Application of support vector machines on the basis of the first Hungarian bankruptcy model

In our study we rely on a data mining procedure known as support vector machine (SVM) on the database of the first Hungarian bankruptcy model. The models constructed are then contrasted with the results of earlier bankruptcy models with the use of classification accuracy and the area under the ROC curve. In using the SVM technique, in addition to conventional kernel functions, we also examine the possibilities of applying the ANOVA kernel function and take a detailed look at data preparation tasks recommended in using the SVM method (handling of outliers). The results of the models assembled suggest that a significant improvement of classification accuracy can be achieved on the database of the first Hungarian bankruptcy model when using the SVM method as opposed to neural networks

The averaged characteristic polynomial for the Gaussian and chiral Gaussian ensembles with a source

In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $(\beta = 1)$, complex ($\beta = 2)$ and real quaternion $(\beta = 4$) elements. We use the Dyson Brownian motion model to give a meaning for general $\beta > 0$. In the Gaussian case a further construction valid for $\beta > 0$ is given, as the eigenvalue PDF of a recursively defined random matrix ensemble. In the case of real or complex elements, a combinatorial argument is used to compute the averaged characteristic polynomial. The resulting functional forms are shown to be a special cases of duality formulas due to Desrosiers. New derivations of the general case of Desrosiers' dualities are given. A soft edge scaling limit of the averaged characteristic polynomial is identified, and an explicit evaluation in terms of so-called incomplete Airy functions is obtained.Comment: 21 page

Zeros of the i.i.d. Gaussian power series: a conformally invariant determinantal process

Consider the zero set of the random power series f(z)=sum a_n z^n with i.i.d. complex Gaussian coefficients a_n. We show that these zeros form a determinantal process: more precisely, their joint intensity can be written as a minor of the Bergman kernel. We show that the number of zeros of f in a disk of radius r about the origin has the same distribution as the sum of independent {0,1}-valued random variables X_k, where P(X_k=1)=r^{2k}. Moreover, the set of absolute values of the zeros of f has the same distribution as the set {U_k^{1/2k}} where the U_k are i.i.d. random variables uniform in [0,1]. The repulsion between zeros can be studied via a dynamic version where the coefficients perform Brownian motion; we show that this dynamics is conformally invariant.Comment: 37 pages, 2 figures, updated proof

Propofol Directly Increases Tau Phosphorylation

In Alzheimer's disease (AD) and other tauopathies, the microtubule-associated protein tau can undergo aberrant hyperphosphorylation potentially leading to the development of neurofibrillary pathology. Anesthetics have been previously shown to induce tau hyperphosphorylation through a mechanism involving hypothermia-induced inhibition of protein phosphatase 2A (PP2A) activity. However, the effects of propofol, a common clinically used intravenous anesthetic, on tau phosphorylation under normothermic conditions are unknown. We investigated the effects of a general anesthetic dose of propofol on levels of phosphorylated tau in the mouse hippocampus and cortex under normothermic conditions. Thirty min following the administration of propofol 250 mg/kg i.p., significant increases in tau phosphorylation were observed at the AT8, CP13, and PHF-1 phosphoepitopes in the hippocampus, as well as at AT8, PHF-1, MC6, pS262, and pS422 epitopes in the cortex. However, we did not detect somatodendritic relocalization of tau. In both brain regions, tau hyperphosphorylation persisted at the AT8 epitope 2 h following propofol, although the sedative effects of the drug were no longer evident at this time point. By 6 h following propofol, levels of phosphorylated tau at AT8 returned to control levels. An initial decrease in the activity and expression of PP2A were observed, suggesting that PP2A inhibition is at least partly responsible for the hyperphosphorylation of tau at multiple sites following 30 min of propofol exposure. We also examined tau phosphorylation in SH-SY5Y cells transfected to overexpress human tau. A 1 h exposure to a clinically relevant concentration of propofol in vitro was also associated with tau hyperphosphorylation. These findings suggest that propofol increases tau phosphorylation both in vivo and in vitro under normothermic conditions, and further studies are warranted to determine the impact of this anesthetic on the acceleration of neurofibrillary pathology