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Title: Trading networks and Hodge theory ∗
Abstract

The problem of analyzing interconnectedness is one of today’s premier challenges in understanding systemic risk. Connections can both stabilize networks and provide pathways for contagion. The central problem in such networks is establishing global behavior from local interactions. Jiang-Lim-Yao-Ye (Jianget al2011Mathematical Programming 1271203–244) recently introduced the use of theHodge decomposition(see Lim 2020SIAM Review62685–715 for a review), a fundamental tool from algebraic geometry, to construct global rankings from local interactions (see Barbarossaet al2018(2018 IEEE Data Science Workshop (DSW), IEEE)pp 51–5; Haruna and Fujiki 2016Frontiers in Neural Circuits1077; Jiaet al2019(Proc. of the XXV ACM SIGKDD International Conf. on Knowledge Discovery & Data Mining, pp 761–71 for other applications). We apply this to a study of financial networks, starting from the Eisenberg-Noe (Eisenberg and Noe 2001Management Science47236–249) setup of liabilities and endowments, and construct a network of defaults. We then use Jiang-Lim-Yao-Ye to construct a global ranking from the defaults, which yields one way of quantifying ‘systemic importance’.

 
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Award ID(s):
2048906
NSF-PAR ID:
10362523
Author(s) / Creator(s):
; ;
Publisher / Repository:
IOP Publishing
Date Published:
Journal Name:
Journal of Physics Communications
Volume:
5
Issue:
1
ISSN:
2399-6528
Page Range / eLocation ID:
Article No. 015018
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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Our annotators also reviewed specific eye movement artifacts (e.g., eye flutter, eyeblinks). Eye movements are often mistaken as seizures due to their similar morphology [7][8]. We have improved our understanding of ocular events and it has allowed us to annotate artifacts in the corpus more carefully. In this poster, we will present statistics on the newest releases of these corpora and discuss the impact these improvements have had on machine learning research. We will compare TUSZ v1.5.3 and TUAR v2.0.0 with previous versions of these corpora. We will release v1.5.3 of TUSZ and v2.0.0 of TUAR in Fall 2021 prior to the symposium. ACKNOWLEDGMENTS Research reported in this publication was most recently supported by the National Science Foundation’s Industrial Innovation and Partnerships (IIP) Research Experience for Undergraduates award number 1827565. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the official views of any of these organizations. REFERENCES [1] I. Obeid and J. Picone, “The Temple University Hospital EEG Data Corpus,” in Augmentation of Brain Function: Facts, Fiction and Controversy. Volume I: Brain-Machine Interfaces, 1st ed., vol. 10, M. A. Lebedev, Ed. Lausanne, Switzerland: Frontiers Media S.A., 2016, pp. 394 398. https://doi.org/10.3389/fnins.2016.00196. [2] V. Shah et al., “The Temple University Hospital Seizure Detection Corpus,” Frontiers in Neuroinformatics, vol. 12, pp. 1–6, 2018. https://doi.org/10.3389/fninf.2018.00083. [3] A. Hamid et, al., “The Temple University Artifact Corpus: An Annotated Corpus of EEG Artifacts.” in Proceedings of the IEEE Signal Processing in Medicine and Biology Symposium (SPMB), 2020, pp. 1-3. https://ieeexplore.ieee.org/document/9353647. [4] Y. Roy, R. Iskander, and J. Picone, “The NeurekaTM 2020 Epilepsy Challenge,” NeuroTechX, 2020. [Online]. Available: https://neureka-challenge.com/. [Accessed: 01-Dec-2021]. [5] S. Rahman, A. Hamid, D. Ochal, I. Obeid, and J. Picone, “Improving the Quality of the TUSZ Corpus,” in Proceedings of the IEEE Signal Processing in Medicine and Biology Symposium (SPMB), 2020, pp. 1–5. https://ieeexplore.ieee.org/document/9353635. [6] V. Shah, E. von Weltin, T. Ahsan, I. Obeid, and J. Picone, “On the Use of Non-Experts for Generation of High-Quality Annotations of Seizure Events,” Available: https://www.isip.picone press.com/publications/unpublished/journals/2019/elsevier_cn/ira. [Accessed: 01-Dec-2021]. [7] D. Ochal, S. Rahman, S. Ferrell, T. Elseify, I. Obeid, and J. Picone, “The Temple University Hospital EEG Corpus: Annotation Guidelines,” Philadelphia, Pennsylvania, USA, 2020. https://www.isip.piconepress.com/publications/reports/2020/tuh_eeg/annotations/. [8] D. Strayhorn, “The Atlas of Adult Electroencephalography,” EEG Atlas Online, 2014. [Online]. Availabl 
