Social media (and the world at large) have been awash with news of the COVID-19 pandemic. With the passage of time, news and awareness about COVID-19 spread like the pandemic itself, with an explosion of messages, updates, videos, and posts. Mass hysteria manifest as another concern in addition to the health risk that COVID-19 presented. Predictably, public panic soon followed, mostly due to misconceptions, a lack of information, or sometimes outright misinformation about COVID-19 and its impacts. It is thus timely and important to conduct an ex post facto assessment of the early information flows during the pandemic on social media, as well as a case study of evolving public opinion on social media which is of general interest. This study aims to inform policy that can be applied to social media platforms; for example, determining what degree of moderation is necessary to curtail misinformation on social media. This study also analyzes views concerning COVID-19 by focusing on people who interact and share social media on Twitter. As a platform for our experiments, we present a new large-scale sentiment data set COVIDSENTI, which consists of 90 000 COVID-19-related tweets collected in the early stages of the pandemic, from February to March 2020. The tweets have been labeled into positive, negative, and neutral sentiment classes. We analyzed the collected tweets for sentiment classification using different sets of features and classifiers. Negative opinion played an important role in conditioning public sentiment, for instance, we observed that people favored lockdown earlier in the pandemic; however, as expected, sentiment shifted by mid-March. Our study supports the view that there is a need to develop a proactive and agile public health presence to combat the spread of negative sentiment on social media following a pandemic.

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Recently there has been an exponential increase in the use of artificial intelligence for trading in financial markets such as stock and forex. Reinforcement learning has become of particular interest to financial traders ever since the program AlphaGo defeated the strongest human contemporary Go board game player Lee Sedol in 2016. We systematically reviewed all recent stock/forex prediction or trading articles that used reinforcement learning as their primary machine learning method. All reviewed articles had some unrealistic assumptions such as no transaction costs, no liquidity issues and no bid or ask spread issues. Transaction costs had significant impacts on the profitability of the reinforcement learning algorithms compared with the baseline algorithms tested. Despite showing statistically significant profitability when reinforcement learning was used in comparison with baseline models in many studies, some showed no meaningful level of profitability, in particular with large changes in the price pattern between the system training and testing data. Furthermore, few performance comparisons between reinforcement learning and other sophisticated machine/deep learning models were provided. The impact of transaction costs, including the bid/ask spread on profitability has also been assessed. In conclusion, reinforcement learning in stock/forex trading is still in its early development and further research is needed to make it a reliable method in this domain.Google Scholar was used to search for the reinforcement learning articles for this systematic review. By typing into Google Scholar the key phrases "reinforcement learning forex" and "reinforcement learning stock trading" and then all the results were filtered according to the selection process given below in Figure 1. The search results returned from Google Scholar was automatically sorted by relevance, therefore only the first few pages are selected for manual inspection for eligibility. Afterwards, the results of the searched phrases were manually inspected without opening the article links to determine the most relevant articles for this systematic review. The selected articles from this step were then opened and their content read through to determine the final list of articles to be reviewed. Of 27 articles reviewed, 20 articles implemented or simulated trades to maximise profit and 7 articles were only interested in forecasting future financial asset prices. Of 20 trading articles 11 articles provided comparison with other models and 10 did not.

Predictions of stock and foreign exchange (Forex) have always been a hot and profitable area of study. Deep learning applications have been proven to yield better accuracy and return in the field of financial prediction and forecasting. In this survey, we selected papers from the Digital Bibliography & Library Project (DBLP) database for comparison and analysis. We classified papers according to different deep learning methods, which included Convolutional neural network (CNN); Long Short-Term Memory (LSTM); Deep neural network (DNN); Recurrent Neural Network (RNN); Reinforcement Learning; and other deep learning methods such as Hybrid Attention Networks (HAN), self-paced learning mechanism (NLP), and Wavenet. Furthermore, this paper reviews the dataset, variable, model, and results of each article. The survey used presents the results through the most used performance metrics: Root Mean Square Error (RMSE), Mean Absolute Percentage Error (MAPE), Mean Absolute Error (MAE), Mean Square Error (MSE), accuracy, Sharpe ratio, and return rate. We identified that recent models combining LSTM with other methods, for example, DNN, are widely researched. Reinforcement learning and other deep learning methods yielded great returns and performances. We conclude that, in recent years, the trend of using deep-learning-based methods for financial modeling is rising exponentially.

