Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow

In this paper we propose a deep recurrent model based on the order flow for the stationary modelling of the high-frequency directional prices movements. The order flow is the microsecond stream of orders arriving at the exchange, driving the formation of prices seen on the price chart of a stock or currency. To test the stationarity of our proposed model we train our model on data before the 2017 Bitcoin bubble period and test our model during and after the bubble. We show that without any retraining, the proposed model is temporally stable even as Bitcoin trading shifts into an extremely volatile "bubble trouble" period. The significance of the result is shown by benchmarking against existing state-of-the-art models in the literature for modelling price formation using deep learning.Comment: 10 pages, The 19th International Conference on Artificial Intelligence and Soft Computin

Deep Learning Based Superconducting Radio-Frequency Cavity Fault Classification at Jefferson Laboratory

This work investigates the efficacy of deep learning (DL) for classifying C100 superconducting radio-frequency (SRF) cavity faults in the Continuous Electron Beam Accelerator Facility (CEBAF) at Jefferson Lab. CEBAF is a large, high-power continuous wave recirculating linac that utilizes 418 SRF cavities to accelerate electrons up to 12 GeV. Recent upgrades to CEBAF include installation of 11 new cryomodules (88 cavities) equipped with a low-level RF system that records RF time-series data from each cavity at the onset of an RF failure. Typically, subject matter experts (SME) analyze this data to determine the fault type and identify the cavity of origin. This information is subsequently utilized to identify failure trends and to implement corrective measures on the offending cavity. Manual inspection of large-scale, time-series data, generated by frequent system failures is tedious and time consuming, and thereby motivates the use of machine learning (ML) to automate the task. This study extends work on a previously developed system based on traditional ML methods (Tennant and Carpenter and Powers and Shabalina Solopova and Vidyaratne and Iftekharuddin, Phys. Rev. Accel. Beams, 2020, 23, 114601), and investigates the effectiveness of deep learning approaches. The transition to a DL model is driven by the goal of developing a system with sufficiently fast inference that it could be used to predict a fault event and take actionable information before the onset (on the order of a few hundred milliseconds). Because features are learned, rather than explicitly computed, DL offers a potential advantage over traditional ML. Specifically, two seminal DL architecture types are explored: deep recurrent neural networks (RNN) and deep convolutional neural networks (CNN). We provide a detailed analysis on the performance of individual models using an RF waveform dataset built from past operational runs of CEBAF. In particular, the performance of RNN models incorporating long short-term memory (LSTM) are analyzed along with the CNN performance. Furthermore, comparing these DL models with a state-of-the-art fault ML model shows that DL architectures obtain similar performance for cavity identification, do not perform quite as well for fault classification, but provide an advantage in inference speed

Peptidomics analysis reveals changes in small urinary peptides in patients with interstitial cystitis/bladder pain syndrome

Interstitial cystitis/bladder pain syndrome (IC/BPS) is a chronic and debilitating pain disorder of the bladder and urinary tract with poorly understood etiology. A definitive diagnosis of IC/BPS can be challenging because many symptoms are shared with other urological disorders. An analysis of urine presents an attractive and non-invasive resource for monitoring and diagnosing IC/BPS. The antiproliferative factor (APF) peptide has been previously identified in the urine of IC/BPS patients and is a proposed biomarker for the disorder. Nevertheless, other small urinary peptides have remained uninvestigated in IC/BPS primarily because protein biomarker discovery efforts employ protocols that remove small endogenous peptides. The purpose of this study is to investigate the profile of endogenous peptides in IC/BPS patient urine, with the goal of identifying putative peptide biomarkers. Here, a non-targeted peptidomics analysis of urine samples collected from IC/BPS patients were compared to urine samples from asymptomatic controls. Our results show a general increase in the abundance of urinary peptides in IC/BPS patients, which is consistent with an increase in inflammation and protease activity characteristic of this disorder. In total, 71 peptides generated from 39 different proteins were found to be significantly altered in IC/BPS. Five urinary peptides with high variable importance in projection (VIP) coefficients were found to reliably differentiate IC/ BPS from healthy controls by receiver operating characteristic (ROC) analysis. In parallel, we also developed a targeted multiple reaction monitoring method to quantify the relative abundance of the APF peptide from patient urine samples. Although the APF peptide was found in moderately higher abundance in IC/BPS relative to control urine, our results show that the APF peptide was inconsistently present in urine, suggesting that its utility as a sole biomarker of IC/BPS may be limited. Overall, our results revealed new insights into the profile of urinary peptides in IC/BPS that will aid in future biomarker discovery and validation efforts

