Application of Neural Network Methods in the Prediction of Stock Markets

The purpose of the research is to define practical profit which can be achieved using neural network methods as a prediction instrument. The thesis investigates the ability of neural networks to forecast future events. This capability is checked on the example of price prediction during intraday trading on stock market. The executed experiments show predictions of average 1, 2, 5 and 10 minutes’ prices based on data of one day and made by two different types of forecasting systems. These systems are based on the recurrent neural networks and back propagation neural nets. The precision of the predictions is controlled by the absolute error and the error of market direction. The economical effectiveness is estimated by a special trading system. In conclusion, the best structures of neural nets are tested with data of 31 days’ interval. The best results of the average percent of profit from one transaction (buying + selling) are 0.06668654, 0.188299453, 0.349854787 and 0.453178626, they were achieved for prediction periods 1, 2, 5 and 10 minutes. The investigation can be interesting for the investors who have access to a fast information channel with a possibility of every-minute data refreshment.

Prédiction des complications après duodénopancréatectomie céphalique: validation d'un score de complications postopératoires = Prediction of complications after pancreaticoduodenectomy: validation of a postoperative complication score

Objectifs La chirurgie pancréatique reste associée à une morbidité postopératoire importante. Les efforts sont concentrés la plupart du temps sur la diminution de cette morbidité, mais la détection précoce de patients à risque de complications pourrait être une autre stratégie valable. Un score simple de prédiction des complications après duodénopancréatectomie céphalique a récemment été publié par Braga et al. La présente étude a pour but de valider ce score et de discuter de ses possibles implications cliniques. Méthodes De 2000 à 2015, 245 patients ont bénéficié d'une duodénopancréatectomie céphalique dans notre service. Les complications postopératoires ont été recensées selon la classification de Dindo et Clavien. Le score de Braga se base sur quatre paramètres : le score ASA (American Society of Anesthesiologists), la texture du pancréas, le diamètre du canal de Wirsung (canal pancréatique principal) et les pertes sanguines intra-opératoires. Un score de risque global de 0 à 15 peut être calculé pour chaque patient. La puissance de discrimination du score a été calculée en utilisant une courbe ROC (receiver operating characteristic). Résultats Des complications majeures sont apparues chez 31% des patients, alors que 17% des patients ont eu des complications majeures dans l'article de Braga. La texture du pancréas et les pertes sanguines étaient statistiquement significativement corrélées à une morbidité accrue. Les aires sous la courbe étaient respectivement de 0.95 et 0.99 pour les scores classés en quatre catégories de risques (de 0 à 3, 4 à 7, 8 à 11 et 12 à 15) et pour les scores individuels (de 0 à 15). Conclusions Le score de Braga permet donc une bonne discrimination entre les complications mineures et majeures. Notre étude de validation suggère que ce score peut être utilisé comme un outil pronostique de complications majeures après duodénopancréatectomie céphalique. Les implications cliniques, c'est-à-dire si les stratégies de prise en charge postopératoire doivent être adaptées en fonction du risque individuel du patient, restent cependant à élucider. -- Objectives Pancreatic surgery remains associated with important morbidity. Efforts are most commonly concentrated on decreasing postoperative morbidity, but early detection of patients at risk could be another valuable strategy. A simple prognostic score has recently been published. This study aimed to validate this score and discuss possible clinical implications. Methods From 2000 to 2012, 245 patients underwent pancreaticoduodenectomy. Complications were graded according to the Dindo-Clavien classification. The Braga score is based on American Society of Anesthesiologists score, pancreatic texture, Wirsung duct diameter, and blood loss. An overall risk score (from 0 to 15) can be calculated for each patient. Score discriminant power was calculated using a receiver operating characteristic curve. Results Major complications occurred in 31% of patients compared to 17% in Braga's data. Pancreatic texture and blood loss were independently statistically significant for increased morbidity. The areas under curve were 0.95 and 0.99 for 4-risk categories and for individual scores, respectively. Conclusions The Braga score discriminates well between minor and major complications. Our validation suggests that it can be used as prognostic tool for major complications after pancreaticoduodenectomy. The clinical implications, i.e., whether postoperative treatment strategies should be adapted according to the patient's individual risk, remain to be elucidated.

