Dementia is a degenerative disease that is increasingly prevalent in an aging society. Alzheimer’s disease (AD), the most common type of dementia, is best mitigated via early detection and management. Deep learning is an artificial intelligence technique that has been used to diagnose and predict diseases by extracting meaningful features from medical images. The convolutional neural network (CNN) is a representative application of deep learning, serving as a powerful tool for the diagnosis of AD. Recently, vision transformers (ViT) have yielded classification performance exceeding that of CNN in some diagnostic image classifications. Because the brain is a very complex network with interrelated regions, ViT, which captures direct relationships between images, may be more effective for brain image analysis than CNN. Therefore, we propose a method for classifying dementia images by applying 18F-Florbetaben positron emission tomography (PET) images to ViT. Data were evaluated via binary (normal control and abnormal) and ternary (healthy control, mild cognitive impairment, and AD) classification. In a performance comparison with the CNN, VGG19 was selected as the comparison model. Consequently, ViT yielded more effective performance than VGG19 in binary classification. However, in ternary classification, the performance of ViT cannot be considered excellent. These results show that it is hard to argue that the ViT model is better at AD classification than the CNN model.

This paper examines the relationship of the leading financial assets, Bitcoin, Gold, and S&P 500 with GARCH-Dynamic Conditional Correlation (DCC), Nonlinear Asymmetric GARCH DCC (NA-DCC), Gaussian copula-based GARCH-DCC (GC-DCC), and Gaussian copula-based Nonlinear Asymmetric-DCC (GCNA-DCC). Under the high volatility financial situation such as the COVID-19 pandemic occurrence, there exist a computation difficulty to use the traditional DCC method to the selected cryptocurrencies. To solve this limitation, GC-DCC and GCNA-DCC are applied to investigate the time-varying relationship among Bitcoin, Gold, and S&P 500. In terms of log-likelihood, we show that GC-DCC and GCNA-DCC are better models than DCC and NA-DCC to show relationship of Bitcoin with Gold and S&P 500. We also consider the relationships among time-varying conditional correlation with Bitcoin volatility, and S&P 500 volatility by a Gaussian Copula Marginal Regression (GCMR) model. The empirical findings show that S&P 500 and Gold price are statistically significant to Bitcoin in terms of log-return and volatility.

In high-dimensional data, the performances of various classifiers are largely dependent on the selection of important features. Most of the individual classifiers with the existing feature selection (FS) methods do not perform well for highly correlated data. Obtaining important features using the FS method and selecting the best performing classifier is a challenging task in high throughput data. In this article, we propose a combination of resampling-based least absolute shrinkage and selection operator (LASSO) feature selection (RLFS) and ensembles of regularized regression (ERRM) capable of dealing data with the high correlation structures. The ERRM boosts the prediction accuracy with the top-ranked features obtained from RLFS. The RLFS utilizes the lasso penalty with sure independence screening (SIS) condition to select the top k ranked features. The ERRM includes five individual penalty based classifiers: LASSO, adaptive LASSO (ALASSO), elastic net (ENET), smoothly clipped absolute deviations (SCAD), and minimax concave penalty (MCP). It was built on the idea of bagging and rank aggregation. Upon performing simulation studies and applying to smokers’ cancer gene expression data, we demonstrated that the proposed combination of ERRM with RLFS achieved superior performance of accuracy and geometric mean.

This paper introduces methodologies in forecasting oil prices (Brent and WTI) with multivariate time series of major S&P 500 stock prices using Gaussian process modeling, deep learning, and vine copula regression. We also apply Bayesian variable selection and nonlinear principal component analysis (NLPCA) for data dimension reduction. With a reduced number of important covariates, we also forecast oil prices (Brent and WTI) with multivariate time series of major S&P 500 stock prices using Gaussian process modeling, deep learning, and vine copula regression. To apply real data to the proposed methods, we select monthly log returns of 2 oil prices and 74 large-cap, major S&P 500 stock prices across the period of February 2001–October 2019. We conclude that vine copula regression with NLPCA is superior overall to other proposed methods in terms of the measures of prediction errors.

Cryptocurrencies are highly volatile investment assets and are difficult to predict. In this study, various cryptocurrency data are used as features to predict the log-return price of major cryptocurrencies. The original contribution of this study is the selection of the most influential major features for each cryptocurrency using the volatility features of cryptocurrency, derived from the autoregressive conditional heteroskedasticity (ARCH) and generalized autoregressive conditional heteroskedasticity (GARCH) models, along with the closing price of the cryptocurrency. In addition, we sought to predict the log-return price of cryptocurrencies by implementing various types of time-series model. Based on the selected major features, the log-return price of cryptocurrency was predicted through the autoregressive integrated moving average (ARIMA) time-series prediction model and the artificial neural network-based time-series prediction model. As a result of log-return price prediction, the neural-network-based time-series prediction models showed superior predictive power compared to the traditional time-series prediction model.

Gait and physical fitness are related to cognitive function. A decrease in motor function and physical fitness can serve as an indicator of declining global cognitive function in older adults. This study aims to use machine learning (ML) to identify important features of gait and physical fitness to predict a decline in global cognitive function in older adults. A total of three hundred and six participants aged seventy-five years or older were included in the study, and their gait performance at various speeds and physical fitness were evaluated. Eight ML models were applied to data ranked by the p-value (LP) of linear regression and the importance gain (XI) of XGboost. Five optimal features were selected using elastic net on the LP data for men, and twenty optimal features were selected using support vector machine on the XI data for women. Thus, the important features for predicting a potential decline in global cognitive function in older adults were successfully identified herein. The proposed ML approach could inspire future studies on the early detection and prevention of cognitive function decline in older adults.