Modeling Financial Time Series with Artificial Neural Networks

Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.CELEST, a National Science Foundation Science of Learning Center (SBE-0354378); SyNAPSE program of the Defense Advanced Research Project Agency (HR001109-03-0001

Isoform-level gene signature improves prognostic stratification and accurately classifies glioblastoma subtypes.

Molecular stratification of tumors is essential for developing personalized therapies. Although patient stratification strategies have been successful; computational methods to accurately translate the gene-signature from high-throughput platform to a clinically adaptable low-dimensional platform are currently lacking. Here, we describe PIGExClass (platform-independent isoform-level gene-expression based classification-system), a novel computational approach to derive and then transfer gene-signatures from one analytical platform to another. We applied PIGExClass to design a reverse transcriptase-quantitative polymerase chain reaction (RT-qPCR) based molecular-subtyping assay for glioblastoma multiforme (GBM), the most aggressive primary brain tumors. Unsupervised clustering of TCGA (the Cancer Genome Altas Consortium) GBM samples, based on isoform-level gene-expression profiles, recaptured the four known molecular subgroups but switched the subtype for 19% of the samples, resulting in significant (P = 0.0103) survival differences among the refined subgroups. PIGExClass derived four-class classifier, which requires only 121 transcript-variants, assigns GBM patients' molecular subtype with 92% accuracy. This classifier was translated to an RT-qPCR assay and validated in an independent cohort of 206 GBM samples. Our results demonstrate the efficacy of PIGExClass in the design of clinically adaptable molecular subtyping assay and have implications for developing robust diagnostic assays for cancer patient stratification

New Approaches for Data-mining and Classification of Mental Disorder in Brain Imaging Data

Brain imaging data are incredibly complex and new information is being learned as approaches to mine these data are developed. In addition to studying the healthy brain, new approaches for using this information to provide information about complex mental illness such as schizophrenia are needed. Functional magnetic resonance imaging (fMRI) and magnetoencephalography (MEG) are two well-known neuroimaging approaches that provide complementary information, both of which provide a huge amount of data that are not easily modelled. Currently, diagnosis of mental disorders is based on a patients self-reported experiences and observed behavior over the longitudinal course of the illness. There is great interest in identifying biologically based marker of illness, rather than relying on symptoms, which are a very indirect manifestation of the illness. The hope is that biological markers will lead to earlier diagnosis and improved treatment as well as reduced costs. Understanding mental disorders is a challenging task due to the complexity of brain structure and function, overlapping features between disorders, small numbers of data sets for training, heterogeneity within disorders, and a very large amount of high dimensional data. This doctoral work proposes machine learning and data mining based algorithms to detect abnormal functional network connectivity patterns of patients with schizophrenia and distinguish them from healthy controls using 1) independent components obtained from task related fMRI data, 2) functional network correlations based on resting-state and a hierarchy of tasks, and 3) functional network correlations in both fMRI and MEG data. The abnormal activation patterns of the functional network correlation of patients are characterized by using a statistical analysis and then used as an input to classification algorithms. The framework presented in this doctoral study is able to achieve good characterization of schizophrenia and provides an initial step towards designing an objective biological marker-based diagnostic test for schizophrenia. The methods we develop can also help us to more fully leverage available imaging technology in order to better understand the mystery of the human brain, the most complex organ in the human body

Brain-Inspired Computing

This open access book constitutes revised selected papers from the 4th International Workshop on Brain-Inspired Computing, BrainComp 2019, held in Cetraro, Italy, in July 2019. The 11 papers presented in this volume were carefully reviewed and selected for inclusion in this book. They deal with research on brain atlasing, multi-scale models and simulation, HPC and data infra-structures for neuroscience as well as artificial and natural neural architectures

Machine learning analytics of resting-state functional connectivity predicts survival outcomes of glioblastoma multiforme patients

Glioblastoma multiforme (GBM) is the most frequently occurring brain malignancy. Due to its poor prognosis with currently available treatments, there is a pressing need for easily accessible, non-invasive techniques to help inform pre-treatment planning, patient counseling, and improve outcomes. In this study we determined the feasibility of resting-state functional connectivity (rsFC) to classify GBM patients into short-term and long-term survival groups with respect to reported median survival (14.6 months). We used a support vector machine with rsFC between regions of interest as predictive features. We employed a novel hybrid feature selection method whereby features were first filtered using correlations between rsFC and OS, and then using the established method of recursive feature elimination (RFE) to select the optimal feature subset. Leave-one-subject-out cross-validation evaluated the performance of models. Classification between short- and long-term survival accuracy was 71.9%. Sensitivity and specificity were 77.1 and 65.5%, respectively. The area under the receiver operating characteristic curve was 0.752 (95% CI, 0.62-0.88). These findings suggest that highly specific features of rsFC may predict GBM survival. Taken together, the findings of this study support that resting-state fMRI and machine learning analytics could enable a radiomic biomarker for GBM, augmenting care and planning for individual patients