6,780 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

    A survey on vulnerability of federated learning: A learning algorithm perspective

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    Federated Learning (FL) has emerged as a powerful paradigm for training Machine Learning (ML), particularly Deep Learning (DL) models on multiple devices or servers while maintaining data localized at owners’ sites. Without centralizing data, FL holds promise for scenarios where data integrity, privacy and security and are critical. However, this decentralized training process also opens up new avenues for opponents to launch unique attacks, where it has been becoming an urgent need to understand the vulnerabilities and corresponding defense mechanisms from a learning algorithm perspective. This review paper takes a comprehensive look at malicious attacks against FL, categorizing them from new perspectives on attack origins and targets, and providing insights into their methodology and impact. In this survey, we focus on threat models targeting the learning process of FL systems. Based on the source and target of the attack, we categorize existing threat models into four types, Data to Model (D2M), Model to Data (M2D), Model to Model (M2M) and composite attacks. For each attack type, we discuss the defense strategies proposed, highlighting their effectiveness, assumptions and potential areas for improvement. Defense strategies have evolved from using a singular metric to excluding malicious clients, to employing a multifaceted approach examining client models at various phases. In this survey paper, our research indicates that the to-learn data, the learning gradients, and the learned model at different stages all can be manipulated to initiate malicious attacks that range from undermining model performance, reconstructing private local data, and to inserting backdoors. We have also seen these threat are becoming more insidious. While earlier studies typically amplified malicious gradients, recent endeavors subtly alter the least significant weights in local models to bypass defense measures. This literature review provides a holistic understanding of the current FL threat landscape and highlights the importance of developing robust, efficient, and privacy-preserving defenses to ensure the safe and trusted adoption of FL in real-world applications. The categorized bibliography can be found at: https://github.com/Rand2AI/Awesome-Vulnerability-of-Federated-Learning

    Documenting Knowledge Graph Embedding and Link Prediction using Knowledge Graphs

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    In recent years, sub-symbolic learning, i.e., Knowledge Graph Embedding (KGE) incorporated with Knowledge Graphs (KGs) has gained significant attention in various downstream tasks (e.g., Link Prediction (LP)). These techniques learn a latent vector representation of KG's semantical structure to infer missing links. Nonetheless, the KGE models remain a black box, and the decision-making process behind them is not clear. Thus, the trustability and reliability of the model's outcomes have been challenged. While many state-of-the-art approaches provide data-driven frameworks to address these issues, they do not always provide a complete understanding, and the interpretations are not machine-readable. That is why, in this work, we extend a hybrid interpretable framework, InterpretME, in the field of the KGE models, especially for translation distance models, which include TransE, TransH, TransR, and TransD. The experimental evaluation on various benchmark KGs supports the validity of this approach, which we term Trace KGE. Trace KGE, in particular, contributes to increased interpretability and understanding of the perplexing KGE model's behavior

    An Optimal House Price Prediction Algorithm: XGBoost

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    An accurate prediction of house prices is a fundamental requirement for various sectors, including real estate and mortgage lending. It is widely recognized that a property’s value is not solely determined by its physical attributes but is significantly influenced by its surrounding neighborhood. Meeting the diverse housing needs of individuals while balancing budget constraints is a primary concern for real estate developers. To this end, we addressed the house price prediction problem as a regression task and thus employed various machine learning (ML) techniques capable of expressing the significance of independent variables. We made use of the housing dataset of Ames City in Iowa, USA to compare XGBoost, support vector regressor, random forest regressor, multilayer perceptron, and multiple linear regression algorithms for house price prediction. Afterwards, we identified the key factors that influence housing costs. Our results show that XGBoost is the best performing model for house price prediction. Our findings present valuable insights and tools for stakeholders, facilitating more accurate property price estimates and, in turn, enabling more informed decision making to meet the housing needs of diverse populations while considering budget constraints

    On the Generation of Realistic and Robust Counterfactual Explanations for Algorithmic Recourse

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    This recent widespread deployment of machine learning algorithms presents many new challenges. Machine learning algorithms are usually opaque and can be particularly difficult to interpret. When humans are involved, algorithmic and automated decisions can negatively impact people’s lives. Therefore, end users would like to be insured against potential harm. One popular way to achieve this is to provide end users access to algorithmic recourse, which gives end users negatively affected by algorithmic decisions the opportunity to reverse unfavorable decisions, e.g., from a loan denial to a loan acceptance. In this thesis, we design recourse algorithms to meet various end user needs. First, we propose methods for the generation of realistic recourses. We use generative models to suggest recourses likely to occur under the data distribution. To this end, we shift the recourse action from the input space to the generative model’s latent space, allowing to generate counterfactuals that lie in regions with data support. Second, we observe that small changes applied to the recourses prescribed to end users likely invalidate the suggested recourse after being nosily implemented in practice. Motivated by this observation, we design methods for the generation of robust recourses and for assessing the robustness of recourse algorithms to data deletion requests. Third, the lack of a commonly used code-base for counterfactual explanation and algorithmic recourse algorithms and the vast array of evaluation measures in literature make it difficult to compare the per formance of different algorithms. To solve this problem, we provide an open source benchmarking library that streamlines the evaluation process and can be used for benchmarking, rapidly developing new methods, and setting up new experiments. In summary, our work contributes to a more reliable interaction of end users and machine learned models by covering fundamental aspects of the recourse process and suggests new solutions towards generating realistic and robust counterfactual explanations for algorithmic recourse

