781 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
Integrated Inference and Learning of Neural Factors in Structural Support Vector Machines
Tackling pattern recognition problems in areas such as computer vision,
bioinformatics, speech or text recognition is often done best by taking into
account task-specific statistical relations between output variables. In
structured prediction, this internal structure is used to predict multiple
outputs simultaneously, leading to more accurate and coherent predictions.
Structural support vector machines (SSVMs) are nonprobabilistic models that
optimize a joint input-output function through margin-based learning. Because
SSVMs generally disregard the interplay between unary and interaction factors
during the training phase, final parameters are suboptimal. Moreover, its
factors are often restricted to linear combinations of input features, limiting
its generalization power. To improve prediction accuracy, this paper proposes:
(i) Joint inference and learning by integration of back-propagation and
loss-augmented inference in SSVM subgradient descent; (ii) Extending SSVM
factors to neural networks that form highly nonlinear functions of input
features. Image segmentation benchmark results demonstrate improvements over
conventional SSVM training methods in terms of accuracy, highlighting the
feasibility of end-to-end SSVM training with neural factors
Learning Deep Structured Models
Many problems in real-world applications involve predicting several random
variables which are statistically related. Markov random fields (MRFs) are a
great mathematical tool to encode such relationships. The goal of this paper is
to combine MRFs with deep learning algorithms to estimate complex
representations while taking into account the dependencies between the output
random variables. Towards this goal, we propose a training algorithm that is
able to learn structured models jointly with deep features that form the MRF
potentials. Our approach is efficient as it blends learning and inference and
makes use of GPU acceleration. We demonstrate the effectiveness of our
algorithm in the tasks of predicting words from noisy images, as well as
multi-class classification of Flickr photographs. We show that joint learning
of the deep features and the MRF parameters results in significant performance
gains.Comment: 11 pages including referenc
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