Peptidomics analysis reveals changes in small urinary peptides in patients with interstitial cystitis/bladder pain syndrome

Interstitial cystitis or bladder pain syndrome (IC/BPS) is a chronic and debilitating pain disorder of the bladder and urinary tract with poorly understood etiology. Symptomatic criteria to aid in the diagnosis of IC/BPS includes bladder pain, an increase in urinary urgency or Hunner’s ulcers on the bladder wall. Our study revealed differences in the profiles of small urinary peptides for IC/BPS patients compared to age-matched controls which is consistent with increased protease activity in IC/BPS. Our study also enabled the direct measurement of APF peptide abundance in IC/BPS and control urine. Our results indicate that the full-length APF peptide was not consistently found in the urine of IC/BPS patients at levels sufficient to reliably differentiate IC/BPS patients from healthy individuals

Perturbations of nuclear C*-algebras

Kadison and Kastler introduced a natural metric on the collection of all C*-subalgebras of the bounded operators on a separable Hilbert space. They conjectured that sufficiently close algebras are unitarily conjugate. We establish this conjecture when one algebra is separable and nuclear. We also consider one-sided versions of these notions, and we obtain embeddings from certain near inclusions involving separable nuclear C*-algebras. At the end of the paper we demonstrate how our methods lead to improved characterisations of some of the types of algebras that are of current interest in the classification programme.Comment: 45 page

Measuring co-authorship and networking-adjusted scientific impact

Appraisal of the scientific impact of researchers, teams and institutions with productivity and citation metrics has major repercussions. Funding and promotion of individuals and survival of teams and institutions depend on publications and citations. In this competitive environment, the number of authors per paper is increasing and apparently some co-authors don't satisfy authorship criteria. Listing of individual contributions is still sporadic and also open to manipulation. Metrics are needed to measure the networking intensity for a single scientist or group of scientists accounting for patterns of co-authorship. Here, I define I1 for a single scientist as the number of authors who appear in at least I1 papers of the specific scientist. For a group of scientists or institution, In is defined as the number of authors who appear in at least In papers that bear the affiliation of the group or institution. I1 depends on the number of papers authored Np. The power exponent R of the relationship between I1 and Np categorizes scientists as solitary (R>2.5), nuclear (R=2.25-2.5), networked (R=2-2.25), extensively networked (R=1.75-2) or collaborators (R<1.75). R may be used to adjust for co-authorship networking the citation impact of a scientist. In similarly provides a simple measure of the effective networking size to adjust the citation impact of groups or institutions. Empirical data are provided for single scientists and institutions for the proposed metrics. Cautious adoption of adjustments for co-authorship and networking in scientific appraisals may offer incentives for more accountable co-authorship behaviour in published articles.Comment: 25 pages, 5 figure

Effects of the physiological parameters on the signal-to-noise ratio of single myoelectric channel

