Agent market orders representation through a contrastive learning approach

Due to the access to the labeled orders on the CAC40 data from Euronext, we are able to analyse agents' behaviours in the market based on their placed orders. In this study, we construct a self-supervised learning model using triplet loss to effectively learn the representation of agent market orders. By acquiring this learned representation, various downstream tasks become feasible. In this work, we utilise the K-means clustering algorithm on the learned representation vectors of agent orders to identify distinct behaviour types within each cluster

Time series prediction and forecasting using Deep learning Architectures

Nature brings time series data everyday and everywhere, for example, weather data, physiological signals and biomedical signals, financial and business recordings. Predicting the future observations of a collected sequence of historical observations is called time series forecasting. Forecasts are essential, considering the fact that they guide decisions in many areas of scientific, industrial and economic activity such as in meteorology, telecommunication, finance, sales and stock exchange rates. A massive amount of research has already been carried out by researchers over many years for the development of models to improve the time series forecasting accuracy. The major aim of time series modelling is to scrupulously examine the past observation of time series and to develop an appropriate model which elucidate the inherent behaviour and pattern existing in time series. The behaviour and pattern related to various time series may possess different conventions and infact requires specific countermeasures for modelling. Consequently, retaining the neural networks to predict a set of time series of mysterious domain remains particularly challenging. Time series forecasting remains an arduous problem despite the fact that there is substantial improvement in machine learning approaches. This usually happens due to some factors like, different time series may have different flattering behaviour. In real world time series data, the discriminative patterns residing in the time series are often distorted by random noise and affected by high-frequency perturbations. The major aim of this thesis is to contribute to the study and expansion of time series prediction and multistep ahead forecasting method based on deep learning algorithms. Time series forecasting using deep learning models is still in infancy as compared to other research areas for time series forecasting.Variety of time series data has been considered in this research. We explored several deep learning architectures on the sequential data, such as Deep Belief Networks (DBNs), Stacked AutoEncoders (SAEs), Recurrent Neural Networks (RNNs) and Convolutional Neural Networks (CNNs). Moreover, we also proposed two different new methods based on muli-step ahead forecasting for time series data. The comparison with state of the art methods is also exhibited. The research work conducted in this thesis makes theoretical, methodological and empirical contributions to time series prediction and multi-step ahead forecasting by using Deep Learning Architectures

Uncertainty Estimation, Explanation and Reduction with Insufficient Data

Human beings have been juggling making smart decisions under uncertainties, where we manage to trade off between swift actions and collecting sufficient evidence. It is naturally expected that a generalized artificial intelligence (GAI) to navigate through uncertainties meanwhile predicting precisely. In this thesis, we aim to propose strategies that underpin machine learning with uncertainties from three perspectives: uncertainty estimation, explanation and reduction. Estimation quantifies the variability in the model inputs and outputs. It can endow us to evaluate the model predictive confidence. Explanation provides a tool to interpret the mechanism of uncertainties and to pinpoint the potentials for uncertainty reduction, which focuses on stabilizing model training, especially when the data is insufficient. We hope that this thesis can motivate related studies on quantifying predictive uncertainties in deep learning. It also aims to raise awareness for other stakeholders in the fields of smart transportation and automated medical diagnosis where data insufficiency induces high uncertainty. The thesis is dissected into the following sections: Introduction. we justify the necessity to investigate AI uncertainties and clarify the challenges existed in the latest studies, followed by our research objective. Literature review. We break down the the review of the state-of-the-art methods into uncertainty estimation, explanation and reduction. We make comparisons with the related fields encompassing meta learning, anomaly detection, continual learning as well. Uncertainty estimation. We introduce a variational framework, neural process that approximates Gaussian processes to handle uncertainty estimation. Two variants from the neural process families are proposed to enhance neural processes with scalability and continual learning. Uncertainty explanation. We inspect the functional distribution of neural processes to discover the global and local factors that affect the degree of predictive uncertainties. Uncertainty reduction. We validate the proposed uncertainty framework on two scenarios: urban irregular behaviour detection and neurological disorder diagnosis, where the intrinsic data insufficiency undermines the performance of existing deep learning models. Conclusion. We provide promising directions for future works and conclude the thesis

