merit minus F depression is maximised can slow the rate of increase in F in the population

Radio Di Kawasan Perbatasan Indonesia Dalam Centering the Margin

Kawasan perbatasan Indonesia banyak mengalami blank spot layanan informasi sehingga siaran yang menghubungkan warganegara dan pemerintah tidak tersampaikan dengan baik. Padahal, keberadaan media di perbatasan sangat strategis sebagai penyedia informasi yang merefl eksikan dinamika lokal, mengartikulasikan kepentingan daerah sehingga dapat didengar oleh pusat. Harapannya, artikulasi tersebut dapat memberi warna pada dinamika sosial, politik, ekonomi, dan budaya di tanah air. Tulisan ini mengeksplorasi bagaimana radio di wilayah perbatasan memberikan kontribusi dalam peran centering the margin, yakni membawa aspirasi di perbatasan guna “memusatkan yang pinggir”

3D Buried Utility Location Using A Marching-Cross-Section Algorithm for Multi-sensor Data Fusion

We address the problem of accurately locating buried utility segments by fusing data from multiple sensors using a novel marching-cross-section (MCS) algorithm. Five types of sensors are used in this work: Ground Penetrating Radar (GPR), Passive Magnetic Fields (PMF), Magnetic Gradiometer (MG), Low Frequency Electromagnetic Fields (LFEM), and Vibro-acoustics (VA). As part of the MCS algorithm, a novel formulation of the extended Kalman filter (EKF) is proposed for marching existing utility tracks from a scan cross section (scs) to the next one; novel rules for initializing utilities based on hypothesized detections on the first scs and for associating predicted utility tracks with hypothesized detections in the following scss are introduced. Algorithms are proposed for generating virtual scan lines based on given hypothesized detections when different sensors do not share common scan lines, or when only the coordinates of the hypothesized detections are provided without any information of the actual survey scan lines. The performance of the proposed system is evaluated with both synthetic data and real data. The experimental results in this work demonstrate that the proposed MCS algorithm can locate multiple buried utility segments simultaneously, including both straight and curved utilities and can separate intersecting segments. By using the probabilities of a hypothesized detection being a pipe or a cable together with its 3D coordinates, the MCS algorithm is able to discriminate a pipe and a cable close to each other. The MCS algorithm can be used for both post and on-site processing. When it is used on site, the detected tracks on the current scs can help to determine the location and direction of the next scan line. The proposed “multi-utility multi-sensor” system has no limit to the number of buried utilities or the number of sensors, and the more sensor data used the more buried utility segments can be detected with more accurate location and orientation

Data hosting infrastructure for primary biodiversity data

© The Author(s), 2011. This article is distributed under the terms of the Creative Commons Attribution License. The definitive version was published in BMC Bioinformatics 12 Suppl. 15 (2011): S5, doi:10.1186/1471-2105-12-S15-S5.Today, an unprecedented volume of primary biodiversity data are being generated worldwide, yet significant amounts of these data have been and will continue to be lost after the conclusion of the projects tasked with collecting them. To get the most value out of these data it is imperative to seek a solution whereby these data are rescued, archived and made available to the biodiversity community. To this end, the biodiversity informatics community requires investment in processes and infrastructure to mitigate data loss and provide solutions for long-term hosting and sharing of biodiversity data. We review the current state of biodiversity data hosting and investigate the technological and sociological barriers to proper data management. We further explore the rescuing and re-hosting of legacy data, the state of existing toolsets and propose a future direction for the development of new discovery tools. We also explore the role of data standards and licensing in the context of data hosting and preservation. We provide five recommendations for the biodiversity community that will foster better data preservation and access: (1) encourage the community's use of data standards, (2) promote the public domain licensing of data, (3) establish a community of those involved in data hosting and archival, (4) establish hosting centers for biodiversity data, and (5) develop tools for data discovery. The community's adoption of standards and development of tools to enable data discovery is essential to sustainable data preservation. Furthermore, the increased adoption of open content licensing, the establishment of data hosting infrastructure and the creation of a data hosting and archiving community are all necessary steps towards the community ensuring that data archival policies become standardized

A Validated Genome Wide Association Study to Breed Cattle Adapted to an Environment Altered by Climate Change

