Molecular dynamics simulation is a powerful technique for studying the structure and dynamics of biomolecules in atomic-level detail by sampling their various conformations in real time. Because of the long timescales that need to be sampled to study biomolecular processes and the big and complex nature of the corresponding data, relevant analyses of important biophysical phenomena are challenging. Clustering and Markov state models (MSMs) are efficient computational techniques that can be used to extract dominant conformational states and to connect those with kinetic information. In this work, we perform Molecular Dynamics simulations to investigate the free energy landscape of Angiotensin II (AngII) in order to unravel its bioactive conformations using different clustering techniques and Markov state modeling. AngII is an octapeptide hormone, which binds to the AT1 transmembrane receptor, and plays a vital role in the regulation of blood pressure, conservation of total blood volume, and salt homeostasis. To mimic the water–membrane interface as AngII approaches the AT1 receptor and to compare our findings with available experimental results, the simulations were performed in water as well as in water–ethanol mixtures. Our results show that in the water–ethanol environment, AngII adopts more compact U-shaped (folded) conformations than in water, which resembles its structure when bound to the AT1 receptor. For clustering of the conformations, we validate the efficiency of an inverted-quantized k-means algorithm, as a fast approximate clustering technique for web-scale data (millions of points into thousands or millions of clusters) compared to k-means, on data from trajectories of molecular dynamics simulations with reasonable trade-offs between time and accuracy. Finally, we extract MSMs using various clustering techniques for the generation of microstates and macrostates and for the selection of the macrostate representatives.

Today, there is a growing number of digital assets, often built on questionable technical foundations. We design and implement supervized learning models in order to explore different aspects of a cryptocurrency affecting its performance, its stability as well as its daily price fluctuation. One characteristic feature of our approach is that we aim at a holistic view that would integrate all available information: First, financial information, including market capitalization and historical daily prices. Second, features related to the underlying blockchain from blockchain explorers like network activity: blockchains handle the supply and demand of a cryptocurrency. Lastly, we integrate software development metrics based on GitHub activity by the supporting team. We set two goals. First, to classify a given cryptocurrency by its performance, where stability and price increase are the positive features. Second, to forecast daily price tendency through regression; this is of course a well-studied problem. A related third goal is to determine the most relevant features for such analysis. We compare various neural networks using most of the widely traded digital currencies (e.g. Bitcoin, Ethereum and Litecoin) in both classification and regression settings. Simple Feedforward neural networks are considered, as well as Recurrent neural networks (RNN) along with their improvements, namely Long Short-Term Memory and Gated Recurrent Units. The results of our comparative analysis indicate that RNNs provide the most promising results.

We discuss and extend a powerful, geometric framework to represent the set of portfolios, which identifies the space of asset allocations with the points lying in a convex polytope. Based on this viewpoint, we survey certain state-of-the-art tools from geometric and statistical computing to handle important and difficult problems in digital finance. Although our tools are quite general, in this paper, we focus on two specific questions. The first concerns crisis detection, which is of prime interest for the public in general and for policy makers in particular because of the significant impact that crises have on the economy. Certain features in stock markets lead to this type of anomaly detection: Given the assets' returns, we describe the relationship between portfolios' return and volatility by means of a copula, without making any assumption on investors' strategies. We examine a recent method relying on copulae to construct an appropriate indicator that allows us to automate crisis detection. On real data the indicator detects all past crashes in the cryptocurrency market and from the DJ600-Europe index, from 1990 to 2008, the indicator identifies correctly 4 crises and issues one false positive for which we offer an explanation. Our second contribution is to introduce an original computational framework to model asset allocation strategies, which is of independent interest for digital finance and its applications. Our approach addresses the crucial question of evaluating portfolio management, and is relevant the individual managers as well as financial institutions. To evaluate portfolio performance, we provide a new portfolio score, based on the aforementioned framework and concepts. In particular, it relies on statistical properties of portfolios, and we show how they can be computed efficiently.