Risk Prediction Scores for Recurrence and Progression of Non-Muscle Invasive Bladder Cancer: An International Validation in Primary Tumours

Abstract Objective: We aimed to determine the validity of two risk scores for patients with non-muscle invasive bladder cancer in different European settings, in patients with primary tumours. Methods: We included 1,892 patients with primary stage Ta or T1 non-muscle invasive bladder cancer who underwent a transurethral resection in Spain (n = 973), the Netherlands (n = 639), or Denmark (n = 280). We evaluated recurrence-free survival and progression-free survival according to the European Organisation for Research and Treatment of Cancer (EORTC) and the Spanish Urological Club for Oncological Treatment (CUETO) risk scores for each patient and used the concordance index (c-index) to indicate discriminative ability. Results: The 3 cohorts were comparable according to age and sex, but patients from Denmark had a larger proportion of patients with the high stage and grade at diagnosis (p,0.01). At least one recurrence occurred in 839 (44%) patients and 258 (14%) patients had a progression during a median follow-up of 74 months. Patients from Denmark had the highest 10- year recurrence and progression rates (75% and 24%, respectively), whereas patients from Spain had the lowest rates (34% and 10%, respectively). The EORTC and CUETO risk scores both predicted progression better than recurrence with c-indices ranging from 0.72 to 0.82 while for recurrence, those ranged from 0.55 to 0.61. Conclusion: The EORTC and CUETO risk scores can reasonably predict progression, while prediction of recurrence is more difficult. New prognostic markers are needed to better predict recurrence of tumours in primary non-muscle invasive bladder cancer patients.

Source separation techniques applied to linear prediction

The prediction filters are well known models for signal estimation, in communications, control and many others areas. The classical method for deriving linear prediction coding (LPC) filters is often based on the minimization of a mean square error (MSE). Consequently, second order statistics are only required, but the estimation is only optimal if the residue is independent and identically distributed (iid) Gaussian. In this paper, we derive the ML estimate of the prediction filter. Relationships with robust estimation of auto-regressive (AR) processes, with blind deconvolution and with source separation based on mutual information minimization are then detailed. The algorithm, based on the minimization of a high-order statistics criterion, uses on-line estimation of the residue statistics. Experimental results emphasize on the interest of this approach.

Nonlinear prediction based on score function

The linear prediction coding of speech is based in the assumption that the generation model is autoregresive. In this paper we propose a structure to cope with the nonlinear effects presents in the generation of the speech signal. This structure will consist of two stages, the first one will be a classical linear prediction filter, and the second one will model the residual signal by means of two nonlinearities between a linear filter. The coefficients of this filter are computed by means of a gradient search on the score function. This is done in order to deal with the fact that the probability distribution of the residual signal still is not gaussian. This fact is taken into account when the coefficients are computed by a ML estimate. The algorithm based on the minimization of a high-order statistics criterion, uses on-line estimation of the residue statistics and is based on blind deconvolution of Wiener systems [1]. Improvements in the experimental results with speech signals emphasize on the interest of this approach.

Fluid dynamical prediction of changed v1-flow at energies available at the CERN Large Hadron Collider

Substantial collective flow is observed in collisions between lead nuclei at Large Hadron Collider (LHC) as evidenced by the azimuthal correlations in the transverse momentum distributions of the produced particles. Our calculations indicate that the global v1-flow, which at RHIC peaked at negative rapidities (named third flow component or antiflow), now at LHC is going to turn toward forward rapidities (to the same side and direction as the projectile residue). Potentially this can provide a sensitive barometer to estimate the pressure and transport properties of the quark-gluon plasma. Our calculations also take into account the initial state center-of-mass rapidity fluctuations, and demonstrate that these are crucial for v1 simulations. In order to better study the transverse momentum flow dependence we suggest a new"symmetrized" vS1(pt) function, and we also propose a new method to disentangle global v1 flow from the contribution generated by the random fluctuations in the initial state. This will enhance the possibilities of studying the collective Global v1 flow both at the STAR Beam Energy Scan program and at LHC.

Improving the Prediction of Spontaneous and Post-thrombolytic Recanalization in Ischemic Stroke Patients.

