7,594 research outputs found

    Applications of Deep Learning Models in Financial Forecasting

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    In financial markets, deep learning techniques sparked a revolution, reshaping conventional approaches and amplifying predictive capabilities. This thesis explored the applications of deep learning models to unravel insights and methodologies aimed at advancing financial forecasting. The crux of the research problem lies in the applications of predictive models within financial domains, characterised by high volatility and uncertainty. This thesis investigated the application of advanced deep-learning methodologies in the context of financial forecasting, addressing the challenges posed by the dynamic nature of financial markets. These challenges were tackled by exploring a range of techniques, including convolutional neural networks (CNNs), long short-term memory networks (LSTMs), autoencoders (AEs), and variational autoencoders (VAEs), along with approaches such as encoding financial time series into images. Through analysis, methodologies such as transfer learning, convolutional neural networks, long short-term memory networks, generative modelling, and image encoding of time series data were examined. These methodologies collectively offered a comprehensive toolkit for extracting meaningful insights from financial data. The present work investigated the practicality of a deep learning CNN-LSTM model within the Directional Change framework to predict significant DC events—a task crucial for timely decisionmaking in financial markets. Furthermore, the potential of autoencoders and variational autoencoders to enhance financial forecasting accuracy and remove noise from financial time series data was explored. Leveraging their capacity within financial time series, these models offered promising avenues for improved data representation and subsequent forecasting. To further contribute to financial prediction capabilities, a deep multi-model was developed that harnessed the power of pre-trained computer vision models. This innovative approach aimed to predict the VVIX, utilising the cross-disciplinary synergy between computer vision and financial forecasting. By integrating knowledge from these domains, novel insights into the prediction of market volatility were provided

    Multidisciplinary perspectives on Artificial Intelligence and the law

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    This open access book presents an interdisciplinary, multi-authored, edited collection of chapters on Artificial Intelligence (‘AI’) and the Law. AI technology has come to play a central role in the modern data economy. Through a combination of increased computing power, the growing availability of data and the advancement of algorithms, AI has now become an umbrella term for some of the most transformational technological breakthroughs of this age. The importance of AI stems from both the opportunities that it offers and the challenges that it entails. While AI applications hold the promise of economic growth and efficiency gains, they also create significant risks and uncertainty. The potential and perils of AI have thus come to dominate modern discussions of technology and ethics – and although AI was initially allowed to largely develop without guidelines or rules, few would deny that the law is set to play a fundamental role in shaping the future of AI. As the debate over AI is far from over, the need for rigorous analysis has never been greater. This book thus brings together contributors from different fields and backgrounds to explore how the law might provide answers to some of the most pressing questions raised by AI. An outcome of the Católica Research Centre for the Future of Law and its interdisciplinary working group on Law and Artificial Intelligence, it includes contributions by leading scholars in the fields of technology, ethics and the law.info:eu-repo/semantics/publishedVersio

    Une méthode de mesure du mouvement humain pour la programmation par démonstration

