Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction

Multi-step stock price prediction over a long-term horizon is crucial for forecasting its volatility, allowing financial institutions to price and hedge derivatives, and banks to quantify the risk in their trading books. Additionally, most financial regulators also require a liquidity horizon of several days for institutional investors to exit their risky assets, in order to not materially affect market prices. However, the task of multi-step stock price prediction is challenging, given the highly stochastic nature of stock data. Current solutions to tackle this problem are mostly designed for single-step, classification-based predictions, and are limited to low representation expressiveness. The problem also gets progressively harder with the introduction of the target price sequence, which also contains stochastic noise and reduces generalizability at test-time. To tackle these issues, we combine a deep hierarchical variational-autoencoder (VAE) and diffusion probabilistic techniques to do seq2seq stock prediction through a stochastic generative process. The hierarchical VAE allows us to learn the complex and low-level latent variables for stock prediction, while the diffusion probabilistic model trains the predictor to handle stock price stochasticity by progressively adding random noise to the stock data. Our Diffusion-VAE (D-Va) model is shown to outperform state-of-the-art solutions in terms of its prediction accuracy and variance. More importantly, the multi-step outputs can also allow us to form a stock portfolio over the prediction length. We demonstrate the effectiveness of our model outputs in the portfolio investment task through the Sharpe ratio metric and highlight the importance of dealing with different types of prediction uncertainties.Comment: CIKM 202

Post‐traumatic stress disorder and birthweight: methodological challenges

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/89463/1/j.1471-0528.2011.03200.x.pd

Undrained shear strength of soft clay mixed with different percentages of lime and silica fume

Soil stabilisation, as a cost-effective and environmentally friendly method, is used in the building of systems like roads, dams, canals and river levels. Chemical stabilisation of soil is carried out by adding binder or by-products like lime and silica fume to the soil thereby modifying the geotechnical performance of the soil. Various researchers have carried out research on the properties of soil, such as its compaction, compressibility, hydraulic conductivity, and strength characteristics. The focus of the study was the determination of the physical properties of the soft clay used and the strength of soft clay (kaolin) mixed with 6 % of silica fume and various percentages (3 %, 5 %, 7 % and 9 %) of lime. Unconfined compression test was carried out on the soft clay and the mixtures of soft clay-lime-silica fume to investigate the effect of lime stabilisation with silica fume additives on the unconfined compressive strength of the mixtures. Based on the results obtained, all soil samples were indicated as soils with medium plasticity. From 0 % to 9 % of lime with 6 % of silica fume, the decreased in the maximum dry density was by 5.92 % and the increased in the optimum moisture content was by 23.5 %. Decreased in the coefficient of permeability of the mixtures occurred when compared to the coefficient of permeability of the soft clay itself. The improvement in shear strength of soft clay mixed with 6 % silica fume and 5 % lime was 29.83 % compared to the shear strength of the soft clay sample. The optimal percentage of lime-silica fume combination was attained at 5.0 % of lime and 6.0 % of silica fume in order to improve the shear strength of soft clay. It can be concluded that lime-silica fume additives improved the unconfined compressive strength of the soft clay

Diphtheria anti-toxoid antibody levels among pre-clinical students and staff in an institute of higher learning in Malaysia: are they protected?

Introduction: Little is known about the sero-prevalence of diphtheria anti-toxoid antibody levels among medical students in Malaysia. They too, just like other health care workers (HCWs) are at risk of contracting and transmitting diphtheria. Fortunately, this can be prevented by giving a specific vaccine: the diphtheria, tetanus and pertussis (DTP) vaccine. Nonetheless, data from local or regional surveys are needed before any decision is made by the respective authorities. General objective: We studied the epidemiology of diphtheria anti-toxoid antibody levels and vaccination history amongst medical students and staff in Faculty of Medicine and Health Sciences, Universiti Putra Malaysia. Specific objectives: We determined the level of diphtheria anti-toxoid antibodies amongst pre-clinical students and staff. Methodology: A total of 152 sera were collected from subjects aged 19 to 63, and diphtheria anti-toxoid levels were measured by an enzyme-linked immunosorbent assay. Results: One hundred and fifty-two (94.4%) blood samples out of 161 participants were successfully withdrawn, which comprised 105 (69.1%) and 47 (30.9%) medical students and staff, respectively. A total of 77.6% and the other 22.4% of the subjects had full and basic protection, respectively. Higher levels were predominant amongst males and they were 1.3 times more protected than females in 20-29 year-old group (85.1% vs 66.2%; odd ratios 1.25 [95% CI 1.03-1.50]; P=0.03). No significant difference in the levels of immunity among subjects for ethnicity and academic position (P>0.05). Recommendations: Level of full protection against diphtheria toxin should be clearly defined by broad population based studies using several comparable detection methods. Medical students and staff with basic protection should be closely monitored or should be given a booster dose for those who are at high risk of acquiring the disease. Thus, a standard degree of coverage should be clearly determined for health workers to prevent a potential outbreak. Conclusion: Students and staff possess immunity towards diptheria toxin however the level of full protective antibody is yet to be determined in future

