Deep Learning for Forecasting Stock Returns in the Cross-Section

Many studies have been undertaken by using machine learning techniques, including neural networks, to predict stock returns. Recently, a method known as deep learning, which achieves high performance mainly in image recognition and speech recognition, has attracted attention in the machine learning field. This paper implements deep learning to predict one-month-ahead stock returns in the cross-section in the Japanese stock market and investigates the performance of the method. Our results show that deep neural networks generally outperform shallow neural networks, and the best networks also outperform representative machine learning models. These results indicate that deep learning shows promise as a skillful machine learning method to predict stock returns in the cross-section.Comment: 12 pages, 2 figures, 8 tables, accepted at PAKDD 201

Generation and quality control of lipidomics data for the alzheimers disease neuroimaging initiative cohort.

Alzheimers disease (AD) is a major public health priority with a large socioeconomic burden and complex etiology. The Alzheimer Disease Metabolomics Consortium (ADMC) and the Alzheimer Disease Neuroimaging Initiative (ADNI) aim to gain new biological insights in the disease etiology. We report here an untargeted lipidomics of serum specimens of 806 subjects within the ADNI1 cohort (188 AD, 392 mild cognitive impairment and 226 cognitively normal subjects) along with 83 quality control samples. Lipids were detected and measured using an ultra-high-performance liquid chromatography quadruple/time-of-flight mass spectrometry (UHPLC-QTOF MS) instrument operated in both negative and positive electrospray ionization modes. The dataset includes a total 513 unique lipid species out of which 341 are known lipids. For over 95% of the detected lipids, a relative standard deviation of better than 20% was achieved in the quality control samples, indicating high technical reproducibility. Association modeling of this dataset and available clinical, metabolomics and drug-use data will provide novel insights into the AD etiology. These datasets are available at the ADNI repository at http://adni.loni.usc.edu/

Are different groups of patients with stroke more likely to be excluded from the new UK general medical services contract? A cross-sectional retrospective analysis of a large primary care population

Peer reviewedPublisher PD

An Anti-Human ICAM-1 Antibody Inhibits Rhinovirus-Induced Exacerbations of Lung Inflammation

Human rhinoviruses (HRV) cause the majority of common colds and acute exacerbations of asthma and chronic obstructive pulmonary disease (COPD). Effective therapies are urgently needed, but no licensed treatments or vaccines currently exist. Of the 100 identified serotypes, ∼90% bind domain 1 of human intercellular adhesion molecule-1 (ICAM-1) as their cellular receptor, making this an attractive target for development of therapies; however, ICAM-1 domain 1 is also required for host defence and regulation of cell trafficking, principally via its major ligand LFA-1. Using a mouse anti-human ICAM-1 antibody (14C11) that specifically binds domain 1 of human ICAM-1, we show that 14C11 administered topically or systemically prevented entry of two major groups of rhinoviruses, HRV16 and HRV14, and reduced cellular inflammation, pro-inflammatory cytokine induction and virus load in vivo. 14C11 also reduced cellular inflammation and Th2 cytokine/chemokine production in a model of major group HRV-induced asthma exacerbation. Interestingly, 14C11 did not prevent cell adhesion via human ICAM-1/LFA-1 interactions in vitro, suggesting the epitope targeted by 14C11 was specific for viral entry. Thus a human ICAM-1 domain-1-specific antibody can prevent major group HRV entry and induction of airway inflammation in vivo

Radio Emission from Ultra-Cool Dwarfs

The 2001 discovery of radio emission from ultra-cool dwarfs (UCDs), the very low-mass stars and brown dwarfs with spectral types of ~M7 and later, revealed that these objects can generate and dissipate powerful magnetic fields. Radio observations provide unparalleled insight into UCD magnetism: detections extend to brown dwarfs with temperatures <1000 K, where no other observational probes are effective. The data reveal that UCDs can generate strong (kG) fields, sometimes with a stable dipolar structure; that they can produce and retain nonthermal plasmas with electron acceleration extending to MeV energies; and that they can drive auroral current systems resulting in significant atmospheric energy deposition and powerful, coherent radio bursts. Still to be understood are the underlying dynamo processes, the precise means by which particles are accelerated around these objects, the observed diversity of magnetic phenomenologies, and how all of these factors change as the mass of the central object approaches that of Jupiter. The answers to these questions are doubly important because UCDs are both potential exoplanet hosts, as in the TRAPPIST-1 system, and analogues of extrasolar giant planets themselves.Comment: 19 pages; submitted chapter to the Handbook of Exoplanets, eds. Hans J. Deeg and Juan Antonio Belmonte (Springer-Verlag

The 'Women's Lifestyle Study', 2-year randomized controlled trial of physical activity counselling in primary health care: rationale and study design

<p>Abstract</p> <p>Background</p> <p>Physical inactivity is an independent risk factor for diabetes and heart disease. There is evidence that increasing physical activity can reduce the risk of developing these chronic diseases, but less evidence about effective ways to increase adherence to physical activity. Interventions are therefore needed that produce sustained increases in adherence to physical activity, are cost-effective and improve clinical endpoints.</p> <p>Methods</p> <p>The Women's Lifestyle Study is a two year randomized controlled trial involving a nurse-led intervention to increase physical activity in 40–74 year old physically inactive women recruited from primary care. Baseline measures were assessed in a face-to-face interview with a primary care nurse. The intervention involved delivery of a 'Lifestyle script' by a primary care nurse followed by telephone counselling for nine months and a face-to-face nurse visit at six months. Outcome measurements are assessed at 12 and 24 months. The primary outcome is physical activity measured using a validated physical activity questionnaire. Secondary outcomes include blood pressure, weight, waist circumference, physical fitness (step test), serum HbA1c, fasting glucose, lipids, insulin, and quality of life (SF36). Costs were measured prospectively to allow a subsequent cost-effectiveness evaluation if the trial is positive.</p> <p>Discussion</p> <p>Due to report in 2008, the Women's Lifestyle Study tests the effectiveness of an enhanced low-cost, evidence-based intervention in increasing physical activity, and improving cardiovascular and diabetes risk indicators over two years. If successful in demonstrating improvements in health outcomes, this randomized controlled trial will be the first to demonstrate long-term cardiovascular and diabetes risk health benefit, in addition to improvements in physical activity, from a sustainable physical activity intervention based in primary care.</p> <p>Trial Registration</p> <p>Australian Clinical Trials Registry (ACTR), ACTRN012605000490673.</p

