A prediction scheme using perceptually important points and dynamic time warping

An algorithmic method for assessing statistically the efficient market hypothesis (EMH) is developed based on two data mining tools, perceptually important points (PIPs) used to dynamically segment price series into subsequences, and dynamic time warping (DTW) used to find similar historical subsequences. Then predictions are made from the mappings of the most similar subsequences, and the prediction error statistic is used for the EMH assessment. The predictions are assessed on simulated price paths composed of stochastic trend and chaotic deterministic time series, and real financial data of 18 world equity markets and the GBP/USD exchange rate. The main results establish that the proposed algorithm can capture the deterministic structure in simulated series, confirm the validity of EMH on the examined equity indices, and indicate that prediction of the exchange rates using PIPs and DTW could beat at cases the prediction of last available price

A surrogate similarity measure for the mean-variance frontier optimization problem under bound and cardinality constraints

This paper deals with the mean-variance optimization frontier problem when realistic constraints are considered. Our proposed methodology hybridizes a heuristic algorithm with an exact solution approach. A genetic algorithm is applied for the identification of the assets in the portfolio, whilst the asset weights in the portfolios are obtained by a quadratic programming model. The proposed algorithmic framework produces a constrained frontier that actually fulfills the bound and cardinality constraints, unlike other proposals where the frontier is composed of several sub-frontiers, each one considering the cardinality constraint but with different assets in each sub-frontier, thus violating the cardinality constraint. This brings us to propose a surrogate similarity measure for the optimization of the constrained frontier, which differs from a previous proposal where no bound constraints were considered. Regarding the genetic algorithm, we propose an initial population to boost the convergence of the optimization process, whilst the adopted mutation and crossover genetic operators result in feasible individuals. An illustrative example using components of five major stock market indices is provided to demonstrate the effectiveness of the proposed method

Increased proportion of alcohol-related trauma in a South London Major Trauma Centre during lockdown: A cohort study

Purpose Alcohol has been associated with 10%–35% trauma admissions and 40% trauma-related deaths globally. In response to the COVID-19 pandemic, the United Kingdom (UK) entered a state of “lockdown” on 23rd March 2020. Restrictions were most significantly eased on 1st June 2020, when shops and schools re-opened. The purpose of this study was to quantify the effect of lockdown on alcohol-related trauma admissions. Methods All adult patients admitted as “trauma calls” to a London Major Trauma Centre during April 2018 and April 2019 (pre-lockdown, n=316), and 1st April–31st May 2020 (lockdown, n=191) had electronic patient records analysed retrospectively. Patients’ blood alcohol level and records of intoxication were used to identify alcohol-related trauma. Trauma admissions from pre- and post-lockdown cohorts were compared using multiple regression analyses. Results Alcohol-related trauma was present in a significantly higher proportion of adult trauma calls during lockdown (lockdown 60/191 (31.4%), vs. pre-lockdown 62/316 (19.6%); (odds ratio (OR): 0.83, 95% CI: 0.38–1.28, p0.05). Conclusions UK lockdown was independently associated with an increased proportion of alcohol-related trauma. Trauma admissions were increased during the weekend when staffing levels are reduced. With the possibility of further global “waves” of COVID-19, the long-term repercussions of dangerous alcohol-related behaviour to public health must be addressed

Arterial spectral waveform analysis in the prediction of diabetic foot ulcer healing

Objective: We assessed the association between (1) severity of vessel wall calcification, (2) number of patent vessels at the ankle and (3) arterial spectral waveform features, as assessed on a focused ankle Duplex ultrasound (DUS), and healing at 12-months in a cohort of patients who had their diabetic foot ulcers conservatively managed. Research design and methods: Scans performed on 50 limbs in 48 patients were included for analysis. Patient health records were prospectively reviewed for 12-months to assess for the outcome of ulcer healing. Results: We identified that the number of waveform components, peak systolic velocity, systolic rise time and long forward flow as well as the number of vessels patent at the ankle on DUS, may be useful independent predictors of healing, as noted by the trend towards statistical significance. Conclusion: Arterial spectral waveform features may be useful in predicting the chance of diabetic foot ulcer healing

Whole-genome sequencing reveals host factors underlying critical COVID-19

Critical COVID-19 is caused by immune-mediated inflammatory lung injury. Host genetic variation influences the development of illness requiring critical care1 or hospitalization2–4 after infection with SARS-CoV-2. The GenOMICC (Genetics of Mortality in Critical Care) study enables the comparison of genomes from individuals who are critically ill with those of population controls to find underlying disease mechanisms. Here we use whole-genome sequencing in 7,491 critically ill individuals compared with 48,400 controls to discover and replicate 23 independent variants that significantly predispose to critical COVID-19. We identify 16 new independent associations, including variants within genes that are involved in interferon signalling (IL10RB and PLSCR1), leucocyte differentiation (BCL11A) and blood-type antigen secretor status (FUT2). Using transcriptome-wide association and colocalization to infer the effect of gene expression on disease severity, we find evidence that implicates multiple genes—including reduced expression of a membrane flippase (ATP11A), and increased expression of a mucin (MUC1)—in critical disease. Mendelian randomization provides evidence in support of causal roles for myeloid cell adhesion molecules (SELE, ICAM5 and CD209) and the coagulation factor F8, all of which are potentially druggable targets. Our results are broadly consistent with a multi-component model of COVID-19 pathophysiology, in which at least two distinct mechanisms can predispose to life-threatening disease: failure to control viral replication; or an enhanced tendency towards pulmonary inflammation and intravascular coagulation. We show that comparison between cases of critical illness and population controls is highly efficient for the detection of therapeutically relevant mechanisms of disease

