439 research outputs found

    Financial time series prediction using spiking neural networks

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    In this paper a novel application of a particular type of spiking neural network, a Polychronous Spiking Network, was used for financial time series prediction. It is argued that the inherent temporal capabilities of this type of network are suited to non-stationary data such as this. The performance of the spiking neural network was benchmarked against three systems: two "traditional", rate-encoded, neural networks; a Multi-Layer Perceptron neural network and a Dynamic Ridge Polynomial neural network, and a standard Linear Predictor Coefficients model. For this comparison three non-stationary and noisy time series were used: IBM stock data; US/Euro exchange rate data, and the price of Brent crude oil. The experiments demonstrated favourable prediction results for the Spiking Neural Network in terms of Annualised Return and prediction error for 5-Step ahead predictions. These results were also supported by other relevant metrics such as Maximum Drawdown and Signal-To-Noise ratio. This work demonstrated the applicability of the Polychronous Spiking Network to financial data forecasting and this in turn indicates the potential of using such networks over traditional systems in difficult to manage non-stationary environments. © 2014 Reid et al

    Cholic acid resistance and the adherence ability of Bifidobacterium pseudocaenulatum G4

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    The adherence capacity of Bifidobacterium longum BB536 and Bifidobacterium pseudocatenulatum G4 on HT-29 human epithelium cell line with the presence of cholic acid were assessed. B. longum BB536 showed a higher adhesion level on HT-29 human epithelium cell line compared to B. psudocatenulatumG4. However, in the presence of physiological concentration (0.094 and 0.94 ìM) of cholic acid, the adhesion level of Bifidobacterium strains dropped between 5 and 55% respectively, depending on pH, time and strain. The adaptation of Bifidobacterium strains to cholic acid was shown to be increasedwith time. It was concluded that the acquisition of cholic acid resistance by those Bifidobacterium strains promoted changes in the adhesion ability on HT-29 human epithelium cell line

    A systematic review of physical activity and sedentary behaviour research in the oil-producing countries of the Arabian Peninsula

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    Measurements of differential cross-sections in top-quark pair events with a high transverse momentum top quark and limits on beyond the Standard Model contributions to top-quark pair production with the ATLAS detector at √s = 13 TeV

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    Cross-section measurements of top-quark pair production where the hadronically decaying top quark has transverse momentum greater than 355 GeV and the other top quark decays into ℓνb are presented using 139 fb−1 of data collected by the ATLAS experiment during proton-proton collisions at the LHC. The fiducial cross-section at s = 13 TeV is measured to be σ = 1.267 ± 0.005 ± 0.053 pb, where the uncertainties reflect the limited number of data events and the systematic uncertainties, giving a total uncertainty of 4.2%. The cross-section is measured differentially as a function of variables characterising the tt¯ system and additional radiation in the events. The results are compared with various Monte Carlo generators, including comparisons where the generators are reweighted to match a parton-level calculation at next-to-next-to-leading order. The reweighting improves the agreement between data and theory. The measured distribution of the top-quark transverse momentum is used to search for new physics in the context of the effective field theory framework. No significant deviation from the Standard Model is observed and limits are set on the Wilson coefficients of the dimension-six operators OtG and Otq(8), where the limits on the latter are the most stringent to date. [Figure not available: see fulltext.]

    Improving topological cluster reconstruction using calorimeter cell timing in ATLAS

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    Clusters of topologically connected calorimeter cells around cells with large absolute signal-to-noise ratio (topo-clusters) are the basis for calorimeter signal reconstruction in the ATLAS experiment. Topological cell clustering has proven performant in LHC Runs 1 and 2. It is, however, susceptible to out-of-time pile-up of signals from soft collisions outside the 25 ns proton-bunch-crossing window associated with the event’s hard collision. To reduce this effect, a calorimeter-cell timing criterion was added to the signal-to-noise ratio requirement in the clustering algorithm. Multiple versions of this criterion were tested by reconstructing hadronic signals in simulated events and Run 2 ATLAS data. The preferred version is found to reduce the out-of-time pile-up jet multiplicity by ∼50% for jet pT ∼ 20 GeV and by ∼80% for jet pT 50 GeV, while not disrupting the reconstruction of hadronic signals of interest, and improving the jet energy resolution by up to 5% for 20 < pT < 30 GeV. Pile-up is also suppressed for other physics objects based on topo-clusters (electrons, photons, τ -leptons), reducing the overall event size on disk by about 6% in early Run 3 pileup conditions. Offline reconstruction for Run 3 includes the timing requirement

    Software Performance of the ATLAS Track Reconstruction for LHC Run 3

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    Charged particle reconstruction in the presence of many simultaneous proton–proton (pp) collisions in the LHC is a challenging task for the ATLAS experiment’s reconstruction software due to the combinatorial complexity. This paper describes the major changes made to adapt the software to reconstruct high-activity collisions with an average of 50 or more simultaneous pp interactions per bunch crossing (pileup) promptly using the available computing resources. The performance of the key components of the track reconstruction chain and its dependence on pile-up are evaluated, and the improvement achieved compared to the previous software version is quantified. For events with an average of 60 pp collisions per bunch crossing, the updated track reconstruction is twice as fast as the previous version, without significant reduction in reconstruction efficiency and while reducing the rate of combinatorial fake tracks by more than a factor two

    Performance and calibration of quark/gluon-jet taggers using 140 fb⁻¹ of pp collisions at √s=13 TeV with the ATLAS detector

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    The identification of jets originating from quarks and gluons, often referred to as quark/gluon tagging, plays an important role in various analyses performed at the Large Hadron Collider, as Standard Model measurements and searches for new particles decaying to quarks often rely on suppressing a large gluon-induced background. This paper describes the measurement of the efficiencies of quark/gluon taggers developed within the ATLAS Collaboration, using √s=13 TeV proton–proton collision data with an integrated luminosity of 140 fb-1 collected by the ATLAS experiment. Two taggers with high performances in rejecting jets from gluon over jets from quarks are studied: one tagger is based on requirements on the number of inner-detector tracks associated with the jet, and the other combines several jet substructure observables using a boosted decision tree. A method is established to determine the quark/gluon fraction in data, by using quark/gluon-enriched subsamples defined by the jet pseudorapidity. Differences in tagging efficiency between data and simulation are provided for jets with transverse momentum between 500 GeV and 2 TeV and for multiple tagger working points

    Measurement and interpretation of same-sign W boson pair production in association with two jets in pp collisions at √s = 13 TeV with the ATLAS detector

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    This paper presents the measurement of fducial and diferential cross sections for both the inclusive and electroweak production of a same-sign W-boson pair in association with two jets (W±W±jj) using 139 fb−1 of proton-proton collision data recorded at a centre-of-mass energy of √ s = 13 TeV by the ATLAS detector at the Large Hadron Collider. The analysis is performed by selecting two same-charge leptons, electron or muon, and at least two jets with large invariant mass and a large rapidity diference. The measured fducial cross sections for electroweak and inclusive W±W±jj production are 2.92 ± 0.22 (stat.) ± 0.19 (syst.)fb and 3.38±0.22 (stat.)±0.19 (syst.)fb, respectively, in agreement with Standard Model predictions. The measurements are used to constrain anomalous quartic gauge couplings by extracting 95% confdence level intervals on dimension-8 operators. A search for doubly charged Higgs bosons H±± that are produced in vector-boson fusion processes and decay into a same-sign W boson pair is performed. The largest deviation from the Standard Model occurs for an H±± mass near 450 GeV, with a global signifcance of 2.5 standard deviations
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