A system to predict the S&P 500 using a bio-inspired algorithm

The goal of this research was to develop an algorithmic system capable of predicting the directional trend of the S&P 500 financial index. The approach I have taken was inspired by the biology of the human retina. Extensive research has been published attempting to predict different financial markets using historical data, testing on an in-sample and trend basis with many employing sophisticated mathematical techniques. In reviewing and evaluating these in-sample methodologies, it became evident that this approach was unable to achieve sufficiently reliable prediction performance for commercial exploitation. For these reasons, I moved to an out-of-sample strategy and am able to predict tomorrow’s (t+1) directional trend of the S&P 500 at 55.1%. The key elements that underpin my bio-inspired out-of-sample system are: Identification of 51 financial market data (FMD) inputs, including other indices, currency pairs, swap rates, that affect the 500 component companies of the S&P 500. The use of an extensive historical data set, comprising the actual daily closing prices of the chosen 51 FMD inputs and S&P 500. The ability to compute this large data set in a time frame of less than 24 hours. The data set was fed into a linear regression algorithm to determine the predicted value of tomorrow’s (t+1) S&P 500 closing price. This process was initially carried out in MatLab which proved the concept of my approach, but (3) above was not met. In order to successfully meet the requirement of handling such a large data set to complete the prediction target on time, I decided to adopt a novel graphics processing unit (GPU) based computational architecture. Through extensive optimisation of my GPU engine, I was able to achieve a sufficient speed up of 150x to meet (3). In achieving my optimum directional trend of 55.1%, an extensive range of tests exploring a number of trade offs were carried out using an 8 year data set. The results I have obtained will form the basis of a commercial investment fund. It should be noted that my algorithm uses financial data of the past 60-days, and as such would not be able to predict rapid market changes such as a stock market crash

The Use of Cremation Data for Timely Mortality Surveillance During the COVID-19 Pandemic in Ontario, Canada: Validation Study

Background: Early estimates of excess mortality are crucial for understanding the impact of COVID-19. However, there is a lag of several months in the reporting of vital statistics mortality data for many jurisdictions, including across Canada. In Ontario, a Canadian province, certification by a coroner is required before cremation can occur, creating real-time mortality data that encompasses the majority of deaths within the province. Objective: This study aimed to validate the use of cremation data as a timely surveillance tool for all-cause mortality during a public health emergency in a jurisdiction with delays in vital statistics data. Specifically, this study aimed to validate this surveillance tool by determining the stability, timeliness, and robustness of its real-time estimation of all-cause mortality. Methods: Cremation records from January 2020 until April 2021 were compared to the historical records from 2017 to 2019, grouped according to week, age, sex, and whether COVID-19 was the cause of death. Cremation data were compared to Ontario\u27s provisional vital statistics mortality data released by Statistics Canada. The 2020 and 2021 records were then compared to previous years (2017-2019) to determine whether there was excess mortality within various age groups and whether deaths attributed to COVID-19 accounted for the entirety of the excess mortality. Results: Between 2017 and 2019, cremations were performed for 67.4% (95% CI 67.3%-67.5%) of deaths. The proportion of cremated deaths remained stable throughout 2020, even within age and sex categories. Cremation records are 99% complete within 3 weeks of the date of death, which precedes the compilation of vital statistics data by several months. Consequently, during the first wave (from April to June 2020), cremation records detected a 16.9% increase (95% CI 14.6%-19.3%) in all-cause mortality, a finding that was confirmed several months later with cremation data. Conclusions: The percentage of Ontarians cremated and the completion of cremation data several months before vital statistics did not change meaningfully during the COVID-19 pandemic period, establishing that the pandemic did not significantly alter cremation practices. Cremation data can be used to accurately estimate all-cause mortality in near real-time, particularly when real-time mortality estimates are needed to inform policy decisions for public health measures. The accuracy of this excess mortality estimation was confirmed by comparing it with official vital statistics data. These findings demonstrate the utility of cremation data as a complementary data source for timely mortality information during public health emergencies

