Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model

A linear multi-factor model is one of the most important tools in equity portfolio management. The linear multi-factor models are widely used because they can be easily interpreted. However, financial markets are not linear and their accuracy is limited. Recently, deep learning methods were proposed to predict stock return in terms of the multi-factor model. Although these methods perform quite well, they have significant disadvantages such as a lack of transparency and limitations in the interpretability of the prediction. It is thus difficult for institutional investors to use black-box-type machine learning techniques in actual investment practice because they should show accountability to their customers. Consequently, the solution we propose is based on LSTM with LRP. Specifically, we extend the linear multi-factor model to be non-linear and time-varying with LSTM. Then, we approximate and linearize the learned LSTM models by LRP. We call this LSTM+LRP model a deep recurrent factor model. Finally, we perform an empirical analysis of the Japanese stock market and show that our recurrent model has better predictive capability than the traditional linear model and fully-connected deep learning methods.Comment: In AAAI-19 Workshop on Network Interpretability for Deep Learnin

Automated Sperm Assessment Framework and Neural Network Specialized for Sperm Video Recognition

Infertility is a global health problem, and an increasing number of couples are seeking medical assistance to achieve reproduction, at least half of which are caused by men. The success rate of assisted reproductive technologies depends on sperm assessment, in which experts determine whether sperm can be used for reproduction based on morphology and motility of sperm. Previous sperm assessment studies with deep learning have used datasets comprising images that include only sperm heads, which cannot consider motility and other morphologies of sperm. Furthermore, the labels of the dataset are one-hot, which provides insufficient support for experts, because assessment results are inconsistent between experts, and they have no absolute answer. Therefore, we constructed the video dataset for sperm assessment whose videos include sperm head as well as neck and tail, and its labels were annotated with soft-label. Furthermore, we proposed the sperm assessment framework and the neural network, RoSTFine, for sperm video recognition. Experimental results showed that RoSTFine could improve the sperm assessment performances compared to existing video recognition models and focus strongly on important sperm parts (i.e., head and neck).Comment: Accepted at Winter Conference on Applications of Computer Vision (WACV) 202

Identification of non-coding RNAs embracing microRNA-143/145 cluster

In a variety of cancers, altered patterns of microRNA (miRNA) expression are reported and may affect the cell cycle and cell survival. Recent studies suggest that the expression level of miRNAs that act as tumor suppressors is frequently reduced in cancers because of chromosome deletions, epigenetical changes, aberrant transcription and disturbances in miRNA processing. miR-143 and -145, which are located approximately 1.3 kb from each other at chromosome 5q33, are highly expressed in several tissues, but down-regulated in most cancers. However, the mechanism of this down-regulation has not been investigated in detail. Here, we show that both miRNAs were expressed well under the same control program in human tissues, but were down-regulated equally in the most of the cancer cell lines tested. Then we identified the host gene encoding both miRNAs. The transcripts of this gene were approximately 11, 7.5, and 5.5 kb long; and the expression of these transcripts was coordinated with that of its resident miRNAs and down-regulated in the cancer cell lines tested as well as in colorectal cancer tissue samples. These data demonstrate that the host gene can function as a primary miRNA transcript and suggest that the down-regulation of host gene expression caused the low-expression of its encoded microRNAs-143 and -145 in human cancer cell lines and in cancer tissues

Anisotropy of upper critical fields and interface superconductivity in FeSe/SrTiO3 grown by PLD

In this study, we grow FeSe/SrTiO$_{3}$ with thicknesses of 4-19 nm using pulsed laser deposition and investigate their magneto-transport properties. The thinnest film (4 nm) exhibit negative Hall effect, indicating electron transfer into FeSe from the SrTiO$_{3}$ substrate. This is in agreement with reports on ultrathin FeSe/SrTiO$_{3}$ grown by molecular beam epitaxy. The upper critical field is found to exhibit large anisotropy ($\gamma >$ 11.9), estimated from the data near the transition temperature ($T_{\mathrm{c}}$). In particular, the estimated coherence lengths in the perpendicular direction are 0.15-0.27 nm, which are smaller than the c-axis length of FeSe, and are found to be almost independent of the total thicknesses of the films. These results indicate that superconductivity is confined at the interface of FeSe/SrTiO$_{3}$.Comment: 5pages, 3figure

