6 research outputs found
Time warping algorithms and its applications on financial time series
No full textWe introduce some of the methods for time warping, which is a technique normally used in speech recognition. Discrete time warping genetic algorithm (dTWGA) is a method based on genetic algorithm, which has been commonly used in solving optimization problems when the solution space is large and when there is no analytic form for such solution. Another method, known as dynamic time warping (DTW), makes use of dynamic programming and involves additional constraints compared to dTWGA. We illustrates the use of dTWGA on construction of financial networks. We then apply DTW on financial time series for the purpose of portfolio management. In addition to time warping techniques, we also make use of signal detection theory and concepts borrowed from fuzzy set theory in incorporating technical patterns or chart patterns used by traders and technical analysts into some objective trading strategies in a quantitative approach as contrasted to the usual practice by traders which can be seen as a subjective and qualitative approach in predicting the trend of price.</p
Evolution of financial network through non-linear coupling of time series
No full textThe structure of financial market is captured using an analysis of non-linear coupling between various stocks using a novel time warping method known as discrete time warping genetic algorithm (dTWGA). In contrast to previous studies which estimate the correlations between different time series, dTWGA can be used to analyse time series with different lengths and with data sampled unevenly. Moreover, since the coupling between different time series or at different periods of time would be changing over time, the time delay for the influence of a time series to reach another time series is generally non-linear and time dependent, which would not be well captured with correlation measurements. Our time warping method provides an alternative to overcome this problem and we apply dTWGA on Dow Jones Index and Hang Seng Index and their constituent stocks. Through dTWGA, the coupling between the stock time series provides a network description of the financial market. We perform different measurements of the resultant financial networks to observe the evolution of their topological structure. We observe consistent major topological changes during market crashes, leading to a significant decrease in the size of the network. We expect these technical analyses provide new insights into the systemic risk of financial market in the perspective of the stability of the corresponding network
Metodología adaptativa para procesos colaborativos de evaluación en entornos de aprendizaje
No full textLa evolución de las Tecnologías de la Información y las Comunicaciones
está suscitando profundos cambios sociales. Esta transformación plantea nuevos
retos educativos derivados de la necesidad de preparar a los individuos
para la Sociedad del Conocimiento.
Paralelamente, las tendencias pedagógicas actuales ponen el énfasis en tres
factores clave en el proceso de aprendizaje. Por una parte, el rol activo desempeñado por el estudiante, protagonista de su propio desarrollo formativo. Por
otra, la realidad social del aprendizaje, insistiendo en la importancia de las
interacciones entre los alumnos y el aprendizaje colaborativo. Finalmente, la
necesidad de adaptación al alumno, en respuesta a los modelos de aprendizaje
cognitivo.
En sintonía con los nuevos modelos pedagógicos, la introducción de las
nuevas tecnologías en el ámbito educativo ha abierto múltiples posibilidades,
facilitando el seguimiento del alumno, el acceso personalizado a los contenidos
y la interacción entre los diferentes actores del proceso, dando pie a escenarios
participativos en los que prima la iniciativa del alumno.
En consecuencia, en las últimas décadas la actividad educativa se está viendo
sometida a profundos cambios, reflejo de la transformación experimentada
por la sociedad, la evolución de las teorías pedagógicas en que se sustenta y la
introducción de nuevas tecnologías. Parte consustancial al proceso educativo,
la evaluación no escapa a esta evolución. Así, asistimos a un auge de modelos
de evaluación alternativos, caracterizados por la participación activa de los
alumnos y un propósito marcadamente formativo.
Entre ellos, la metodología de revisión entre iguales se encuadra perfectamente
en las tendencias pedagógicas actuales, asumiendo el alumno la responsabilidad
de evaluador y facilitando el intercambio de conocimiento mediante la
colaboración entre autores y revisores. No obstante, la aplicación de la revisión
entre iguales en entornos educativos generalmente obedece a un planteamiento
indiferenciado, ignorando las pautas de adaptación al alumno derivadas de las propias corrientes pedagógicas en que se sustenta.
