Forecasting and Granger Modelling with Non-linear Dynamical Dependencies

Traditional linear methods for forecasting multivariate time series are not able to satisfactorily model the non-linear dependencies that may exist in non-Gaussian series. We build on the theory of learning vector-valued functions in the reproducing kernel Hilbert space and develop a method for learning prediction functions that accommodate such non-linearities. The method not only learns the predictive function but also the matrix-valued kernel underlying the function search space directly from the data. Our approach is based on learning multiple matrix-valued kernels, each of those composed of a set of input kernels and a set of output kernels learned in the cone of positive semi-definite matrices. In addition to superior predictive performance in the presence of strong non-linearities, our method also recovers the hidden dynamic relationships between the series and thus is a new alternative to existing graphical Granger techniques.Comment: Accepted for ECML-PKDD 201

Aesthetic response to color combinations: preference, harmony, and similarity

Previous studies of preference for and harmony of color combinations have produced confusing results. For example, some claim that harmony increases with hue similarity, whereas others claim that it decreases. We argue that such confusions are resolved by distinguishing among three types of judgments about color pairs: (1) preference for the pair as a whole, (2) harmony of the pair as a whole, and (3) preference for its figural color when viewed against its colored background. Empirical support for this distinction shows that pair preference and harmony both increase as hue similarity increases, but preference relies more strongly on component color preference and lightness contrast. Although pairs with highly contrastive hues are generally judged to be neither preferable nor harmonious, figural color preference ratings increase as hue contrast with the background increases. The present results thus refine and clarify some of the best-known and most contentious claims of color theorists

Effects of university affiliation and “school spirit” on color preferences: Berkeley versus Stanford

The ecological valence theory (EVT) posits that preference for a color is determined by people’s average affective response to everything associated with it (Palmer & Schloss, Proceedings of the National Academy of Sciences, 107, 8877–8882, 2010). The EVT thus implies the existence of sociocultural effects: Color preference should increase with positive feelings (or decrease with negative feelings) toward an institution strongly associated with a color. We tested this prediction by measuring undergraduates’ color preferences at two rival universities, Berkeley and Stanford, to determine whether students liked their university’s colors better than their rivals did. Students not only preferred their own colors more than their rivals did, but the degree of their preference increased with self-rated positive affect (“school spirit”) for their university. These results support the EVT’s claim that color preference is caused by learned affective responses to associated objects and institutions, because it is unlikely that students choose their university or develop their degree of school spirit on the basis of preexisting color preferences

The Effects of Twitter Sentiment on Stock Price Returns

Social media are increasingly reflecting and influencing behavior of other complex systems. In this paper we investigate the relations between a well-know micro-blogging platform Twitter and financial markets. In particular, we consider, in a period of 15 months, the Twitter volume and sentiment about the 30 stock companies that form the Dow Jones Industrial Average (DJIA) index. We find a relatively low Pearson correlation and Granger causality between the corresponding time series over the entire time period. However, we find a significant dependence between the Twitter sentiment and abnormal returns during the peaks of Twitter volume. This is valid not only for the expected Twitter volume peaks (e.g., quarterly announcements), but also for peaks corresponding to less obvious events. We formalize the procedure by adapting the well-known "event study" from economics and finance to the analysis of Twitter data. The procedure allows to automatically identify events as Twitter volume peaks, to compute the prevailing sentiment (positive or negative) expressed in tweets at these peaks, and finally to apply the "event study" methodology to relate them to stock returns. We show that sentiment polarity of Twitter peaks implies the direction of cumulative abnormal returns. The amount of cumulative abnormal returns is relatively low (about 1-2%), but the dependence is statistically significant for several days after the events

Hippocampal LTP and contextual learning require surface diffusion of AMPA receptors

Long-term potentiation (LTP) of excitatory synaptic transmission has long been considered a cellular correlate for learning and memory. Early LTP (eLTP, <1 hour) had initially been explained either by presynaptic increases in glutamate release or by direct modification of post-synaptic α-amino-3-hydroxy-5-methyl-4-isoxazolepropionic acid receptor (AMPAR) function. Compelling models have more recently proposed that synaptic potentiation can occur by the recruitment of additional post-synaptic AMPARs, sourced either from an intracellular reserve pool by exocytosis or from nearby extra synaptic receptors pre-existing on the neuronal surface. However, the exact mechanism through which synapses can rapidly recruit new AMPARs during eLTP is still unknown. In particular, direct evidence for a pivotal role of AMPAR surface diffusion as a trafficking mechanism in synaptic plasticity is still lacking. Using AMPAR immobilization approaches, we show that interfering with AMPAR surface diffusion dramatically impaired synaptic potentiation of Schaffer collateral/commissural inputs to cornu ammonis area 1 (CA1) in cultured slices, acute slices and in vivo. Our data also identifies distinct contributions of various AMPAR trafficking routes to the temporal profile of synaptic potentiation. In addition, AMPAR immobilization in vivo in the dorsal hippocampus (DH) before fear conditioning, indicated that AMPAR diffusion is important for the early phase of contextual learning. Therefore, our results provide a direct demonstration that the recruitment of new receptors to synapses by surface diffusion is a critical mechanism for the expression of LTP and hippocampal learning. Since AMPAR surface diffusion is dictated by weak Brownian forces that are readily perturbed by protein-protein interactions, we anticipate that this fundamental trafficking mechanism will be a key target for modulating synaptic potentiation and learning

Edoxaban: an update on the new oral direct factor Xa inhibitor.

