Modeling Financial Time Series with Artificial Neural Networks

Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.

First ten annual reports of the American Board of Commissioners for Foreign Missions : with other documents of the Board.

http://www.archive.org/details/firsttenannualre00amerrich

Canada's missionary congress; addresses delivered at the Canadian National Missionary Congress, held in Toronto, March 31 to April 4, 1909, with reports of committees.

http://www.archive.org/details/canadasmission00unknuoft/

The Framingham Heart Study 100K SNP genome-wide association study resource: overview of 17 phenotype working group reports

BACKGROUND:The Framingham Heart Study (FHS), founded in 1948 to examine the epidemiology of cardiovascular disease, is among the most comprehensively characterized multi-generational studies in the world. Many collected phenotypes have substantial genetic contributors; yet most genetic determinants remain to be identified. Using single nucleotide polymorphisms (SNPs) from a 100K genome-wide scan, we examine the associations of common polymorphisms with phenotypic variation in this community-based cohort and provide a full-disclosure, web-based resource of results for future replication studies.METHODS:Adult participants (n = 1345) of the largest 310 pedigrees in the FHS, many biologically related, were genotyped with the 100K Affymetrix GeneChip. These genotypes were used to assess their contribution to 987 phenotypes collected in FHS over 56 years of follow up, including: cardiovascular risk factors and biomarkers; subclinical and clinical cardiovascular disease; cancer and longevity traits; and traits in pulmonary, sleep, neurology, renal, and bone domains. We conducted genome-wide variance components linkage and population-based and family-based association tests.RESULTS:The participants were white of European descent and from the FHS Original and Offspring Cohorts (examination 1 Offspring mean age 32 +/- 9 years, 54% women). This overview summarizes the methods, selected findings and limitations of the results presented in the accompanying series of 17 manuscripts. The presented association results are based on 70,897 autosomal SNPs meeting the following criteria: minor allele frequency [greater than or equal to] 10%, genotype call rate [greater than or equal to] 80%, Hardy-Weinberg equilibrium p-value [greater than or equal to] 0.001, and satisfying Mendelian consistency. Linkage analyses are based on 11,200 SNPs and short-tandem repeats. Results of phenotype-genotype linkages and associations for all autosomal SNPs are posted on the NCBI dbGaP website at http://www.ncbi.nlm.nih.gov/projects/gap/cgi-bin/study.cgi?id=phs000007.CONCLUSION:We have created a full-disclosure resource of results, posted on the dbGaP website, from a genome-wide association study in the FHS. Because we used three analytical approaches to examine the association and linkage of 987 phenotypes with thousands of SNPs, our results must be considered hypothesis-generating and need to be replicated. Results from the FHS 100K project with NCBI web posting provides a resource for investigators to identify high priority findings for replication.

Using Markets and Spam to Combat Malware

We propose an economic mechanism to reduce the incidence of malware that delivers spam. Earlier research proposed attention markets as a solution for unwanted messages, and showed they could provide more net benefit than alternatives such as filtering and taxes. Because it uses a currency system, Attention Bonds faces a challenge. Zombies, botnets, and various forms of malware might steal valuable currency instead of stealing unused CPU cycles. We resolve this problem by taking advantage of the fact that the spam-bot problem has been reduced to financial fraud. As such, the large body of existing work in that realm can be brought to bear. By drawing an analogy between sending and spending, we show how a market mechanism can detect and prevent spam malware. We prove that by using a currency (i) each instance of spam increases the probability of detecting infections, and (ii) the value of eradicating infections can justify insuring users against fraud. This approach attacks spam at the source, a virtue missing from filters that attack spam at the destination. Additionally, the exchange of currency provides signals of interest that can improve the targeting of ads. ISPs benefit from data management services and consumers benefit from the higher average value of messages they receive. We explore these and other secondary effects of attention markets, and find them to offer, on the whole, attractive economic benefits for all – including consumers, advertisers, and the ISPs.