Financial contagion: Evolutionary optimisation of a multinational agent-based model

Over the past two decades, financial market crises with similar features have occurred in different regions of the world. Unstable cross-market linkages during a crisis are referred to as financial contagion. We simulate crisis transmission in the context of a model of market participants adopting various strategies; this allows testing for financial contagion under alternative scenarios. Using a minority game approach, we develop an agent-based multinational model and investigate the reasons for contagion. Although the phenomenon has been extensively investigated in the financial literature, it has not been studied through computational intelligence techniques. Our simulations shed light on parameter values and characteristics which can be exploited to detect contagion at an earlier stage, hence recognising financial crises with the potential to destabilise cross-market linkages. In the real world, such information would be extremely valuable in developing appropriate risk management strategies

A mixed-game agent-based model of financial contagion

Over the past two decades, financial market crises with similar features have occurred in different regions of the world. Unstable cross-market linkages during financial crises are referred to as financial contagion. We simulate the transmission of financial crises in the context of a model of market participants adopting various strategies; this allows testing for financial contagion under alternative scenarios. Using a minority game approach, we develop an agent-based multinational model and investigate the reasons for contagion. Although contagion has been extensively investigated in the financial literature, it has not been studied yet through computational intelligence techniques. Our simulations shed light on parameter values and characteristics which can be exploited to detect contagion at an earlier stage, hence recognising financial crises with the potential to destabilise cross-market linkages. In the real world, such information would be extremely valuable to develop appropriate risk management strategies

Reducing the impact of the next influenza pandemic using household-based public health interventions.

Household-based public health interventions can effectively mitigate the impact of influenza pandemic, and the resources and compliance requirement are realistic and feasible.published_or_final_versio

Performance modelling and analysis of software defined networking

Software Defined Networking (SDN) is an emerging architecture for the next-generation Internet, providing unprecedented network programmability to handle the explosive growth of Big Data driven by the popularisation of smart mobile devices and the pervasiveness of content-rich multimedia applications. In order to quantitatively investigate the performance characteristics of SDN networks, several research efforts from both simulation experiments and analytical modelling have been reported in the current literature. Among those studies, analytical modelling has demonstrated its superiority in terms of cost-effectiveness in the evaluation of large-scale networks. However, for analytical tractability and simplification, existing analytical models are derived based on the unrealistic assumptions that the network traffic follows the Poisson process which is suitable to model non-bursty text data and the data plane of SDN is modelled by one simplified Single Server Single Queue (SSSQ) system. Recent measurement studies have shown that, due to the features of heavy volume and high velocity, the multimedia big data generated by real-world multimedia applications reveals the bursty and correlated nature in the network transmission. With the aim of the capturing such features of realistic traffic patterns and obtaining a comprehensive and deeper understanding of the performance behaviour of SDN networks, this paper presents a new analytical model to investigate the performance of SDN in the presence of the bursty and correlated arrivals modelled by Markov Modulated Poisson Process (MMPP). The Quality-of-Service performance metrics in terms of the average latency and average network throughput of the SDN networks are derived based on the developed analytical model. To consider realistic multi-queue system of forwarding elements, a Priority-Queue (PQ) system is adopted to model SDN data plane. To address the challenging problem of obtaining the key performance metrics, e.g., queue length distribution of PQ system with a given service capacity, a versatile methodology extending the Empty Buffer Approximation (EBA) method is proposed to facilitate the decomposition of such a PQ system to two SSSQ systems. The validity of the proposed model is demonstrated through extensive simulation experiments. To illustrate its application, the developed model is then utilised to study the strategy of the network configuration and resource allocation in SDN networksThis work is supported by the EU FP7 “QUICK” Project (Grant NO. PIRSES-GA-2013-612652) and the National Natural Science Foundation of China (Grant NO. 61303241)

Magnetic resonance spectroscopy reveals N-acetylaspartate reduction in hippocampus and cingulate cortex after fear conditioning