BACKGROUND: Endovascular treatment for acute ischemic stroke patients was recently shown to improve recanalization rates and clinical outcome in a well-defined study population. Intravenous thrombolysis (IVT) alone is insufficiently effective to recanalize in certain patients or of little value in others. Accordingly, we aimed at identifying predictors of recanalization in patients treated with or without IVT. METHODS: In the observational Acute Stroke Registry and Analysis of Lausanne (ASTRAL) registry, we selected those stroke patients (1) with an arterial occlusion on computed tomography angiography (CTA) imaging, (2) who had an arterial patency assessment at 24 hours (CTA/magnetic resonance angiography/transcranial Doppler), and (3) who were treated with IVT or had no revascularization treatment. Based on 2 separate logistic regression analyses, predictors of spontaneous and post-thrombolytic recanalization were generated. RESULTS: Partial or complete recanalization was achieved in 121 of 210 (58%) thrombolyzed patients. Recanalization was associated with atrial fibrillation (odds ratio , 1.6; 95% confidence interval, 1.2-3.0) and absence of early ischemic changes on CT (1.1, 1.1-1.2) and inversely correlated with the presence of a significant extracranial (EC) stenosis or occlusion (.6, .3-.9). In nonthrombolyzed patients, partial or complete recanalization was significantly less frequent (37%, P < .01). The recanalization was independently associated with a history of hypercholesterolemia (2.6, 1.2-5.6) and the proximal site of the intracranial occlusion (2.5, 1.2-5.4), and inversely correlated with a decreased level of consciousness (.3, .1-.8), and EC (.3, .1-.6) and basilar artery pathology (.1, .0-.6). CONCLUSIONS: Various clinical findings, cardiovascular risk factors, and arterial pathology on acute CTA-based imaging are moderately associated with spontaneous and post-thrombolytic arterial recanalization at 24 hours. If confirmed in other studies, this information may influence patient selection toward the most appropriate revascularization strategy.

Addition of MR imaging features and genetic biomarkers strengthens glioblastoma survival prediction in TCGA patients.

PURPOSE: The purpose of our study was to assess whether a model combining clinical factors, MR imaging features, and genomics would better predict overall survival of patients with glioblastoma (GBM) than either individual data type. METHODS: The study was conducted leveraging The Cancer Genome Atlas (TCGA) effort supported by the National Institutes of Health. Six neuroradiologists reviewed MRI images from The Cancer Imaging Archive (http://cancerimagingarchive.net) of 102 GBM patients using the VASARI scoring system. The patients' clinical and genetic data were obtained from the TCGA website (http://www.cancergenome.nih.gov/). Patient outcome was measured in terms of overall survival time. The association between different categories of biomarkers and survival was evaluated using Cox analysis. RESULTS: The features that were significantly associated with survival were: (1) clinical factors: chemotherapy; (2) imaging: proportion of tumor contrast enhancement on MRI; and (3) genomics: HRAS copy number variation. The combination of these three biomarkers resulted in an incremental increase in the strength of prediction of survival, with the model that included clinical, imaging, and genetic variables having the highest predictive accuracy (area under the curve 0.679±0.068, Akaike's information criterion 566.7, P<0.001). CONCLUSION: A combination of clinical factors, imaging features, and HRAS copy number variation best predicts survival of patients with GBM.

Could machine learning improve the prediction of pelvic nodal status of prostate cancer patients? Preliminary results of a pilot study.

We tested and compared performances of Roach formula, Partin tables and of three Machine Learning (ML) based algorithms based on decision trees in identifying N+ prostate cancer (PC). 1,555 cN0 and 50 cN+ PC were analyzed. Results were also verified on an independent population of 204 operated cN0 patients, with a known pN status (187 pN0, 17 pN1 patients). ML performed better, also when tested on the surgical population, with accuracy, specificity, and sensitivity ranging between 48-86%, 35-91%, and 17-79%, respectively. ML potentially allows better prediction of the nodal status of PC, potentially allowing a better tailoring of pelvic irradiation.

Prediction of multiple infections after severe burn trauma: a prospective cohort study.

OBJECTIVE: To develop predictive models for early triage of burn patients based on hypersusceptibility to repeated infections. BACKGROUND: Infection remains a major cause of mortality and morbidity after severe trauma, demanding new strategies to combat infections. Models for infection prediction are lacking. METHODS: Secondary analysis of 459 burn patients (≥16 years old) with 20% or more total body surface area burns recruited from 6 US burn centers. We compared blood transcriptomes with a 180-hour cutoff on the injury-to-transcriptome interval of 47 patients (≤1 infection episode) to those of 66 hypersusceptible patients [multiple (≥2) infection episodes (MIE)]. We used LASSO regression to select biomarkers and multivariate logistic regression to built models, accuracy of which were assessed by area under receiver operating characteristic curve (AUROC) and cross-validation. RESULTS: Three predictive models were developed using covariates of (1) clinical characteristics; (2) expression profiles of 14 genomic probes; (3) combining (1) and (2). The genomic and clinical models were highly predictive of MIE status [AUROCGenomic = 0.946 (95% CI: 0.906-0.986); AUROCClinical = 0.864 (CI: 0.794-0.933); AUROCGenomic/AUROCClinical P = 0.044]. Combined model has an increased AUROCCombined of 0.967 (CI: 0.940-0.993) compared with the individual models (AUROCCombined/AUROCClinical P = 0.0069). Hypersusceptible patients show early alterations in immune-related signaling pathways, epigenetic modulation, and chromatin remodeling. CONCLUSIONS: Early triage of burn patients more susceptible to infections can be made using clinical characteristics and/or genomic signatures. Genomic signature suggests new insights into the pathophysiology of hypersusceptibility to infection may lead to novel potential therapeutic or prophylactic targets.