Efficacy and feasibility of ambulatory treatment-based monthly nedaplatin plus S-1 in definitive or salvage concurrent chemoradiotherapy for early, advanced, and relapsed esophageal cancer

Background: Standard chemoradiotherapy (CRT) using cisplatin (CDDP) and 5-fluorouracil (5-FU) is an optional treatment for patients with stage II-III esophageal cancer. However, there are some demerits in this regimen because CDDP administration requires a large transfusion volume and 5-FU must be continuously infused over 24 h. Therefore, hospitalization is unavoidable. We collected retrospectively the data of definitive CRT with nedaplatin and S-1 as carried out in our institution. Methods: Patients with early and advanced esophageal cancer and relapsed esophageal cancer after radical surgery were included. Nedaplatin 80 mg/m2 was given on days 1 and 29, and S-1 80 mg/m2 on days 1-14 and 29-42. No prophylactic treatment with granulocyte colony stimulating factor was administered. Patients received two courses of concurrent radiotherapy of more than 50 Gy with or without two additional courses as adjuvant therapy every 4 weeks. Results: Between August 2011 and June 2015, 89 patients (age range, 44–86 years; K-PS 90–100, 81 %; squamous cell carcinoma histology, 97 %; definitive/salvage CRT, 75/25 %) were collected. Twenty-one (24 %) patients completed four cycles, and 94 % received two or more cycles. Grade 4 leukopenia, thrombocytopenia, and anemia occurred in 12, 7, and 10 % of the patients, respectively. Five patients developed febrile neutropenia. Grade 3 non-hematological toxicity included infection in 12 %, mucositis/esophagitis in 3 %, kidney in 3 %, and fatigue in 3 %. Sixty-four patients (72 %) received the prescribed full dose and full cycles of chemotherapy. A complete response was achieved in 76 patients (85 %). The 3-year overall survival rate was 54.4 % in definitive CRT and 39.8 % in salvage CRT, respectively. Sixty-two subjects (70 %) received treatment as outpatients. Conclusions: Nedaplatin and S-1 in combination with radiotherapy is feasible, and toxicity is tolerable. This treatment method has the potential to shorten hospitalization without impairing the efficacy of CRT

Endoscopic features of oxyntic gland adenoma and gastric adenocarcinoma of the fundic gland type differ between patients with and without Helicobacter pylori infection: a retrospective observational study

Background The endoscopic features of oxyntic gland adenoma and gastric adenocarcinoma of the fundic gland type have not been fully investigated in relation to Helicobacter pylori infection status. We compared the morphology, color, and location of these lesions between patients with and without H. pylori infection. Methods We retrospectively enrolled 165 patients (180 lesions) from 10 institutions. We divided the patients into the (i) Hp group (patients with current H. pylori infection [active gastritis, n = 13] and those with past infection [inactive gastritis, n = 76]) and (ii) uninfected group (H. pylori-uninfected patients, n = 52). We compared the clinical and endoscopic features of the two groups. We also performed an analysis between (i) lesions with atrophy of the surrounding gastric mucosa (atrophy group) and (ii) lesions without atrophy of the surrounding gastric mucosa (non-atrophy group). Results The average age was older in the Hp group than in the uninfected group (68.1 +/- 8.1 vs. 63.4 +/- 8.7 years, p < 0.01). Although the difference was not statistically significant (p = 0.09), multiple lesions were observed in 9 of 89 patients (10.1%) in the Hp group and in only 1 of 52 patients (1.9%) in the uninfected group. Meanwhile, significant differences were observed in the prevalence of lesions located in the gastric fornix or cardia (uninfected group: 67.3% vs. Hp group: 38.0%, p < 0.01), with an elevated morphology (80.0% vs. 56.0%, p < 0.01), with a subepithelial-like appearance (78.2% vs. 42.0%, p < 0.01), and with a color similar to that of the peripheral mucosa (43.6% vs. 25.0%, p = 0.02). The male-to-female ratio, lesion size, and presence or absence of vascular dilatation or black pigmentation on the surface were not different between the two groups. In the analysis comparing lesions with and without mucosal atrophy, the prevalence of multiple lesions was significantly higher (p = 0.02) in the atrophy group (5/25 patients, 20.0%) than in the non-atrophy group (7/141 patients, 5.0%). Conclusions The endoscopic features of oxyntic gland adenoma and gastric adenocarcinoma of the fundic gland type differ between patients with and without H. pylori infection

