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

A Heuristic Neural Network Structure Relying on Fuzzy Logic for Images Scoring

Traditional deep learning methods are sub-optimal in classifying ambiguity features, which often arise in noisy and hard to predict categories, especially, to distinguish semantic scoring. Semantic scoring, depending on semantic logic to implement evaluation, inevitably contains fuzzy description and misses some concepts, for example, the ambiguous relationship between normal and probably normal always presents unclear boundaries (normal − more likely normal - probably normal). Thus, human error is common when annotating images. Differing from existing methods that focus on modifying kernel structure of neural networks, this study proposes a dominant fuzzy fully connected layer (FFCL) for Breast Imaging Reporting and Data System (BI-RADS) scoring and validates the universality of this proposed structure. This proposed model aims to develop complementary properties of scoring for semantic paradigms, while constructing fuzzy rules based on analyzing human thought patterns, and to particularly reduce the influence of semantic conglutination. Specifically, this semantic-sensitive defuzzier layer projects features occupied by relative categories into semantic space, and a fuzzy decoder modifies probabilities of the last output layer referring to the global trend. Moreover, the ambiguous semantic space between two relative categories shrinks during the learning phases, as the positive and negative growth trends of one category appearing among its relatives were considered. We first used the Euclidean Distance (ED) to zoom in the distance between the real scores and the predicted scores, and then employed two sample t test method to evidence the advantage of the FFCL architecture. Extensive experimental results performed on the CBIS-DDSM dataset show that our FFCL structure can achieve superior performances for both triple and multiclass classification in BI-RADS scoring, outperforming the state-of-the-art methods

Foundations and modelling of dynamic networks using Dynamic Graph Neural Networks: A survey

Dynamic networks are used in a wide range of fields, including social network analysis, recommender systems, and epidemiology. Representing complex networks as structures changing over time allow network models to leverage not only structural but also temporal patterns. However, as dynamic network literature stems from diverse fields and makes use of inconsistent terminology, it is challenging to navigate. Meanwhile, graph neural networks (GNNs) have gained a lot of attention in recent years for their ability to perform well on a range of network science tasks, such as link prediction and node classification. Despite the popularity of graph neural networks and the proven benefits of dynamic network models, there has been little focus on graph neural networks for dynamic networks. To address the challenges resulting from the fact that this research crosses diverse fields as well as to survey dynamic graph neural networks, this work is split into two main parts. First, to address the ambiguity of the dynamic network terminology we establish a foundation of dynamic networks with consistent, detailed terminology and notation. Second, we present a comprehensive survey of dynamic graph neural network models using the proposed terminologyComment: 28 pages, 9 figures, 8 table

Neuro-memristive Circuits for Edge Computing: A review

The volume, veracity, variability, and velocity of data produced from the ever-increasing network of sensors connected to Internet pose challenges for power management, scalability, and sustainability of cloud computing infrastructure. Increasing the data processing capability of edge computing devices at lower power requirements can reduce several overheads for cloud computing solutions. This paper provides the review of neuromorphic CMOS-memristive architectures that can be integrated into edge computing devices. We discuss why the neuromorphic architectures are useful for edge devices and show the advantages, drawbacks and open problems in the field of neuro-memristive circuits for edge computing

A Comparison of Machine-Learning Methods to Select Socioeconomic Indicators in Cultural Landscapes

Cultural landscapes are regarded to be complex socioecological systems that originated as a result of the interaction between humanity and nature across time. Cultural landscapes present complex-system properties, including nonlinear dynamics among their components. There is a close relationship between socioeconomy and landscape in cultural landscapes, so that changes in the socioeconomic dynamic have an effect on the structure and functionality of the landscape. Several numerical analyses have been carried out to study this relationship, with linear regression models being widely used. However, cultural landscapes comprise a considerable amount of elements and processes, whose interactions might not be properly captured by a linear model. In recent years, machine-learning techniques have increasingly been applied to the field of ecology to solve regression tasks. These techniques provide sound methods and algorithms for dealing with complex systems under uncertainty. The term ‘machine learning’ includes a wide variety of methods to learn models from data. In this paper, we study the relationship between socioeconomy and cultural landscape (in Andalusia, Spain) at two different spatial scales aiming at comparing different regression models from a predictive-accuracy point of view, including model trees and neural or Bayesian networks