Intracranial Aneurysms: Wall Motion Analysis for Prediction of Rupture.

Intracranial aneurysms are a common pathologic condition with a potential severe complication: rupture. Effective treatment options exist, neurosurgical clipping and endovascular techniques, but guidelines for treatment are unclear and focus mainly on patient age, aneurysm size, and localization. New criteria to define the risk of rupture are needed to refine these guidelines. One potential candidate is aneurysm wall motion, known to be associated with rupture but difficult to detect and quantify. We review what is known about the association between aneurysm wall motion and rupture, which structural changes may explain wall motion patterns, and available imaging techniques able to analyze wall motion.

Validation of and comparison between a semidistributed rainfall-runoff hydrological model (PREVAH) and a spatially distributed snow-evolution model (SnowModel) for snow cover prediction in mountain ecosystems

Snow cover is an important control in mountain environments and a shift of the snow-free period triggered by climate warming can strongly impact ecosystem dynamics. Changing snow patterns can have severe effects on alpine plant distribution and diversity. It thus becomes urgent to provide spatially explicit assessments of snow cover changes that can be incorporated into correlative or empirical species distribution models (SDMs). Here, we provide for the first time a with a lower overestimation comparison of two physically based snow distribution models (PREVAH and SnowModel) to produce snow cover maps (SCMs) at a fine spatial resolution in a mountain landscape in Austria. SCMs have been evaluated with SPOT-HRVIR images and predictions of snow water equivalent from the two models with ground measurements. Finally, SCMs of the two models have been compared under a climate warming scenario for the end of the century. The predictive performances of PREVAH and SnowModel were similar when validated with the SPOT images. However, the tendency to overestimate snow cover was slightly lower with SnowModel during the accumulation period, whereas it was lower with PREVAH during the melting period. The rate of true positives during the melting period was two times higher on average with SnowModel with a lower overestimation of snow water equivalent. Our results allow for recommending the use of SnowModel in SDMs because it better captures persisting snow patches at the end of the snow season, which is important when modelling the response of species to long-lasting snow cover and evaluating whether they might survive under climate change.

Prediction of Complications After Pancreaticoduodenectomy: Validation of a Postoperative Complication Score.

OBJECTIVES: Pancreatic surgery remains associated with important morbidity. Efforts are most commonly concentrated on decreasing postoperative morbidity, but early detection of patients at risk could be another valuable strategy. A simple prognostic score has recently been published. This study aimed to validate this score and discuss possible clinical implications. METHODS: From 2000 to 2012, 245 patients underwent a pancreaticoduodenectomy. Complications were graded according to the Dindo-Clavien Classification. The Braga score is based on American Society of Anesthesiologists score, pancreatic texture, Wirsung duct diameter, and blood loss. An overall risk score (0-15) can be calculated for each patient. Score discriminant power was calculated using a receiver operating characteristic curve. RESULTS: Major complications occurred in 31% of patients compared with 17% in Braga's data. Pancreatic texture and blood loss were independently statistically significant for increased morbidity. Areas under the curve were 0.95 and 0.99 for 4-risk categories and for individual scores, respectively. CONCLUSIONS: The Braga score discriminates well between minor and major complications. Our validation suggests that it can be used as a prognostic tool for major complications after pancreaticoduodenectomy. The clinical implications, that is, whether postoperative treatment strategies should be adapted according to the patient's individual risk, remain to be elucidated.

Prediction in transformed images

The study is related to lossless compression of greyscale images. The goal of the study was to combine two techniques of lossless image compression, i.e. Integer Wavelet Transform and Differential Pulse Code Modulation to attain better compression ratio. This is an experimental study, where we implemented Integer Wavelet Transform, Differential Pulse Code Modulation and an optimized predictor model using Genetic Algorithm. This study gives encouraging results for greyscale images. We achieved a better compression ration in term of entropy for experiments involving quadrant of transformed image and using optimized predictor coefficients from Genetic Algorithm. In an other set of experiments involving whole image, results are encouraging and opens up many areas for further research work like implementing Integer Wavelet Transform on multiple levels and finding optimized predictor at local levels.