Applying Neural Networks for Modeling of Financial Assets

The purpose of this chapter is to develop an analytical system for forecasting prices of financial assets with the use of artificial neural networks technology. Proposed by the authors, the analytical system consists of several neural networks, each of which makes the forecast of financial assets prices. The system includes recurrence (with feedback) neural networks with sigmoidal activation formula. This allows the networks to “remember” a sequence of reactions to the same stimulus. The learning process of neural networks is performed using an algorithm of back propagation of error. The key parameters of forecast for this analytical system are the indicators presented by the terminal MetaTrader 4-broker Forex Club: Average Directional и Movement Index; Bollinger Bands; Envelopes; Ichimoku Kinko Hyo; Moving Average; Parabolic SAR; Standard Deviation; Average True Range; and others.

O050 Hypersomnolence in children: the diagnostic dilemma

Background Excessive daytime sleepiness (EDS) is reported to affect up to 20% of pre-pubertal children and 50% of adolescents. EDS can be due narcolepsy and idiopathic hypersomnolence (IH). Currently diagnosis is by a multiple sleep latency test (MSLT) with protocols adapted from adults. The aim of this study was to describe the results of MSLTs in a paediatric population and assess whether a 5th nap altered diagnosis. Methods Retrospective analysis of 253 MSLTs at a single tertiary paediatric centre from May 2004 – Jan 2021 with consent obtained in 214 patients. Narcolepsy defined as a mean sleep latency (MSL) <8min with ≥2 sleep onset REM (SOREM). IH defined as a MSL < 8 minutes with <2 SOREMs. Results outside these parameters were grouped as hypersomnolence not otherwise specified (HNOS), with ambiguous HNOS defined as MSL 8–12 minutes or ≥2 SOREM. Progress to date There were 108 (50%) females, 132 (62%) >12 years old (range 3.3–19.4 years) and 17 patients had repeat studies. Narcolepsy was diagnosed in 48 (22%) and IH in 22 (10%). Criteria for ambiguous HNOS were met by 43 (20%) patients including 11 (5%) with MSL >12 minutes with ≥2 SOREMs. A 5th nap was performed in 58 (27%) MSLTs which did not change the diagnosis. Obstructive sleep apnoea was diagnosed in 48 (22%) patients and 27 (13%) had elevated periodic limb movement index. Intended outcome and impact Applying current MLST criteria in children may significantly under-estimate diagnostic categories for paediatric EDS as evidenced by the ambiguous HNOS.

Spinal Cord Injury-Movement Index (SCI-MI) Fine Motor Scale: Development and Preliminary Validation

Date Presented 04/21/21 Most spinal cord injury (SCI) clinical trial measures do not have the capability to accurately measure recovery of movement, which creates serious problems for SCI clinical trials that have motor recovery or repair as an endpoint. Work is underway to develop a clinical trial outcome measure that is intended to evaluate recovery of neurotypical movement within the context of function. This poster presents the iterative development process of the fine motor item pool for this outcome measure. Primary Author and Speaker: Rachel Kim Additional Authors and Speakers: William Conrad, Dianna Lunsford, Kristin Valdes

The relationship between trend and volume on the bitcoin market

The aim of the paper is to verify the existence of short- and long-term relationships between the strength of a trend and the volume in bullish and bearish cryptocurrency markets. We applied the vector error correction model to bitcoin daily data from 14.01.2015 to 22.12.2019. Based on the prices and following Wilder’s algorithm, the average directional movement index was calculated, and upward and downward trend periods were determined. No long-term relationship was found to exist between the strength of a trend and the volume in both bearish and bullish markets. Hence, trends do not react to volume changes. However, a long-term relationship exists between volume and trend—but only for the downward trend—with an adjustment speed of 88%. In the short-term, a statistically significant but very weak dependency is revealed; hence, the conclusion that trend strength is insensitive to volume changes can be reached.

Poor Sleep Increases Next Day Pain, Particularly for Older Adults With Mild Cognitive Impairment

Sleep studies examine how pain is associated with poor sleep. However, emergent research suggests poor sleep increases pain and may interfere with activities of daily living (ADL) among older adults. This study will examine how poor sleep may affect next-day pain interference and how this relationship may vary by cognitive function. Ten community-dwelling older adults with lower extremity chronic pain wore an Actigraph GT9X Link for 7 days to measure poor sleep and next-day pain interference (Brief Pain Inventory; BPI). Multi-level mixed models accounted for intra-individual changes in sleep and pain interference and controlled for age, mild cognitive impairment (MCI) and depressive symptoms. Poor sleep among older adults with MCI (14 total observations) was also explored. Across 79 observations, increased number of awakenings (β=0.03; p≤ 0.05) and movement index scores (β=0.08; p≤ 0.05) were associated with increased next-day pain interference. In exploratory analyses, MCI intensified relationships between sleep efficiency (β=-0.10; p≤ 0.05), increased awakenings after sleep onset (β=0.01; p≤ 0.05) and increased length of sleep awakenings (β=0.39; p≤ 0.01) on next-day pain interference. This study’s findings suggest poor sleep is associated with next-day pain interference and the ability to perform ADL. Older adults with MCI may be at an increased risk for poor sleep and pain-related interference in ADL. Interventions designed to moderate the association between poor sleep and pain in general and for adults with MCI in particular may be warranted.