    How to Turn Your Knowledge Graph Embeddings into Generative Models

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    Some of the most successful knowledge graph embedding (KGE) models for link prediction -- CP, RESCAL, TuckER, ComplEx -- can be interpreted as energy-based models. Under this perspective they are not amenable for exact maximum-likelihood estimation (MLE), sampling and struggle to integrate logical constraints. This work re-interprets the score functions of these KGEs as circuits -- constrained computational graphs allowing efficient marginalisation. Then, we design two recipes to obtain efficient generative circuit models by either restricting their activations to be non-negative or squaring their outputs. Our interpretation comes with little or no loss of performance for link prediction, while the circuits framework unlocks exact learning by MLE, efficient sampling of new triples, and guarantee that logical constraints are satisfied by design. Furthermore, our models scale more gracefully than the original KGEs on graphs with millions of entities

    A survey on vulnerability of federated learning: A learning algorithm perspective

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    Federated Learning (FL) has emerged as a powerful paradigm for training Machine Learning (ML), particularly Deep Learning (DL) models on multiple devices or servers while maintaining data localized at owners’ sites. Without centralizing data, FL holds promise for scenarios where data integrity, privacy and security and are critical. However, this decentralized training process also opens up new avenues for opponents to launch unique attacks, where it has been becoming an urgent need to understand the vulnerabilities and corresponding defense mechanisms from a learning algorithm perspective. This review paper takes a comprehensive look at malicious attacks against FL, categorizing them from new perspectives on attack origins and targets, and providing insights into their methodology and impact. In this survey, we focus on threat models targeting the learning process of FL systems. Based on the source and target of the attack, we categorize existing threat models into four types, Data to Model (D2M), Model to Data (M2D), Model to Model (M2M) and composite attacks. For each attack type, we discuss the defense strategies proposed, highlighting their effectiveness, assumptions and potential areas for improvement. Defense strategies have evolved from using a singular metric to excluding malicious clients, to employing a multifaceted approach examining client models at various phases. In this survey paper, our research indicates that the to-learn data, the learning gradients, and the learned model at different stages all can be manipulated to initiate malicious attacks that range from undermining model performance, reconstructing private local data, and to inserting backdoors. We have also seen these threat are becoming more insidious. While earlier studies typically amplified malicious gradients, recent endeavors subtly alter the least significant weights in local models to bypass defense measures. This literature review provides a holistic understanding of the current FL threat landscape and highlights the importance of developing robust, efficient, and privacy-preserving defenses to ensure the safe and trusted adoption of FL in real-world applications. The categorized bibliography can be found at: https://github.com/Rand2AI/Awesome-Vulnerability-of-Federated-Learning

    Graph embedding approach to analyze sentiments on cryptocurrency

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    This paper presents a comprehensive exploration of graph embedding techniques for sentiment analysis. The objective of this study is to enhance the accuracy of sentiment analysis models by leveraging the rich contextual relationships between words in text data. We investigate the application of graph embedding in the context of sentiment analysis, focusing on it is effectiveness in capturing the semantic and syntactic information of text. By representing text as a graph and employing graph embedding techniques, we aim to extract meaningful insights and improve the performance of sentiment analysis models. To achieve our goal, we conduct a thorough comparison of graph embedding with traditional word embedding and simple embedding layers. Our experiments demonstrate that the graph embedding model outperforms these conventional models in terms of accuracy, highlighting it is potential for sentiment analysis tasks. Furthermore, we address two limitations of graph embedding techniques: handling out-of-vocabulary words and incorporating sentiment shift over time. The findings of this study emphasize the significance of graph embedding techniques in sentiment analysis, offering valuable insights into sentiment analysis within various domains. The results suggest that graph embedding can capture intricate relationships between words, enabling a more nuanced understanding of the sentiment expressed in text data

    Sentimental analysis of audio based customer reviews without textual conversion

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    The current trends or procedures followed in the customer relation management system (CRM) are based on reviews, mails, and other textual data, gathered in the form of feedback from the customers. Sentiment analysis algorithms are deployed in order to gain polarity results, which can be used to improve customer services. But with evolving technologies, lately reviews or feedbacks are being dominated by audio data. As per literature, the audio contents are being translated to text and sentiments are analyzed using natural processing language techniques. However, these approaches can be time consuming. The proposed work focuses on analyzing the sentiments on the audio data itself without any textual conversion. The basic sentiment analysis polarities are mostly termed as positive, negative, and natural. But the focus is to make use of basic emotions as the base of deciding the polarity. The proposed model uses deep neural network and features such as Mel frequency cepstral coefficients (MFCC), Chroma and Mel Spectrogram on audio-based reviews

    UMSL Bulletin 2023-2024

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    The 2023-2024 Bulletin and Course Catalog for the University of Missouri St. Louis.https://irl.umsl.edu/bulletin/1088/thumbnail.jp
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