Abstract Prediction of transcription factor binding sites (TFBS) is an example of application of Bioinformatics where DNA molecules are represented as sequences of A, C, G and T symbols. The most used model in this problem is Position Weight Matrix (PWM). Notwithstanding the advantage of being simple, PWMs cannot capture dependency between nucleotide positions, which may affect prediction performance. Acyclic Probabilistic Finite Automata (APFA) is an alternative model able to accommodate position dependencies. However, APFA is a more complex model, which means more parameters have to be learned. In this paper, we propose an innovative method to identify when position dependencies influence preference for PWMs or APFAs. This implied using position dependency features extracted from 1106 sets of TFBS to infer a decision tree able to predict which is the best model - PWM or APFA - for a given set of TFBSs. According to our results, as few as three pinpointed features are able to choose the best model, providing a balance of performance (average precision) and model simplicity.

No mercado financeiro, existem modelos de otimização de portfólios já bem estabelecidos, denominados modelos de média-variância generalizados, ou modelos de Markowitz generalizados. Este modelo considera que um investidor típico, enquanto espera altos retornos, espera também que estes retornos sejam tão certos quanto possível. Neste artigo introduzimos um novo sistema otimizador de mídia baseado no modelo de média-variância, uma abordagem inovadora na área de planejamento de mídia. Após apresentar o modelo em sua máxima generalidade, discutimos possíveis vantagens do paradigma de média-variância, como sua flexibilidade na modelagem do problema de otimização, sua habilidade de lidar com vários índices de performance - satisfazendo a maioria dos requisitos de planejamento - e, o mais importante, a propriedade de diversificar os portfólios de mídia de uma forma natural, sem a necessidade de estipular restrições ad hoc para forçar a diversificação.

In the financial markets, there is a well established portfolio optimization model called generalized mean-variance model (or generalized Markowitz model). This model considers that a typical investor, while expecting returns to be high, also expects returns to be as certain as possible. In this paper we introduce a new media optimization system based on the mean-variance model, a novel approach in media planning. After presenting the model in its full generality, we discuss possible advantages of the mean-variance paradigm, such as its flexibility in modeling the optimization problem, its ability of dealing with many media performance indices - satisfying most of the media plan needs - and, most important, the property of diversifying the media portfolios in a natural way, without the need to set up ad hoc constraints to enforce diversification.