Biosignal Generation and Latent Variable Analysis with Recurrent Generative Adversarial Networks

The effectiveness of biosignal generation and data augmentation with biosignal generative models based on generative adversarial networks (GANs), which are a type of deep learning technique, was demonstrated in our previous paper. GAN-based generative models only learn the projection between a random distribution as input data and the distribution of training data.Therefore, the relationship between input and generated data is unclear, and the characteristics of the data generated from this model cannot be controlled. This study proposes a method for generating time-series data based on GANs and explores their ability to generate biosignals with certain classes and characteristics. Moreover, in the proposed method, latent variables are analyzed using canonical correlation analysis (CCA) to represent the relationship between input and generated data as canonical loadings. Using these loadings, we can control the characteristics of the data generated by the proposed method. The influence of class labels on generated data is analyzed by feeding the data interpolated between two class labels into the generator of the proposed GANs. The CCA of the latent variables is shown to be an effective method of controlling the generated data characteristics. We are able to model the distribution of the time-series data without requiring domain-dependent knowledge using the proposed method. Furthermore, it is possible to control the characteristics of these data by analyzing the model trained using the proposed method. To the best of our knowledge, this work is the first to generate biosignals using GANs while controlling the characteristics of the generated data

Optimization of Trading Physics Models of Markets

We describe an end-to-end real-time S&P futures trading system. Inner-shell stochastic nonlinear dynamic models are developed, and Canonical Momenta Indicators (CMI) are derived from a fitted Lagrangian used by outer-shell trading models dependent on these indicators. Recursive and adaptive optimization using Adaptive Simulated Annealing (ASA) is used for fitting parameters shared across these shells of dynamic and trading models

Symbolic regression of generative network models

Networks are a powerful abstraction with applicability to a variety of scientific fields. Models explaining their morphology and growth processes permit a wide range of phenomena to be more systematically analysed and understood. At the same time, creating such models is often challenging and requires insights that may be counter-intuitive. Yet there currently exists no general method to arrive at better models. We have developed an approach to automatically detect realistic decentralised network growth models from empirical data, employing a machine learning technique inspired by natural selection and defining a unified formalism to describe such models as computer programs. As the proposed method is completely general and does not assume any pre-existing models, it can be applied "out of the box" to any given network. To validate our approach empirically, we systematically rediscover pre-defined growth laws underlying several canonical network generation models and credible laws for diverse real-world networks. We were able to find programs that are simple enough to lead to an actual understanding of the mechanisms proposed, namely for a simple brain and a social network