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

Quantum transport in quantum networks and photosynthetic complexes at the steady state

Recently, several works have analysed the efficiency of photosynthetic complexes in a transient scenario and how that efficiency is affected by environmental noise. Here, following a quantum master equation approach, we study the energy and excitation transport in fully connected networks both in general and in the particular case of the Fenna-Matthew-Olson complex. The analysis is carried out for the steady state of the system where the excitation energy is constantly "flowing" through the system. Steady state transport scenarios are particularly relevant if the evolution of the quantum system is not conditioned on the arrival of individual excitations. By adding dephasing to the system, we analyse the possibility of noise-enhancement of the quantum transport.Comment: 10 pages, single column, 6 figures. Accepted for publication in Plos On

Structure of hadron resonances with a nearby zero of the amplitude

We discuss the relation between the analytic structure of the scattering amplitude and the origin of an eigenstate represented by a pole of the amplitude.If the eigenstate is not dynamically generated by the interaction in the channel of interest, the residue of the pole vanishes in the zero coupling limit. Based on the topological nature of the phase of the scattering amplitude, we show that the pole must encounter with the Castillejo-Dalitz-Dyson (CDD) zero in this limit. It is concluded that the dynamical component of the eigenstate is small if a CDD zero exists near the eigenstate pole. We show that the line shape of the resonance is distorted from the Breit-Wigner form as an observable consequence of the nearby CDD zero. Finally, studying the positions of poles and CDD zeros of the KbarN-piSigma amplitude, we discuss the origin of the eigenstates in the Lambda(1405) region.Comment: 7 pages, 3 figures, v2: published versio

HCN Channels Are Not Required for Mechanotransduction in Sensory Hair Cells of the Mouse Inner Ear

The molecular composition of the hair cell transduction channel has not been identified. Here we explore the novel hypothesis that hair cell transduction channels include HCN subunits. The HCN family of ion channels includes four members, HCN1-4. They were orginally identified as the molecular correlates of the hyperpolarization-activated, cyclic nucleotide gated ion channels that carry currents known as If, IQ or Ih. However, based on recent evidence it has been suggested that HCN subunits may also be components of the elusive hair cell transduction channel. To investigate this hypothesis we examined expression of mRNA that encodes HCN1-4 in sensory epithelia of the mouse inner ear, immunolocalization of HCN subunits 1, 2 and 4, uptake of the transduction channel permeable dye, FM1-43 and electrophysiological measurement of mechanotransduction current. Dye uptake and transduction current were assayed in cochlear and vestibular hair cells of wildtype mice exposed to HCN channel blockers or a dominant-negative form of HCN2 that contained a pore mutation and in mutant mice that lacked HCN1, HCN2 or both. We found robust expression of HCNs 1, 2 and 4 but little evidence that localized HCN subunits in hair bundles, the site of mechanotransduction. Although high concentrations of the HCN antagonist, ZD7288, blocked 50–70% of the transduction current, we found no reduction of transduction current in either cochlear or vestibular hair cells of HCN1- or HCN2- deficient mice relative to wild-type mice. Furthermore, mice that lacked both HCN1 and HCN2 also had normal transduction currents. Lastly, we found that mice exposed to the dominant-negative mutant form of HCN2 had normal transduction currents as well. Taken together, the evidence suggests that HCN subunits are not required for mechanotransduction in hair cells of the mouse inner ear

Constraining parameter space in type-II two-Higgs doublet model in light of a 126 GeV Higgs boson

We explore the implications of a 126 GeV Higgs boson indicated by the recent LHC results for two-Higgs doublet model (2HDM). Identifying the 126 GeV Higgs boson as either the lighter or heavier of CP even neutral Higgs bosons in 2HDM, we examine how the masses of Higgs fields and mixing parameters can be constrained by the theoretical conditions and experimental constraints. The theoretical conditions taken into account are the vacuum stability, perturbativity and unitarity required to be satisfied up to a cut-off scale. We also show how bounds on the masses of Higgs bosons and mixing parameters depend on the cut-off scale. In addition, we investigate whether the allowed regions of parameter space can accommodate particularly the enhanced di-photon signals, ZZ* and WW* decay modes of the Higgs boson, and examine the prediction of the signal strength of Z{\gamma} decay mode for the allowed regions of the parameter space.Comment: To be published in JHEP, 20 pages, 11 figures, Figures and results are updated for the recent LHC result

Optimization for the Production of Surfactin with a New Synergistic Antifungal Activity

