Reinforcement-Learning based Portfolio Management with Augmented Asset Movement Prediction States

Portfolio management (PM) is a fundamental financial planning task that aims to achieve investment goals such as maximal profits or minimal risks. Its decision process involves continuous derivation of valuable information from various data sources and sequential decision optimization, which is a prospective research direction for reinforcement learning (RL). In this paper, we propose SARL, a novel State-Augmented RL framework for PM. Our framework aims to address two unique challenges in financial PM: (1) data heterogeneity -- the collected information for each asset is usually diverse, noisy and imbalanced (e.g., news articles); and (2) environment uncertainty -- the financial market is versatile and non-stationary. To incorporate heterogeneous data and enhance robustness against environment uncertainty, our SARL augments the asset information with their price movement prediction as additional states, where the prediction can be solely based on financial data (e.g., asset prices) or derived from alternative sources such as news. Experiments on two real-world datasets, (i) Bitcoin market and (ii) HighTech stock market with 7-year Reuters news articles, validate the effectiveness of SARL over existing PM approaches, both in terms of accumulated profits and risk-adjusted profits. Moreover, extensive simulations are conducted to demonstrate the importance of our proposed state augmentation, providing new insights and boosting performance significantly over standard RL-based PM method and other baselines.Comment: AAAI 202

Impaired dendritic cell maturation and IL-10 production following H. pylori stimulation in gastric cancer patients

The current study was to investigate the interaction between Helicobacter pylori and human dendritic cells (DCs). Whether impaired DC function can influence the outcome of H. pylori infections. Human monocyte-derived DCs (MDDCs) from five gastric cancer patients and nine healthy controls were stimulated with H. pylori. Maturation markers of MDDC were examined by flow cytometry. IL-10 and TNF-α released by MDDCs and IL-17 produced by T cells were measured by ELISA. Regulatory signaling pathways of IL-10 were examined by ELISA, western blotting, and chromatin immunoprecipitation assay. The results showed that as compared with healthy individuals, the maturation marker CD40 in MDDCs, IL-17A expression from T cells, and IL-10 expression from MDDCs were significantly lower in gastric cancer patients. Blocking DC-SIGN, TLR2, and TLR4 could reverse H. pylori-associated IL-10 production. Activation of the p38 MAPK and NF-kB signaling pathways concomitant with decreased tri-methylated H3K9 and increased acetylated H3 accounted for the effect of H. pylori on IL-10 expression. Furthermore, upregulated IL-10 expression was significantly suppressed in H. pylori-pulsed MDDCs by histone acetyltransferase and methyltransferase inhibitors. Taken together, impaired DC function contributes to the less effective innate and adaptive immune responses against H. pylori seen in gastric cancer patients. H. pylori can regulate IL-10 production through Toll-like and DC-SIGN receptors, activates p-p38 MAPK signaling and the transcription factors NF-kB, and modulates histone modification

A simulation study on the measurement of D0-D0bar mixing parameter y at BES-III

We established a method on measuring the \dzdzb mixing parameter $y$ for BESIII experiment at the BEPCII $e^+e^-$ collider. In this method, the doubly tagged $\psi(3770) \to D^0 \overline{D^0}$ events, with one $D$ decays to CP-eigenstates and the other $D$ decays semileptonically, are used to reconstruct the signals. Since this analysis requires good $e/\pi$ separation, a likelihood approach, which combines the $dE/dx$, time of flight and the electromagnetic shower detectors information, is used for particle identification. We estimate the sensitivity of the measurement of $y$ to be 0.007 based on a $20fb^{-1}$ fully simulated MC sample.Comment: 6 pages, 7 figure

Enhancement Effects of Martentoxin on Glioma BK Channel and BK Channel (α+β1) Subtypes

BACKGROUND: BK channels are usually activated by membrane depolarization and cytoplasmic Ca(2+). Especially,the activity of BK channel (α+β4) can be modulated by martentoxin, a 37 residues peptide, with Ca(2+)-dependent manner. gBK channel (glioma BK channel) and BK channel (α+β1) possessed higher Ca(2+) sensitivity than other known BK channel subtypes. METHODOLOGY AND PRINCIPAL FINDINGS: The present study investigated the modulatory characteristics of martentoxin on these two BK channel subtypes by electrophysiological recordings, cell proliferation and Ca(2+) imaging. In the presence of cytoplasmic Ca(2+), martentoxin could enhance the activities of both gBK and BK channel (α+β1) subtypes in dose-dependent manner with EC(50) of 46.7 nM and 495 nM respectively, while not shift the steady-state activation of these channels. The enhancement ratio of martentoxin on gBK and BK channel (α+β1) was unrelated to the quantitative change of cytoplasmic Ca(2+) concentrations though the interaction between martentoxin and BK channel (α+β1) was accelerated under higher cytoplasmic Ca(2+). The selective BK pore blocker iberiotoxin could fully abolish the enhancement of these two BK subtypes induced by martentoxin, suggesting that the auxiliary β subunit might contribute to the docking for martentoxin. However, in the absence of cytoplasmic Ca(2+), the activity of gBK channel would be surprisingly inhibited by martentoxin while BK channel (α+β1) couldn't be affected by the toxin. CONCLUSIONS AND SIGNIFICANCE: Thus, the results shown here provide the novel evidence that martentoxin could increase the two Ca(2+)-hypersensitive BK channel subtypes activities in a new manner and indicate that β subunit of these BK channels plays a vital role in this enhancement by martentoxin