The fear conditioning in rodents provides a valuable translational tool to investigate the neural basis of learning and memory and potentially the neurobiology of post-traumatic stress disorder (PTSD). Neurobiological changes induced by fear conditioning have largely been examined ex vivo while progressive 'real-time' changes in vivo remain under-explored. Single voxel proton magnetic resonance spectroscopy (1H MRS) of the hippocampus, cingulate cortex and thalamus of adult male C57BL/6N mice (N=12) was performed at 1 day before, 1 day and 1 week after, fear conditioning training using a 7T scanner. N-acetylaspartate (NAA), a marker for neuronal integrity and viability, significantly decreased in the hippocampus at 1 day and 1 week post-conditioning. Significant NAA reduction was also observed in the cingulate cortex at 1 day post-conditioning. These findings of hippocampal NAA decrease indicate reduced neuronal dysfunction and/or neuronal integrity, contributing to the trauma-related PTSD-like symptoms. The neurochemical changes characterized by 1H MRS can shed light on the biochemical mechanisms of learning and memory. Moreover, such information can potentially facilitate prompt intervention for patients with psychiatric disorders. © 2012 Elsevier Ireland Ltd.postprin

Breath-hold FSE for accurate imaging of myocardial and hepatic R2

Session 21: Hepatic Storage Disease - Oral presentationMRI provides a means to non-invasively assess tissue iron concentration by exploiting the paramagnetic effects of iron on T2 or T2*. The most widely used method is T2* imaging is sensitive to non-iron related magnetic field (B0) inhomogeneities, which can confound T2* measurements within the whole heart and liver. An alternative method is T2 imaging, but they are generally performed during free breathing with respiratory gating due to their low data acquisition efficiency. The purpose of this study was to develop a breath-hold fast spin echo (FSE) sequence for fast and accurate imaging of myocardial and hepatic T2.published_or_final_versionThe 17th Scientific Meeting & Exhibition of the International Society of Magnetic Resonance in Medicine (ISMRM), Honolulu, HI., 18-24 April 2009. In Proceedings of ISMRM 17th Scientific Meeting & Exhibition, 2009, p. 20

Age-specific seriousness of avian influenza A(H7N9) in the second-wave epidemic in China

Poster Presentations 2 - Diseases at the Interface of Humans, Wildlife and Other Animals: no. 23.049PURPOSE: In spring 2013, a novel avian influenza A(H7N9) emerged in China causing more than 130 human infections mostly in the eastern provinces. The hospital fatality risk of A(H7N9) were about 35% and caused severe illness especially in older patients. In winter 2013-14, a second wave of A(H7N9) began with higher burden in the southern provinces in China. We estimated the relative risk of serious illness of patients aged 65 or above in the second wave of A(H7N9) epidemic, accounting for potential age-specific differences in poultry exposure …published_or_final_versio

Age-specific seriousness of avian influenza A(H7N9) in the second-wave epidemic in China

Poster Presentations 2 - Diseases at the Interface of Humans, Wildlife and Other Animals: no. 23.049PURPOSE: In spring 2013, a novel avian influenza A(H7N9) emerged in China causing more than 130 human infections mostly in the eastern provinces. The hospital fatality risk of A(H7N9) were about 35% and caused severe illness especially in older patients. In winter 2013-14, a second wave of A(H7N9) began with higher burden in the southern provinces in China. We estimated the relative risk of serious illness of patients aged 65 or above in the second wave of A(H7N9) epidemic, accounting for potential age-specific differences in poultry exposure …published_or_final_versio

Single-breathhold myocardial T2 and T2* quantification in normal volunteer subjects at 3T

Myocardial Tissue Characterization: Fat, Hemorrhage & Edema - Poster presentationIncreased B0 and B1 inhomogeneity, together with increased motion artifacts, present challenges for cardiac imaging and quantitation at 3T. This study measured myocardial T2 in normal subjects at 3T using a novel single-breathhold black-blood hybrid TSE/MESE T2 measurement protocol. The average myocardial T2 was found to be 39.6±7.4ms, with peak-to-peak variations of the measured T2 values < 5%. The results demonstrate the feasibility of myocardial T2 quantitation at 3T.published_or_final_versionThe 17th Scientific Meeting & Exhibition of the International Society of Magnetic Resonance in Medicine (ISMRM), Honolulu, HI., 18-24 April 2009. In Proceedings of ISMRM 17th Scientific Meeting & Exhibition, 2009, p. 375