6,894 research outputs found

    Undergraduate Catalog of Studies, 2023-2024

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    Do returns and volatility spillovers exist across tech stocks, cryptocurrencies and NFTs?

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    This study examines the connectedness between technology stocks, cryptocurrencies, and non-fungible tokens (NFTs) using daily returns and risk data. We found that while there is strong connectedness within asset classes, connectedness between different types of assets is weak. Structural breaks in the VAR system did not change the degree of connectedness. Our findings suggest that interconnectivity between these assets is not significant enough to indicate a high level of correlation. This research provides valuable insights into the interplay between these markets and suggests diversifying portfolios to mitigate risks associated with these assets

    Therapeutic and prognostic strategies in neuroblastoma : exploring nuclear hormone receptors, MYC targets, and DIAPH3

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    Neuroblastoma (NB) is a pediatric cancer derived from the cells of neural crest origin that form the sympathoadrenal system. Typically, the tumor cells migrate along the spinal cord and spread to the chest, neck, and/or abdomen. Different clinical behaviors are observed in this disease: some tumors spontaneously regress without treatment, while others are highly aggressive and resistant to current therapies. Approximately 40% of high-risk NB patients have MYCN amplification while 10% have MYC (i.e. encoding c-MYC) overexpression. These patients have undifferentiated tumors with a poor prognosis. Our group previously found that the expression and activation of nuclear hormone receptors (NHRs) estrogen receptor alpha (ERα) by 17-β-estradiol (E2), and the glucocorticoid receptor (GR) by dexamethasone (DEX), could trigger differentiation by disrupting the regulation of the miR-17 ~ 92 microRNA cluster by MYCN. In paper I, we sought to investigate whether the simultaneous activation of both ERα and GR has a more beneficial effect compared to the activation of either ERα or GR alone. We examined cell survival, alterations in cell shape as indicated by neurite extension, variations in metabolic pathways, accumulation of lipid droplets, and performed xenograft experiments. Our findings revealed that the simultaneous activation of GR and ERα, compared to their single activation, led to reduced viability and a more robust differentiation. This dual activation also caused changes in glycolysis and oxidative phosphorylation, increased lipid droplet accumulation, and decreased aggressiveness in mouse models. The triple activation with an additional activation of the retinoic acid receptor using all trans-retinoic acid (ATRA), amplified the differentiation phenotype. Bulk-sequencing analysis showed that patients with high levels of NHRs are related to favorable survival and clinical outcome. In summary, our data suggest that combination activation of these NHRs could be a potential differentiation induction treatment. Paper II investigates target genes of c-MYC and MYCN to explore if it is possible to obtain a better prognosis prediction using the expression of this group of genes, instead of the expression of MYC and/or MYCN alone. In addition, we analyzed if there are different prediction power capabilities between c-MYC and MYCN target genes, and their different role during sympathoadrenal development. We screened lists of target genes by using comprehensive approaches, including differential expression analysis between clinical risk groups, INSS stages, MYCN amplification status, progression status; Univariate Cox regression analysis to select the target genes related to prognosis prediction power, and protein interaction network analysis to select genes that share a meaningful biology function. Following the training and validation of (LASSO) regression prediction models in three different patient cohorts (SEQC, Kocak, and Versteeg), we found that a risk score computed on c-MYC/MYCN target genes with prognostic value, could effectively classify patients in groups with different survival probabilities. The high-risk group of patients exhibited unfavorable clinical outcomes and low survival rates. Further, single cell RNA sequencing analysis revealed that c-MYC and MYCN targets have different expression patterns during sympathoadrenal development. Notably, genes linked to adverse outcomes were predominantly expressed in sympathoblasts in comparison to chromaffin cells. In summary, our research provides new insights into the importance of c-MYC/MYCN target genes during sympathoadrenal development and their value in predicting patient outcome. In paper III we studied the function of one member of the formin protein family involved in cytoskeleton modulation: Diaphanous Related Formin 3 (DIAPH3). We found that high DIAPH3 expression in NB tumors are associated with MYCN amplification, higher stage, risk, progression and negative clinical outcome. Elevated DIAPH3 expression was also found in specific cells during mouse sympathoadrenal development and in progenitor cells of the post- natal human adrenal gland. Furthermore, the knockdown of DIAPH3 resulted in a slight decrease in cell growth and cell cycle arrest. Our study suggests that DIAPH3 could be a promising target for new therapeutic strategies

