A generic framework for monetary performance attribution

Abstract Large scale catalogs of common genetic variants (including indels and structural variants) are being created using data from second and third generation whole-genome sequencing technologies. However, the genotyping of these variants in newly sequenced samples is a nontrivial task that requires extensive computational resources. Furthermore, current approaches are mostly limited to only specific types of variants and are generally prone to various errors and ambiguities when genotyping complex events. We are proposing an ultra-efficient approach for genotyping any type of structural variation that is not limited by the shortcomings and complexities of current mapping-based approaches. Our method Nebula utilizes the changes in the count of k-mers to predict the genotype of structural variants. We have shown that not only Nebula is an order of magnitude faster than mapping based approaches for genotyping structural variants, but also has comparable accuracy to state-of-the-art approaches. Furthermore, Nebula is a generic framework not limited to any specific type of event. Nebula is publicly available at https://github.com/Parsoa/Nebula.

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Comparison of LPWAN Technologies: Cost Structure and Scalability

Wireless Personal Communications ◽

10.1007/s11277-021-08664-0 ◽

2021 ◽

Author(s):

Mohammad Istiak Hossain ◽

Jan I. Markendahl

Keyword(s):

Communication Technology ◽

Service Providers ◽

Communication Technologies ◽

Cost Structure ◽

Small Scale ◽

Area Network ◽

Wide Area Network ◽

Generic Framework ◽

Cost Efficient ◽

The Cost

AbstractSmall-scale commercial rollouts of Cellular-IoT (C-IoT) networks have started globally since last year. However, among the plethora of low power wide area network (LPWAN) technologies, the cost-effectiveness of C-IoT is not certain for IoT service providers, small and greenfield operators. Today, there is no known public framework for the feasibility analysis of IoT communication technologies. Hence, this paper first presents a generic framework to assess the cost structure of cellular and non-cellular LPWAN technologies. Then, we applied the framework in eight deployment scenarios to analyze the prospect of LPWAN technologies like Sigfox, LoRaWAN, NB-IoT, LTE-M, and EC-GSM. We consider the inter-technology interference impact on LoRaWAN and Sigfox scalability. Our results validate that a large rollout with a single technology is not cost-efficient. Also, our analysis suggests the rollout possibility of an IoT communication Technology may not be linear to cost-efficiency.

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An index-based generic framework for tracking the quality of supplied electricity

Energy Sources Part B Economics Planning and Policy ◽

10.1080/15567249.2021.1922955 ◽

2021 ◽

pp. 1-13

Author(s):

Auroshis Rout ◽

Brijesh Mainali ◽

Suneet Singh ◽

Chetan Singh Solanki

Keyword(s):

Generic Framework

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Portfolio Optimization Constrained by Performance Attribution

Journal of Risk and Financial Management ◽

10.3390/jrfm14050201 ◽

2021 ◽

Vol 14 (5) ◽

pp. 201

Author(s):

Yuan Hu ◽

W. Brent Lindquist ◽

Svetlozar T. Rachev

Keyword(s):

Portfolio Optimization ◽

Asset Allocation ◽

Value At Risk ◽

Risk Measures ◽

Risk Measure ◽

Selection Effect ◽

Conditional Value At Risk ◽

Positive Role ◽

Performance Attribution ◽

Dow Jones Industrial Average

This paper investigates performance attribution measures as a basis for constraining portfolio optimization. We employ optimizations that minimize conditional value-at-risk and investigate two performance attributes, asset allocation (AA) and the selection effect (SE), as constraints on asset weights. The test portfolio consists of stocks from the Dow Jones Industrial Average index. Values for the performance attributes are established relative to two benchmarks, equi-weighted and price-weighted portfolios of the same stocks. Performance of the optimized portfolios is judged using comparisons of cumulative price and the risk-measures: maximum drawdown, Sharpe ratio, Sortino–Satchell ratio and Rachev ratio. The results suggest that achieving SE performance thresholds requires larger turnover values than that required for achieving comparable AA thresholds. The results also suggest a positive role in price and risk-measure performance for the imposition of constraints on AA and SE.

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