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

Liraglutide-induced reduction of myocardial ischemiareperfusion injury in rats via ERK1/2 signaling pathway

Purpose: To investigate the protective effect of liraglutide on myocardial ischemia reperfusion (I/R) injury and its molecular mechanism.Methods: Ischemia reperfusion model male Sprague-Dawley (SD) rats were randomly divided into negative control group, I/R group (saline), liraglutide group (liraglutide) and PD group (liraglutide + PD98059). The weight of myocardium in ischemic and infarction areas of the heart, myocardial injury biomarker, oxidative stress, as well as expressions of mRNA molecules of apoptosis were determined.Results: The myocardial mass of ischemic and infarcted areas of the heart (relative to left ventricular mass) of I/R group were significantly higher (p ˂ 0.05) than those of negative control group, but significantly lower in liraglutide group than in I/R group (p > 0.05). However, the parameters were significantly higher in PD group than in liraglutide group (p ˂ 0.05). CK, CK-MB and LDH activities, as well as levels of cTnI and cTnT in I/R group were significantly higher (p ˂ 0.05) than those of negative control group. However, the parameters were significantly lower (p ˂ 0.05) in liraglutide group than in I/R group, but higher in PD group (p ˂ 0.05) than in liraglutide group. Serum SOD, GSH-Px, CAT activities and tBcl-2 mRNA expression were significantly lower in I/R group than those of negative control group (p ˂ 0.001), while those PD group were significantly lower than those of liraglutide group (p ˂ 0.001).Conclusion: Liraglutide alleviates myocardial ischemia-reperfusion injury and inhibits oxidative stress and apoptosis via ERK1/2 signaling pathway in rats, but further studies are required to ascertain the clinical efficacy and safety of the compound.Keywords: Ischemia-reperfusion injury, Liraglutide, ERK1/2 signal pathway, Oxidative stress, Apoptosi

The value of preoperative magnetic resonance imaging in predicting postoperative recovery in patients with cervical spondylosis myelopathy: a meta-analysis

This meta-analysis was designed to elucidate whether preoperative signal intensity changes could predict the surgical outcomes of patients with cervical spondylosis myelopathy on the basis of T1-weighted and T2-weighted magnetic resonance imaging images. We searched the Medline database and the Cochrane Central Register of Controlled Trials for this purpose and 10 studies meeting our inclusion criteria were identified. In total, 650 cervical spondylosis myelopathy patients with (+) or without (-) intramedullary signal changes on their T2-weighted images were examined. Weighted mean differences and 95g% confidence intervals were used to summarize the data. Patients with focal and faint border changes in the intramedullary signal on T2 magnetic resonance imaging had similar Japanese Orthopaedic Association recovery ratios as those with no signal changes on the magnetic resonance imaging images of the spinal cord did. The surgical outcomes were poorer in the patients with both T2 intramedullary signal changes, especially when the signal changes were multisegmental and had a well-defined border and T1 intramedullary signal changes compared with those without intramedullary signal changes. Preoperative magnetic resonance imaging including T1 and T2 imaging can thus be used to predict postoperative recovery in cervical spondylosis myelopathy patients

The LAMOST Complete Spectroscopic Survey of Pointing Area (LaCoSSPAr) in the Southern Galactic Cap I. The Spectroscopic Redshift Catalog

We present a spectroscopic redshift catalog from the LAMOST Complete Spectroscopic Survey of Pointing Area (LaCoSSPAr) in the Southern Galactic Cap (SGC), which is designed to observe all sources (Galactic and extra-galactic) by using repeating observations with a limiting magnitude of $r=18.1~mag$ in two $20~deg^2$ fields. The project is mainly focusing on the completeness of LAMOST ExtraGAlactic Surveys (LEGAS) in the SGC, the deficiencies of source selection methods and the basic performance parameters of LAMOST telescope. In both fields, more than 95% of galaxies have been observed. A post-processing has been applied to LAMOST 1D spectrum to remove the majority of remaining sky background residuals. More than 10,000 spectra have been visually inspected to measure the redshift by using combinations of different emission/absorption features with uncertainty of $\sigma_{z}/(1+z)<0.001$. In total, there are 1528 redshifts (623 absorption and 905 emission line galaxies) in Field A and 1570 redshifts (569 absorption and 1001 emission line galaxies) in Field B have been measured. The results show that it is possible to derive redshift from low SNR galaxies with our post-processing and visual inspection. Our analysis also indicates that up to 1/4 of the input targets for a typical extra-galactic spectroscopic survey might be unreliable. The multi-wavelength data analysis shows that the majority of mid-infrared-detected absorption (91.3%) and emission line galaxies (93.3%) can be well separated by an empirical criterion of $W2-W3=2.4$. Meanwhile, a fainter sequence paralleled to the main population of galaxies has been witnessed both in $M_r$/$W2-W3$ and $M_*$/$W2-W3$ diagrams, which could be the population of luminous dwarf galaxies but contaminated by the edge-on/highly inclined galaxies ($\sim30\%$).Comment: 19 pages, 14 figures, 2 MRT, accepted by ApJ

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

A Twin Response to Twin Epidemics: Integrated HIV/Syphilis Testing at STI Clinics in South China