    Graduate Catalog of Studies, 2023-2024

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    Applications of Deep Learning Models in Financial Forecasting

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    In financial markets, deep learning techniques sparked a revolution, reshaping conventional approaches and amplifying predictive capabilities. This thesis explored the applications of deep learning models to unravel insights and methodologies aimed at advancing financial forecasting. The crux of the research problem lies in the applications of predictive models within financial domains, characterised by high volatility and uncertainty. This thesis investigated the application of advanced deep-learning methodologies in the context of financial forecasting, addressing the challenges posed by the dynamic nature of financial markets. These challenges were tackled by exploring a range of techniques, including convolutional neural networks (CNNs), long short-term memory networks (LSTMs), autoencoders (AEs), and variational autoencoders (VAEs), along with approaches such as encoding financial time series into images. Through analysis, methodologies such as transfer learning, convolutional neural networks, long short-term memory networks, generative modelling, and image encoding of time series data were examined. These methodologies collectively offered a comprehensive toolkit for extracting meaningful insights from financial data. The present work investigated the practicality of a deep learning CNN-LSTM model within the Directional Change framework to predict significant DC events—a task crucial for timely decisionmaking in financial markets. Furthermore, the potential of autoencoders and variational autoencoders to enhance financial forecasting accuracy and remove noise from financial time series data was explored. Leveraging their capacity within financial time series, these models offered promising avenues for improved data representation and subsequent forecasting. To further contribute to financial prediction capabilities, a deep multi-model was developed that harnessed the power of pre-trained computer vision models. This innovative approach aimed to predict the VVIX, utilising the cross-disciplinary synergy between computer vision and financial forecasting. By integrating knowledge from these domains, novel insights into the prediction of market volatility were provided

    On the Generation of Realistic and Robust Counterfactual Explanations for Algorithmic Recourse

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    This recent widespread deployment of machine learning algorithms presents many new challenges. Machine learning algorithms are usually opaque and can be particularly difficult to interpret. When humans are involved, algorithmic and automated decisions can negatively impact people’s lives. Therefore, end users would like to be insured against potential harm. One popular way to achieve this is to provide end users access to algorithmic recourse, which gives end users negatively affected by algorithmic decisions the opportunity to reverse unfavorable decisions, e.g., from a loan denial to a loan acceptance. In this thesis, we design recourse algorithms to meet various end user needs. First, we propose methods for the generation of realistic recourses. We use generative models to suggest recourses likely to occur under the data distribution. To this end, we shift the recourse action from the input space to the generative model’s latent space, allowing to generate counterfactuals that lie in regions with data support. Second, we observe that small changes applied to the recourses prescribed to end users likely invalidate the suggested recourse after being nosily implemented in practice. Motivated by this observation, we design methods for the generation of robust recourses and for assessing the robustness of recourse algorithms to data deletion requests. Third, the lack of a commonly used code-base for counterfactual explanation and algorithmic recourse algorithms and the vast array of evaluation measures in literature make it difficult to compare the per formance of different algorithms. To solve this problem, we provide an open source benchmarking library that streamlines the evaluation process and can be used for benchmarking, rapidly developing new methods, and setting up new experiments. In summary, our work contributes to a more reliable interaction of end users and machine learned models by covering fundamental aspects of the recourse process and suggests new solutions towards generating realistic and robust counterfactual explanations for algorithmic recourse

    Multiple Linear Regression and Machine Learning for Predicting the Drinking Water Quality Index in Al-Seine Lake

