Over two hundred health awareness events take place in the United States in order to educate the public about various diseases. It would be informative and instructive for the organizations to know the impact of these events, although such information could be difficult to measure. We investigated whether 46 selected events attract the public attention by increasing the search frequencies of certain keywords. Internet search data from 2004 to 2017 were downloaded from Google Trend (GT). Three statistical methods including Transfer Function Noise modeling, Wilcoxon Rank Sum test, and Binomial inference were conducted. Our study showed that 10 health awareness events resulted in increased search frequencies in the event months, and 28 events did not, with the rest being classified as unclear.

The research objective of this article is to train a computer (agent) with market information data so it can learn trading strategies and beat the market index in stock trading without having to make any prediction on market moves. The approach assumes no trading knowledge, so the agent will only learn from conducting trading with historical data. In this work, we address this task by considering Reinforcement Learning (RL) algorithms for stock portfolio management. We first generate a three-dimension fuzzy vector to describe the current trend for each stock. Then the fuzzy terms, along with other stock market features, such as prices, volumes, and technical indicators, were used as the input for five algorithms, including Advantage Actor-Critic, Trust Region Policy Optimization, Proximal Policy Optimization, Actor-Critic Using Kronecker Factored Trust Region, and Deep Deterministic Policy Gradient. An average ensemble method was applied to obtain trading actions. We set SP100 component stocks as the portfolio pool and used 11 years of daily data to train the model and simulate the trading. Our method demonstrated better performance than the two benchmark methods and each individual algorithm without fuzzy extension. In practice, real market traders could use the trained model to make inferences and conduct trading, then retrain the model once in a while since training such models is time0consuming but making inferences is nearly simultaneous.

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