Perceived difficulty and appropriateness of decision making by General Practitioners: a systematic review of scenario studies

Background: Health-care quality in primary care depends largely on the appropriateness of General Practitioners’ (GPs; Primary Care or Family Physicians) decisions, which may be influenced by how difficult they perceive decisions to be. Patient scenarios (clinical or case vignettes) are widely used to investigate GPs’ decision making. This review aimed to identify the extent to which perceived decision difficulty, decision appropriateness, and their relationship have been assessed in scenario studies of GPs’ decision making; identify possible determinants of difficulty and appropriateness; and investigate the relationship between difficulty and appropriateness. Methods: MEDLINE, EMBASE, PsycINFO, the Cochrane Library and Web of Science were searched for scenario studies of GPs’ decision making. One author completed article screening. Ten percent of titles and abstracts were checked by an independent volunteer, resulting in 91% agreement. Data on decision difficulty and appropriateness were extracted by one author and descriptively synthesised. Chi-squared tests were used to explore associations between decision appropriateness, decision type and decision appropriateness assessment method. Results: Of 152 included studies, 66 assessed decision appropriateness and five assessed perceived difficulty. While no studies assessed the relationship between perceived difficulty and appropriateness, one study objectively varied the difficulty of the scenarios and assessed the relationship between a measure of objective difficulty and appropriateness. Across 38 studies where calculations were possible, 62% of the decisions were appropriate as defined by the appropriateness standard used. Chi-squared tests identified statistically significant associations between decision appropriateness, decision type and decision appropriateness assessment method. Findings suggested a negative relationship between decision difficulty and appropriateness, while interventions may have the potential to reduce perceived difficulty. Conclusions: Scenario-based research into GPs’ decisions rarely considers the relationship between perceived decision difficulty and decision appropriateness. The links between these decisional components require further investigation

Improved Measurement of the Pseudoscalar Decay Constant fDsf_{D_{s}}

We present a new determination of the Ds decay constant, f_{Ds} using 5 million continuum charm events obtained with the CLEO II detector. Our value is derived from our new measured ratio of widths for Ds -> mu nu/Ds -> phi pi of 0.173+/- 0.021 +/- 0.031. Taking the branching ratio for Ds -> phi pi as (3.6 +/- 0.9)% from the PDG, we extract f_{Ds} = (280 +/- 17 +/- 25 +/- 34){MeV}. We compare this result with various model calculations.Comment: 23 page postscript file, postscript file also available through http://w4.lns.cornell.edu/public/CLN

First Observation of τ→3πηντ\tau\to 3\pi\eta\nu_{\tau} and τ→f1πντ\tau\to f_{1}\pi\nu_{\tau} Decays

We have observed new channels for $\tau$ decays with an $\eta$ in the final state. We study 3-prong tau decays, using the $\eta\to\gamma\gamma$ and \eta\to 3\piz decay modes and 1-prong decays with two \piz's using the $\eta\to\gamma\gamma$ channel. The measured branching fractions are \B(\tau^{-}\to \pi^{-}\pi^{-}\pi^{+}\eta\nu_{\tau}) =(3.4^{+0.6}_{-0.5}\pm0.6)\times10^{-4} and \B(\tau^{-}\to \pi^{-}2\piz\eta\nu_{\tau} =(1.4\pm0.6\pm0.3)\times10^{-4}. We observe clear evidence for $f_1\to\eta\pi\pi$ substructure and measure \B(\tau^{-}\to f_1\pi^{-}\nu_{\tau})=(5.8^{+1.4}_{-1.3}\pm1.8)\times10^{-4}. We have also searched for $\eta'(958)$ production and obtain 90% CL upper limits \B(\tau^{-}\to \pi^{-}\eta'\nu_\tau)<7.4\times10^{-5} and \B(\tau^{-}\to \pi^{-}\piz\eta'\nu_\tau)<8.0\times10^{-5}.Comment: 11 page postscript file, postscript file also available through http://w4.lns.cornell.edu/public/CLN

Search for the Decays B^0 -> D^{(*)+} D^{(*)-}

Using the CLEO-II data set we have searched for the Cabibbo-suppressed decays B^0 -> D^{(*)+} D^{(*)-}. For the decay B^0 -> D^{*+} D^{*-}, we observe one candidate signal event, with an expected background of 0.022 +/- 0.011 events. This yield corresponds to a branching fraction of Br(B^0 -> D^{*+} D^{*-}) = (5.3^{+7.1}_{-3.7}(stat) +/- 1.0(syst)) x 10^{-4} and an upper limit of Br(B^0 -> D^{*+} D^{*-}) D^{*\pm} D^\mp and B^0 -> D^+ D^-, no significant excess of signal above the expected background level is seen, and we calculate the 90% CL upper limits on the branching fractions to be Br(B^0 -> D^{*\pm} D^\mp) D^+ D^-) < 1.2 x 10^{-3}.Comment: 12 page postscript file also available through http://w4.lns.cornell.edu/public/CLNS, submitted to Physical Review Letter