31,951 research outputs found
Modeling Financial Time Series with Artificial Neural Networks
Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.CELEST, a National Science Foundation Science of Learning Center (SBE-0354378); SyNAPSE program of the Defense Advanced Research Project Agency (HR001109-03-0001
ASlib: A Benchmark Library for Algorithm Selection
The task of algorithm selection involves choosing an algorithm from a set of
algorithms on a per-instance basis in order to exploit the varying performance
of algorithms over a set of instances. The algorithm selection problem is
attracting increasing attention from researchers and practitioners in AI. Years
of fruitful applications in a number of domains have resulted in a large amount
of data, but the community lacks a standard format or repository for this data.
This situation makes it difficult to share and compare different approaches
effectively, as is done in other, more established fields. It also
unnecessarily hinders new researchers who want to work in this area. To address
this problem, we introduce a standardized format for representing algorithm
selection scenarios and a repository that contains a growing number of data
sets from the literature. Our format has been designed to be able to express a
wide variety of different scenarios. Demonstrating the breadth and power of our
platform, we describe a set of example experiments that build and evaluate
algorithm selection models through a common interface. The results display the
potential of algorithm selection to achieve significant performance
improvements across a broad range of problems and algorithms.Comment: Accepted to be published in Artificial Intelligence Journa
Local Rule-Based Explanations of Black Box Decision Systems
The recent years have witnessed the rise of accurate but obscure decision
systems which hide the logic of their internal decision processes to the users.
The lack of explanations for the decisions of black box systems is a key
ethical issue, and a limitation to the adoption of machine learning components
in socially sensitive and safety-critical contexts. %Therefore, we need
explanations that reveals the reasons why a predictor takes a certain decision.
In this paper we focus on the problem of black box outcome explanation, i.e.,
explaining the reasons of the decision taken on a specific instance. We propose
LORE, an agnostic method able to provide interpretable and faithful
explanations. LORE first leans a local interpretable predictor on a synthetic
neighborhood generated by a genetic algorithm. Then it derives from the logic
of the local interpretable predictor a meaningful explanation consisting of: a
decision rule, which explains the reasons of the decision; and a set of
counterfactual rules, suggesting the changes in the instance's features that
lead to a different outcome. Wide experiments show that LORE outperforms
existing methods and baselines both in the quality of explanations and in the
accuracy in mimicking the black box
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A Boolean complete neural model of adaptive behavior
A multi-layered neural assembly is developed which has the capability of learning arbitrary Boolean functions. Though the model neuron is more powerful than those previously considered, assemblies of neurons are needed to detect non-linearly separable patterns. Algorithms for learning at the neuron and assembly level are described. The model permits multiple output systens to share a common memory. Learned evaluation allows sequences of actions to be organized. Computer simulations demonstrate the capabilities of the model
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