Detrended cross-correlations between returns, volatility, trading activity, and volume traded for the stock market companies

We consider a few quantities that characterize trading on a stock market in a fixed time interval: logarithmic returns, volatility, trading activity (i.e., the number of transactions), and volume traded. We search for the power-law cross-correlations among these quantities aggregated over different time units from 1 min to 10 min. Our study is based on empirical data from the American stock market consisting of tick-by-tick recordings of 31 stocks listed in Dow Jones Industrial Average during the years 2008-2011. Since all the considered quantities except the returns show strong daily patterns related to the variable trading activity in different parts of a day, which are the best evident in the autocorrelation function, we remove these patterns by detrending before we proceed further with our study. We apply the multifractal detrended cross-correlation analysis with sign preserving (MFCCA) and show that the strongest power-law cross-correlations exist between trading activity and volume traded, while the weakest ones exist (or even do not exist) between the returns and the remaining quantities. We also show that the strongest cross-correlations are carried by those parts of the signals that are characterized by large and medium variance. Our observation that the most convincing power-law cross-correlations occur between trading activity and volume traded reveals the existence of strong fractal-like coupling between these quantities

Inhibition of EZH2 induces NK cell-mediated differentiation and death in muscle-invasive bladder cancer

Lysine-specific demethylase 6A (KDM6A) and members of the Switch/Sucrose Non-Fermentable (SWI/SNF) family are known to counteract the activity of Enhancer of Zeste Homolog 2 (EZH2), which is often overexpressed and is associated with poor prognosis in muscle-invasive bladder cancer. Here we provide evidence that alterations in chromatin modifying enzymes, including KDM6A and members of the SWI/SNF complex, are frequent in muscle-invasive bladder cancer. We exploit the loss of function mutations in KDM6A and SWI/SNF complex to make bladder cancer cells susceptible to EZH2-based epigenetic therapy that activates an immune response to drive tumor cell differentiation and death. We reveal a novel mechanism of action of EZH2 inhibition, alone and in combination with cisplatin, which induces immune signaling with the largest changes observed in interferon gamma (IFN-γ). This upregulation is a result of activated natural killer (NK) signaling as demonstrated by the increase in NK cell-associated genes MIP-1α, ICAM1, ICAM2, and CD86 in xenografts treated with EZH2 inhibitors. Conversely, EZH2 inhibition results in decreased expression of pluripotency markers, ALDH2 and CK5, and increased cell death. Our results reveal a novel sensitivity of muscle-invasive bladder cancer cells with KMD6A and SWI/SNF mutations to EZH2 inhibition alone and in combination with cisplatin. This sensitivity is mediated through increased NK cell-related signaling resulting in tumor cell differentiation and cell death.Fil: Ramakrishnan, Swathi. Roswell Park Comprehensive Cancer Center; Estados UnidosFil: Granger, Victoria. Roswell Park Comprehensive Cancer Center; Estados UnidosFil: Rak, Monica. Jagiellonian University; PoloniaFil: Hu, Qiang. Roswell Park Comprehensive Cancer Center; Estados UnidosFil: Attwood, Kristopher. Roswell Park Comprehensive Cancer Center; Estados UnidosFil: Aquila, Lanni. Roswell Park Comprehensive Cancer Center; Estados UnidosFil: Krishnan, Nithya. Roswell Park Comprehensive Cancer Center; Estados UnidosFil: Osiecki, Rafal. Medical University Of Warsaw; PoloniaFil: Azabdaftari, Gissou. Roswell Park Comprehensive Cancer Center; Estados UnidosFil: Guru, Khurshid. Roswell Park Comprehensive Cancer Center; Estados UnidosFil: Chatta, Gurkamal. Roswell Park Comprehensive Cancer Center; Estados UnidosFil: Gueron, Geraldine. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Química Biológica de la Facultad de Ciencias Exactas y Naturales. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Química Biológica de la Facultad de Ciencias Exactas y Naturales; ArgentinaFil: McNally, Lacey. Wake Forest Comprehensive Cancer Center; Estados UnidosFil: Ohm, Joyce. Roswell Park Comprehensive Cancer Center; Estados UnidosFil: Wang, Jianmin. Roswell Park Comprehensive Cancer Center; Estados UnidosFil: Woloszynska-Read, Anna. Roswell Park Comprehensive Cancer Center; Estados Unido

The Protein-Protein Interaction tasks of BioCreative III: classification/ranking of articles and linking bio-ontology concepts to full text