Continued production of food in areas predicted to be most affected by climate change, such as dairy farming regions of Australia, will be a major challenge in coming decades. Along with rising temperatures and water shortages, scarcity of inputs such as high energy feeds is predicted. With the motivation of selecting cattle adapted to these changing environments, we conducted a genome wide association study to detect DNA markers (single nucleotide polymorphisms) associated with the sensitivity of milk production to environmental conditions. To do this we combined historical milk production and weather records with dense marker genotypes on dairy sires with many daughters milking across a wide range of production environments in Australia. Markers associated with sensitivity of milk production to feeding level and sensitivity of milk production to temperature humidity index on chromosome nine and twenty nine respectively were validated in two independent populations, one a different breed of cattle. As the extent of linkage disequilibrium across cattle breeds is limited, the underlying causative mutations have been mapped to a small genomic interval containing two promising candidate genes. The validated marker panels we have reported here will aid selection for high milk production under anticipated climate change scenarios, for example selection of sires whose daughters will be most productive at low levels of feeding

Physical activity and depressive symptoms in adolescents: a prospective study

Background: The frequency of mental illness amongst adolescents and its potential long-term consequences make it an important topic to research in relation to risk and protective factors. Research on the relationship between physical activity and depressive symptoms in adolescents is limited. There is a particular lack of evidence from longitudinal studies. This study examines the relationship between depression and physical activity using the Research with East London Adolescents: Community Health Survey (RELACHS).Methods: This was a prospective cohort study. Participants were recruited from three Local Education Authority boroughs in East London in 2001 from year 7 (aged 11-12) and year 9 (aged 13-14) and were followed-up in 2003. All pupils in the 28 schools that took part were eligible for the study. Of the total 3,322 pupils eligible for the survey the overall response rate was 84% (2,789 pupils). A total of 2,093 (75%) pupils were also followed-up in 2003. The sample was multiethnic (73% of respondents were non-white) and deprived. Just under half of the sample was male (49%). Depressive symptoms were measured using the Short Moods and Feelings Questionnaire (SMFQ). Logistic regression analyses were used to examine the association between physical activity and depressive symptoms both cross-sectionally and longitudinally.Results: After adjustments, there was evidence for a cross-sectional association between physical activity and depressive symptoms for both boys and girls at baseline, with a decrease in the odds of depressive symptoms of about 8% for each additional hour of exercise undertaken per week (boys: odds ratio (OR) = 0.92, 95% CI 0.85 to 0.99; girls: OR = 0.92, 95% CI 0.85 to 1.00). There was no evidence for an association between a change in physical activity from baseline to follow-up and depressive symptoms at follow-up.Conclusions: This study provides some evidence for an association between level of physical activity and decreased depressive symptoms in adolescents. Further longitudinal research of these associations is required before physical activity can be recommended as an intervention for depression in adolescents

The impact of co-infections on the haematological profile of East African Short-horn Zebu calves

The cumulative effect of co-infections between pathogen pairs on the haematological response of East African Short-horn Zebu calves is described. Using a longitudinal study design a stratified clustered random sample of newborn calves were recruited into the Infectious Diseases of East African Livestock (IDEAL) study and monitored at 5-weekly intervals until 51 weeks of age. At each visit sampleswere collected and analysed to determine the infection status of each calf aswell as their haematological response. The haematological parameters investigated included packed cell volume (PCV), white blood cell count (WBC) and platelet count (Plt). The pathogens of interest included tick-borne protozoa and rickettsias, trypanosomes and intestinal parasites. Generalized additive mixed-effect models were used to model the infectious status of pathogens against each haematological parameter, including significant interactions between pathogens. These models were further used to predict the cumulative effect of co-infecting pathogen pairs on each haematological parameter. The most significant decrease in PCV was found with co-infections of trypanosomes and strongyles. Strongyle infections also resulted in a significant decrease in WBC at a high infectious load. Trypanosomes were the major cause of thrombocytopenia. Platelet counts were also affected by interactions between tick-borne pathogens. Interactions between concomitant pathogens were found to complicate the prognosis and clinical presentation of infected calves and should be taken into consideration in any study that investigates disease under field conditions.The work was done as part of the Infectious Diseases of East African Livestock (IDEAL) project, which is a collaboration between the University of Pretoria, University of Edinburgh, University of Nottingham and the International Livestock Research Institute (ILRI), Nairobi, Kenya.The IDEAL project was generously funded by the Wellcome Trust (project no. 079445). The pocH-100iV Diff automated blood analyser was kindly sponsored by Sysmex© Europe GMBH.http://journals.cambridge.org/action/displayJournal?jid=PARam201