Esta tesis aborda el problema de integrar la adaptación al alumno, clave
en la pedagogía actual, en la metodología de evaluación entre iguales.
A raíz del estudio de los modelos pedagógicos, se plantea la influencia del
perfil cognitivo del alumno en los resultados del proceso de revisión entre iguales
y la consecuente conveniencia de adaptar dicho proceso en función de las
características de los estudiantes. El análisis de las actividades y mecanismos
de aprendizaje asociados a la evaluación entre iguales conduce a identificar
el proceso de asignación de revisores como el mecanismo de actuación característico de la metodología en el que integrar la adaptación al alumno.
Partiendo de dichas premisas, se ha propuesto un modelo genérico, flexible,
expresivo e intuitivo, para especificar los criterios de asignación de revisores.
Para facilitar la adopción de la metodología, se ha desarrollado un sistema de
asignación de revisores que, mediante el modelo anterior, permite introducir
en dicho proceso de selección criterios pedagógicos y de adaptación adicionales
a los requisitos intrínsecos de validez del proceso.
Finalmente, la evaluación empírica ha sido objetivo prioritario de esta tesis,
lo que ha llevado a la aplicación de la metodología propuesta en entornos
educativos reales. Su uso en dos asignaturas de muy diferente naturaleza ha
permitido contrastar y refinar las ideas teóricas desarrolladas, y evaluar la
validez, generalidad y usabilidad tanto del modelo teórico propuesto como del
sistema implementado. Los resultados experimentales validan las hipótesis en
que se fundamenta esta tesis, confirmando la influencia del nivel de desempeño
del alumno y el efecto del criterio de asignación de revisores en los resultados
del proceso.
____________________________________________The evolution of the Information and Communication Technologies is causing
deep social changes. This transformation raises new educational challenges,
stemmed from the necessity to train the individuals for the Knowledge
Society.
In parallel, current pedagogical trends emphasize three key factors in the
learning process. On one hand, the active role played by the student, main
character of his/her own formative development. On the other hand, the social
nature of learning, insisting on the importance of interactions among the students
and collaborative learning. Finally, the need to adapt the learning process
according to student’s characteristics, in response to cognitive learning models.
According to novel pedagogical models, the introduction of Information
and Communication Technologies in the educational context gives new chances,
making easy student monitoring, access to personalized contents and interaction
among the different actors involved in the process, generating scenarios
in which students’ active participation and initiative prevail.
Therefore, during the last decades the educational activity has been experimenting
deep changes, reflection of the social transformation, the evolution
of the pedagogical theories on which it is based and the introduction of new
technologies. Evaluation, as an inherent part of the educational process, is also
affected by this evolution. Thus, a peak of alternative evaluation models,
characterized by active participation of the students and a strong formative
propose, can be witnessed.
Among them, peer review fits naturally in the current pedagogical framework,
making the students take the responsibility of evaluation and facilitating
knowledge exchange by means of collaboration between authors and reviewers.
Nevertheless, application of peer review in educational environments usually
follows a non-differentiating approach, ignoring the guidelines about adaptation
promoted by the very same schools of pedagogy on which it is based.
This thesis tackles the problem of integrating adaptation to the student,
essential for current pedagogy, in the educational peer review methodology.
As a result of the study of pedagogical models, it is proposed the influence
of the student’s cognitive profile in the results of the peer review process, and
the consequent need for adapting such process depending on students’ characteristics.
The analysis of the activities and learning mechanisms related to
peer evaluation leads to identify the author-reviewer matching process as the
characteristic mechanism of the methodology in which the adaptation should
be integrated.
