Nonparametric discovery of online mental health-related communities

People are increasingly using social media, especially online communities, to discuss mental health issues and seek supports. Understanding topics, interaction, sentiment and clustering structures of these communities informs important aspects of mental health. It can potentially add knowledge to the underlying cognitive dynamics, mood swings patterns, shared interests, and interaction. There has been growing research interest in analyzing online mental health communities; however sentiment analysis of these communities has been largely under-explored. This study presents an analysis of online Live Journal communities with and without mental health-related conditions including depression and autism. Latent topics for mood tags, affective words, and generic words in the content of the posts made in these communities were learned using nonparametric topic modelling. These representations were then input into a nonparametric clustering to discover meta-groups among the communities. The best performance results can be achieved on clustering communities with latent mood-based representation for such communities. The study also found significant differences in usage latent topics for mood tags and affective features between online communities with and without affective disorders. The findings reveal useful insights into hyper-group detection of online mental health-related communities.

Novel approach for information discovery in autonomous wireless sensor networks

Autonomous Wireless sensor networks(WSNs) have sensors that are usually deployed randomly to monitor one or more phenomena. They are attractive for information discovery in large-scale data rich environments and can add value to mission–critical applications such as battlefield surveillance and emergency response systems. However, in order to fully exploit these networks for such applications, energy efficient, load balanced and scalable solutions for information discovery are essential. Multi-dimensional autonomous WSNs are deployed in complex environments to sense and collect data relating to multiple attributes (multi-dimensional data). Such networks present unique challenges to data dissemination, data storage of in-network information discovery. In this paper, we propose a novel method for information discovery for multi-dimensional autonomous WSNs which sensors are deployed randomly that can significantly increase network lifetime and minimize query processing latency, resulting in quality of service (QoS) improvements that are of immense benefit to mission–critical applications. We present simulation results to show that the proposed approach to information discovery offers significant improvements on query resolution latency compared with current approaches.

Nonparametric discovery of movement patterns from accelerometer signals

Monitoring daily physical activity plays an important role in disease prevention and intervention. This paper proposes an approach to monitor the body movement intensity levels from accelerometer data. We collect the data using the accelerometer in a realistic setting without any supervision. The ground-truth of activities is provided by the participants themselves using an experience sampling application running on their mobile phones. We compute a novel feature that has a strong correlation with the movement intensity. We use the hierarchical Dirichlet process (HDP) model to detect the activity levels from this feature. Consisting of Bayesian nonparametric priors over the parameters the model can infer the number of levels automatically. By demonstrating the approach on the publicly available USC-HAD dataset that includes ground-truth activity labels, we show a strong correlation between the discovered activity levels and the movement intensity of the activities. This correlation is further confirmed using our newly collected dataset. We further use the extracted patterns as features for clustering and classifying the activity sequences to improve performance.

Fast and energy efficient data storage for information discovery in multi-dimensional WSNs

Multidimensional WSNs are deployed in complex environments to sense and collect data relating to multiple attributes (multi-dimensional data). An efficient information dis-covery for multi-dimensional WSNs deployed in mission–critical environments has become an essential research consideration. Timely and energy efficient information discovery is very impor-tant to maintain the QoS of such mission critical applications. An inefficient information discovery mechanism will result in high transmission of data packets over the network creating bottlenecks leading to unbalanced energy consumption over the network. High latency and inefficient energy consumption will have a direct effect on the QoS of mission-critical applications of particular importance in this regard is the minimization of hotspots.

Hierarchical Bayesian nonparametric models for knowledge discovery from electronic medical records

Electronic Medical Record (EMR) has established itself as a valuable resource for large scale analysis of health data. A hospital EMR dataset typically consists of medical records of hospitalized patients. A medical record contains diagnostic information (diagnosis codes), procedures performed (procedure codes) and admission details. Traditional topic models, such as latent Dirichlet allocation (LDA) and hierarchical Dirichlet process (HDP), can be employed to discover disease topics from EMR data by treating patients as documents and diagnosis codes as words. This topic modeling helps to understand the constitution of patient diseases and offers a tool for better planning of treatment. In this paper, we propose a novel and flexible hierarchical Bayesian nonparametric model, the word distance dependent Chinese restaurant franchise (wddCRF), which incorporates word-to-word distances to discover semantically-coherent disease topics. We are motivated by the fact that diagnosis codes are connected in the form of ICD-10 tree structure which presents semantic relationships between codes. We exploit a decay function to incorporate distances between words at the bottom level of wddCRF. Efficient inference is derived for the wddCRF by using MCMC technique. Furthermore, since procedure codes are often correlated with diagnosis codes, we develop the correspondence wddCRF (Corr-wddCRF) to explore conditional relationships of procedure codes for a given disease pattern. Efficient collapsed Gibbs sampling is derived for the Corr-wddCRF. We evaluate the proposed models on two real-world medical datasets - PolyVascular disease and Acute Myocardial Infarction disease. We demonstrate that the Corr-wddCRF model discovers more coherent topics than the Corr-HDP. We also use disease topic proportions as new features and show that using features from the Corr-wddCRF outperforms the baselines on 14-days readmission prediction. Beside these, the prediction for procedure codes based on the Corr-wddCRF also shows considerable accuracy.

