Diversifying risk in portfolios using a variable‐size genetic relation algorithm

One important concept in financial risk management is the diversification process of capital allocation. This paper proposes an evolutionary approach for the optimal diversification when making asset allocation using variable‐size genetic relation algorithm (vs‐GRA), whose main role is to model and evolve structures toward effective and diversified portfolios through its graph structure. Simulations using heterogeneous and globally located asset classes in the United States, Europe, and Asia show that the proposed scheme offers competitive economic advantages. © 2012 Institute of Electrical Engineers of Japan. Published by John Wiley & Sons, Inc.     

Fuzzy intertransaction class association rule mining using Genetic Network Programming for stock market prediction

Intertransaction class association rule (interCAR) has the ability to find the relationships among attributes from different transactions, which has shown its effectiveness for stock market prediction. A crisp interCAR mining method based on Genetic Network Programming (GNP) has been studied in our previous work. But, the crisp method loses much useful information in the discretization and it has many unstable factors influencing the prediction results, so more information is desired in order to make the prediction safer and more efficient. In this paper, a fuzzy interCAR mining method is proposed to keep as much information as possible in the data transformation. Besides, the proposed method has ability that the trading actions bring large profits. The proposed method is applied to Tokyo Stock Exchange, where we compared it with the crisp method as well as some other methods. © 2011 Institute of Electrical Engineers of Japan. Published by John Wiley & Sons, Inc.     

EvoCMAR: A New Evolutionary Method to Directly Mine Association Rules for Classification

In this paper, we propose an evolutionary method with a three‐layer structure to directly mine association rules for classification. The association rules have been demonstrated to be useful for classification, such as classification based on association rule (CBA) and classification method based on multiple association rule (CMAR), and they are found to be more accurate than some traditional methods, such as C4.5. Generally speaking, there are two phases in an associative classification method: (i) association rules mining; (ii) classification by association rules. However, the two phases are almost separated, viz, during the first phase, the mining of association rules does not focus on classification. Moreover, when building the classifier in the second phase, most of the association rues will be pruned. As a result, if we are able to directly mine the classification association rules, we can save time. Meanwhile, we can expect even better accuracy because the mining procedure itself considers the classification. In this paper, we build a novel evolutionary method, named evolutionary classification method based on multiple association rule (EvoCMAR), to tackle these problems, and the simulation results show that it performs well in both accuracy and speed. © 2010 Institute of Electrical Engineers of Japan. Published by John Wiley & Sons, Inc.     

The Role of Leaky Gut in Nonalcoholic Fatty Liver Disease: A Novel Therapeutic Target

The liver directly accepts blood from the gut and is, therefore, exposed to intestinal bacteria. Recent studies have demonstrated a relationship between gut bacteria and nonalcoholic fatty liver disease (NAFLD). Approximately 10–20% of NAFLD patients develop nonalcoholic steatohepatitis (NASH), and endotoxins produced by Gram-negative bacilli may be involved in NAFLD pathogenesis. NAFLD hyperendotoxicemia has intestinal and hepatic factors. The intestinal factors include impaired intestinal barrier function (leaky gut syndrome) and dysbiosis due to increased abundance of ethanol-producing bacteria, which can change endogenous alcohol concentrations. The hepatic factors include hyperleptinemia, which is associated with an excessive response to endotoxins, leading to intrahepatic inflammation and fibrosis. Clinically, the relationship between gut bacteria and NAFLD has been targeted in some randomized controlled trials of probiotics and other agents, but the results have been inconsistent. A recent randomized, placebo-controlled study explored the utility of lubiprostone, a treatment for constipation, in restoring intestinal barrier function and improving the outcomes of NAFLD patients, marking a new phase in the development of novel therapies targeting the intestinal barrier. This review summarizes recent data from studies in animal models and randomized clinical trials on the role of the gut–liver axis in NAFLD pathogenesis and progression.     