BACKGROUND: Determining usefulness of biomedical text mining systems requires realistic task definition and data selection criteria without artificial constraints, measuring performance aspects that go beyond traditional metrics. The BioCreative III Protein-Protein Interaction (PPI) tasks were motivated by such considerations, trying to address aspects including how the end user would oversee the generated output, for instance by providing ranked results, textual evidence for human interpretation or measuring time savings by using automated systems. Detecting articles describing complex biological events like PPIs was addressed in the Article Classification Task (ACT), where participants were asked to implement tools for detecting PPI-describing abstracts. Therefore the BCIII-ACT corpus was provided, which includes a training, development and test set of over 12,000 PPI relevant and non-relevant PubMed abstracts labeled manually by domain experts and recording also the human classification times. The Interaction Method Task (IMT) went beyond abstracts and required mining for associations between more than 3,500 full text articles and interaction detection method ontology concepts that had been applied to detect the PPIs reported in them.RESULTS:A total of 11 teams participated in at least one of the two PPI tasks (10 in ACT and 8 in the IMT) and a total of 62 persons were involved either as participants or in preparing data sets/evaluating these tasks. Per task, each team was allowed to submit five runs offline and another five online via the BioCreative Meta-Server. From the 52 runs submitted for the ACT, the highest Matthew's Correlation Coefficient (MCC) score measured was 0.55 at an accuracy of 89 and the best AUC iP/R was 68. Most ACT teams explored machine learning methods, some of them also used lexical resources like MeSH terms, PSI-MI concepts or particular lists of verbs and nouns, some integrated NER approaches. For the IMT, a total of 42 runs were evaluated by comparing systems against manually generated annotations done by curators from the BioGRID and MINT databases. The highest AUC iP/R achieved by any run was 53, the best MCC score 0.55. In case of competitive systems with an acceptable recall (above 35) the macro-averaged precision ranged between 50 and 80, with a maximum F-Score of 55. CONCLUSIONS: The results of the ACT task of BioCreative III indicate that classification of large unbalanced article collections reflecting the real class imbalance is still challenging. Nevertheless, text-mining tools that report ranked lists of relevant articles for manual selection can potentially reduce the time needed to identify half of the relevant articles to less than 1/4 of the time when compared to unranked results. Detecting associations between full text articles and interaction detection method PSI-MI terms (IMT) is more difficult than might be anticipated. This is due to the variability of method term mentions, errors resulting from pre-processing of articles provided as PDF files, and the heterogeneity and different granularity of method term concepts encountered in the ontology. However, combining the sophisticated techniques developed by the participants with supporting evidence strings derived from the articles for human interpretation could result in practical modules for biological annotation workflows

Overview of the ID, EPI and REL tasks of BioNLP Shared Task 2011

We present the preparation, resources, results and analysis of three tasks of the BioNLP Shared Task 2011: the main tasks on Infectious Diseases (ID) and Epigenetics and Post-translational Modifications (EPI), and the supporting task on Entity Relations (REL). The two main tasks represent extensions of the event extraction model introduced in the BioNLP Shared Task 2009 (ST'09) to two new areas of biomedical scientific literature, each motivated by the needs of specific biocuration tasks. The ID task concerns the molecular mechanisms of infection, virulence and resistance, focusing in particular on the functions of a class of signaling systems that are ubiquitous in bacteria. The EPI task is dedicated to the extraction of statements regarding chemical modifications of DNA and proteins, with particular emphasis on changes relating to the epigenetic control of gene expression. By contrast to these two application-oriented main tasks, the REL task seeks to support extraction in general by separating challenges relating to part-of relations into a subproblem that can be addressed by independent systems. Seven groups participated in each of the two main tasks and four groups in the supporting task. The participating systems indicated advances in the capability of event extraction methods and demonstrated generalization in many aspects: from abstracts to full texts, from previously considered subdomains to new ones, and from the ST'09 extraction targets to other entities and events. The highest performance achieved in the supporting task REL, 58% F-score, is broadly comparable with levels reported for other relation extraction tasks. For the ID task, the highest-performing system achieved 56% F-score, comparable to the state-of-the-art performance at the established ST'09 task. In the EPI task, the best result was 53% F-score for the full set of extraction targets and 69% F-score for a reduced set of core extraction targets, approaching a level of performance sufficient for user-facing applications. In this study, we extend on previously reported results and perform further analyses of the outputs of the participating systems. We place specific emphasis on aspects of system performance relating to real-world applicability, considering alternate evaluation metrics and performing additional manual analysis of system outputs. We further demonstrate that the strengths of extraction systems can be combined to improve on the performance achieved by any system in isolation. The manually annotated corpora, supporting resources, and evaluation tools for all tasks are available from http://www.bionlp-st.org and the tasks continue as open challenges for all interested parties

The CHEMDNER corpus of chemicals and drugs and its annotation principles

The automatic extraction of chemical information from text requires the recognition of chemical entity mentions as one of its key steps. When developing supervised named entity recognition (NER) systems, the availability of a large, manually annotated text corpus is desirable. Furthermore, large corpora permit the robust evaluation and comparison of different approaches that detect chemicals in documents. We present the CHEMDNER corpus, a collection of 10,000 PubMed abstracts that contain a total of 84,355 chemical entity mentions labeled manually by expert chemistry literature curators, following annotation guidelines specifically defined for this task. The abstracts of the CHEMDNER corpus were selected to be representative for all major chemical disciplines. Each of the chemical entity mentions was manually labeled according to its structure-associated chemical entity mention (SACEM) class: abbreviation, family, formula, identifier, multiple, systematic and trivial. The difficulty and consistency of tagging chemicals in text was measured using an agreement study between annotators, obtaining a percentage agreement of 91. For a subset of the CHEMDNER corpus (the test set of 3,000 abstracts) we provide not only the Gold Standard manual annotations, but also mentions automatically detected by the 26 teams that participated in the BioCreative IV CHEMDNER chemical mention recognition task. In addition, we release the CHEMDNER silver standard corpus of automatically extracted mentions from 17,000 randomly selected PubMed abstracts. A version of the CHEMDNER corpus in the BioC format has been generated as well. We propose a standard for required minimum information about entity annotations for the construction of domain specific corpora on chemical and drug entities. The CHEMDNER corpus and annotation guidelines are available at: http://www.biocreative.org/resources/biocreative-iv/chemdner-corpus