Stock Volatility Prediction Based on Transformer Model Using Mixed-Frequency Data

With the increasing volume of high-frequency data in the information age, both challenges and opportunities arise in the prediction of stock volatility. On one hand, the outcome of prediction using tradition method combining stock technical and macroeconomic indicators still leaves room for improvement; on the other hand, macroeconomic indicators and peoples' search record on those search engines affecting their interested topics will intuitively have an impact on the stock volatility. For the convenience of assessment of the influence of these indicators, macroeconomic indicators and stock technical indicators are then grouped into objective factors, while Baidu search indices implying people's interested topics are defined as subjective factors. To align different frequency data, we introduce GARCH-MIDAS model. After mixing all the above data, we then feed them into Transformer model as part of the training data. Our experiments show that this model outperforms the baselines in terms of mean square error. The adaption of both types of data under Transformer model significantly reduces the mean square error from 1.00 to 0.86.Comment: Accepted by the 7th APWeb-WAIM International Joint Conference on Web and Big Data. (APWeb 2023

A survey of large-scale reasoning on the Web of data

As more and more data is being generated by sensor networks, social media and organizations, the Webinterlinking this wealth of information becomes more complex. This is particularly true for the so-calledWeb of Data, in which data is semantically enriched and interlinked using ontologies. In this large anduncoordinated environment, reasoning can be used to check the consistency of the data and of asso-ciated ontologies, or to infer logical consequences which, in turn, can be used to obtain new insightsfrom the data. However, reasoning approaches need to be scalable in order to enable reasoning over theentire Web of Data. To address this problem, several high-performance reasoning systems, whichmainly implement distributed or parallel algorithms, have been proposed in the last few years. Thesesystems differ significantly; for instance in terms of reasoning expressivity, computational propertiessuch as completeness, or reasoning objectives. In order to provide afirst complete overview of thefield,this paper reports a systematic review of such scalable reasoning approaches over various ontologicallanguages, reporting details about the methods and over the conducted experiments. We highlight theshortcomings of these approaches and discuss some of the open problems related to performing scalablereasoning

Comments on "A practical (t, n) threshold proxy signature scheme based on the RSA cryptosystem"

In a (t, n) proxy signature scheme, the original signer can delegate his/her signing capability to n proxy signers such that any t or more proxy singers can sign messages on behalf of the former, but t 1 or less of them cannot do the same thing

Boron neutron capture therapy induces cell cycle arrest and cell apoptosis of glioma stem/progenitor cells in vitro

BACKGROUND: Glioma stem cells in the quiescent state are resistant to clinical radiation therapy. An almost inevitable glioma recurrence is due to the persistence of these cells. The high linear energy transfer associated with boron neutron capture therapy (BNCT) could kill quiescent and proliferative cells. METHODS: The present study aimed to evaluate the effects of BNCT on glioma stem/progenitor cells in vitro. The damage induced by BNCT was assessed using cell cycle progression, apoptotic cell ratio and apoptosis-associated proteins expression. RESULTS: The surviving fraction and cell viability of glioma stem/progenitor cells were decreased compared with differentiated glioma cells using the same boronophenylalanine pretreatment and the same dose of neutron flux. BNCT induced cell cycle arrest in the G2/M phase and cell apoptosis via the mitochondrial pathway, with changes in the expression of associated proteins. CONCLUSIONS: Glioma stem/progenitor cells, which are resistant to current clinical radiotherapy, could be effectively killed by BNCT in vitro via cell cycle arrest and apoptosis using a prolonged neutron irradiation, although radiosensitivity of glioma stem/progenitor cells was decreased compared with differentiated glioma cells when using the same dose of thermal neutron exposure and boronophenylalanine pretreatment. Thus, BNCT could offer an appreciable therapeutic advantage to prevent tumor recurrence, and may become a promising treatment in recurrent glioma

Elevated IL-6 Receptor Expression on CD4+ T Cells contributes to the increased Th17 Responses in patients with Chronic Hepatitis B

<p>Abstract</p> <p>Background</p> <p>Increased numbers of Interleukin-17-producing CD4⁺T cells (Th17) have been found in association with hepatitis B virus (HBV)-induced liver injury. However, the mechanism underlying the increase of Th17 responses in patients with HBV infection remains unclear. In this study, we investigate the possible regulatory mechanisms of increased Th17 responses in patients with chronic hepatitis B(CHB).</p> <p>Methods</p> <p>Th17 response and IL-6R expression on CD4⁺T cells in peripheral blood samples were determined by flow cytometry. Cytokines TGF-β, IL-1β, IL-6 and IL-17 in plasma and/or supernatant samples were determined by ELISA and the IL-17 and IL-6R mRNA levels were quantified by quantitative real-time reverse polymerase chain reaction.</p> <p>Results</p> <p>All these data indicated that the frequency of periphery Th17 cells is significantly correlated with the percentage of CD4<b>⁺</b>T cells expressing IL-6R in CHB patients. CD4⁺T cells from patients with CHB, but not those from healthy donors, produced higher levels of IL-17 and had more IL-6R expression upon stimulation with the HBV core antigen (HBcAg) in vitro. The PMA/ionomycin and HBcAg -stimulated up-regulation of IL-17 production by CD4⁺T cells could be reversed by a neutralizing antibody against IL-6R.</p> <p>Conclusion</p> <p>we showed that enhancement of IL-6R expression on CD4⁺T cells upon HBV infection contributes to increased Th17 response in patients with CHB.</p