Power Utility Maximization in Discrete-Time and Continuous-Time Exponential Levy Models

Consider power utility maximization of terminal wealth in a 1-dimensional continuous-time exponential Levy model with finite time horizon. We discretize the model by restricting portfolio adjustments to an equidistant discrete time grid. Under minimal assumptions we prove convergence of the optimal discrete-time strategies to the continuous-time counterpart. In addition, we provide and compare qualitative properties of the discrete-time and continuous-time optimizers.Comment: 18 pages, to appear in Mathematical Methods of Operations Research. The final publication is available at springerlink.co

RSEQREP: RNA-Seq Reports, an open-source cloud-enabled framework for reproducible RNA-Seq data processing, analysis, and result reporting

RNA-Seq is increasingly being used to measure human RNA expression on a genome-wide scale. Expression profiles can be interrogated to identify and functionally characterize treatment-responsive genes. Ultimately, such controlled studies promise to reveal insights into molecular mechanisms of treatment effects, identify biomarkers, and realize personalized medicine. RNA-Seq Reports (RSEQREP) is a new open-source cloud-enabled framework that allows users to execute start-to-end gene-level RNA-Seq analysis on a preconfigured RSEQREP Amazon Virtual Machine Image (AMI) hosted by AWS or on their own Ubuntu Linux machine. The framework works with unstranded, stranded, and paired-end sequence FASTQ files stored locally, on Amazon Simple Storage Service (S3), or at the Sequence Read Archive (SRA). RSEQREP automatically executes a series of customizable steps including reference alignment, CRAM compression, reference alignment QC, data normalization, multivariate data visualization, identification of differentially expressed genes, heatmaps, co-expressed gene clusters, enriched pathways, and a series of custom visualizations. The framework outputs a file collection that includes a dynamically generated PDF report using R, knitr, and LaTeX, as well as publication-ready table and figure files. A user-friendly configuration file handles sample metadata entry, processing, analysis, and reporting options. The configuration supports time series RNA-Seq experimental designs with at least one pre- and one post-treatment sample for each subject, as well as multiple treatment groups and specimen types. All RSEQREP analyses components are built using open-source R code and R/Bioconductor packages allowing for further customization. As a use case, we provide RSEQREP results for a trivalent influenza vaccine (TIV) RNA-Seq study that collected 1 pre-TIV and 10 post-TIV vaccination samples (days 1-10) for 5 subjects and two specimen types (peripheral blood mononuclear cells and B-cells)

Glycolipids produced by Rouxiella sp. DSM 100043 and isolation of the biosurfactants via foam-fractionation

Additional file 1. Table S1, Figure S1–Figure S3: Mass spectrometry data and plots of purified foam extracts of Rouxiella sp. DSM 100043. Figure S4: Full NMR spectra of Rouxiella sp. DMS 100043 glycolipids present in fractions 64-65

METAREP: JCVI metagenomics reports—an open source tool for high-performance comparative metagenomics

Summary: JCVI Metagenomics Reports (METAREP) is a Web 2.0 application designed to help scientists analyze and compare annotated metagenomics datasets. It utilizes Solr/Lucene, a high-performance scalable search engine, to quickly query large data collections. Furthermore, users can use its SQL-like query syntax to filter and refine datasets. METAREP provides graphical summaries for top taxonomic and functional classifications as well as a GO, NCBI Taxonomy and KEGG Pathway Browser. Users can compare absolute and relative counts of multiple datasets at various functional and taxonomic levels. Advanced comparative features comprise statistical tests as well as multidimensional scaling, heatmap and hierarchical clustering plots. Summaries can be exported as tab-delimited files, publication quality plots in PDF format. A data management layer allows collaborative data analysis and result sharing

RSEQREP: RNA-Seq Reports, an open-source cloud-enabled framework for reproducible RNA-Seq data processing, analysis, and result reporting [version 2; referees: 2 approved]