Discovery of stop regions for understanding repeat travel behaviors of moving objects

GPS trajectory dataset with high sampling-rates is usually in large volume that challenges the processing efficiency. Most of the data points on trajectories are useless. This paper summarizes trajectories using stop points. We define a new concept of stay stability (i.e., time dividing distance or reciprocal of speed) between any two GPS points to detect stop points on individual trajectories. We propose a novel Mining Repeat Travel Behaviors Using Stop Regions (MRTBUSR) method. In MRTBUSR, a stop region is a popular region containing a certain number of close stop points that can be grouped into a cluster. We then retrieve common sequences of stop regions to denote repeat route patterns and further analyze the stop durations on a stop region to find repeat travel behaviors. The experiments on 20 labeled trajectories selected from GeoLife demonstrated the semantic effect, accuracy and near linear efficiency of our proposed method.

December 2006/January 2007: Space Shuttle Discovery Launch

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Capital Asset Price Model (CAPM) : uma aplicação ao mercado brasileiro de ações

Este trabalho tem por objetivo apresentar a fundamentação teórica e efetuar uma aplicação prática de uma das mais importantes descobertas no campo das finanças: o modelo de precificação de ativos de capital padrão, denominado de Capital Asset Price Model (CAPM). Na realização da aplicação prática, comparou-se a performance entre os retornos dos investimentos exigidos pelo referido modelo e os realmente obtidos. Foram analisadas cinco ações com a maior participação relativa na carteira teórica do Ibovespa e com retornos publicados de junho de 1998 a maio de 2001. Os dados foram obtidos da Economática da UFRGS e testados utilizando-se o Teste-t (duas amostras em par para médias) na ferramenta MS Excel. Os resultados foram tabelados e analisados, de onde se concluiu que, estatisticamente, com índice de confiança de 95%, não houve diferença de performance entre os retornos esperados e os realmente obtidos dos ativos objeto desta dissertação, no período estudado.

Are price limits on futures markets that cool? evidence from the brazilian merchantile & futures exchange

This paper investigates the impact of price limits on the Brazil- ian future markets using high frequency data. The aim is to identify whether there is a cool-off or a magnet effect. For that purpose, we examine a tick-by-tick data set that includes all contracts on the São Paulo stock index futures traded on the Brazilian Mercantile and Futures Exchange from January 1997 to December 1999. Our main finding is that price limits drive back prices as they approach the lower limit. There is a strong cool-off effect of the lower limit on the conditional mean, whereas the upper limit seems to entail a weak magnet effect on the conditional variance. We then build a trading strategy that accounts for the cool-off effect so as to demonstrate that the latter has not only statistical, but also economic signifi- cance. The resulting Sharpe ratio indeed is way superior to the buy-and-hold benchmarks we consider.

First-Price auction symmetric equlibria with a general distribution

In this paper I obtain the mixed strategy symmetric equilibria of the first-price auction for any distribution. The equilibrium is unique. The solution turns out to be a combination of absolutely continuous distributions case and the discrete distributions case.

Is there a price puzzle in Brazil? An application of Bias-Corrected Bootstrap

Using data from the United States, Japan, Germany , United Kingdom and France, Sims (1992) found that positive innovations to shortterm interest rates led to sharp, persistent increases in the price level. The result was conÖrmed by other authors and, as a consequence of its non-expectable nature, was given the name "price puzzle" by Eichenbaum (1992). In this paper I investigate the existence of a price puzzle in Brazil using the same type of estimation and benchmark identiÖcation scheme employed by Christiano et al. (2000). In a methodological improvement over these studies, I qualify the results with the construction of bias-corrected bootstrap conÖdence intervals. Even though the data does show the existence of a statistically signiÖcant price puzzle in Brazil, it lasts for only one quarter and is quantitatively immaterial

First-price auction symmetric equilibria with a general distribution

In this paper I obtain the mixed strategy symmetric equilibria of the first-price auction for any distribution. The equilibrium is unique. The solution turns out to be a combination of absolutely continuous distributions case and the discrete distributions case.

Purchasing power parity: the choice of price index

Looking closely at the PPP argument, it states that the currencies purchasing power should not change when comparing the same basket goods across countries, and these goods should all be tradable. Hence, if PPP is valid at all, it should be captured by the relative price indices that best Öts these two features. We ran a horse race among six di§erent price indices available from the IMF database to see which one would yield higher PPP evidence, and, therefore, better Öt the two features. We used RER proxies measured as the ratio of export unit values, wholesale prices, value added deáators, unit labor costs, normalized unit labor costs and consumer prices, for a sample of 16 industrial countries, with quarterly data from 1975 to 2002. PPP was tested using both the ADF and the DFGLS unit root test of the RER series. The RER measured as WPI ratios was the one for which PPP evidence was found for the larger number of countries: six out of sixteen when we use DF-GLS test with demeaned series. The worst measure of all was the RER based on the ratio of foreign CPIs and domestic WPI. No evidence of PPP at all was found for this measure.