Based on the previous premises, a generic, flexible, expressive and intuitive
model has been proposed for specifying the criteria to be applied for matching
the reviewers. In order to facilitate the adoption of the proposed methodology,
a reviewers assignment system has been developed which, based on the latter
model, allows to consider pedagogical and adaptive criteria in the process of
reviewers selection, in addition to the validity requirements intrinsic to the
process.
Finally, a main objective of this thesis has been its empiric evaluation,
which has led to the application of the proposed methodology to real educational
environments. Its application to two completely different subjects has
allowed to contrast and adjust the theoretical ideas proposed, and to evaluate
the validity, capacity for generalization of the proposed model as well as the
developed system. Experimental results validate the hypotheses on which this
thesis is based, confirming the influence of the student’s level of knowledge and
the effect of the reviewers matching criteria in the process results
Exome sequencing of 20,979 individuals with epilepsy reveals shared and distinct ultra-rare genetic risk across disorder subtypes
No full textIdentifying genetic risk factors for highly heterogeneous disorders such as epilepsy remains challenging. Here we present, to our knowledge, the largest whole-exome sequencing study of epilepsy to date, with more than 54,000 human exomes, comprising 20,979 deeply phenotyped patients from multiple genetic ancestry groups with diverse epilepsy subtypes and 33,444 controls, to investigate rare variants that confer disease risk. These analyses implicate seven individual genes, three gene sets and four copy number variants at exome-wide significance. Genes encoding ion channels show strong association with multiple epilepsy subtypes, including epileptic encephalopathies and generalized and focal epilepsies, whereas most other gene discoveries are subtype specific, highlighting distinct genetic contributions to different epilepsies. Combining results from rare single-nucleotide/short insertion and deletion variants, copy number variants and common variants, we offer an expanded view of the genetic architecture of epilepsy, with growing evidence of convergence among different genetic risk loci on the same genes. Top candidate genes are enriched for roles in synaptic transmission and neuronal excitability, particularly postnatally and in the neocortex. We also identify shared rare variant risk between epilepsy and other neurodevelopmental disorders. Our data can be accessed via an interactive browser, hopefully facilitating diagnostic efforts and accelerating the development of follow-up studies
Global burden of 288 causes of death and life expectancy decomposition in 204 countries and territories and 811 subnational locations, 1990–2021: a systematic analysis for the Global Burden of Disease Study 2021
No full textBACKGROUND Regular, detailed reporting on population health by underlying cause of death is fundamental for public health decision making. Cause-specific estimates of mortality and the subsequent effects on life expectancy worldwide are valuable metrics to gauge progress in reducing mortality rates. These estimates are particularly important following large-scale mortality spikes, such as the COVID-19 pandemic. When systematically analysed, mortality rates and life expectancy allow comparisons of the consequences of causes of death globally and over time, providing a nuanced understanding of the effect of these causes on global populations. METHODS The Global Burden of Diseases, Injuries, and Risk Factors Study (GBD) 2021 cause-of-death analysis estimated mortality and years of life lost (YLLs) from 288 causes of death by age-sex-location-year in 204 countries and territories and 811 subnational locations for each year from 1990 until 2021. The analysis used 56 604 data sources, including data from vital registration and verbal autopsy as well as surveys, censuses, surveillance systems, and cancer registries, among others. As with previous GBD rounds, cause-specific death rates for most causes were estimated using the Cause of Death Ensemble model-a modelling tool developed for GBD to assess the out-of-sample predictive validity of different statistical models and covariate permutations and combine those results to produce cause-specific mortality estimates-with alternative strategies adapted to model causes with insufficient data, substantial changes in reporting over the study period, or unusual epidemiology. YLLs were computed as the product of the number of deaths for each cause-age-sex-location-year and the standard life expectancy at each age. As part of the modelling process, uncertainty intervals (UIs) were generated using the 2·5th and 97·5th percentiles