Browse Articles

Using machine learning to detect outliers of red clump stars

Meng et al. | Oct 10, 2026

Using machine learning to detect outliers of red clump stars

Machine learning offers a powerful way to analyze large astronomical datasets and identify stars with unusual properties. In this study, students used Extreme Gradient Boosting and Isolation Forest models to investigate why some red clump stars deviate from their expected luminosities. Their results show that stellar age plays a much stronger role than metallicity in driving luminosity variation, and the models successfully detected outlier stars that may affect distance measurements in galactic studies.

Read More...

Retinal biomarkers for the detection of neurological disease using deep learning

Kim et al. | Sep 04, 2026

Retinal biomarkers for the detection of neurological disease using deep learning

The authors looked at whether retinal features, specifically lens clarity, optic nerve cupping, and hyperreflective foci, can serve as biomarkers for neuro-ophthalmological diseases, which share pathological mechanisms with neurodegeneration and may indicate broader neurological risk. Using multimodal clinical data and machine learning, they investigated the potential of retinal imaging as a complementary diagnostic tool for more accurate and accessible detection of neurological disorders.

Read More...

Global trends in total cholesterol by gender (1980-2018)

Qi et al. | Aug 24, 2026

Global trends in total cholesterol by gender (1980-2018)

This study explores global trends in average total cholesterol levels among adults from 1980 to 2018, finding a significant decline in both men and women, with a sharper decrease among men. While these improvements likely reflect advances in public health and medical treatment, the persistent gender gap highlights the need for more targeted approaches to cardiovascular disease prevention.

Read More...

Testing the Impact of a Geometric Curvature Variable on the Accuracy of Econometric Forecasting Models

Punatar et al. | Jul 26, 2026

Testing the Impact of a Geometric Curvature Variable on the Accuracy of Econometric Forecasting Models

Classical financial forecasting models often fail to capture the complex, nonlinear dynamics of the stock market. This study demonstrates that incorporating a single variable to represent the 'geometric curvature' of a time series dramatically improves the accuracy of standard econometric forecasts. Our findings highlight that geometric properties are a significant predictive factor, opening new avenues for more powerful financial modeling.

Read More...