Transfer learning approach for financial applications

Artificial neural networks learn how to solve new problems through a computationally intense and time consuming process. One way to reduce the amount of time required is to inject preexisting knowledge into the network. To make use of past knowledge, we can take advantage of techniques that transfer the knowledge learned from one task, and reuse it on another (sometimes unrelated) task. In this paper we propose a novel selective breeding technique that extends the transfer learning with behavioural genetics approach proposed by Kohli, Magoulas and Thomas (2013), and evaluate its performance on financial data. Numerical evidence demonstrates the credibility of the new approach. We provide insights on the operation of transfer learning and highlight the benefits of using behavioural principles and selective breeding when tackling a set of diverse financial applications problems

Applying Deep Learning to Predicting Dementia and Mild Cognitive Impairment

Dementia has a large negative impact on the global healthcare and society. Diagnosis is rather challenging as there is no standardised test. The purpose of this paper is to conduct an analysis on ADNI data and determine its effectiveness for building classification models to differentiate the categories Cognitively Normal (CN), Mild Cognitive Impairment (MCI), and Dementia (DEM), based on tuning three Deep Learning models: two Multi-Layer Perceptron (MLP1 and MLP2) models and a Convolutional Bidirectional Long Short-Term Memory (ConvBLSTM) model. The results show that the MLP1 and MLP2 models accurately distinguish the DEM, MCI and CN classes, with accuracies as high as 0.86 (SD 0.01). The ConvBLSTM model was slightly less accurate but was explored in view of comparisons with the MLP models, and for future extensions of this work that will take advantage of time-related information. Although the performance of ConvBLSTM model was negatively impacted by a lack of visit code data, opportunities were identified for improvement, particularly in terms of pre-processing

Betti numbers for numerical semigroup rings

We survey results related to the magnitude of the Betti numbers of numerical semigroup rings and of their tangent cones.Comment: 22 pages; v2: updated references. To appear in Multigraded Algebra and Applications (V. Ene, E. Miller Eds.

The cloudUPDRS app: a medical device for the clinical assessment of Parkinson's Disease

Parkinson's Disease is a neurological condition distinguished by characteristic motor symptoms including tremor and slowness of movement. To enable the frequent assessment of PD patients, this paper introduces the cloudUPDRS app, a Class I medical device that is an active transient non-invasive instrument, certified by the Medicines and Healthcare products Regulatory Agency in the UK. The app follows closely Part III of the Unified Parkinson's Disease Rating Scale which is the most commonly used protocol in the clinical study of PD; can be used by patients and their carers at home or in the community unsupervised; and, requires the user to perform a sequence of iterated movements which are recorded by the phone sensors. The cloudUPDRS system addresses two key challenges towards meeting essential consistency and efficiency requirements, namely: (i) How to ensure high-quality data collection especially considering the unsupervised nature of the test, in particular, how to achieve firm user adherence to the prescribed movements; and (ii) How to reduce test duration from approximately 25 minutes typically required by an experienced patient, to below 4 minutes, a threshold identified as critical to obtain significant improvements in clinical compliance. To address the former, we combine a bespoke design of the user experience tailored so as to constrain context, with a deep learning approach based on Recurrent Convolutional Neural Networks, to identify failures to follow the movement protocol. We address the latter by developing a machine learning approach to personalize assessments by selecting those elements of the test that most closely match individual symptom profiles and thus offer the highest inferential power, hence closely estimating the patent's overall score

The CloudUPDRS smartphone software in Parkinson’s study: cross-validation against blinded human raters

Digital assessments of motor severity could improve the sensitivity of clinical trials and personalise treatment in Parkinson’s disease (PD) but have yet to be widely adopted. Their ability to capture individual change across the heterogeneous motor presentations typical of PD remains inadequately tested against current clinical reference standards. We conducted a prospective, dual-site, crossover-randomised study to determine the ability of a 16-item smartphone-based assessment (the index test) to predict subitems from the Movement Disorder Society-Unified Parkinson’s Disease Rating Scale part III (MDS-UPDRS III) as assessed by three blinded clinical raters (the reference-standard). We analysed data from 60 subjects (990 smartphone tests, 2628 blinded video MDS-UPDRS III subitem ratings). Subject-level predictive performance was quantified as the leave-one-subject-out cross-validation (LOSO-CV) accuracy. A pre-specified analysis classified 70.3% (SEM 5.9%) of subjects into a similar category to any of three blinded clinical raters and was better than random (36.7%; SEM 4.3%) classification. Post hoc optimisation of classifier and feature selection improved performance further (78.7%, SEM 5.1%), although individual subtests were variable (range 53.2–97.0%). Smartphone-based measures of motor severity have predictive value at the subject level. Future studies should similarly mitigate against subjective and feature selection biases and assess performance across a range of motor features as part of a broader strategy to avoid overly optimistic performance estimates

