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It is known that the probability is not a conserved quantity in the stock market, given the fact that it corresponds to an open system. In this paper we analyze the flow of probability in this system by expressing the ideal Black-Scholes equation in the Hamiltonian form. We then analyze how the non-conservation of probability affects the stability of the prices of the Stocks. Finally, we find the conditions under which the probability might be conserved in the market, challenging in this way the non-Hermitian nature of the Black-Scholes Hamiltonian.
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The use of learning analytics (LA) in real-world educational applications is growing very fast as academic institutions realize the positive potential that is possible if LA is integrated in decision making. Education in schools on public health need to evolve in response to the new knowledge and th...
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Crowdsensing exploits the sensing abilities offered by smart phones and users' mobility. Users can mutually help each other as a community with the aid of crowdsensing. The potential of crowdsensing has yet to be fully realized for improving public health. A protocol based on gamification to encoura...
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COVID-19 has hit the world unprepared, as the deadliest pandemic of the century. Governments and authorities, as leaders and decision makers fighting the virus, enormously tap into the power of artificial intelligence and its predictive models for urgent decision support. This book showcases a collection of important predictive models that used during the pandemic, and discusses and compares their efficacy and limitations. Readers from both healthcare industries and academia can gain unique insights on how predictive models were designed and applied on epidemic data. Taking COVID19 as a case study and showcasing the lessons learnt, this book will enable readers to be better prepared in the event of virus epidemics or pandemics in the future.
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The identification of barriers for e-commerce to thrive in specific countries is a topic of great interest. This work proposes two models to study the barriers to B2C e-commerce adoption in Portugal, highlighting obstacles less exploited by previous research: the impact of offline shopping pleasure and the influence of the distance to shopping malls on online shopping intent. An online survey was conducted based on different constructs. A multivariate OLS hierarchical regression was used to analyse the proposed models regarding the intention to buy online and the number of online purchases. The results revealed that customer satisfaction is a strong predictor of intent to buy online and that perceived product risk remains a barrier to e-commerce. Consumers living in high urbanised areas have more propensity to buy online. Helpful information is provided regarding the impact of context, culture, product, and individual barriers, showing that multichannel strategies are best suited for success.
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Monitoring signals such as fetal heart rate (FHR) are important indicators of fetal well-being. Computer-assisted analysis of FHR patterns has been successfully used as a decision support tool. However, the absence of a gold standard for the building blocks decision-making in the systems design process impairs the development of new solutions. Here we propose a prognostic model based on advanced signal processing techniques and machine learning algorithms for the fetal state assessment within a comprehensive evaluation process. Feature-engineering-based and time-series-based machine learning classifiers were modeled into three data segmentation schemas for CTU-UHB, HUFA, and DB-TRIUM datasets and the generalization performance was assessed by a two-way cross-dataset evaluation. It has been shown that the feature-based algorithms outperformed the time-series ones on data-limited scenarios. The Support Vector Machines (SVM) obtained the best results on the datasets individually: specificity (85.6% ) and sensitivity (67.5%). On the other hand, the most effective generalization results were achieved by the Multi-layer perceptron (MLP) with a specificity of 71.6% and sensitivity of 61.7%. The overall process provided a combination of techniques and methods that increased the final prognostic model performance, achieving relevant results and requiring a smaller amount of data when compared to the state-of-the-art fetal status assessment solutions.
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The adoption of IoT for smart health applications is a relevant tool for distributed and intelligent automatic diagnostic systems. This work proposes the development of an integrated solution to monitor maternal and fetal signals for high-risk pregnancies based on IoT sensors, feature extraction based on data analytics, and an intelligent diagnostic aid system based on a 1-D convolutional neural network (CNN) classifier. The fetal heart rate and a group of maternal clinical indicators, such as the uterine tonus activity, blood pressure, heart rate, temperature, and oxygen saturation are monitored. Multiple data sources generate a significant amount of data in different formats and rates. An emergency diagnostic subsystem is proposed based on a fog computing layer and the best accuracy was 92.59% for both maternal and fetal emergency. A smart health analytics system is proposed for multiple feature extraction and the calculation of linear and nonlinear measures. Finally, a classification technique is proposed as a prediction system for maternal, fetal, and simultaneous health status classification, considering six possible outputs. Different classifiers are evaluated and a proposed CNN presented the best results, with the F1-score ranging from 0.74 to 0.91. The results are validated based on the diagnosis provided by two specialists. The results show that the proposed system is a viable solution for maternal and fetal ambulatory monitoring based on IoT.
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In this chapter, a mathematical model explaining generically the propagation of a pandemic is proposed, helping in this way to identify the fundamental parameters related to the outbreak in general. Three free parameters for the pandemic are identified, which can be finally reduced to only two independent parameters. The model is inspired in the concept of spontaneous symmetry breaking, used normally in quantum field theory, and it provides the possibility of analyzing the complex data of the pandemic in a compact way. Data from 12 different countries are considered and the results presented. The application of nonlinear quantum physics equations to model epidemiologic time series is an innovative and promising approach.
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A significant number of people infected by COVID19 do not get sick immediately but become carriers of the disease. These patients might have a certain incubation period. However, the classical compartmental model, SEIR, was not originally designed for COVID19. We used the simple, commonly used SEIR model to retrospectively analyse the initial pandemic data from Singapore. Here, the SEIR model was combined with the actual published Singapore pandemic data, and the key parameters were determined by maximizing the nonlinear goodness of fit R2 and minimizing the root mean square error. These parameters served for the fast and directional convergence of the parameters of an improved model. To cover the quarantine and asymptomatic variables, the existing SEIR model was extended to an infectious disease model with a greater number of population compartments, and with parameter values that were tuned adaptively by solving the nonlinear dynamics equations over the available pandemic data, as well as referring to previous experience with SARS. The contribution presented in this paper is a new model called the adaptive SEAIRD model; it considers the new characteristics of COVID19 and is therefore applicable to a population including asymptomatic carriers. The predictive value is enhanced by tuning of the optimal parameters, whose values better reflect the current pandemic.
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The COVID-19 pandemic spread generated an urgent need for computational systems to model its behavior and support governments and healthcare teams to make proper decisions. There are not many cases of global pandemics in history, and the most recent one has unique characteristics, which are tightly connected to the current society’s lifestyle and beliefs, creating an environment of uncertainty. Because of that, the development of mathematical/computational models to forecast the pandemic behavior since its beginning, i.e., with a restricted amount of data collected, is necessary. This chapter focuses on the analysis of different data mining techniques to allow the pandemic prediction with a small amount of data. A case study is presented considering the data from Wuhan, the Chinese city where the virus was first detected, and the place where the major outbreak occurred. The PNN + CF method (Polynomial Neural Network with Corrective Feedback) is presented as the technique with the best prediction performance. This is a promising method that might be considered in future eventual waves of the current pandemic or event to have a suitable model for future epidemic outbreaks around the world.
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