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    This is the final version. Available on open access from MDPI via the DOI in this recordData Availability Statement: The data sets are available from the corresponding author on reasonable request.Ensuring safe and clean drinking water for communities is crucial, and necessitates effective tools to monitor and predict water quality due to challenges from population growth, industrial activities, and environmental pollution. This paper evaluates the performance of multiple linear regression (MLR) and nineteen machine learning (ML) models, including algorithms based on regression, decision tree, and boosting. Models include linear regression (LR), least angle regression (LAR), Bayesian ridge chain (BR), ridge regression (Ridge), k-nearest neighbor regression (K-NN), extra tree regression (ET), and extreme gradient boosting (XGBoost). The research’s objective is to estimate the surface water quality of Al-Seine Lake in Lattakia governorate using the MLR and ML models. We used water quality data from the drinking water lake of Lattakia City, Syria, during years 2021–2022 to determine the water quality index (WQI). The predictive performance of both the MLR and ML models was evaluated using statistical methods such as the coefficient of determination (R2) and the root mean square error (RMSE) to estimate their efficiency. The results indicated that the MLR model and three of the ML models, namely linear regression (LR), least angle regression (LAR), and Bayesian ridge chain (BR), performed well in predicting the WQI. The MLR model had an R2 of 0.999 and an RMSE of 0.149, while the three ML models had an R2 of 1.0 and an RMSE of approximately 0.0. These results support using both MLR and ML models for predicting the WQI with very high accuracy, which will contribute to improving water quality management

    Reliability and Interpretability in Science and Deep Learning

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    In recent years, the question of the reliability of Machine Learning (ML) methods has acquired significant importance, and the analysis of the associated uncertainties has motivated a growing amount of research. However, most of these studies have applied standard error analysis to ML models---and in particular Deep Neural Network (DNN) models---which represent a rather significant departure from standard scientific modelling. It is therefore necessary to integrate the standard error analysis with a deeper epistemological analysis of the possible differences between DNN models and standard scientific modelling and the possible implications of these differences in the assessment of reliability. This article offers several contributions. First, it emphasises the ubiquitous role of model assumptions (both in ML and traditional Science) against the illusion of theory-free science. Secondly, model assumptions are analysed from the point of view of their (epistemic) complexity, which is shown to be language-independent. It is argued that the high epistemic complexity of DNN models hinders the estimate of their reliability and also their prospect of long-term progress. Some potential ways forward are suggested. Thirdly, this article identifies the close relation between a model's epistemic complexity and its interpretability, as introduced in the context of responsible AI. This clarifies in which sense---and to what extent---the lack of understanding of a model (black-box problem) impacts its interpretability in a way that is independent of individual skills. It also clarifies how interpretability is a precondition for assessing the reliability of any model, which cannot be based on statistical analysis alone. This article focuses on the comparison between traditional scientific models and DNN models. However, Random Forest (RF) and Logistic Regression (LR) models are also briefly considered

    Predicting whole-life carbon emissions for buildings using different machine learning algorithms: A case study on typical residential properties in Cornwall, UK

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    This is the final version. Available on open access from Elsevier via the DOI in this recordData availability: Data will be made available on request.Whole-life carbon emissions (WLCE) studies are critical in assessing the environmental impact of buildings and promoting sustainable design practices. However, existing methods for estimating WLCE are time-consuming and data-intensive, limiting their usefulness in the early building design stages. In response to this, this research introduces a novel approach by harnessing various machine learning algorithms to predict WLCE and WLCE intensity (normalised by floor area) for buildings. To evaluate the suitability of machine learning algorithms, we conducted an experiment involving ten algorithms to build the prediction models. These models were trained using data from 150 typical residential properties in Cornwall, UK, along with 28 features obtained from a comprehensive survey, including floor area, heating type, and occupant characteristics. The ten algorithms include Multiple Linear Regression, and non-linear algorithms such as Decision Tree, Random Forest. Performance evaluation metrics, such as coefficient of determination (R2), mean absolute error (MAE), means squared error (MSE), root-mean-square error (RMSE), and elapsed time, were employed. Our research contributes to the field by showcasing the effectiveness of machine learning models in predicting building WLCE. We reveal that all the tested machine learning algorithms have the capability to predict WLCE and WLCE intensity, non-linear models outperform linear ones, and the Random Forest (RF) model demonstrates superior performance in terms of accuracy, stability, and efficiency. This research encourages the integration of life cycle studies into the early design stage, even within tight building design schedules, offering practical guidance to architects and designers. Furthermore, these results also benefit a wide range of stakeholders, not only the architects but also the engineers, policymakers, and life cycle assessment (LCA) researchers, contributing to the advancement of data-driven sustainability approaches within the building sector.China Scholarship CouncilUniversity of Exete

    Graduate Catalog of Studies, 2023-2024

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