-surfactin and the optimization of its production by the response surface method.O. A production of 134.2 mg/L, which were in agreement with the prediction, was observed in a verification experiment. In comparison to the production of original level (88.6 mg/L), a 1.52-fold increase had been obtained.-surfactin

Methylated BSA Mimics Amyloid-Related Proteins and Triggers Inflammation

The mechanistic study of inflammatory or autoimmune diseases requires the generation of mouse models that reproduce the alterations in immune responses observed in patients. Methylated bovine serum albumin (mBSA) has been widely used to induce antigen-specific inflammation in targeted organs or in combination with single stranded DNA (ssDNA) to generate anti-nucleic acids antibodies in vivo. However, the mechanism by which this modified protein triggers inflammation is poorly understood. By analyzing the biochemical properties of mBSA, we found that mBSA exhibits features of an intermediate of protein misfolding pathway. mBSA readily interact with a list of dyes that have binding specificity towards amyloid fibrils. Intriguingly, mBSA displayed cytotoxic activity and its binding to ssDNA further enhanced formation of beta-sheet rich amyloid fibrils. Moreover, mBSA is recognized by the serum amyloid P, a protein unanimously associated with amyloid plaques in vivo. In macrophages, we observed that mBSA disrupted the lysosomal compartment, signaled along the NLRP3 inflammasome pathway, and activated caspase 1, which led to the production of IL-1β. In vivo, mBSA triggered rapid and prominent immune cell infiltration that is dependent on IL-1β induction. Taken together, these data demonstrate that by mimicking amyloidogenic proteins mBSA exhibits strong innate immune functions and serves as a potent adjuvant. These findings advance our understanding on the underlying mechanism of how aberrant immune responses lead to autoimmune reactions

Atomic structures of TDP-43 LCD segments and insights into reversible or pathogenic aggregation.

The normally soluble TAR DNA-binding protein 43 (TDP-43) is found aggregated both in reversible stress granules and in irreversible pathogenic amyloid. In TDP-43, the low-complexity domain (LCD) is believed to be involved in both types of aggregation. To uncover the structural origins of these two modes of β-sheet-rich aggregation, we have determined ten structures of segments of the LCD of human TDP-43. Six of these segments form steric zippers characteristic of the spines of pathogenic amyloid fibrils; four others form LARKS, the labile amyloid-like interactions characteristic of protein hydrogels and proteins found in membraneless organelles, including stress granules. Supporting a hypothetical pathway from reversible to irreversible amyloid aggregation, we found that familial ALS variants of TDP-43 convert LARKS to irreversible aggregates. Our structures suggest how TDP-43 adopts both reversible and irreversible β-sheet aggregates and the role of mutation in the possible transition of reversible to irreversible pathogenic aggregation

The Human Cytomegalovirus UL76 Gene Regulates the Level of Expression of the UL77 Gene

Human cytomegalovirus (HCMV) can be reactivated under immunosuppressive conditions causing several fatal pneumonitis, hepatitis, retinitis, and gastrointestinal diseases. HCMV also causes deafness and mental retardation in neonates when primary infection has occurred during pregnancy. In the genome of HCMV at least 194 known open reading frames (ORFs) have been predicted, and approximately one-quarter, or 41 ORFs, are required for viral replication in cell culture. In contrast, the majority of the predicted ORFs are nonessential for viral replication in cell culture. However, it is also possible that these ORFs are required for the efficient viral replication in the host. The UL77 gene of HCMV is essential for viral replication and has a role in viral DNA packaging. The function of the upstream UL76 gene in the HCMV-infected cells is not understood. UL76 and UL77 are cistons on the same viral mRNA and a conventional 5' mRNA for UL77 has not been detected. The vast majority of eukaryotic mRNAs are monocistronic, i.e., they encode only a single protein.To determine whether the UL76 ORF affects UL77 gene expression, we mutated UL76 by ORF frame-shifts, stop codons or deletion of the viral gene. The effect on UL77 protein expression was determined by either transfection of expression plasmids or infection with recombinant viruses. Mutation of UL76 ORF significantly increased the level of UL77 protein expression. However, deletion of UL76 upstream of the UL77 ORF had only marginal effects on viral growth.While UL76 is not essential for viral replication, the UL76 ORF is involved in regulation of the level of UL77 protein expression in a manner dependent on the translation re-initiation. UL76 may fine-tune the UL77 expression for the efficient viral replication in the HCMV- infected cells