Recent studies suggest that epi-transcriptome regulation via post-transcriptional RNA modifications is vital for all RNA types. Precise identification of RNA modification sites is essential for understanding the functions and regulatory mechanisms of RNAs. Here, we present MultiRM, a method for the integrated prediction and interpretation of post-transcriptional RNA modifications from RNA sequences. Built upon an attention-based multi-label deep learning framework, MultiRM not only simultaneously predicts the putative sites of twelve widely occurring transcriptome modifications (m6A, m1A, m5C, m5U, m6Am, m7G, Ψ, I, Am, Cm, Gm, and Um), but also returns the key sequence contents that contribute most to the positive predictions. Importantly, our model revealed a strong association among different types of RNA modifications from the perspective of their associated sequence contexts. Our work provides a solution for detecting multiple RNA modifications, enabling an integrated analysis of these RNA modifications, and gaining a better understanding of sequence-based RNA modification mechanisms.

As a fundamental problem in algorithmic trading, portfolio optimization aims to maximize the cumulative return by continuously investing in various financial derivatives within a given time period. Recent years have witnessed the transformation from traditional machine learning trading algorithms to reinforcement learning algorithms due to their superior nature of sequential decision making. However, the exponential growth of the imperfect and noisy financial data that is supposedly leveraged by the deterministic strategy in reinforcement learning, makes it increasingly challenging for one to continuously obtain a profitable portfolio. Thus, in this work, we first reconstruct several deterministic and stochastic reinforcement algorithms as benchmarks. On this basis, we introduce a risk-aware reward function to balance the risk and return. Importantly, we propose a novel interpretable stochastic reinforcement learning framework which tailors a stochastic policy parameterized by Gaussian Mixtures and a distributional critic realized by quantiles for the problem of portfolio optimization. In our experiment, the proposed algorithm demonstrates its superior performance on U.S. market stocks with a 63.1% annual rate of return while at the same time reducing the market value max drawdown by 10% when back-testing during the stock market crash around March 2020.