134 research outputs found

    Runoff Analysis Using a Deep Neural Network

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    Source: ICHE Conference Archive - https://mdi-de.baw.de/icheArchive

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

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    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

    Glenohumeral joint motion after subscapularis tendon repair: an analysis of cadaver shoulder models

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    BACKGROUND: As for the surgical treatment of the rotator cuff tears, the subscapularis tendon tears have recently received much attention for the mini-open or arthroscopic repair. The results of surgical repair for the subscapularis tendon tear are satisfactory, but the range of external rotation is reported to be restricted after the repair. The purpose of this study was to evaluate the range of glenohumeral joint motion after repairs of various sizes of subscapularis tendon tears. METHODS: Using eight fresh frozen human cadaveric shoulders (mean age at death, 81.5 years), three sizes of subscapularis tendon tear (small, medium, and large) were made and then repaired. With the scapula fixed to the wooden jig, the end-range of glenohumeral motion was measured with passive movement applied through 1.0-Nm torque in the directions of scapular elevation, flexion, abduction, extension, horizontal abduction, and horizontal adduction. The passive end-ranges of external and internal rotation in various positions with rotational torque of 1.0 Nm were also measured. Differences in the ranges among the three type tears were analyzed. RESULTS: As tear size increased, range of glenohumeral motion in horizontal abduction after repair decreased gradually and was significantly decreased with the large size tear (P < 0.01). The end-range of external rotation decreased progressively with increasing tear size in every glenohumeral position. The prominent decrease in external rotation (around 40° reduction from intact shoulders) was observed in shoulders after repair of large size tear at 30° to 60° of scapular elevation and abduction. CONCLUSIONS: As the size of the subscapularis tendon tear increased, the passive ranges of horizontal abduction and external rotation of the glenohumeral joint after repair decreased significantly. In shoulders with a subscapularis tendon tear, it is necessary to consider the reduction of external rotation depending on tear size

    Nondestructive characterization of Antarctic micrometeorites collected at the Dome Fuji Station by synchrotron radiation X-ray fluorescence analysis

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    The bulk trace element composition (Ca, Ti, Cr, Mn, Ni Cu, Zn, Ge, Se, Rb, Sr, Y, Zr, Mo) of eighty-three Antarctic micrometeorites was nondestructively analyzed using synchrotron radiation X-ray fluorescence analysis (SR-XRF), and these elements were characterized in terms of their abundance ratio relative to Murchison matrix composition. The relationship between heating history and chemical composition is also examined. We found a complementary relationship among I-type, S-type and unmelted AMMs in the micrometeorites\u27 elemental abundance, which is consistent with the hypothesis that I-type and S-type spherules were separated from chondritic meteoroids

    A consortium study of Antarctic micrometeorites recovered from the Dome Fuji Station

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    Deposits in the water tank at the Dome Fuji Station were collected by the 37th Japanese Antarctic Research Expedition team in 1996. We recovered 233 micrometeorites from the deposits. A consortium study was started in late 1998 to investigate mineralogy, petrology, bulk chemistry, and isotopic compositions of the micrometeorites. This is the first case of an organized study of micrometeorites in Japan, in order to establish the methods to investigate micrometeorites routinely. Consortium results on mineralogy, petrology, minor and trace element compositions, isotopic compositions of noble gases of the micrometeorites are reported in this volume. We also found a sequence of mineralogical and compositional changes of micrometeorites experienced from frictional heating during atmospheric entry. INAA and ion probe studies are now in progress

    Antarctic micrometeorites collected at the Dome Fuji Station

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    Antarctic micrometeorites (AMMs) were found among the precipitated fine particles recovered from a water tank in the Dome Fuji Station. These AMMs had been contained in the recent fallen snow around the station. Initial processing of the precipitated particles revealed that they were dominated by natural and artificial terrestrial materials, thus a series of processes were developed to separate AMMs from terrestrial particles. The recovery rate of AMMs by the processes was approximately 45% in weight, which was determined from a weight ratio of recovered/accreted AMMs. The micro-morphology and major-element concentration of the recovered AMMs were characterized. They appear to have been heated upon atmospheric entry to varying temperatures and can be classified into two major types based on the degree of heating : (1) fine-grained, irregular-shaped, partial-melted micrometeorites with chondritic composition, and (2) total-melted spherical micrometeorites with chondritic composition except for volatile elements. A digital catalog for the AMMs identified in this study was established on the web site [URL : http : //dust. cc. gakushuin. ac. jp/], in which optical characteristics, high-resolution images, and chemical compositions of individual AMMs are presented. The AMMs listed in the catalog are the first Japanese collection of extraterrestrial dust. The criterion and techniques developed for the selection and initial analysis of AMMs are applicable for the dust samples that are being collected by the 39th Japanese Antarctic Research Expedition team

    力量調整を伴うタイミング動作の分析

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    本研究は, 力量調整を伴うタイミング動作について検討を加えた。被験者は男女各8名の計16名であった。課題は移動指標がタイミング点に到達する時点に合わせて, 三本の指で指圧力盤のボタンに瞬間的に力を加えるというものである。反応する力量は, 移動指標がタイミング点到達前に probe として呈示され, 2kgか5kgのいずれかであった。また probe 呈示時期は, タイミング点前480, 400, 320, 280, 240msの5条件であった。40試行の力量記銘試行につづき, 20試行のタイミング練習試行が行われ, その後30試行のテスト試行が行われた。力量再生におけるPCEの分析から, 2kgの方が5kgより有意に undershooting する傾向が認められた。これはタイミング動作ではより小さな力の方が再生が困難で, undershooting する傾向を示していると考えられた。また, タイミング誤差の分析から, probe 呈示時期が遅くなるにつれ, 遅延反応が見られることが明らかになった。このことから, 力量情報の処理を伴う選択反応時間が500ms程度ではないかと考えられた。The present study investigated the effect of the selective force reproduction on coincident timing task. The task assigned to the sixteen subjects was to synchronize the peak force of pressing the key by their three fingers with the arrival of moving target at the timing point. The criterion forces which were consisted of 2kg and 5kg were determined by the probe that was presented at predetermined five different times, which were 480, 400, 320, 280, and 240 msec before the timing point respectively. Before the 30 test trials without KR, 20 trials on each criterion force as the original learning, and as timing training trial 10 trials on each criterion force were completed with KR. The result of percent constant error (PCE) on the force reproduction showed that the PCE on 2kg tended to undershoot rather than the PCE on 5kg significantly. This result suggested the movements required a fine force recall could be difficult to control exactly, and the subjects required 2 kg for force reproduction in the present study experienced more difficulty processing the probe that was presented just prior to, or simultaneously with timing response. The result of timing constant error showed that the tendency toward time delay increased as a function of the probe presentation time on both criterion forces. It appears that these timing delay due to processing force information, therefore the choice reaction time on force reproductin would be necessary to about 500 msec
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