Measuring Gas Accretion and Angular Momentum near Simulated Supermassive Black Holes

Using cosmological simulations with a dynamic range in excess of 10 million, we study the transport of gas mass and angular momentum through the circumnuclear region of a disk galaxy containing a supermassive black hole (SMBH). The simulations follow fueling over relatively quiescent phases of the galaxy's evolution (no mergers) and without feedback from active galactic nuclei (AGNs), as part of the first stage of using state-of-the-art, high-resolution cosmological simulations to model galaxy and black hole co-evolution. We present results from simulations at different redshifts (z=6, 4, and 3) and three different black hole masses (30 million, 90 million, and 300 million solar masses; at z=4), as well as a simulation including a prescription that approximates optically thick cooling in the densest regions. The interior gas mass throughout the circumnuclear disk shows transient and chaotic behavior as a function of time. The Fourier transform of the interior gas mass follows a power law with slope -1 throughout the region, indicating that, in the absence of the effects of galaxy mergers and AGN feedback, mass fluctuations are stochastic with no preferred timescale for accretion over the duration of each simulation (~ 1-2 Myr). The angular momentum of the gas disk changes direction relative to the disk on kiloparsec scales over timescales less than 1 Myr, reflecting the chaotic and transient gas dynamics of the circumnuclear region. Infalling clumps of gas, which are driven inward as a result of the dynamical state of the circumnuclear disk, may play an important role in determining the spin evolution of an SMBH, as has been suggested in stochastic accretion scenarios.Comment: 13 pages, 10 figures; accepted to ApJ; corrected minor typos and reference error

Health impact of delayed implementation of cervical cancer screening programs in India: A modeling analysis.

India has the highest burden of cervical cancer in the world. To estimate the consequences of delaying implementation of organized cervical cancer screening, we projected the avertable burden of disease under different implementation scenarios of a screening program. We used an individual-based microsimulation model of human papillomavirus (HPV) infection and cervical cancer calibrated to epidemiologic data from India to project age-specific cancer incidence and mortality reductions associated with screening (once-in-a-lifetime among women aged 30-34 years) with one-visit visual inspection with acetic acid (VIA) and one- and two-visit HPV DNA testing. We then applied these reductions to a population model to project the lifetime cervical cancer cases and deaths averted under different implementation scenarios taking place from 2017 to 2026: (1) immediate implementation of screening with currently available screening tests (one-visit VIA, two-visit HPV testing); (2) immediate implementation of screening with currently available screening tests, with a switch to point-of-care one-visit HPV testing in 5 years; and (3) 5-year delayed implementation of screening with current screening tests or point-of-care HPV testing. Immediate implementation of two-visit HPV testing with a switch to one-visit HPV testing averted 574,100 cases and 382,500 deaths over the lifetimes of 81.4 million 30- to 34-year-old women screened once between 2017 and 2026. Delayed implementation with a one-visit HPV test averted 209,300 cases and 139,100 deaths. Delaying implementation of screening programs in high-burden settings will result in substantial morbidity and mortality among women beyond the age for adolescent HPV vaccination

GRACKLE: a chemistry and cooling library for astrophysics

We present the Grackle chemistry and cooling library for astrophysical simulations and models. Grackle provides a treatment of non-equilibrium primordial chemistry and cooling for H, D, and He species, including H2 formation on dust grains; tabulated primordial and metal cooling; multiple UV background models; and support for radiation transfer and arbitrary heat sources. The library has an easily implementable interface for simulation codes written in C, C++, and Fortran as well as a Python interface with added convenience functions for semi-analytical models. As an open-source project, Grackle provides a community resource for accessing and disseminating astrochemical data and numerical methods. We present the full details of the core functionality, the simulation and Python interfaces, testing infrastructure, performance, and range of applicability. Grackle is a fully open-source project and new contributions are welcome.Comment: 20 pages, 8 figures, accepted for publication in MNRAS. For more info, visit grackle.readthedocs.i