Lesion size, elevated morphology, and non or closed-type atrophy are predictive factors for gastric adenocarcinoma of the fundic gland type rather than oxyntic gland adenoma

Background: An oxyntic gland neoplasm confined to the mucosal layer (T1a) is classified as an oxyntic gland adenoma, whereas that with submucosal invasion (T1b) is defined as gastric adenocarcinoma of the fundic gland type (GA-FG). Methods: To reveal the differences in clinical features between them, we retrospectively investigated 136 patients with 150 oxyntic gland adenoma and GA-FG lesions. Results: The univariate analysis revealed that the mean size (GA-FG vs. oxyntic gland adenoma, 7.7±5.4 vs. 5.5±3.1 mm), the prevalence of elevated morphology (79.1% vs. 51.8%), black pigmentation within the lesion (23.9% vs. 9.6%), and non or closed-type atrophy (81.2% vs. 65.1%) were different between the two groups. A multivariate logistic regression analysis revealed that ≥5 mm lesion size (odds ratio, 2.96; 95% confidence interval: 1.21–7.23), elevated morphology (odds ratio, 2.40; 95% confidence interval: 1.06–5.45), and no or closed-type atrophy (odds ratio, 2.49; 95% confidence interval: 1.07–5.80) were factors in distinguishing GA-FG from oxyntic gland adenoma. When oxyntic gland neoplasms with no or one feature were judged as oxyntic gland adenomas and those with two or three features were judged as GA-FG, the sensitivity and specificity were 85.1% and 43.4% for GA-FG, respectively. Conclusions: We identified three possible distinctive features of GA-FG compared to oxyntic gland adenoma: lesion size ≥5 mm, elevated morphology, and no or closed-type atrophy

Endoscopic resection is a suitable initial treatment strategy for oxyntic gland adenoma or gastric adenocarcinoma of the fundic gland type

The aim of this study was to reveal the histological features of oxyntic gland adenomas and gastric adenocarcinoma of the fundic-gland type (GA-FG). We retrospectively examined the histological features of 126 lesions of oxyntic gland adenoma and/or GA-FG in 116 patients. The prevalence of oxyntic gland adenomas and GA-FG was approximately equal. The majority of the lesions were resected by endoscopic mucosal resection using a diathermic snare (EMR, n=42) or endoscopic submucosal dissection (ESD, n=72). Histologically, there were no lesions with invasion at the level of the muscularis propria or deeper, and lymphovascular invasion was present in 1.6%. Of the ESD and EMR specimens, there were no lesions that were positive for vertical margins. Among the eight GA-FG patients with deep (>= 500 mu m) submucosal invasion, six were treated with endoscopic resection alone, and no recurrence was documented. No patients died of the disease during the median follow-up period of 14.5 months. In conclusion, all lesions were confined to the mucosa or submucosa and were negative for vertical margins. Lymphovascular invasion was present in only 1.6% of the patients. Thus, we believe that endoscopic resection is a suitable initial treatment method for oxyntic gland adenoma and GA-FG

Ubiquitin‐specific protease 8 is a novel prognostic marker in early‐stage lung adenocarcinoma

Alterations of epidermal growth factor receptor (EGFR) expression frequently occur in early‐stage lung adenocarcinoma. Ubiquitin‐specific protease 8 (USP8) has been reported to stabilize EGFR protein at the plasma membrane through the recycling pathway. Here, we examined the correlation between USP8 expression and the expression or mutation status of EGFR, as well as the clinicopathological features of lung adenocarcinoma and patient outcome. Expression of EGFR and USP8 in surgically resected specimens of lung adenocarcinoma (82 cases) was examined by immunohistochemistry. Overexpression of EGFR was mutually correlated with that of USP8, and was also associated with clinicopathological features including pathological subtype, lymphatic permeation, and vascular invasion. Moreover, patients who had USP8‐positive tumors had a significantly poorer outcome than those who were USP8‐negative, not only overall but also patients who were EGFR‐negative. Although EGFR was expressed in invasive adenocarcinoma but not in adenocarcinoma in situ (AIS), USP8 was overexpressed in not only invasive adenocarcinoma but also 38.1% of AIS cases. In vitro, USP8 regulated the expression and half‐life of EGFR in immortalized AIS cells, and also cell proliferation. Our findings indicate that overexpression of USP8 in lung adenocarcinoma is an early event during the course of tumor progression, and is related to EGFR expression