HIV testing is still stigmatized among many high-risk groups in China while routine syphilis testing has been widely accepted at STI clinics. This project used the platform of a rapid syphilis screening test to expand HIV test uptake. The objective of this study was to use multilevel modeling to analyze determinants of syphilis and HIV testing uptake at STI clinics in China

Anti-Proliferation and Anti-Invasion Effects of Diosgenin on Gastric Cancer BGC-823 Cells with HIF-1α shRNAs

Drug resistance is a major factor for the limited efficacy of chemotherapy in gastric cancer treatment. Hypoxia-inducible factor-1α (HIF-1α), a central transcriptional factor in hypoxia, is suggested to participate in the resistance. Here, we identified a hypoxia-mimic (cobalt chloride) sensitive gastric cell line BGC-823 to explore whether diosgenin, an aglycone of steroidal saponins, can inhibit cancer cell invasion and survival of solid tumor in a hypoxic mimic microenvironment. We have shown that diosgenin is a potent candidate for decreasing the ability of invasion and survival in cobalt chloride treated BGC-823 cells. In addition, when combined with HIF-1α specific short hairpin RNA (shRNA), diosgenin can inhibit BGC-823 cells more effectively. The anti-invasion role of diosgenin may be related to E-cadherin, integrinα5 and integrin β6. These results suggest that diosgenin may be a useful compound in controlling gastric cancer cells in hypoxia condition, especially when combined with down-regulated HIF-1α

Case-control study of diarrheal disease etiology in individuals over 5 years in southwest China

Acute diarrhea is one of the major public health problems worldwide. Most of studies on acute diarrhea have been made on infants aged below 5 years and few efforts have been made to identify the etiological agents of acute diarrhea in people over five, especially in China. 271 diarrhea cases and 149 healthy controls over 5 years were recruited from four participating hospitals between June 2014 and July 2015. Each stool specimen was collected to detect a series of enteric pathogens, involving five viruses (Rotavirus group A, RVA; Norovirus, NoV; Sapovirus, SaV; Astrovirus, As; and Adenovirus, Ad), seven bacteria (diarrheagenic Escherichia coli, DEC; non-typhoidal Salmonella, NTS; Shigella spp.; Vibrio cholera; Vibrio parahaemolyticus ; Aeromonas spp.; and Plesiomonas spp.) and three protozoa (Cryptosporidium spp., Giardia lamblia, G. lamblia, and Blastocystis hominis, B. hominis). Standard microbiological and molecular methods were applied to detect these pathogens. Data was analyzed using Chi square, Fisher-exact tests and logistic regressions. The prevalence of at least one enteric pathogen was detected in 29.2% (79/271) acute diarrhea cases and in 12.1% (18/149) in healthy controls (p < 0.0001). Enteric viral infections (14.4%) were the most common in patients suffering from acute diarrhea, followed by bacteria (13.7%) and intestinal protozoa (4.8%). DEC (12.5%) was the most common causative agent in diarrhea cases, followed by NoV GII (10.0%), RVA (7.4%) and B. hominis (4.8%). The prevalence of co-infection was statistically higher (p = 0.0059) in the case group (7.7%) than in the healthy control (1.3%). RVA-NoV GII (3.0%) was the most common co-infection in symptomatic cases. DEC was the most predominant pathogen in diarrhea cases, but it was largely overlooked because the lack of laboratory capacities. Because of the high prevalence of co-infections, it is recommended the urgent development of alternative laboratory methods to assess polymicrobial infections. Such methodological improvements will result in a better prevention and treatment strategies to control diarrhea illness in China. The online version of this article (doi:10.1186/s13099-016-0141-1) contains supplementary material, which is available to authorized users

Integrated syphilis/HIV screening in China: a qualitative analysis

<p>Abstract</p> <p>Background</p> <p>The last decade has seen enormous advances in HIV treatment and care, but how to implement scaled up HIV testing, prevention, and treatment in low-income areas still presents a formidable public health challenge. South China faces expanding syphilis and sexually transmitted HIV epidemics, but health systems characteristics important for scaling up syphilis and HIV testing have not been defined.</p> <p>Methods</p> <p>A purposive sample to ensure public, private, and public-private hybrid STI clinic inclusion was selected in a South China city. Eight key informant interviews were conducted with the STI clinic manager, followed by eight focus group discussions with physicians. Data collection relied on a semi-structured format that included questions in each of the following domains: 1) clinical facilities; 2) laboratory capacity with a focus on syphilis/HIV diagnosis; 3) clinic personnel; 4) physical space with a focus on locations to disclose confidential results; 5) financial support.</p> <p>Results</p> <p>Public STI clinics had free syphilis testing/treatment and laboratory facilities to perform essential syphilis and HIV tests. However, despite serving a large number of STI patients, private STI clinics lacked nontreponemal syphilis testing, HIV testing, and had fewer connections to the public health infrastructure. Formally trained assistant physicians were 2.5 times as common as physicians at STI clinics. Only one of the 8 sites had onsite voluntary counseling and testing (VCT) services available.</p> <p>Conclusion</p> <p>These STI case studies reveal the potential for expanding integrated syphilis/HIV services at public STI clinics in China. More health services research is needed to guide scale-up of syphilis/HIV testing in China.</p