Correlation between newborn size and gross fetal movement as counted by a fetal movement acceleration measurement recorder

The development of the fetal movement acceleration measurement (FMAM) recorder has enabled the accurate counting of gross fetal movements. The aim of the study was to investigate whether gross fetal movement is related to a newborn’s size. A total of 90 pregnant women who delivered singleton infant at term were recruited. Gross fetal movements were counted using an FMAM recorder during maternal sleep. The ratio of movement positive 10-s epochs to all epochs during one night was calculated as an index of fetal movement. Independent explanatory variables for the fetal movement index were selected from eight possibilities, that is, maternal age, gestational week, and the six physical measures of the newborn (height, weight, head circumference, chest circumference, Kaup index, and the ratio of head to chest circumference) with the stepwise regression procedure. The selected physical variables and the fetal movement index were analyzed using multiple regression analysis. A total of 2812.95 h from 423 night records were available. Gestational weeks and weight of the newborn were selected as the significant independent variables. Multiple regression analysis revealed that newborn weight had a positive correlation with the fetal movement index (p < 0.0001). The multiple regression equation was “The fetal movement index (%) = 34.9989−0.9088 × gestational weeks + 0.0033 × newborn weight (g).” A person’s physical ability and lifetime activity level may originate from fetal health. This study may provide a new way of looking at the Developmental Origins of Health and Disease theory.

1261 The Long Term Exhaustion of a Viral Infection

Introduction Narcolepsy is a rare condition affecting only 0.02% to 0.18% of United States and Euro-pean populations. Throughout the years, hypersomnolence in the form of narcolepsy or idiopathic hypersomnia has been identified as a post infectious syndrome in rare instances. In this case, we observe a child with excessive daytime sleepiness after an infectious rash. Report of Case A 4 year old male presented to clinic for evaluation of excessive daytime sleepiness for the past 10 months. At that time, he developed a full body rash that lasted for about 1 week, and was treated with diphenhydramine and prednisone. No imminent cause was identified. For the preced-ing weeks, he was taking frequent and longer naps, and complained of difficulty with keeping his head up and his eyes open. He was evaluated for possible seizures via EEG with no seizure activity seen. Blood work was unremarkable, and a lumbar puncture showed highly elevated IgG for EBV, and low IgM for EBV, indicating a prior infection. His excessive somnolence persistent, and he was referred to undergo actigraphy, poly-somnography (PSG), and a multiple sleep latency test (MSLT). Actigraphy demonstrated disrupt-ed nocturnal sleep, PSG showed an elevated periodic leg movement index of 8.6/hr, and MSLT showed reduced sleep onset latency and sleep onset REM on 2 of 4 naps. During his physical exam, he had drooping eyelids and tongue protrusion, concerning for cataplectic facies, highly suspicious for Narcolepsy Type 1. Further confirmatory testing is pend-ing, including HLA subtype testing and hypocretin levels in CSF. Conclusion This case shows a strong association with a subacute EBV infection and the development of nar-colepsy. There are multiple cases involving the development of hypersomnolence conditions as a consequence of viral infections. Further cases would be beneficial to form additional associations.

Association of Sleep Apnea with Mortality in Patients with Advanced Kidney Disease

Background and objectivesIn the general population, sleep disorders are associated with mortality. However, such evidence in patients with CKD and ESKD is limited and shows conflicting results. Our aim was to examine the association of sleep apnea with mortality among patients with CKD and ESKD.Design, setting, participants, & measurementsIn this prospective cohort study, 180 patients (88 with CKD stage 4 or 5, 92 with ESKD) underwent in-home polysomnography, and sleep apnea measures such as apnea hypopnea index (AHI) and nocturnal hypoxemia were obtained. Mortality data were obtained from the National Death Index. Cox proportional hazard models were used for survival analysis.ResultsAmong the 180 patients (mean age 54 years, 37% women, 39% with diabetes, 49% CKD with mean eGFR 18±7 ml/min per 1.73 m2), 71% had sleep apnea (AHI>5) and 23% had severe sleep apnea (AHI>30). Median AHI was 13 (range, 4–29) and was not significantly different in patients with advanced CKD or ESKD. Over a median follow-up of 9 years, there were 84 (47%) deaths. AHI was not significantly associated with mortality after adjusting for age, sex, race, diabetes, body mass index, CKD/ESKD status, and kidney transplant status (AHI>30: hazard ratio [HR], 1.5; 95% confidence interval [95% CI], 0.6 to 4.0; AHI >15 to 30: HR, 2.3; 95% CI, 0.9 to 5.9; AHI >5 to 15: HR, 2.1; 95% CI, 0.8 to 5.4, compared with AHI≤5). Higher proportion of sleep time with oxygen saturation <90% and lower mean oxygen saturation were significantly associated with higher mortality in adjusted analysis (HR, 1.4; 95% CI, 1.1 to 1.7; P=0.007 for every 15% higher proportion, and HR, 1.6; 95% CI, 1.2 to 2.1; P=0.003 for every 2% lower saturation, respectively). Sleep duration, sleep efficiency, or periodic limb movement index were not associated with mortality.ConclusionsHypoxemia-based measures of sleep apnea are significantly associated with increased risk of death among advanced CKD and ESKD.