Statistical Learning
Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds
Vie, Aymeric, Scholl, Maarten, Kleinnijenhuis, Alissa M., Farmer, J. Doyne
The profitability of various investment styles in investment funds depends on macroeconomic conditions. Market ecology, which views financial markets as ecosystems of diverse, interacting and evolving trading strategies, has shown that endogenous interactions between strategies determine market behaviour and styles' performance. We present Evology: a heterogeneous, empirically calibrated multi-agent market ecology agent-based model to quantify endogenous interactions between US equity mutual funds, particularly Value and Growth investment styles. We outline the model design, validation and calibration approach and its potential for optimising investment strategies using machine learning algorithms.
How Computer-Aided Diagnosis works part1
Abstract: Computer-aided methods have shown added value for diagnosing and predicting brain disorders and can thus support decision making in clinical care and treatment planning. This chapter will provide insight into the type of methods, their working, their input data -- such as cognitive tests, imaging and genetic data -- and the types of output they provide. We will focus on specific use cases for diagnosis, i.e. estimating the current'condition' of the patient, such as early detection and diagnosis of dementia, differential diagnosis of brain tumours, and decision making in stroke. Regarding prediction, i.e. estimation of the future'condition' of the patient, we will zoom in on use cases such as predicting the disease course in multiple sclerosis and predicting patient outcomes after treatment in brain cancer. Furthermore, based on these use cases, we will assess the current state-of-the-art methodology and highlight current efforts on benchmarking of these methods and the importance of open science therein.
Polynomial Regression in R for Data Science - Detechtor
Create a regressor and call it, 'poly_reg'. Assign the regressor to the lm() function as we did in linear regression. The function takes two arguments. The formula and the data, same way we did in linear regression. To transform this from a linear regression to a polynomial regression model, we need to add some polynomial features.
Multiple Linear Regression in R for Data Science - Detechtor
We are going to learn how to implement a Multiple Linear Regression model in R. This is a bit more complex than Simple Linear Regression but it's going to be so practical and fun. Multiple Linear Regression is a data science technique that uses several explanatory variables to predict the outcome of a response variable. A Multiple linear regression model attempts to model the relationship between two or more explanatory variables (independent variables) and a response variable (dependent variable), by fitting a linear equation to observed data. Every value of the independent variable x is associated with a value of the dependent variable y.
12 Best Data Analytics Courses in Coursera
Coursera is an E-Learning platform that provides thousands of online courses on various subjects. And Coursera has a wide range of Data Analytics courses too. That's why I thought to share the 12 Best Data Analytics Courses in Coursera with you. So, give your few minutes to this article and find out the Best Data Analytics Courses on Coursera. Now without any further ado, let's get started- This is one of the most popular Data Analyst Certification programs.
Understanding how Traffic Forecasting works part2(Statistics)
Abstract: With accurate and timely traffic forecasting, the impacted traffic conditions can be predicted in advance to guide agencies and residents to respond to changes in traffic patterns appropriately. However, existing works on traffic forecasting mainly relied on historical traffic patterns confining to short-term prediction, under 1 hour, for instance. To better manage future roadway capacity and accommodate social and human impacts, it is crucial to propose a flexible and comprehensive framework to predict physical-aware long-term traffic conditions for public users and transportation agencies. In this paper, the gap of robust long-term traffic forecasting was bridged by taking social media features into consideration. A correlation study and a linear regression model were first implemented to evaluate the significance of the correlation between two time-series data, traffic intensity and Twitter data intensity.
AI Detects Cognitive Distortions in Text Messages
Artificial intelligence (AI) is now able to detect cognitive distortions from text messages. A new study published in Psychiatric Services, an American Psychiatric Association peer-reviewed journal, shows how AI natural language processing (NLP) can detect cognitive disorders in texts as effectively as human clinicians. "Recent advancements in mobile phone–based mental health interventions, combined with advancements in computational methods of language analysis, have created new possibilities for developing technology-assisted interventions," wrote the researchers from the University of Washington School of Medicine. The American Psychological Association defines cognitive distortion as thinking, beliefs, or perceptions that are either false or flawed that can happen to all people to some degree. There are numerous ways a person's thoughts may be inaccurate or skewed.
A low-rank ensemble Kalman filter for elliptic observations
Provost, Mathieu Le, Baptista, Ricardo, Marzouk, Youssef, Eldredge, Jeff D.
We propose a regularization method for ensemble Kalman filtering (EnKF) with elliptic observation operators. Commonly used EnKF regularization methods suppress state correlations at long distances. For observations described by elliptic partial differential equations, such as the pressure Poisson equation (PPE) in incompressible fluid flows, distance localization cannot be applied, as we cannot disentangle slowly decaying physical interactions from spurious long-range correlations. This is particularly true for the PPE, in which distant vortex elements couple nonlinearly to induce pressure. Instead, these inverse problems have a low effective dimension: low-dimensional projections of the observations strongly inform a low-dimensional subspace of the state space. We derive a low-rank factorization of the Kalman gain based on the spectrum of the Jacobian of the observation operator. The identified eigenvectors generalize the source and target modes of the multipole expansion, independently of the underlying spatial distribution of the problem. Given rapid spectral decay, inference can be performed in the low-dimensional subspace spanned by the dominant eigenvectors. This low-rank EnKF is assessed on dynamical systems with Poisson observation operators, where we seek to estimate the positions and strengths of point singularities over time from potential or pressure observations. We also comment on the broader applicability of this approach to elliptic inverse problems outside the context of filtering.
Predicting Long-Term Citations from Short-Term Linguistic Influence
Soni, Sandeep, Bamman, David, Eisenstein, Jacob
A standard measure of the influence of a research paper is the number of times it is cited. However, papers may be cited for many reasons, and citation count offers limited information about the extent to which a paper affected the content of subsequent publications. We therefore propose a novel method to quantify linguistic influence in timestamped document collections. There are two main steps: first, identify lexical and semantic changes using contextual embeddings and word frequencies; second, aggregate information about these changes into per-document influence scores by estimating a high-dimensional Hawkes process with a low-rank parameter matrix. We show that this measure of linguistic influence is predictive of $\textit{future}$ citations: the estimate of linguistic influence from the two years after a paper's publication is correlated with and predictive of its citation count in the following three years. This is demonstrated using an online evaluation with incremental temporal training/test splits, in comparison with a strong baseline that includes predictors for initial citation counts, topics, and lexical features.