Digital Quantification of Gene Expression in Sequential Breast Cancer Biopsies Reveals Activation of an Immune Response

Advancements in molecular biology have unveiled multiple breast cancer promoting pathways and potential therapeutic targets. Large randomized clinical trials remain the ultimate means of validating therapeutic efficacy, but they require large cohorts of patients and are lengthy and costly. A useful approach is to conduct a window of opportunity study in which patients are exposed to a drug pre-surgically during the interval between the core needle biopsy and the definitive surgery. These are non-therapeutic studies and the end point is not clinical or pathological response but rather evaluation of molecular changes in the tumor specimens that can predict response. However, since the end points of the non-therapeutic studies are biologic, it is critical to first define the biologic changes that occur in the absence of treatment. In this study, we compared the molecular profiles of breast cancer tumors at the time of the diagnostic biopsy versus the definitive surgery in the absence of any intervention using the Nanostring nCounter platform. We found that while the majority of the transcripts did not vary between the two biopsies, there was evidence of activation of immune related genes in response to the first biopsy and further investigations of the immune changes after a biopsy in early breast cancer seem warranted

Dietary garlic and hip osteoarthritis: evidence of a protective effect and putative mechanism of action

Background Patterns of food intake and prevalent osteoarthritis of the hand, hip, and knee were studied using the twin design to limit the effect of confounding factors. Compounds found in associated food groups were further studied in vitro. Methods Cross-sectional study conducted in a large population-based volunteer cohort of twins. Food intake was evaluated using the Food Frequency Questionnaire; OA was determined using plain radiographs. Analyses were adjusted for age, BMI and physical activity. Subsequent in vitro studies examined the effects of allium-derived compounds on the expression of matrix-degrading proteases in SW1353 chondrosarcoma cells. Results Data were available, depending on phenotype, for 654-1082 of 1086 female twins (median age 58.9 years; range 46-77). Trends in dietary analysis revealed a specific pattern of dietary intake, that high in fruit and vegetables, showed an inverse association with hip OA (p = 0.022). Consumption of 'non-citrus fruit' (p = 0.015) and 'alliums' (p = 0.029) had the strongest protective effect. Alliums contain diallyl disulphide which was shown to abrogate cytokine-induced matrix metalloproteinase expression. Conclusions Studies of diet are notorious for their confounding by lifestyle effects. While taking account of BMI, the data show an independent effect of a diet high in fruit and vegetables, suggesting it to be protective against radiographic hip OA. Furthermore, diallyl disulphide, a compound found in garlic and other alliums, represses the expression of matrix-degrading proteases in chondrocyte-like cells, providing a potential mechanism of action

Ulcerative colitis-risk loci on chromosomes 1p36 and 12q15 found by genome-wide association study.

Ulcerative colitis is a chronic inflammatory disease of the colon that presents as diarrhea and gastrointestinal bleeding. We performed a genome-wide association study using DNA samples from 1,052 individuals with ulcerative colitis and preexisting data from 2,571 controls, all of European ancestry. In an analysis that controlled for gender and population structure, ulcerative colitis loci attaining genome-wide significance and subsequent replication in two independent populations were identified on chromosomes 1p36 (rs6426833, combined P = 5.1 x 10(-13), combined odds ratio OR = 0.73) and 12q15 (rs1558744, combined P = 2.5 x 10(-12), combined OR = 1.35). In addition, combined genome-wide significant evidence for association was found in a region spanning BTNL2 to HLA-DQB1 on chromosome 6p21 (rs2395185, combined P = 1.0 x 10(-16), combined OR = 0.66) and at the IL23R locus on chromosome 1p31 (rs11209026, combined P = 1.3 x 10(-8), combined OR = 0.56; rs10889677, combined P = 1.3 x 10(-8), combined OR = 1.29)