5,983 research outputs found
Mobile heritage practices. Implications for scholarly research, user experience design, and evaluation methods using mobile apps.
Mobile heritage apps have become one of the most popular means for audience
engagement and curation of museum collections and heritage contexts. This
raises practical and ethical questions for both researchers and practitioners, such
as: what kind of audience engagement can be built using mobile apps? what are
the current approaches? how can audience engagement with these experience
be evaluated? how can those experiences be made more resilient, and in turn
sustainable? In this thesis I explore experience design scholarships together with
personal professional insights to analyse digital heritage practices with a view to
accelerating thinking about and critique of mobile apps in particular. As a result,
the chapters that follow here look at the evolution of digital heritage practices,
examining the cultural, societal, and technological contexts in which mobile
heritage apps are developed by the creative media industry, the academic
institutions, and how these forces are shaping the user experience design
methods. Drawing from studies in digital (critical) heritage, Human-Computer
Interaction (HCI), and design thinking, this thesis provides a critical analysis of
the development and use of mobile practices for the heritage. Furthermore,
through an empirical and embedded approach to research, the thesis also
presents auto-ethnographic case studies in order to show evidence that mobile
experiences conceptualised by more organic design approaches, can result in
more resilient and sustainable heritage practices. By doing so, this thesis
encourages a renewed understanding of the pivotal role of these practices in the
broader sociocultural, political and environmental changes.AHRC REAC
Applications of Deep Learning Models in Financial Forecasting
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
Quantifying Equity Risk Premia: Financial Economic Theory and High-Dimensional Statistical Methods
The overarching question of this dissertation is how to quantify the unobservable risk premium of a stock when its return distribution varies over time.
The first chapter, titled “Theory-based versus machine learning-implied stock risk premia”, starts with a comparison of two competing strands of the literature. The approach advocated by Martin and Wagner (2019) relies on financial economic theory to derive a closed-form approximation of conditional risk premia using information embedded in the prices of European options. The other approach, exemplified by the study of Gu et al. (2020), draws on the flexibility of machine learning methods and vast amounts of historical data to determine the unknown functional form. The goal of this study is to determine which of the two approaches produces more accurate measurements of stock risk premia. In addition, we present a novel hybrid approach that employs machine learning to overcome the approximation errors induced by the theory-based approach. We find that our hybrid approach is competitive especially at longer investment horizons.
The second chapter, titled “The uncertainty principle in asset pricing”, introduces a representation of the conditional capital asset pricing model (CAPM) in which the betas and the equity premium are jointly characterized by the information embedded in option prices. A unique feature of our model is that its implied components represent valid measurements of their physical counterparts without the need for any further risk adjustment. Moreover, because the model’s time-varying parameters are directly observable, the model can be tested without any of the complications that typically arise from statistical estimation. One of the main empirical findings is that the well-known flat relationship between average predicted and realized excess returns of beta-sorted portfolios can be explained by the uncertainty governing market excess returns.
In the third chapter, titled “Multi-task learning in cross-sectional regressions”, we challenge the way in which cross-sectional regressions are used to test factor models with time-varying loadings. More specifically, we extend the procedure by Fama and MacBeth (1973) by systematically selecting stock characteristics using a combination of l1- and l2-regularization, known as the multi-task Lasso, and addressing the bias that is induced by selection via repeated sample splitting. In the empirical part of this chapter, we apply our testing procedure to the option-implied CAPM from chapter two, and find that, while variants of the momentum effect lead to a rejection of the model, the implied beta is by far the most important predictor of cross-sectional return variation
Resource-aware scheduling for 2D/3D multi-/many-core processor-memory systems
This dissertation addresses the complexities of 2D/3D multi-/many-core processor-memory systems, focusing on two key areas: enhancing timing predictability in real-time multi-core processors and optimizing performance within thermal constraints. The integration of an increasing number of transistors into compact chip designs, while boosting computational capacity, presents challenges in resource contention and thermal management. The first part of the thesis improves timing predictability. We enhance shared cache interference analysis for set-associative caches, advancing the calculation of Worst-Case Execution Time (WCET). This development enables accurate assessment of cache interference and the effectiveness of partitioned schedulers in real-world scenarios. We introduce TCPS, a novel task and cache-aware partitioned scheduler that optimizes cache partitioning based on task-specific WCET sensitivity, leading to improved schedulability and predictability. Our research explores various cache and scheduling configurations, providing insights into their performance trade-offs. The second part focuses on thermal management in 2D/3D many-core systems. Recognizing the limitations of Dynamic Voltage and Frequency Scaling (DVFS) in S-NUCA many-core processors, we propose synchronous thread migrations as a thermal management strategy. This approach culminates in the HotPotato scheduler, which balances performance and thermal safety. We also introduce 3D-TTP, a transient temperature-aware power budgeting strategy for 3D-stacked systems, reducing the need for Dynamic Thermal Management (DTM) activation. Finally, we present 3QUTM, a novel method for 3D-stacked systems that combines core DVFS and memory bank Low Power Modes with a learning algorithm, optimizing response times within thermal limits. This research contributes significantly to enhancing performance and thermal management in advanced processor-memory systems
Natural and Technological Hazards in Urban Areas
Natural hazard events and technological accidents are separate causes of environmental impacts. Natural hazards are physical phenomena active in geological times, whereas technological hazards result from actions or facilities created by humans. In our time, combined natural and man-made hazards have been induced. Overpopulation and urban development in areas prone to natural hazards increase the impact of natural disasters worldwide. Additionally, urban areas are frequently characterized by intense industrial activity and rapid, poorly planned growth that threatens the environment and degrades the quality of life. Therefore, proper urban planning is crucial to minimize fatalities and reduce the environmental and economic impacts that accompany both natural and technological hazardous events
Une méthode de mesure du mouvement humain pour la programmation par démonstration
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 mm and 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
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Mitigating Data Scarcity for Neural Language Models
In recent years, pretrained neural language models (PNLMs) have taken the field of natural language processing by storm, achieving new benchmarks and state-of-theart performances. These models often rely heavily on annotated data, which may not always be available. Data scarcity are commonly found in specialized domains, such as medical, or in low-resource languages that are underexplored by AI research. In this dissertation, we focus on mitigating data scarcity using data augmentation and neural ensemble learning techniques for neural language models. In both research directions, we implement neural network algorithms and evaluate their impact on assisting neural language models in downstream NLP tasks. Specifically, for data augmentation, we explore two techniques: 1) creating positive training data by moving an answer span around its original context and 2) using text simplification techniques to introduce a variety of writing styles to the original training data. Our results indicate that these simple and effective solutions improve the performance of neural language models considerably in low-resource NLP domains and tasks. For neural ensemble learning, we use a multi-label neural classifier to select the best prediction outcome from a variety of individual pretrained neural language models trained for a low-resource medical text simplification task
LIPIcs, Volume 251, ITCS 2023, Complete Volume
LIPIcs, Volume 251, ITCS 2023, Complete Volum
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