from a 1000-draw distribution for each metric. We decomposed life expectancy by cause of death, location, and year to show cause-specific effects on life expectancy from 1990 to 2021. We also used the coefficient of variation and the fraction of population affected by 90% of deaths to highlight concentrations of mortality. Findings are reported in counts and age-standardised rates. Methodological improvements for cause-of-death estimates in GBD 2021 include the expansion of under-5-years age group to include four new age groups, enhanced methods to account for stochastic variation of sparse data, and the inclusion of COVID-19 and other pandemic-related mortality-which includes excess mortality associated with the pandemic, excluding COVID-19, lower respiratory infections, measles, malaria, and pertussis. For this analysis, 199 new country-years of vital registration cause-of-death data, 5 country-years of surveillance data, 21 country-years of verbal autopsy data, and 94 country-years of other data types were added to those used in previous GBD rounds. FINDINGS The leading causes of age-standardised deaths globally were the same in 2019 as they were in 1990; in descending order, these were, ischaemic heart disease, stroke, chronic obstructive pulmonary disease, and lower respiratory infections. In 2021, however, COVID-19 replaced stroke as the second-leading age-standardised cause of death, with 94·0 deaths (95% UI 89·2-100·0) per 100 000 population. The COVID-19 pandemic shifted the rankings of the leading five causes, lowering stroke to the third-leading and chronic obstructive pulmonary disease to the fourth-leading position. In 2021, the highest age-standardised death rates from COVID-19 occurred in sub-Saharan Africa (271·0 deaths [250·1-290·7] per 100 000 population) and Latin America and the Caribbean (195·4 deaths [182·1-211·4] per 100 000 population). The lowest age-standardised death rates from COVID-19 were in the high-income super-region (48·1 deaths [47·4-48·8] per 100 000 population) and southeast Asia, east Asia, and Oceania (23·2 deaths [16·3-37·2] per 100 000 population). Globally, life expectancy steadily improved between 1990 and 2019 for 18 of the 22 investigated causes. Decomposition of global and regional life expectancy showed the positive effect that reductions in deaths from enteric infections, lower respiratory infections, stroke, and neonatal deaths, among others have contributed to improved survival over the study period. However, a net reduction of 1·6 years occurred in global life expectancy between 2019 and 2021, primarily due to increased death rates from COVID-19 and other pandemic-related mortality. Life expectancy was highly variable between super-regions over the study period, with southeast Asia, east Asia, and Oceania gaining 8·3 years (6·7-9·9) overall, while having the smallest reduction in life expectancy due to COVID-19 (0·4 years). The largest reduction in life expectancy due to COVID-19 occurred in Latin America and the Caribbean (3·6 years). Additionally, 53 of the 288 causes of death were highly concentrated in locations with less than 50% of the global population as of 2021, and these causes of death became progressively more concentrated since 1990, when only 44 causes showed this pattern. The concentration phenomenon is discussed heuristically with respect to enteric and lower respiratory infections, malaria, HIV/AIDS, neonatal disorders, tuberculosis, and measles. INTERPRETATION Long-standing gains in life expectancy and reductions in many of the leading causes of death have been disrupted by the COVID-19 pandemic, the adverse effects of which were spread unevenly among populations. Despite the pandemic, there has been continued progress in combatting several notable causes of death, leading to improved global life expectancy over the study period. Each of the seven GBD super-regions showed an overall improvement from 1990 and 2021, obscuring the negative effect in the years of the pandemic. Additionally, our findings regarding regional variation in causes of death driving increases in life expectancy hold clear policy utility. Analyses of shifting mortality trends reveal that several causes, once widespread globally, are now increasingly concentrated geographically. These changes in mortality concentration, alongside further investigation of changing risks, interventions, and relevant policy, present an important opportunity to deepen our understanding of mortality-reduction strategies. Examining patterns in mortality concentration might reveal areas where successful public health interventions have been implemented. Translating these successes to locations where certain causes of death remain entrenched can inform policies that work to improve life expectancy for people everywhere. FUNDING Bill & Melinda Gates Foundation