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We used a variety of techniques such as the file locking mechanism, multithreading, circular buffers, real-time event decoding, and signal-decision plotting to realize the system. A video demonstrating the system is available at: https://www.isip.piconepress.com/projects/nsf_pfi_tt/resources/videos/realtime_eeg_analysis/v2.5.1/video_2.5.1.mp4. The final conference submission will include a more detailed analysis of the online performance of each module. ACKNOWLEDGMENTS Research reported in this publication was most recently supported by the National Science Foundation Partnership for Innovation award number IIP-1827565 and the Pennsylvania Commonwealth Universal Research Enhancement Program (PA CURE). Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the official views of any of these organizations. REFERENCES [1] A. Craik, Y. He, and J. L. Contreras-Vidal, “Deep learning for electroencephalogram (EEG) classification tasks: a review,” J. Neural Eng., vol. 16, no. 3, p. 031001, 2019. https://doi.org/10.1088/1741-2552/ab0ab5. [2] A. C. Bridi, T. Q. Louro, and R. C. L. Da Silva, “Clinical Alarms in intensive care: implications of alarm fatigue for the safety of patients,” Rev. Lat. Am. Enfermagem, vol. 22, no. 6, p. 1034, 2014. https://doi.org/10.1590/0104-1169.3488.2513. [3] M. Golmohammadi, V. Shah, I. Obeid, and J. Picone, “Deep Learning Approaches for Automatic Seizure Detection from Scalp Electroencephalograms,” in Signal Processing in Medicine and Biology: Emerging Trends in Research and Applications, 1st ed., I. Obeid, I. Selesnick, and J. Picone, Eds. New York, New York, USA: Springer, 2020, pp. 233–274. https://doi.org/10.1007/978-3-030-36844-9_8. [4] “CFM Olympic Brainz Monitor.” [Online]. Available: https://newborncare.natus.com/products-services/newborn-care-products/newborn-brain-injury/cfm-olympic-brainz-monitor. [Accessed: 17-Jul-2020]. [5] M. L. Scheuer, S. B. Wilson, A. Antony, G. Ghearing, A. Urban, and A. I. Bagic, “Seizure Detection: Interreader Agreement and Detection Algorithm Assessments Using a Large Dataset,” J. Clin. Neurophysiol., 2020. https://doi.org/10.1097/WNP.0000000000000709. [6] A. Harati, M. Golmohammadi, S. Lopez, I. Obeid, and J. Picone, “Improved EEG Event Classification Using Differential Energy,” in Proceedings of the IEEE Signal Processing in Medicine and Biology Symposium, 2015, pp. 1–4. https://doi.org/10.1109/SPMB.2015.7405421. [7] V. Shah, C. Campbell, I. Obeid, and J. Picone, “Improved Spatio-Temporal Modeling in Automated Seizure Detection using Channel-Dependent Posteriors,” Neurocomputing, 2021. [8] W. Tatum, A. Husain, S. Benbadis, and P. Kaplan, Handbook of EEG Interpretation. New York City, New York, USA: Demos Medical Publishing, 2007. [9] D. P. Bovet and C. Marco, Understanding the Linux Kernel, 3rd ed. O’Reilly Media, Inc., 2005. https://www.oreilly.com/library/view/understanding-the-linux/0596005652/. [10] V. Shah et al., “The Temple University Hospital Seizure Detection Corpus,” Front. Neuroinform., vol. 12, pp. 1–6, 2018. https://doi.org/10.3389/fninf.2018.00083. [11] F. Pedregosa et al., “Scikit-learn: Machine Learning in Python,” J. Mach. Learn. Res., vol. 12, pp. 2825–2830, 2011. https://dl.acm.org/doi/10.5555/1953048.2078195. [12] J. Gotman, D. Flanagan, J. Zhang, and B. Rosenblatt, “Automatic seizure detection in the newborn: Methods and initial evaluation,” Electroencephalogr. Clin. Neurophysiol., vol. 103, no. 3, pp. 356–362, 1997. https://doi.org/10.1016/S0013-4694(97)00003-9. 