Utilising symptom dimensions with diagnostic categories improves prediction of time to first remission in first-episode psychosis

There has been much recent debate concerning the relative clinical utility of symptom dimensions versus conventional diagnostic categories in patients with psychosis. We investigated whether symptom dimensions rated at presentation for first-episode psychosis (FEP) better predicted time to first remission than categorical diagnosis over a four-year follow-up. The sample comprised 193 FEP patients aged 18-65 years who presented to psychiatric services in South London, UK, between 2006 and 2010. Psychopathology was assessed at baseline with the Positive and Negative Syndrome Scale and five symptom dimensions were derived using Wallwork/Fortgang’s model; baseline diagnoses were grouped using DSM-IV codes. Time to start of first remission was ascertained from clinical records. The Bayesian Information Criterion (BIC) was used to find the best fitting accelerated failure time model of dimensions, diagnoses and time to first remission. Sixty percent of patients remitted over the four years following first presentation to psychiatric services, and the average time to start of first remission was 18.3 weeks (SD=26.0, median=8). The positive (BIC=166.26), excited (BIC=167.30) and disorganised/concrete (BIC=168.77) symptom dimensions, and a diagnosis of schizophrenia (BIC=166.91) predicted time to first remission. However, a combination of the DSM-IV diagnosis of schizophrenia with all five symptom dimensions led to the best fitting model (BIC=164.35). Combining categorical diagnosis with symptom dimension scores in FEP patients improved the accuracy of predicting time to first remission. Thus our data suggest that the decision to consign symptom dimensions to an annexe in DSM-5 should be reconsidered at the earliest opportunity

Extended Thromboprophylaxis with Betrixaban in Acutely Ill Medical Patients

Background Patients with acute medical illnesses are at prolonged risk for venous thrombosis. However, the appropriate duration of thromboprophylaxis remains unknown. Methods Patients who were hospitalized for acute medical illnesses were randomly assigned to receive subcutaneous enoxaparin (at a dose of 40 mg once daily) for 10±4 days plus oral betrixaban placebo for 35 to 42 days or subcutaneous enoxaparin placebo for 10±4 days plus oral betrixaban (at a dose of 80 mg once daily) for 35 to 42 days. We performed sequential analyses in three prespecified, progressively inclusive cohorts: patients with an elevated d-dimer level (cohort 1), patients with an elevated d-dimer level or an age of at least 75 years (cohort 2), and all the enrolled patients (overall population cohort). The statistical analysis plan specified that if the between-group difference in any analysis in this sequence was not significant, the other analyses would be considered exploratory. The primary efficacy outcome was a composite of asymptomatic proximal deep-vein thrombosis and symptomatic venous thromboembolism. The principal safety outcome was major bleeding. Results A total of 7513 patients underwent randomization. In cohort 1, the primary efficacy outcome occurred in 6.9% of patients receiving betrixaban and 8.5% receiving enoxaparin (relative risk in the betrixaban group, 0.81; 95% confidence interval [CI], 0.65 to 1.00; P=0.054). The rates were 5.6% and 7.1%, respectively (relative risk, 0.80; 95% CI, 0.66 to 0.98; P=0.03) in cohort 2 and 5.3% and 7.0% (relative risk, 0.76; 95% CI, 0.63 to 0.92; P=0.006) in the overall population. (The last two analyses were considered to be exploratory owing to the result in cohort 1.) In the overall population, major bleeding occurred in 0.7% of the betrixaban group and 0.6% of the enoxaparin group (relative risk, 1.19; 95% CI, 0.67 to 2.12; P=0.55). Conclusions Among acutely ill medical patients with an elevated d-dimer level, there was no significant difference between extended-duration betrixaban and a standard regimen of enoxaparin in the prespecified primary efficacy outcome. However, prespecified exploratory analyses provided evidence suggesting a benefit for betrixaban in the two larger cohorts. (Funded by Portola Pharmaceuticals; APEX ClinicalTrials.gov number, NCT01583218. opens in new tab.