Causality-driven multivariate stock movement forecasting.

Our study aims to investigate the interdependence between international stock markets and sentiments from financial news in stock forecasting. We adopt the Temporal Fusion Transformers (TFT) to incorporate intra and inter-market correlations and the interaction between the information flow, i.e. causality, of financial news sentiment and the dynamics of the stock market. The current study distinguishes itself from existing research by adopting Dynamic Transfer Entropy (DTE) to establish an accurate information flow propagation between stock and sentiments. DTE has the advantage of providing time series that mine information flow propagation paths between certain parts of the time series, highlighting marginal events such as spikes or sudden jumps, which are crucial in financial time series. The proposed methodological approach involves the following elements: a FinBERT-based textual analysis of financial news articles to extract sentiment time series, the use of the Transfer Entropy and corresponding heat maps to analyze the net information flows, the calculation of the DTE time series, which are considered as co-occurring covariates of stock Price, and TFT-based stock forecasting. The Dow Jones Industrial Average index of 13 countries, along with daily financial news data obtained through the New York Times API, are used to demonstrate the validity and superiority of the proposed DTE-based causality method along with TFT for accurate stock Price and Return forecasting compared to state-of-the-art time series forecasting methods.

Semi-supervised medical image classification via distance correlation minimization and graph attention regularization.

We propose a novel semi-supervised learning method to leverage unlabeled data alongside minimal annotated data and improve medical imaging classification performance in realistic scenarios with limited labeling budgets to afford data annotations. Our method introduces distance correlation to minimize correlations between feature representations from different views of the same image encoded with non-coupled deep neural networks architectures. In addition, it incorporates a data-driven graph-attention based regularization strategy to model affinities among images within the unlabeled data by exploiting their inherent relational information in the feature space. We conduct extensive experiments on four medical imaging benchmark data sets involving X-ray, dermoscopic, magnetic resonance, and computer tomography imaging on single and multi-label medical imaging classification scenarios. Our experiments demonstrate the effectiveness of our method in achieving very competitive performance and outperforming several state-of-the-art semi-supervised learning methods. Furthermore, they confirm the suitability of distance correlation as a versatile dependence measure and the benefits of the proposed graph-attention based regularization for semi-supervised learning in medical imaging analysis.

A multidimensional ODE-based model of Alzheimer's disease progression.

Data-driven Alzheimer's disease (AD) progression models are useful for clinical prediction, disease mechanism understanding, and clinical trial design. Most dynamic models were inspired by the amyloid cascade hypothesis and described AD progression as a linear chain of pathological events. However, the heterogeneity observed in healthy and sporadic AD populations challenged the amyloid hypothesis, and there is a need for more flexible dynamical models that accompany this conceptual shift. We present a statistical model of the temporal evolution of biomarkers and cognitive tests that allows diverse biomarker paths throughout the disease. The model consists of two elements: a multivariate dynamic model of the joint evolution of biomarkers and cognitive tests; and a clinical prediction model. The dynamic model uses a system of ordinary differential equations to jointly model the rate of change of an individual's biomarkers and cognitive tests. The clinical prediction model is an ordinal logistic model of the diagnostic label. Prognosis and time-to-onset predictions are obtained by computing the clinical label probabilities throughout the forecasted biomarker trajectories. The proposed dynamical model is interpretable, free of one-dimensional progression hypotheses or disease staging paradigms, and can account for the heterogeneous dynamics observed in sporadic AD. We developed the model using longitudinal data from the Alzheimer's Disease Neuroimaging Initiative. We illustrate the patterns of biomarker rates of change and the model performance to predict the time to conversion from MCI to dementia.

Public Covid-19 X-ray datasets and their impact on model bias - A systematic review of a significant problem.

Computer-aided-diagnosis and stratification of COVID-19 based on chest X-ray suffers from weak bias assessment and limited quality-control. Undetected bias induced by inappropriate use of datasets, and improper consideration of confounders prevents the translation of prediction models into clinical practice. By adopting established tools for model evaluation to the task of evaluating datasets, this study provides a systematic appraisal of publicly available COVID-19 chest X-ray datasets, determining their potential use and evaluating potential sources of bias. Only 9 out of more than a hundred identified datasets met at least the criteria for proper assessment of risk of bias and could be analysed in detail. Remarkably most of the datasets utilised in 201 papers published in peer-reviewed journals, are not among these 9 datasets, thus leading to models with high risk of bias. This raises concerns about the suitability of such models for clinical use. This systematic review highlights the limited description of datasets employed for modelling and aids researchers to select the most suitable datasets for their task.

Tensor-based morphometry with mappings parameterized by stationary velocity fields in Alzheimer's disease neuroimaging initiative.

Tensor-based morphometry (TBM) is an analysis technique where anatomical information is characterized by means of the spatial transformations between a customized template and observed images. Therefore, accurate inter-subject non-rigid registration is an essential prerrequisite. Further statistical analysis of the spatial transformations is used to highlight some useful information, such as local statistical differences among populations. With the new advent of recent and powerful non-rigid registration algorithms based on the large deformation paradigm, TBM is being increasingly used. In this work we evaluate the statistical power of TBM using stationary velocity field diffeomorphic registration in a large population of subjects from Alzheimer's Disease Neuroimaging Initiative project. The proposed methodology provided atrophy maps with very detailed anatomical resolution and with a high significance compared with results published recently on the same data set.