<p>Abstract</p> <p>Background</p> <p>An important measure of the performance of a myoelectric (ME) control system for powered artificial limbs is the signal-to-noise ratio (SNR) at the output of ME channel. However, few studies illustrated the neuron-muscular interactive effects on the SNR at ME control channel output. In order to obtain a comprehensive understanding on the relationship between the physiology of individual motor unit and the ME control performance, this study investigates the effects of physiological factors on the SNR of single ME channel by an analytical and simulation approach, where the SNR is defined as the ratio of the mean squared value estimation at the channel output and the variance of the estimation.</p> <p>Methods</p> <p>Mathematical models are formulated based on three fundamental elements: a motoneuron firing mechanism, motor unit action potential (MUAP) module, and signal processor. Myoelectric signals of a motor unit are synthesized with different physiological parameters, and the corresponding SNR of single ME channel is numerically calculated. Effects of physiological multi factors on the SNR are investigated, including properties of the motoneuron, MUAP waveform, recruitment order, and firing pattern, etc.</p> <p>Results</p> <p>The results of the mathematical model, supported by simulation, indicate that the SNR of a single ME channel is associated with the voluntary contraction level. We showed that a model-based approach can provide insight into the key factors and bioprocess in ME control. The results of this modelling work can be potentially used in the improvement of ME control performance and for the training of amputees with powered prostheses.</p> <p>Conclusion</p> <p>The SNR of single ME channel is a force, neuronal and muscular property dependent parameter. The theoretical model provides possible guidance to enhance the SNR of ME channel by controlling physiological variables or conscious contraction level.</p

Searching the protein structure database for ligand-binding site similarities using CPASS v.2

<p>Abstract</p> <p>Background</p> <p>A recent analysis of protein sequences deposited in the NCBI RefSeq database indicates that ~8.5 million protein sequences are encoded in prokaryotic and eukaryotic genomes, where ~30% are explicitly annotated as "hypothetical" or "uncharacterized" protein. Our Comparison of Protein Active-Site Structures (CPASS v.2) database and software compares the sequence and structural characteristics of experimentally determined ligand binding sites to infer a functional relationship in the absence of global sequence or structure similarity. CPASS is an important component of our Functional Annotation Screening Technology by NMR (FAST-NMR) protocol and has been successfully applied to aid the annotation of a number of proteins of unknown function.</p> <p>Findings</p> <p>We report a major upgrade to our CPASS software and database that significantly improves its broad utility. CPASS v.2 is designed with a layered architecture to increase flexibility and portability that also enables job distribution over the Open Science Grid (OSG) to increase speed. Similarly, the CPASS interface was enhanced to provide more user flexibility in submitting a CPASS query. CPASS v.2 now allows for both automatic and manual definition of ligand-binding sites and permits pair-wise, one versus all, one versus list, or list versus list comparisons. Solvent accessible surface area, ligand root-mean square difference, and Cβ distances have been incorporated into the CPASS similarity function to improve the quality of the results. The CPASS database has also been updated.</p> <p>Conclusions</p> <p>CPASS v.2 is more than an order of magnitude faster than the original implementation, and allows for multiple simultaneous job submissions. Similarly, the CPASS database of ligand-defined binding sites has increased in size by ~ 38%, dramatically increasing the likelihood of a positive search result. The modification to the CPASS similarity function is effective in reducing CPASS similarity scores for false positives by ~30%, while leaving true positives unaffected. Importantly, receiver operating characteristics (ROC) curves demonstrate the high correlation between CPASS similarity scores and an accurate functional assignment. As indicated by distribution curves, scores ≥ 30% infer a functional similarity. Software URL: <url>http://cpass.unl.edu</url>.</p

Disposition of Federally Owned Surpluses

PDZ domains are scaffolding modules in protein-protein interactions that mediate numerous physiological functions by interacting canonically with the C-terminus or non-canonically with an internal motif of protein ligands. A conserved carboxylate-binding site in the PDZ domain facilitates binding via backbone hydrogen bonds; however, little is known about the role of these hydrogen bonds due to experimental challenges with backbone mutations. Here we address this interaction by generating semisynthetic PDZ domains containing backbone amide-to-ester mutations and evaluating the importance of individual hydrogen bonds for ligand binding. We observe substantial and differential effects upon amide-to-ester mutation in PDZ2 of postsynaptic density protein 95 and other PDZ domains, suggesting that hydrogen bonding at the carboxylate-binding site contributes to both affinity and selectivity. In particular, the hydrogen-bonding pattern is surprisingly different between the non-canonical and canonical interaction. Our data provide a detailed understanding of the role of hydrogen bonds in protein-protein interactions