Stratified analyses refine association between TLR7 rare variants and severe COVID-19

Despite extensive global research into genetic predisposition for severe COVID-19, knowledge on the role of rare host genetic variants and their relation to other risk factors remains limited. Here, 52 genes with prior etiological evidence were sequenced in 1,772 severe COVID-19 cases and 5,347 population-based controls from Spain/Italy. Rare deleterious TLR7 variants were present in 2.4% of young (<60 years) cases with no reported clinical risk factors (n = 378), compared to 0.24% of controls (odds ratio [OR] = 12.3, p = 1.27 × 10). Incorporation of the results of either functional assays or protein modeling led to a pronounced increase in effect size (OR = 46.5, p = 1.74 × 10). Association signals for the X-chromosomal gene TLR7 were also detected in the female-only subgroup, suggesting the existence of additional mechanisms beyond X-linked recessive inheritance in males. Additionally, supporting evidence was generated for a contribution to severe COVID-19 of the previously implicated genes IFNAR2, IFIH1, and TBK1. Our results refine the genetic contribution of rare TLR7 variants to severe COVID-19 and strengthen evidence for the etiological relevance of genes in the interferon signaling pathway

Common, low-frequency, rare, and ultra-rare coding variants contribute to COVID-19 severity

The combined impact of common and rare exonic variants in COVID-19 host genetics is currently insufficiently understood. Here, common and rare variants from whole-exome sequencing data of about 4000 SARS-CoV-2-positive individuals were used to define an interpretable machine-learning model for predicting COVID-19 severity. First, variants were converted into separate sets of Boolean features, depending on the absence or the presence of variants in each gene. An ensemble of LASSO logistic regression models was used to identify the most informative Boolean features with respect to the genetic bases of severity. The Boolean features selected by these logistic models were combined into an Integrated PolyGenic Score that offers a synthetic and interpretable index for describing the contribution of host genetics in COVID-19 severity, as demonstrated through testing in several independent cohorts. Selected features belong to ultra-rare, rare, low-frequency, and common variants, including those in linkage disequilibrium with known GWAS loci. Noteworthily, around one quarter of the selected genes are sex-specific. Pathway analysis of the selected genes associated with COVID-19 severity reflected the multi-organ nature of the disease. The proposed model might provide useful information for developing diagnostics and therapeutics, while also being able to guide bedside disease management. © 2021, The Author(s)

Genetic mechanisms of critical illness in Covid-19.

Host-mediated lung inflammation is present,1 and drives mortality,2 in critical illness caused by Covid-19. Host genetic variants associated with critical illness may identify mechanistic targets for therapeutic development.3 Here we report the results of the GenOMICC (Genetics Of Mortality In Critical Care) genome-wide association study(GWAS) in 2244 critically ill Covid-19 patients from 208 UK intensive care units (ICUs). We identify and replicate novel genome-wide significant associations, on chr12q24.13 (rs10735079, p=1.65 [Formula: see text] 10-8) in a gene cluster encoding antiviral restriction enzyme activators (OAS1, OAS2, OAS3), on chr19p13.2 (rs2109069, p=2.3 [Formula: see text] 10-12) near the gene encoding tyrosine kinase 2 (TYK2), on chr19p13.3 (rs2109069, p=3.98 [Formula: see text] 10-12) within the gene encoding dipeptidyl peptidase 9 (DPP9), and on chr21q22.1 (rs2236757, p=4.99 [Formula: see text] 10-8) in the interferon receptor gene IFNAR2. We identify potential targets for repurposing of licensed medications: using Mendelian randomisation we found evidence in support of a causal link from low expression of IFNAR2, and high expression of TYK2, to life-threatening disease; transcriptome-wide association in lung tissue revealed that high expression of the monocyte/macrophage chemotactic receptor CCR2 is associated with severe Covid-19. Our results identify robust genetic signals relating to key host antiviral defence mechanisms, and mediators of inflammatory organ damage in Covid-19. Both mechanisms may be amenable to targeted treatment with existing drugs. Large-scale randomised clinical trials will be essential before any change to clinical practice

Whole-genome sequencing reveals host factors underlying critical COVID-19

Critical COVID-19 is caused by immune-mediated inflammatory lung injury. Host genetic variation influences the development of illness requiring critical care1 or hospitalization2,3,4 after infection with SARS-CoV-2. The GenOMICC (Genetics of Mortality in Critical Care) study enables the comparison of genomes from individuals who are critically ill with those of population controls to find underlying disease mechanisms. Here we use whole-genome sequencing in 7,491 critically ill individuals compared with 48,400 controls to discover and replicate 23 independent variants that significantly predispose to critical COVID-19. We identify 16 new independent associations, including variants within genes that are involved in interferon signalling (IL10RB and PLSCR1), leucocyte differentiation (BCL11A) and blood-type antigen secretor status (FUT2). Using transcriptome-wide association and colocalization to infer the effect of gene expression on disease severity, we find evidence that implicates multiple genes—including reduced expression of a membrane flippase (ATP11A), and increased expression of a mucin (MUC1)—in critical disease. Mendelian randomization provides evidence in support of causal roles for myeloid cell adhesion molecules (SELE, ICAM5 and CD209) and the coagulation factor F8, all of which are potentially druggable targets. Our results are broadly consistent with a multi-component model of COVID-19 pathophysiology, in which at least two distinct mechanisms can predispose to life-threatening disease: failure to control viral replication; or an enhanced tendency towards pulmonary inflammation and intravascular coagulation. We show that comparison between cases of critical illness and population controls is highly efficient for the detection of therapeutically relevant mechanisms of disease