RNA-Seq is increasingly being used to measure human RNA expression on a genome-wide scale. Expression profiles can be interrogated to identify and functionally characterize treatment-responsive genes. Ultimately, such controlled studies promise to reveal insights into molecular mechanisms of treatment effects, identify biomarkers, and realize personalized medicine. RNA-Seq Reports (RSEQREP) is a new open-source cloud-enabled framework that allows users to execute start-to-end gene-level RNA-Seq analysis on a preconfigured RSEQREP Amazon Virtual Machine Image (AMI) hosted by AWS or on their own Ubuntu Linux machine via a Docker container or installation script. The framework works with unstranded, stranded, and paired-end sequence FASTQ files stored locally, on Amazon Simple Storage Service (S3), or at the Sequence Read Archive (SRA). RSEQREP automatically executes a series of customizable steps including reference alignment, CRAM compression, reference alignment QC, data normalization, multivariate data visualization, identification of differentially expressed genes, heatmaps, co-expressed gene clusters, enriched pathways, and a series of custom visualizations. The framework outputs a file collection that includes a dynamically generated PDF report using R, knitr, and LaTeX, as well as publication-ready table and figure files. A user-friendly configuration file handles sample metadata entry, processing, analysis, and reporting options. The configuration supports time series RNA-Seq experimental designs with at least one pre- and one post-treatment sample for each subject, as well as multiple treatment groups and specimen types. All RSEQREP analyses components are built using open-source R code and R/Bioconductor packages allowing for further customization. As a use case, we provide RSEQREP results for a trivalent influenza vaccine (TIV) RNA-Seq study that collected 1 pre-TIV and 10 post-TIV vaccination samples (days 1-10) for 5 subjects and two specimen types (peripheral blood mononuclear cells and B-cells)

The Protein Naming Utility: a rules database for protein nomenclature

Generation of syntactically correct and unambiguous names for proteins is a challenging, yet vital task for functional annotation processes. Proteins are often named based on homology to known proteins, many of which have problematic names. To address the need to generate high-quality protein names, and capture our significant experience correcting protein names manually, we have developed the Protein Naming Utility (PNU, http://www.jcvi.org/pn-utility). The PNU is a web-based database for storing and applying naming rules to identify and correct syntactically incorrect protein names, or to replace synonyms with their preferred name. The PNU allows users to generate and manage collections of naming rules, optionally building upon the growing body of rules generated at the J. Craig Venter Institute (JCVI). Since communities often enforce disparate conventions for naming proteins, the PNU supports grouping rules into user-managed collections. Users can check their protein names against a selected PNU rule collection, generating both statistics and corrected names. The PNU can also be used to correct GenBank table files prior to submission to GenBank. Currently, the database features 3080 manual rules that have been entered by JCVI Bioinformatics Analysts as well as 7458 automatically imported names

Failure to detect mutations in U2AF1 due to changes in the GRCh38 reference sequence

The U2AF1 gene is a core part of mRNA splicing machinery and frequently contains somatic mutations that contribute to oncogenesis in myelodysplastic syndrome, acute myeloid leukemia, and other cancers. A change introduced in the GRCh38 version of the human reference build prevents detection of mutations in this gene, and others, by variant calling pipelines. This study describes the problem in detail and shows that a modified GRCh38 reference build with unchanged coordinates can be used to ameliorate the issue

A Case Study for Large-Scale Human Microbiome Analysis Using JCVI’s Metagenomics Reports (METAREP)

As metagenomic studies continue to increase in their number, sequence volume and complexity, the scalability of biological analysis frameworks has become a rate-limiting factor to meaningful data interpretation. To address this issue, we have developed JCVI Metagenomics Reports (METAREP) as an open source tool to query, browse, and compare extremely large volumes of metagenomic annotations. Here we present improvements to this software including the implementation of a dynamic weighting of taxonomic and functional annotation, support for distributed searches, advanced clustering routines, and integration of additional annotation input formats. The utility of these improvements to data interpretation are demonstrated through the application of multiple comparative analysis strategies to shotgun metagenomic data produced by the National Institutes of Health Roadmap for Biomedical Research Human Microbiome Project (HMP) (http://nihroadmap.nih.gov). Specifically, the scalability of the dynamic weighting feature is evaluated and established by its application to the analysis of over 400 million weighted gene annotations derived from 14 billion short reads as predicted by the HMP Unified Metabolic Analysis Network (HUMAnN) pipeline. Further, the capacity of METAREP to facilitate the identification and simultaneous comparison of taxonomic and functional annotations including biological pathway and individual enzyme abundances from hundreds of community samples is demonstrated by providing scenarios that describe how these data can be mined to answer biological questions related to the human microbiome. These strategies provide users with a reference of how to conduct similar large-scale metagenomic analyses using METAREP with their own sequence data, while in this study they reveal insights into the nature and extent of variation in taxonomic and functional profiles across body habitats and individuals. Over one thousand HMP WGS datasets and the latest open source code are available at http://www.jcvi.org/hmp-metarep