Edoxaban is a once-daily oral anticoagulant that rapidly and selectively inhibits factor Xa in a concentration-dependent manner. This review describes the extensive clinical development program of edoxaban, including phase III studies in patients with non-valvular atrial fibrillation (NVAF) and symptomatic venous thromboembolism (VTE). The ENGAGE AF-TIMI 48 study (N = 21,105; mean CHADS2 score 2.8) compared edoxaban 60 mg once daily (high-dose regimen) and edoxaban 30 mg once daily (low-dose regimen) with dose-adjusted warfarin [international normalized ratio (INR) 2.0-3.0] and found that both regimens were non-inferior to warfarin in the prevention of stroke and systemic embolism in patients with NVAF. Both edoxaban regimens also provided significant reductions in the risk of hemorrhagic stroke, cardiovascular mortality, major bleeding and intracranial bleeding. The Hokusai-VTE study (N = 8,292) in patients with symptomatic VTE had a flexible treatment duration of 3-12 months and found that following initial heparin, edoxaban 60 mg once daily was non-inferior to dose-adjusted warfarin (INR 2.0-3.0) for the prevention of recurrent VTE, and also had a significantly lower risk of bleeding events. Both studies randomized patients at moderate-to-high risk of thromboembolic events and were further designed to simulate routine clinical practice as much as possible, with edoxaban dose reduction (halving dose) at randomisation or during the study if required, a frequently monitored and well-controlled warfarin group, a well-monitored transition period at study end and a flexible treatment duration in Hokusai-VTE. Given the phase III results obtained, once-daily edoxaban may soon be a key addition to the range of antithrombotic treatment options

Effectiveness of Oral Nutritional Supplementation for Older Women after a Fracture: Rationale, Design and Study of the Feasibility of a Randomized Controlled Study

<p>Abstract</p> <p>Background</p> <p>Malnutrition is a problem for many older people recovering from a hip and other major fractures. Oral supplementation with high calorie high protein nutrients is a simple intervention that may help older people with fractures to improve their recovery in terms of rehabilitation time, length of hospital stay and mortality. This paper reports a pilot study to test the feasibility of a trial initiated in a hospital setting with an oral supplement to older people with recent fractures.</p> <p>Method</p> <p>A randomized controlled trial with 44 undernourished participants admitted to a hospital following a fracture. The intervention group (n = 23) received a high calorie high protein supplement for forty days in addition to their diet of choice. The control group (n = 21) received high protein milk during their hospital stay in addition to their diet of choice and their usual diet when discharged from hospital.</p> <p>Results</p> <p>All participants were women and their mean age was 85.3 (± 6.1) years. Twenty nine (65%) participants had a hip fracture. At baseline no differences were measured between the two groups regarding their nutritional status, their cognitive ability or their abilities in activities of daily living. There were no significant differences between the intervention and control group with reference to nutritional or functional parameters at 40 day and 4 month follow-ups. Median length of stay in hospital was 18.0 days, with 12 participants being readmitted for a median of 7.0 days.</p> <p>Conclusion</p> <p>It is feasible to perform a randomised trial in a hospital and community setting to test the effect of an oral high energy high protein supplement for older people. Due to the limited number of participants and incomplete adherence with use of the supplements no conclusion can be drawn about the efficacy or effectiveness of this intervention.</p

Assessing genetic polymorphisms using DNA extracted from cells present in saliva samples

<p>Abstract</p> <p>Background</p> <p>Technical advances following the Human Genome Project revealed that high-quality and -quantity DNA may be obtained from whole saliva samples. However, usability of previously collected samples and the effects of environmental conditions on the samples during collection have not been assessed in detail. In five studies we document the effects of sample volume, handling and storage conditions, type of collection device, and oral sampling location, on quantity, quality, and genetic assessment of DNA extracted from cells present in saliva.</p> <p>Methods</p> <p>Saliva samples were collected from ten adults in each study. Saliva volumes from .10-1.0 ml, different saliva collection devices, sampling locations in the mouth, room temperature storage, and multiple freeze-thaw cycles were tested. One representative single nucleotide polymorphism (SNP) in the catechol-<it>0</it>-methyltransferase gene (COMT rs4680) and one representative variable number of tandem repeats (VNTR) in the serotonin transporter gene (5-HTTLPR: serotonin transporter linked polymorphic region) were selected for genetic analyses.</p> <p>Results</p> <p>The smallest tested whole saliva volume of .10 ml yielded, on average, 1.43 ± .77 μg DNA and gave accurate genotype calls in both genetic analyses. The usage of collection devices reduced the amount of DNA extracted from the saliva filtrates compared to the whole saliva sample, as 54-92% of the DNA was retained on the device. An "adhered cell" extraction enabled recovery of this DNA and provided good quality and quantity DNA. The DNA from both the saliva filtrates and the adhered cell recovery provided accurate genotype calls. The effects of storage at room temperature (up to 5 days), repeated freeze-thaw cycles (up to 6 cycles), and oral sampling location on DNA extraction and on genetic analysis from saliva were negligible.</p> <p>Conclusions</p> <p>Whole saliva samples with volumes of at least .10 ml were sufficient to extract good quality and quantity DNA. Using 10 ng of DNA per genotyping reaction, the obtained samples can be used for more than one hundred candidate gene assays. When saliva is collected with an absorbent device, most of the nucleic acid content remains in the device, therefore it is advisable to collect the device separately for later genetic analyses.</p