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    Programming by demonstration (PbD) is an intuitive approach to impart a task to a robot from one or several demonstrations by the human teacher. The acquisition of the demonstrations involves the solution of the correspondence problem when the teacher and the learner differ in sensing and actuation. Kinesthetic guidance is widely used to perform demonstrations. With such a method, the robot is manipulated by the teacher and the demonstrations are recorded by the robot's encoders. In this way, the correspondence problem is trivial but the teacher dexterity is afflicted which may impact the PbD process. Methods that are more practical for the teacher usually require the identification of some mappings to solve the correspondence problem. The demonstration acquisition method is based on a compromise between the difficulty of identifying these mappings, the level of accuracy of the recorded elements and the user-friendliness and convenience for the teacher. This thesis proposes an inertial human motion tracking method based on inertial measurement units (IMUs) for PbD for pick-and-place tasks. Compared to kinesthetic guidance, IMUs are convenient and easy to use but can present a limited accuracy. Their potential for PbD applications is investigated. To estimate the trajectory of the teacher's hand, 3 IMUs are placed on her/his arm segments (arm, forearm and hand) to estimate their orientations. A specific method is proposed to partially compensate the well-known drift of the sensor orientation estimation around the gravity direction by exploiting the particular configuration of the demonstration. This method, called heading reset, is based on the assumption that the sensor passes through its original heading with stationary phases several times during the demonstration. The heading reset is implemented in an integration and vector observation algorithm. Several experiments illustrate the advantages of this heading reset. A comprehensive inertial human hand motion tracking (IHMT) method for PbD is then developed. It includes an initialization procedure to estimate the orientation of each sensor with respect to the human arm segment and the initial orientation of the sensor with respect to the teacher attached frame. The procedure involves a rotation and a static position of the extended arm. The measurement system is thus robust with respect to the positioning of the sensors on the segments. A procedure for estimating the position of the human teacher relative to the robot and a calibration procedure for the parameters of the method are also proposed. At the end, the error of the human hand trajectory is measured experimentally and is found in an interval between 28.528.5 mm and 61.861.8 mm. The mappings to solve the correspondence problem are identified. Unfortunately, the observed level of accuracy of this IHMT method is not sufficient for a PbD process. In order to reach the necessary level of accuracy, a method is proposed to correct the hand trajectory obtained by IHMT using vision data. A vision system presents a certain complementarity with inertial sensors. For the sake of simplicity and robustness, the vision system only tracks the objects but not the teacher. The correction is based on so-called Positions Of Interest (POIs) and involves 3 steps: the identification of the POIs in the inertial and vision data, the pairing of the hand POIs to objects POIs that correspond to the same action in the task, and finally, the correction of the hand trajectory based on the pairs of POIs. The complete method for demonstration acquisition is experimentally evaluated in a full PbD process. This experiment reveals the advantages of the proposed method over kinesthesy in the context of this work.La programmation par démonstration est une approche intuitive permettant de transmettre une tâche à un robot à partir d'une ou plusieurs démonstrations faites par un enseignant humain. L'acquisition des démonstrations nécessite cependant la résolution d'un problème de correspondance quand les systèmes sensitifs et moteurs de l'enseignant et de l'apprenant diffèrent. De nombreux travaux utilisent des démonstrations faites par kinesthésie, i.e., l'enseignant manipule directement le robot pour lui faire faire la tâche. Ce dernier enregistre ses mouvements grâce à ses propres encodeurs. De cette façon, le problème de correspondance est trivial. Lors de telles démonstrations, la dextérité de l'enseignant peut être altérée et impacter tout le processus de programmation par démonstration. Les méthodes d'acquisition de démonstration moins invalidantes pour l'enseignant nécessitent souvent des procédures spécifiques pour résoudre le problème de correspondance. Ainsi l'acquisition des démonstrations se base sur un compromis entre complexité de ces procédures, le niveau de précision des éléments enregistrés et la commodité pour l'enseignant. Cette thèse propose ainsi une méthode de mesure du mouvement humain par capteurs inertiels pour la programmation par démonstration de tâches de ``pick-and-place''. Les capteurs inertiels sont en effet pratiques et faciles à utiliser, mais sont d'une précision limitée. Nous étudions leur potentiel pour la programmation par démonstration. Pour estimer la trajectoire de la main de l'enseignant, des capteurs inertiels sont placés sur son bras, son avant-bras et sa main afin d'estimer leurs orientations. Une méthode est proposée afin de compenser partiellement la dérive de l'estimation de l'orientation des capteurs autour de la direction de la gravité. Cette méthode, appelée ``heading reset'', est basée sur l'hypothèse que le capteur passe plusieurs fois par son azimut initial avec des phases stationnaires lors d'une démonstration. Cette méthode est implémentée dans un algorithme d'intégration et d'observation de vecteur. Des expériences illustrent les avantages du ``heading reset''. Cette thèse développe ensuite une méthode complète de mesure des mouvements de la main humaine par capteurs inertiels (IHMT). Elle comprend une première procédure d'initialisation pour estimer l'orientation des capteurs par rapport aux segments du bras humain ainsi que l'orientation initiale des capteurs par rapport au repère de référence de l'humain. Cette procédure, consistant en une rotation et une position statique du bras tendu, est robuste au positionnement des capteurs. Une seconde procédure est proposée pour estimer la position de l'humain par rapport au robot et pour calibrer les paramètres de la méthode. Finalement, l'erreur moyenne sur la trajectoire de la main humaine est mesurée expérimentalement entre 28.5 mm et 61.8 mm, ce qui n'est cependant pas suffisant pour la programmation par démonstration. Afin d'atteindre le niveau de précision nécessaire, une nouvelle méthode est développée afin de corriger la trajectoire de la main par IHMT à partir de données issues d'un système de vision, complémentaire des capteurs inertiels. Pour maintenir une certaine simplicité et robustesse, le système de vision ne suit que les objets et pas l'enseignant. La méthode de correction, basée sur des ``Positions Of Interest (POIs)'', est constituée de 3 étapes: l'identification des POIs dans les données issues des capteurs inertiels et du système de vision, puis l'association de POIs liées à la main et de POIs liées aux objets correspondant à la même action, et enfin, la correction de la trajectoire de la main à partir des paires de POIs. Finalement, la méthode IHMT corrigée est expérimentalement évaluée dans un processus complet de programmation par démonstration. Cette expérience montre l'avantage de la méthode proposée sur la kinesthésie dans le contexte de ce travail

