Prediction of financial strength ratings using machine learning and conventional techniques

Financial strength ratings (FSRs) have become more significant particularly since the recent financial crisis of 2007–2009 where rating agencies failed to forecast defaults and the downgrade of some banks. The aim of this paper is to predict Capital Intelligence banks’ financial strength ratings (FSRs) group membership using machine learning and conventional techniques. Here the authors use five different statistical techniques, namely CHAID, CART, multilayer-perceptron neural networks, discriminant analysis and logistic regression. They also use three different evaluation criteria namely average correct classification rate, misclassification cost and gains charts. The data are collected from Bankscope database for the Middle Eastern commercial banks by reference to the first decade of the 21st century. The findings show that when predicting bank FSRs during the period 2007–2009, discriminant analysis is surprisingly superior to all other techniques used in this paper. When only machine learning techniques are used, CHAID outperform other techniques. In addition, the findings highlight that when a random sample is used to predict bank FSRs, CART outperform all other techniques. The evaluation criteria have confirmed the findings and both CART and discriminant analysis are superior to other techniques in predicting bank FSRs. This has implications for Middle Eastern banks, as the authors would suggest that improving their bank FSR can improve their presence in the market

The proton radius puzzle

High-precision measurements of the proton radius from laser spectroscopy of muonic hydrogen demonstrated up to six standard deviations smaller values than obtained from electron-proton scattering and hydrogen spectroscopy. The status of this discrepancy, which is known as the proton radius puzzle will be discussed in this paper, complemented with the new insights obtained from spectroscopy of muonic deuterium.Comment: Moriond 2017 conference, 8 pages, 4 figure

A quasi-local mass for 2-spheres with negative Gauss curvature

We extend our previous definition of quasi-local mass to 2-spheres whose Gauss curvature is negative and prove its positivity.Comment: 10 pages, Science in China, Series A: Math, to appea

Boolean versus ranked querying for biomedical systematic reviews

Background: The process of constructing a systematic review, a document that compiles the published evidence pertaining to a specified medical topic, is intensely time-consuming, often taking a team of researchers over a year, with the identification of relevant published research comprising a substantial portion of the effort. The standard paradigm for this information-seeking task is to use Boolean search; however, this leaves the user(s) the requirement of examining every returned result. Further, our experience is that effective Boolean queries for this specific task are extremely difficult to formulate and typically require multiple iterations of refinement before being finalized. Methods: We explore the effectiveness of using ranked retrieval as compared to Boolean querying for the purpose of constructing a systematic review. We conduct a series of experiments involving ranked retrieval, using queries defined methodologically, in an effort to understand the practicalities of incorporating ranked retrieval into the systematic search task. Results: Our results show that ranked retrieval by itself is not viable for this search task requiring high recall. However, we describe a refinement of the standard Boolean search process and show that ranking within a Boolean result set can improve the overall search performance by providing early indication of the quality of the results, thereby speeding up the iterative query-refinement process. Conclusions: Outcomes of experiments suggest that an interactive query-development process using a hybrid ranked and Boolean retrieval system has the potential for significant time-savings over the current search process in the systematic reviewing

Two in one sweep: aluminum tolerance and grain yield in P-limited soils are associated to the same genomic region in West African Sorghum

Background Sorghum (Sorghum bicolor L. Moench) productivity is severely impeded by low phosphorus (P) and aluminum (Al) toxic soils in sub-Saharan Africa and especially West Africa (WA). Improving productivity of this staple crop under these harsh conditions is crucial to improve food security and farmer’s incomes in WA. Results This is the first study to examine the genetics underlying sorghum adaptation to phosphorus limitation in a wide range of WA growing conditions. A set of 187 diverse sorghum genotypes were grown in 29 –P and + P field experiments from 2006-2012 in three WA countries. Sorghum grain yield performance under –P and + P conditions was highly correlated (r = 0.85***). Significant genotype-by-phosphorus interaction was detected but with small magnitude compared to the genotype variance component. We observed high genetic diversity within our panel, with rapid linkage disequilibrium decay, confirming recent sequence based studies in sorghum. Using genome wide association mapping based on 220 934 SNPs we identified one genomic region on chromosome 3 that was highly associated to grain yield production. A major Al-tolerance gene in sorghum, SbMATE, was collocated in this region and SbMATE specific SNPs showed very high associations to grain yield production, especially under –P conditions, explaining up to 16% of the genotypic variance. Conclusion The results suggest that SbMATE has a possible pleiotropic role in providing tolerance to two of the most serious abiotic stresses for sorghum in WA, Al toxicity and P deficiency. The identified SNPs can help accelerate breeding for increased sorghum productivity under unfavorable soil conditions and contribute to assuring food security in WA

Improved X-ray detection and particle identification with avalanche photodiodes

Avalanche photodiodes are commonly used as detectors for low energy x-rays. In this work we report on a fitting technique used to account for different detector responses resulting from photo absorption in the various APD layers. The use of this technique results in an improvement of the energy resolution at 8.2 keV by up to a factor of 2, and corrects the timing information by up to 25 ns to account for space dependent electron drift time. In addition, this waveform analysis is used for particle identification, e.g. to distinguish between x-rays and MeV electrons in our experiment.Comment: 6 pages, 6 figure

Calibration and Characterization of the IceCube Photomultiplier Tube

Over 5,000 PMTs are being deployed at the South Pole to compose the IceCube neutrino observatory. Many are placed deep in the ice to detect Cherenkov light emitted by the products of high-energy neutrino interactions, and others are frozen into tanks on the surface to detect particles from atmospheric cosmic ray showers. IceCube is using the 10-inch diameter R7081-02 made by Hamamatsu Photonics. This paper describes the laboratory characterization and calibration of these PMTs before deployment. PMTs were illuminated with pulses ranging from single photons to saturation level. Parameterizations are given for the single photoelectron charge spectrum and the saturation behavior. Time resolution, late pulses and afterpulses are characterized. Because the PMTs are relatively large, the cathode sensitivity uniformity was measured. The absolute photon detection efficiency was calibrated using Rayleigh-scattered photons from a nitrogen laser. Measured characteristics are discussed in the context of their relevance to IceCube event reconstruction and simulation efforts.Comment: 40 pages, 12 figure

Search for Relativistic Magnetic Monopoles with IceCube

We present the first results in the search for relativistic magnetic monopoles with the IceCube detector, a subsurface neutrino telescope located in the South Polar ice cap containing a volume of 1 km$^{3}$. This analysis searches data taken on the partially completed detector during 2007 when roughly 0.2 km$^{3}$ of ice was instrumented. The lack of candidate events leads to an upper limit on the flux of relativistic magnetic monopoles of \Phi_{\mathrm{90%C.L.}}\sim 3\e{-18}\fluxunits for $\beta\geq0.8$. This is a factor of 4 improvement over the previous best experimental flux limits up to a Lorentz boost $\gamma$ below $10^{7}$. This result is then interpreted for a wide range of mass and kinetic energy values.Comment: 11 pages, 11 figures. v2 is minor text edits, no changes to resul