Supergravity loop contributions to brane world supersymmetry breaking

We compute the supergravity loop contributions to the visible sector scalar masses in the simplest 5D `brane-world' model. Supersymmetry is assumed to be broken away from the visible brane and the contributions are UV finite due to 5D locality. We perform the calculation with N = 1 supergraphs, using a formulation of 5D supergravity in terms of N = 1 superfields. We compute contributions to the 4D effective action that determine the visible scalar masses, and we find that the mass-squared terms are negative.Comment: 12 pages, LaTeX 2

Response of low-strength phenol-acclimated activated sludge to shock loading of high phenol concentrations

(ii) investigate the degradation pathways and (iii) model the growth and biodegradation kinetics, all under the condition of increasingly higher phenol concentrations (step-up shock loading). With the use of activated sludge acclimated to phenol concentration of 140 mg∙ℓ−1 (low-strength phenol-acclimated activated sludge), complete degradation of phenol with a COD removal efficiency of more than 95% was achieved up to 1 050 mg∙ℓ−1 of initial phenol concentration. At low initial phenol concentrations, the experimental results were indicative of the meta-cleavage pathway for phenol degradation. When the initial phenol concentration was above 630 mg∙ℓ−1, the degradation results were indicative of both meta- and ortho-cleavage pathways. The values of the Haldane kinetic parameters indicated a low degree of inhibition exerted by the presence of increasing phenol concentration. This was substantiated by the observation that the rate constant of phenol removal decreased by only 33% even though the initial phenol concentration was increased by 15 times from 70 to 1 050 mg∙ℓ−1.Thus, the activated sludge acclimated to only 140 mg∙ℓ−1 of phenol could successfully treat up to 1 050 mg∙ℓ−1 of phenol without experiencing complete inhibition during the degradation process.Keywords: Phenol removal, low-strength phenol-acclimated activated sludge, degradation pathway, Haldane kinetic paramete

Pauli spin blockade and lifetime-enhanced transport in a Si/SiGe double quantum dot

We analyze electron transport data through a Si/SiGe double quantum dot in terms of spin blockade and lifetime-enhanced transport (LET), which is transport through excited states that is enabled by long spin relaxation times. We present a series of low-bias voltage measurements showing the sudden appearance of a strong tail of current that we argue is an unambiguous signature of LET appearing when the bias voltage becomes greater than the singlet-triplet splitting for the (2,0) electron state. We present eight independent data sets, four in the forward bias (spin-blockade) regime and four in the reverse bias (lifetime-enhanced transport) regime, and show that all eight data sets can be fit to one consistent set of parameters. We also perform a detailed analysis of the reverse bias (LET) regime, using transport rate equations that include both singlet and triplet transport channels. The model also includes the energy dependent tunneling of electrons across the quantum barriers, and resonant and inelastic tunneling effects. In this way, we obtain excellent fits to the experimental data, and we obtain quantitative estimates for the tunneling rates and transport currents throughout the reverse bias regime. We provide a physical understanding of the different blockade regimes and present detailed predictions for the conditions under which LET may be observed.Comment: published version, 18 page

Endemic, endangered and evolutionarily significant: cryptic lineages in Seychelles' frogs (Anura: Sooglossidae)

Cryptic diversity corresponding with island of origin has been previously reported in the endemic, geographically restricted sooglossid frogs of the Seychelles archipelago. The evolutionary pattern behind this has not been fully explored, and given current amphibian declines and the increased extinction risk faced by island species, we sought to identify evolutionarily significant units (ESUs) to address conservation concerns for these highly threatened anurans. We obtained genetic data for two mitochondrial (mtDNA) and four nuclear (nuDNA) genes from all known populations of sooglossid frog (on the islands of Mahé, Praslin and Silhouette) for phylogenetic analyses and to construct nuDNA haplotype networks. Bayesian and maximum likelihood analyses of mtDNA support the monophyly and molecular differentiation of populations in all species that occur on multiple islands. Haplotype networks using statistical parsimony revealed multiple high-frequency haplotypes shared between islands and taxa, in addition to numerous geographically distinct (island-specific) haplotypes for each species. We consider each island-specific population of sooglossid frog as an ESU and advise conservation managers to do likewise. Furthermore, our results identify each island lineage as a candidate species, evidence for which is supported by analyses of mtDNA based on Bayesian Poisson tree processes, and independent analyses of mtDNA and nuDNA using the multispecies coalescent. Our findings add to the growing understanding of the biogeography and hidden diversity within this globally important region

Chytrid Fungus (Batrachochytrium dendrobatidis) Undetected in the Two Orders of Seychelles Amphibians

Reports the first disease screening for chytrid Fungus (Batrachochytrium dendrobatidis) in amphibians across the Seychelles Archipelag