Medical datasets are usually imbalanced, where negative cases severely outnumber p osit iv e cases. Therefore, it is essential to deal with this data skew problem when training machine learning algorithms. This study uses two representative lung cancer datasets, PLCO an d NLST, wit h imb alan ce ratios (the proportion of samples in the majority class to those in the minority class) of 24.7 and 25.0, respectively, to predict lung cancer incidence. This research uses the performance o f 23 clas s imb alan ce methods (resampling and hybrid systems) with three classical classifiers (logistic regression, random forest, and LinearSVC) to identify the best imbalance techniques suitable for medical datasets. Resampling includes ten under-sampling methods (RUS, Etc.), seven over-sampling methods (SMOTE, Etc.), an d t wo integrated sampling methods (SMOTEENN, SMOTE-Tomek). Hybrid systems include (Balanced Bagging, Etc.). The results show that class imbalance learning can improve the classification abilit y o f t h e mo d el. Compared with other imbalanced techniques, under-sampling techniques have the highest standard deviation (SD), and over-sampling techniques have the lowest SD. Over-sampling is a stable met h od, an d the AUC in the model is generally higher than in other ways. Using ROS, the random forest p erforms t h e best predictive ability and is more suitable for the lung cancer datasets used in this study.

Financial threats are displaying a trend about the credit risk of commercial banks as the incredible improvement in the financial industry has arisen. In this way, one of the biggest threats faces by commercial banks is the risk prediction of credit clients. Recent studies mostly focus on enhancing the classifier performance for credit card default prediction rather than an interpretable model. In classification problems, an imbalanced dataset is also crucial to improve the performance of the model because most of the cases lied in one class, and only a few examples are in other categories. Traditional statistical approaches are not suitable to deal with imbalanced data. In this study, a model is developed for credit default prediction by employing various credit-related datasets. There is often a significant difference between the minimum and maximum values in different features, so Min-Max normalization is used to scale the features within one range. Data level resampling techniques are employed to overcome the problem of the data imbalance. Various undersampling and oversampling methods are used to resolve the issue of class imbalance. Different machine learning models are also employed to obtain efficient results. We developed the hypothesis of whether developed models using different machine learning techniques are significantly the same or different and whether resampling techniques significantly improves the performance of the proposed models. Oneway Analysis of Variance is a hypothesis-testing technique, used to test the significance of the results. The split method is utilized to validate the results in which data has split into training and test sets. The results on imbalanced datasets show the accuracy of 66.9% on Taiwan clients credit dataset, 70.7% on South German clients credit dataset, and 65% on Belgium clients credit dataset. Conversely, the results using our proposed methods significantly improve the accuracy of 89% on Taiwan clients credit dataset, 84.6% on South German clients credit dataset, and 87.1% on Belgium clients credit dataset. The results show that the performance of classifiers is better on the balanced dataset as compared to the imbalanced dataset. It is also observed that the performance of data oversampling techniques are better than undersampling techniques. Overall, the Gradient Boosted Decision Tree method performs better than other traditional machine learning classifiers. The Gradient Boosted Decision Tree method gives the best results while utilizing the K-means SMOTE oversampling method. Using one-way ANOVA, the null hypothesis was rejected by a p-value <0.001, hence confirming that the proposed model improved performance is statistical significance. The interpretable model is also deployed on the web to ease the different stakeholders. This model will help commercial banks, financial organizations, loan institutes, and other decision-makers to predict the loan defaulter earlier.

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Transforming growth factor β (TGF-β) is the key cytokine involved in causing fibrosis through cross-talk with major profibrotic pathways. However, inhibition of TGF-β to prevent fibrosis would also abrogate its anti-inflammatory and wound-healing effects. β-catenin is a common co-factor in most TGF-β signaling pathways. β-catenin binds to T-cell factor (TCF) to activate profibrotic genes and binds to Forkhead box O (Foxo) to promote cell survival under oxidative stress. Using a proximity ligation assay in human kidney biopsies, we found that β-catenin/Foxo interactions were higher in kidney with little fibrosis, whereas β-catenin/TCF interactions were upregulated in the kidney of patients with fibrosis. We hypothesised that β-catenin/Foxo is protective against kidney fibrosis. We found that Foxo1 protected against rhTGF-β1induced profibrotic protein expression using a CRISPR/cas9 knockout of Foxo1 or TCF1 in murine kidney tubular epithelial C1.1 cells. Co-administration of TGF-β with a small molecule inhibitor of β-catenin/TCF (ICG-001), protected against kidney fibrosis in unilateral ureteral obstruction. Collectively, our human, animal and in vitro findings suggest β-catenin/ Foxo as a therapeutic target in kidney fibrosis.