东京汐留住友大厦的中间层隔震结构设计

东京汐留住友大厦为坐落于东京汐留开发区超高层综合建筑,该建筑分为上下两个完全不同的功能,上部为办公区域,下部为带有超大空间酒店大堂的酒店区域。本文介绍了对于这特殊形式的建筑,结构设计师如何利用中间层隔震技术和结构的固有振动特性,使结构通过隔震体系(隔震层)的能量吸收能力,最有效地达到降低地震力的设计效果。     

Pioglitazone Modifies Kupffer Cell Function and Protects against Escherichia coli-Induced Bacteremia in Burned Mice

Infectious complications and subsequent sepsis in severely burned patients lead to high morbidity and mortality in response to uncontrolled innate immune responses mediated by macrophages. Peroxisome proliferator-activated receptor gamma (PPARγ) has anti-inflammatory activity and acts as a master regulator of macrophage polarization. In this study, we investigated whether the administration of a PPARγ agonist could modulate the Kupffer cell phenotype and thereby ameliorate the dysregulated innate response during post-burn bacterial infection. C57BL/6 mice were subjected to severe burns and randomized to receive either the PPARγ agonist, pioglitazone, or the vehicle control five days after injury, followed by the subsequent analysis of hepatic macrophages. Survival from the bacterial infection was monitored for seven days. Pioglitazone protected burned mice against bacterial infection. A single treatment with pioglitazone significantly enhanced phagocytosis, phagosome acidification, bacterial clearance, and reduction in inflammatory mediators in Kupffer cells. In conclusion, PPARγ activation by pioglitazone prevents clinical deterioration due to post-burn bacterial infection and improves survival. Our findings suggest that pioglitazone may be an effective therapeutic candidate for post-burn infectious complications.     

Dielectric response and polarization mechanism of alkali silicate glasses in gigahertz to terahertz frequency range

Oxide glasses are dielectric materials with potential applications in high-frequency communications; hence, their dielectric properties in the gigahertz to terahertz frequency range should be investigated. In this study, the dielectric properties of silica glass and five single alkali silicate glasses were measured at 0.5–10 THz using terahertz time-domain spectroscopy and far-infrared spectroscopic ellipsometry. At 0.5–10 THz, the silica glass exhibited low dielectric dispersion with a low dielectric constant and loss. By contrast, the alkali silicate glasses exhibited high dielectric dispersion, and the dielectric constant and loss were higher than those of the silica glass. The shape of the dielectric dispersion profile depended on the alkali-metal ions; it was broader for lighter ions such as Li ions and sharper for heavier ions such as Cs ions. The peak dielectric loss shifted toward a lower frequency as the weight of the alkali-metal ions in the alkali-silicate glass increased. To understand the dielectric dispersion, the complex permittivity was calculated using molecular dynamics simulations. The theoretical results qualitatively agreed with the experimental data. Ion dynamics analysis revealed that alkali-metal ions vibrate and migrate under an applied electric field, which affects the dielectric constant and loss of alkali-silicate glasses at gigahertz to terahertz frequencies. To fabricate filter devices at low temperatures, alkali metals should be added to silicate glass; therefore, a minimum amount of light alkali metals should be used to minimize the dielectric loss of the glass materials while maintaining productivity.     

Indentation-induced ductile behavior of glass–ceramics involving layered aluminosilicates

Contact damage in materials is critical in engineering applications because it influences mechanical resistance, such as wear, erosion, and impact failure. Indentation tests were performed using a tungsten carbide ball indenter (Hertzian contact) on the surfaces of glass–ceramics containing hexagonal CaAl₂Si₂O₈ or mica crystals (fluorophlogopite), both of which have a layered structure. The stress–strain relation and the permanent deformation on the surface, as well as the observation of the microcrack zone by X-ray computed tomography using synchrotron radiation, revealed that the glass–ceramic with hexagonal CaAl₂Si₂O₈ showed ductility similar to the quasi-plastic behavior previously observed in the mica glass–ceramic. The yield stresses of the glass–ceramics were estimated from the stress deviating from the stress–strain relation assuming complete elastic response between the ball and the sample. The ratio of the yield stress to Young modulus (Y/E) of the glass–ceramic with hexagonal CaAl₂Si₂O₈ was determined to be higher than that of the mica glass–ceramic.