A constrained neural network Kalman filter for price estimation in high frequency financial data

In this paper we present a neural network extended Kalman filter for modeling noisy financial time series. The neural network is employed to estimate the nonlinear dynamics of the extended Kalman filter. Conditions for the neural network weight matrix are provided to guarantee the stability of the filter. The extended Kalman filter presented is designed to filter three types of noise commonly observed in financial data: process noise, measurement noise, and arrival noise. The erratic arrival of data (arrival noise) results in the neural network predictions being iterated into the future. Constraining the neural network to have a fixed point at the origin produces better iterated predictions and more stable results. The performance of constrained and unconstrained neural networks within the extended Kalman filter is demonstrated on "Quote" tick data from the $/DM exchange rate (1993-1995).     

Isolation of sooty mangabey simian T-cell leukemia virus type I [STLV-I(sm)] and characterization of a mangabey T-cell line coinfected with STLV-I(sm) and simian immunodeficiency virus SIVsmmPBj14

It has been postulated that dual infections of humans with human immunodeficiency virus (HIV) and human T-cell leukemia/lymphotropic virus (HTLV) may potentiate disease progression. Counterparts of both of these pathogenic human retroviruses have been identified in various simian species indigenous to Asia and Africa, including sooty mangabey monkeys (Cercocebus atys). Using peripheral blood mononuclear cells (PBMC) from a mangabey naturally infected with both SIV and STLV-I, T-cell lines were established and maintained continuously for more than 3 years; these cell lines harbored only a newly identified mangabey STLV-I(sm) or both STLV-I(sm) and the acutely lethal variant SIVsmmPBj14. The dually infected cell line (FEd-P14) was established by de novo infection of mangabey PBMC with SIVsmmPBj14. This cell line was characterized by multiple assays which showed that structural proteins encoded by both viruses were produced in large quantities, but that the predominant viral glycoprotein on the cell surface was the STLV-I(sm) Env. Unusual interactions of the two retroviral glycoproteins were suggested by the formation of syncytia between Raji and the FEd-P14 cells, but not between Raji and simian cells infected with only one retrovirus or human cells infected with HTLV-I. The STLV-I(sm) strain obtained from the sooty mangabey was transmitted to normal macaque and mangabey PBMC and was shown to be unique by sequencing of the entire env gene. STLV-I(sm) from this African species was more closely related to "cosmopolitan" HTLV-I strains than to the prototypic STLV-I from an Asian pig-tailed macaque. In vitro and in vivo studies of STLV-I(sm) and SIVsmm, both isolated from a naturally infected mangabey monkey, may provide insight into disease induction and manifestations associated with coinfection by their human counterparts.     

Subtypes of stalking (obsessional following) in adolescents

Stalking, which has been given the clinical term "obsessional following", is repetitive threatening or harassing behavior that creates a fear of harm in the victim. Empirical and theoretical literature on this form of behavior is beginning to develop and focuses primarily on adults. Three major subtypes of obsessional following have been identified: erotomania, love obsessional, and simple obsessional/borderline erotomania. Using this typology and available empirical research, a context is set in which three cases of adolescent obsessional following are discussed and analysed. These cases document that stalking/obsessional following occurs in adolescents and that important similarities and differences appear to exist between adult and adolescent offenders. Hypotheses are generated to encourage further study of this significant problem.     

mRNAs coding for the calcium-sensing receptor along the rat nephron: effect of a low-phosphate diet

STUDY OBJECTIVE: To assess the role of testing for Helicobacter pylori in the management of dyspeptic patients in primary care. DESIGN: Selective review of literature frequently quoted to support use of H pylori testing. MAIN RESULTS: Testing for H pylori and referral of only positive cases for endoscopy aims to reduce the number of "unnecessary" endoscopies. Patients with negative results may receive short-term reassurance and subsequently place fewer demands on health services. However, studies to date have only assessed this practice in secondary care settings. Given the relatively high prevalence of both dyspepsia and H pylori infection, the transfer of this practice to primary care may lead to a paradoxical increase in endoscopy referrals. Identification of H pylori and prescribing of eradication treatment also aims to reduce endoscopy referrals. No primary care trials have yet assessed this approach. Given that fewer than one in four of dyspeptic patients have peptic ulceration, a high proportion may fail to respond to eradication treatment and subsequently require referral for endoscopy. The longer term clinical and psychosocial sequelae of treating or labelling patients with an infection associated with gastric cancer remain unknown. CONCLUSIONS: Given uncertainty concerning the possible adverse effects of H pylori testing in primary care, we suggest a moratorium on its use in this setting until results from relevant clinical trials become available.     

Chemotherapy accelerates the development of acquired immune responses to Schistosoma haematobium infection

Treatment of 41 Schistosoma haematobium-infected children, 5-16 years old, with the drug praziquantel induced a switch from a predominantly IgA-specific antibody response to a predominantly IgG1 response within 12 weeks. A cross-sectional survey suggests that the same switch occurs naturally, but over several years, as children age (n = 251). The switch may be driven by alterations in cytokine levels in response to the release of antigens by dead or damaged parasites. Adults are more resistant to schistosome infection than children, and the switch to an "adult" response suggests that praziquantel treatment may have an immunizing effect, with benefits extending beyond a transient reduction in levels of infection.     

A single intravenous dose of murine megakaryocyte growth and development factor potently stimulates platelet production, challenging the necessity for daily administration

Adhesion molecules such as intercellular adhesion molecule-1 (ICAM-1) and vascular cell adhesion molecule-1 (VCAM-1) have been implicated in the pathogenesis of various inflammatory liver disease states, including viral and autoimmune hepatitis as well as liver allograft rejection. Tumor necrosis factor alpha (TNF-alpha) is an inflammatory cytokine known to up-regulate adhesion molecules as well as major histocompatibility complex (MHC) class I expression, and has been demonstrated to be important in the rejection of vascularized organ allografts. The current studies address the effect of TNF-alpha and the role of ICAM-1 expression on liver cell immunogenicity in vitro in mixed lymphocyte hepatocyte culture (MLHC), in vitro in mixed lymphocyte liver nonparenchymal cell culture (MLNPC), in vivo in hepatocyte sponge matrix allografts (HC-SMA), and in vivo in liver nonparenchymal cell sponge matrix allografts (NPC-SMA). Purified allogeneic hepatocytes (HC) and liver nonparenchymal cells (NPC) under naive, unstimulated conditions demonstrated different profiles of MHC antigen and adhesion molecule expression, but both liver cell populations stimulated the proliferation and development of allospecific cytotoxic effectors in vitro and in vivo. Despite significant up-regulation of MHC class I and ICAM-1 on both HC and liver NPCs by in vivo treatment with TNF-alpha, the immunogenicity of TNF-alpha-stimulated liver cells was not appreciably different from naive, unstimulated liver cells. In contrast, ICAM-1-negative HC and NPCs were significantly less immunogenic both in terms of lymphocyte proliferative responses and the generation of allospecific cytolytic effectors. These results suggest that constitutive expression of ICAM-1 enhances the immunogenicity of "donor" liver cells but is not absolutely required to elicit immune responses to allogeneic liver cells. Further studies to determine the role of adhesion molecule expression on trafficking of host immune cells to the liver and the role of adhesion molecule expression by host cells are required to clarify their role in immune responses to liver cells.