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For example, a nonneoplastic feature of usual ductal hyperplasia will display diffuse staining for cytokeratin 5 (CK5) and no diffuse staining for estrogen receptor (ER), while a cancerous growth of ductal carcinoma in situ will have negative or focally positive staining for CK5 and diffuse staining for ER [9]. Many tissue samples contain cancerous and non-cancerous features with morphological overlaps that cause variability between annotators. The informative fields IHC slides provide could play an integral role in machine model pathology diagnostics. Following the revisions made on all the annotations, a second experiment was run using ResNet18. Compared to the pilot study, an increase of model prediction accuracy was seen for the labels indc, infl, nneo, norm, and null. This increase is correlated with an increase in annotated area and annotation accuracy. Model performance in identifying the suspicious label decreased by 25% due to the decrease of 57% in the total annotated area described by this label. A summary of the model performance is given in Table 4, which shows the new prediction accuracy and the absolute change in error rate compared to Table 3. The breast tissue subset we are developing includes 3,505 annotated breast pathology slides from 296 patients. The average size of a scanned SVS file is 363 MB. The annotations are stored in an XML format. A CSV version of the annotation file is also available which provides a flat, or simple, annotation that is easy for machine learning researchers to access and interface to their systems. Each patient is identified by an anonymized medical reference number. Within each patient’s directory, one or more sessions are identified, also anonymized to the first of the month in which the sample was taken. These sessions are broken into groupings of tissue taken on that date (in this case, breast tissue). A deidentified patient report stored as a flat text file is also available. Within these slides there are a total of 16,971 total annotated regions with an average of 4.84 annotations per slide. Among those annotations, 8,035 are non-cancerous (normal, background, null, and artifact,) 6,222 are carcinogenic signs (inflammation, nonneoplastic and suspicious,) and 2,714 are cancerous labels (ductal carcinoma in situ and invasive ductal carcinoma in situ.) The individual patients are split up into three sets: train, development, and evaluation. Of the 74 cancerous patients, 20 were allotted for both the development and evaluation sets, while the remain 34 were allotted for train. The remaining 222 patients were split up to preserve the overall distribution of labels within the corpus. This was done in hope of creating control sets for comparable studies. Overall, the development and evaluation sets each have 80 patients, while the training set has 136 patients. In a related component of this project, slides from the Fox Chase Cancer Center (FCCC) Biosample Repository (https://www.foxchase.org/research/facilities/genetic-research-facilities/biosample-repository -facility) are being digitized in addition to slides provided by Temple University Hospital. This data includes 18 different types of tissue including approximately 38.5% urinary tissue and 16.5% gynecological tissue. These slides and the metadata provided with them are already anonymized and include diagnoses in a spreadsheet with sample and patient ID. We plan to release over 13,000 unannotated slides from the FCCC Corpus simultaneously with v1.0.0 of TUDP. Details of this release will also be discussed in this poster. Few digitally annotated databases of pathology samples like TUDP exist due to the extensive data collection and processing required. The breast corpus subset should be released by November 2021. By December 2021 we should also release the unannotated FCCC data. We are currently annotating urinary tract data as well. We expect to release about 5,600 processed TUH slides in this subset. We have an additional 53,000 unprocessed TUH slides digitized. Corpora of this size will stimulate the development of a new generation of deep learning technology. In clinical settings where resources are limited, an assistive diagnoses model could support pathologists’ workload and even help prioritize suspected cancerous cases. ACKNOWLEDGMENTS This material is supported by the National Science Foundation under grants nos. CNS-1726188 and 1925494. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation. REFERENCES [1] N. 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Persidsky, “MRI: High Performance Digital Pathology Using Big Data and Machine Learning,” Philadelphia, Pennsylvania, USA, 2020. https://www.isip.piconepress.com/publications/reports/2020/nsf/mri_dpath/. [8] I. Hunt, S. Husain, J. Simons, I. Obeid, and J. Picone, “Recent Advances in the Temple University Digital Pathology Corpus,” in Proceedings of the IEEE Signal Processing in Medicine and Biology Symposium (SPMB), 2019, pp. 1–4. https://ieeexplore.ieee.org/document/9037859. [9] A. P. Martinez, C. Cohen, K. Z. Hanley, and X. (Bill) Li, “Estrogen Receptor and Cytokeratin 5 Are Reliable Markers to Separate Usual Ductal Hyperplasia From Atypical Ductal Hyperplasia and Low-Grade Ductal Carcinoma In Situ,” Arch. Pathol. Lab. Med., vol. 140, no. 7, pp. 686–689, Apr. 2016. https://doi.org/10.5858/arpa.2015-0238-OA. 
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