The Cymbidium genome reveals the evolution of unique morphological traits

The marvelously diverse Orchidaceae constitutes the largest family of angiosperms. The genus Cymbidium in Orchidaceae is well known for its unique vegetation, floral morphology, and flower scent traits. Here, a chromosomescale assembly of the genome of Cymbidium ensifolium (Jianlan) is presented. Comparative genomic analysis showed that C. ensifolium has experienced two whole-genome duplication (WGD) events, the most recent of which was shared by all orchids, while the older event was the τ event shared by most monocots. The results of MADS-box genes analysis provided support for establishing a unique gene model of orchid flower development regulation, and flower shape mutations in C. ensifolium were shown to be associated with the abnormal expression of MADS-box genes. The most abundant floral scent components identified included methyl jasmonate, acacia alcohol and linalool, and the genes involved in the floral scent component network of C. ensifolium were determined. Furthermore, the decreased expression of photosynthesis-antennae and photosynthesis metabolic pathway genes in leaves was shown to result in colorful striped leaves, while the increased expression of MADS-box genes in leaves led to perianth-like leaves. Our results provide fundamental insights into orchid evolution and diversification.The National Key Research and Development Program of China, the National Natural Science Foundation of China, the Outstanding Young Scientific Research Talent Project of Fujian Agriculture and Forestry University, the Key Laboratory of National Forestry and Grassland Administration for Orchid Conservation and Utilization Construction Funds, and the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation program.https://www.nature.com/hortresam2022BiochemistryGeneticsMicrobiology and Plant Patholog

Search for the direct production of charginos and neutralinos in final states with tau leptons in √s=13 TeV collisions with the ATLAS detector

A search for the direct production of charginos and neutralinos in final states with at least two hadronically decaying tau leptons is presented. The analysis uses a dataset of pp collisions corresponding to an integrated luminosity of 36.1 fb−1, recorded with the ATLAS detector at the Large Hadron Collider at a centre-of-mass energy of 13TeV.Nosignificant deviation from the expected Standard Model background is observed. Limits are derived in scenarios of ˜χ+1 ˜χ−1 pair production and of ˜χ±1 ˜χ02 and ˜χ+1 ˜χ−1 production in simplified models where the neutralinos and charginos decay solely via intermediate left-handed staus and tau sneutrinos, and the mass of the ˜ τL state is set to be halfway between the masses of the ˜χ±1 and the ˜χ01. Chargino masses up to 630 GeV are excluded at 95% confidence level in the scenario of direct production of ˜χ+1 ˜χ−1 for a massless ˜χ01. Common ˜χ±1 and ˜χ02 masses up to 760 GeV are excluded in the case of production of ˜χ±1 ˜χ02 and ˜χ+1 ˜χ−1 assuming a massless ˜χ01. Exclusion limits for additional benchmark scenarios with large and small mass-splitting between the ˜χ±1 and the ˜χ01 are also studied by varying the ˜ τL mass between the masses of the ˜χ±1 and the ˜χ01

Search for anomalous couplings in the W tb vertex from the measurement of double differential angular decay rates of single top quarks produced in the t-channel with the ATLAS detector

The electroweak production and subsequent decay of single top quarks is determined by the properties of the Wtb vertex. This vertex can be described by the complex parameters of an effective Lagrangian. An analysis of angular distributions of the decay products of single top quarks produced in the t -channel constrains these parameters simultaneously. The analysis described in this paper uses 4.6 fb−1 of proton-proton collision data at √s =7 TeV collected with the ATLAS detector at the LHC. Two parameters are measured simultaneously in this analysis. The fraction f 1 of decays containing transversely polarised W bosons is measured to be 0.37 ± 0.07 (stat.⊕syst.). The phase δ − between amplitudes for transversely and longitudinally polarised W bosons recoiling against left-handed b-quarks is measured to be −0.014π ± 0.036π (stat.⊕syst.). The correlation in the measurement of these parameters is 0.15. These values result in two-dimensional limits at the 95% confidence level on the ratio of the complex coupling parameters g R and V L, yielding Re[g R /V L] ∈ [−0.36, 0.10] and Im[g R /V L] ∈ [−0.17, 0.23] with a correlation of 0.11. The results are in good agreement with the predictions of the Standard Model

Anatomy of the sign-problem in heavy-dense QCD

QCD at finite densities of heavy quarks is investigated using the density-of-states method. The phase factor expectation value of the quark determinant is calculated to unprecedented precision as a function of the chemical potential. Results are validated using those from a reweighting approach where the latter can produce a significant signalto-noise ratio. We confirm the particle–hole symmetry at low temperatures, find a strong sign problem at intermediate values of the chemical potential, and an inverse Silver Blaze feature for chemical potentials close to the onset value: here, the phase-quenched theory underestimates the density of the full theory