    LIPIcs, Volume 251, ITCS 2023, Complete Volume

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    LIPIcs, Volume 251, ITCS 2023, Complete Volum

    The Application of Data Analytics Technologies for the Predictive Maintenance of Industrial Facilities in Internet of Things (IoT) Environments

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    In industrial production environments, the maintenance of equipment has a decisive influence on costs and on the plannability of production capacities. In particular, unplanned failures during production times cause high costs, unplanned downtimes and possibly additional collateral damage. Predictive Maintenance starts here and tries to predict a possible failure and its cause so early that its prevention can be prepared and carried out in time. In order to be able to predict malfunctions and failures, the industrial plant with its characteristics, as well as wear and ageing processes, must be modelled. Such modelling can be done by replicating its physical properties. However, this is very complex and requires enormous expert knowledge about the plant and about wear and ageing processes of each individual component. Neural networks and machine learning make it possible to train such models using data and offer an alternative, especially when very complex and non-linear behaviour is evident. In order for models to make predictions, as much data as possible about the condition of a plant and its environment and production planning data is needed. In Industrial Internet of Things (IIoT) environments, the amount of available data is constantly increasing. Intelligent sensors and highly interconnected production facilities produce a steady stream of data. The sheer volume of data, but also the steady stream in which data is transmitted, place high demands on the data processing systems. If a participating system wants to perform live analyses on the incoming data streams, it must be able to process the incoming data at least as fast as the continuous data stream delivers it. If this is not the case, the system falls further and further behind in processing and thus in its analyses. This also applies to Predictive Maintenance systems, especially if they use complex and computationally intensive machine learning models. If sufficiently scalable hardware resources are available, this may not be a problem at first. However, if this is not the case or if the processing takes place on decentralised units with limited hardware resources (e.g. edge devices), the runtime behaviour and resource requirements of the type of neural network used can become an important criterion. This thesis addresses Predictive Maintenance systems in IIoT environments using neural networks and Deep Learning, where the runtime behaviour and the resource requirements are relevant. The question is whether it is possible to achieve better runtimes with similarly result quality using a new type of neural network. The focus is on reducing the complexity of the network and improving its parallelisability. Inspired by projects in which complexity was distributed to less complex neural subnetworks by upstream measures, two hypotheses presented in this thesis emerged: a) the distribution of complexity into simpler subnetworks leads to faster processing overall, despite the overhead this creates, and b) if a neural cell has a deeper internal structure, this leads to a less complex network. Within the framework of a qualitative study, an overall impression of Predictive Maintenance applications in IIoT environments using neural networks was developed. Based on the findings, a novel model layout was developed named Sliced Long Short-Term Memory Neural Network (SlicedLSTM). The SlicedLSTM implements the assumptions made in the aforementioned hypotheses in its inner model architecture. Within the framework of a quantitative study, the runtime behaviour of the SlicedLSTM was compared with that of a reference model in the form of laboratory tests. The study uses synthetically generated data from a NASA project to predict failures of modules of aircraft gas turbines. The dataset contains 1,414 multivariate time series with 104,897 samples of test data and 160,360 samples of training data. As a result, it could be proven for the specific application and the data used that the SlicedLSTM delivers faster processing times with similar result accuracy and thus clearly outperforms the reference model in this respect. The hypotheses about the influence of complexity in the internal structure of the neuronal cells were confirmed by the study carried out in the context of this thesis

    Game-theoretic statistics and safe anytime-valid inference

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    Safe anytime-valid inference (SAVI) provides measures of statistical evidence and certainty -- e-processes for testing and confidence sequences for estimation -- that remain valid at all stopping times, accommodating continuous monitoring and analysis of accumulating data and optional stopping or continuation for any reason. These measures crucially rely on test martingales, which are nonnegative martingales starting at one. Since a test martingale is the wealth process of a player in a betting game, SAVI centrally employs game-theoretic intuition, language and mathematics. We summarize the SAVI goals and philosophy, and report recent advances in testing composite hypotheses and estimating functionals in nonparametric settings.Comment: 25 pages. Under review. ArXiv does not compile/space some references properl

    Persistently Trained, Diffusion-assisted Energy-based Models

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    Maximum likelihood (ML) learning for energy-based models (EBMs) is challenging, partly due to non-convergence of Markov chain Monte Carlo.Several variations of ML learning have been proposed, but existing methods all fail to achieve both post-training image generation and proper density estimation. We propose to introduce diffusion data and learn a joint EBM, called diffusion assisted-EBMs, through persistent training (i.e., using persistent contrastive divergence) with an enhanced sampling algorithm to properly sample from complex, multimodal distributions. We present results from a 2D illustrative experiment and image experiments and demonstrate that, for the first time for image data, persistently trained EBMs can {\it simultaneously} achieve long-run stability, post-training image generation, and superior out-of-distribution detection.Comment: main text 8 page

    Adaptive Robotic Information Gathering via Non-Stationary Gaussian Processes

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    Robotic Information Gathering (RIG) is a foundational research topic that answers how a robot (team) collects informative data to efficiently build an accurate model of an unknown target function under robot embodiment constraints. RIG has many applications, including but not limited to autonomous exploration and mapping, 3D reconstruction or inspection, search and rescue, and environmental monitoring. A RIG system relies on a probabilistic model's prediction uncertainty to identify critical areas for informative data collection. Gaussian Processes (GPs) with stationary kernels have been widely adopted for spatial modeling. However, real-world spatial data is typically non-stationary -- different locations do not have the same degree of variability. As a result, the prediction uncertainty does not accurately reveal prediction error, limiting the success of RIG algorithms. We propose a family of non-stationary kernels named Attentive Kernel (AK), which is simple, robust, and can extend any existing kernel to a non-stationary one. We evaluate the new kernel in elevation mapping tasks, where AK provides better accuracy and uncertainty quantification over the commonly used stationary kernels and the leading non-stationary kernels. The improved uncertainty quantification guides the downstream informative planner to collect more valuable data around the high-error area, further increasing prediction accuracy. A field experiment demonstrates that the proposed method can guide an Autonomous Surface Vehicle (ASV) to prioritize data collection in locations with significant spatial variations, enabling the model to characterize salient environmental features.Comment: International Journal of Robotics Research (IJRR). arXiv admin note: text overlap with arXiv:2205.0642
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