Modeling Events and Interactions through Temporal Processes -- A Survey

In real-world scenario, many phenomena produce a collection of events that occur in continuous time. Point Processes provide a natural mathematical framework for modeling these sequences of events. In this survey, we investigate probabilistic models for modeling event sequences through temporal processes. We revise the notion of event modeling and provide the mathematical foundations that characterize the literature on the topic. We define an ontology to categorize the existing approaches in terms of three families: simple, marked, and spatio-temporal point processes. For each family, we systematically review the existing approaches based based on deep learning. Finally, we analyze the scenarios where the proposed techniques can be used for addressing prediction and modeling aspects.Comment: Image replacement

Reflexivity of Anticipations in Economics and Political Economy

When the social reality is changing, we need to know also the following: What exactly is changing and why? To what extent is reflexivity involved in changes that take part in making the future uncertain and open? For instance, an announced policy change can become a self-altering prediction (or involve such a prediction), which is subject to contradictory and complementary determination, resulting either in net self-fulfilling or self-denying tendency. I approach these questions also by analyzing two significant real-world historical examples, the Euro crisis and global financial crises. Both examples involve reflexive predictions, reflexive feedback loops, and performativity. What I find particularly striking is how the capitalist market economy – with all the historical shifts and changes in its institutions, regulations, and political structures – has managed to retain at least some of its recurrent economic patterns. Further, I examine the general methodological problem of the absence of decisive tests between theories. This has consequences: normative and ideological positions evolve easily and tend to fortify themselves rapidly; and actors can modify, perhaps inadvertently, their public anticipations in line with their interests or normative aims. In the final section, I argue that the main aim of social sciences is not to predict accurately but to bring about desirable outcomes, explaining how to move from strategic actions and reflexive ideologies to emancipation.Peer reviewe

Protecting the Future: Neonatal Seizure Detection with Spatial-Temporal Modeling

A timely detection of seizures for newborn infants with electroencephalogram (EEG) has been a common yet life-saving practice in the Neonatal Intensive Care Unit (NICU). However, it requires great human efforts for real-time monitoring, which calls for automated solutions to neonatal seizure detection. Moreover, the current automated methods focusing on adult epilepsy monitoring often fail due to (i) dynamic seizure onset location in human brains; (ii) different montages on neonates and (iii) huge distribution shift among different subjects. In this paper, we propose a deep learning framework, namely STATENet, to address the exclusive challenges with exquisite designs at the temporal, spatial and model levels. The experiments over the real-world large-scale neonatal EEG dataset illustrate that our framework achieves significantly better seizure detection performance.Comment: Accepted in IEEE International Conference on Systems, Man, and Cybernetics (SMC) 202

Domain Generalization in Computational Pathology: Survey and Guidelines

Deep learning models have exhibited exceptional effectiveness in Computational Pathology (CPath) by tackling intricate tasks across an array of histology image analysis applications. Nevertheless, the presence of out-of-distribution data (stemming from a multitude of sources such as disparate imaging devices and diverse tissue preparation methods) can cause \emph{domain shift} (DS). DS decreases the generalization of trained models to unseen datasets with slightly different data distributions, prompting the need for innovative \emph{domain generalization} (DG) solutions. Recognizing the potential of DG methods to significantly influence diagnostic and prognostic models in cancer studies and clinical practice, we present this survey along with guidelines on achieving DG in CPath. We rigorously define various DS types, systematically review and categorize existing DG approaches and resources in CPath, and provide insights into their advantages, limitations, and applicability. We also conduct thorough benchmarking experiments with 28 cutting-edge DG algorithms to address a complex DG problem. Our findings suggest that careful experiment design and CPath-specific Stain Augmentation technique can be very effective. However, there is no one-size-fits-all solution for DG in CPath. Therefore, we establish clear guidelines for detecting and managing DS depending on different scenarios. While most of the concepts, guidelines, and recommendations are given for applications in CPath, we believe that they are applicable to most medical image analysis tasks as well.Comment: Extended Versio

Causal Discovery from Temporal Data: An Overview and New Perspectives

Temporal data, representing chronological observations of complex systems, has always been a typical data structure that can be widely generated by many domains, such as industry, medicine and finance. Analyzing this type of data is extremely valuable for various applications. Thus, different temporal data analysis tasks, eg, classification, clustering and prediction, have been proposed in the past decades. Among them, causal discovery, learning the causal relations from temporal data, is considered an interesting yet critical task and has attracted much research attention. Existing casual discovery works can be divided into two highly correlated categories according to whether the temporal data is calibrated, ie, multivariate time series casual discovery, and event sequence casual discovery. However, most previous surveys are only focused on the time series casual discovery and ignore the second category. In this paper, we specify the correlation between the two categories and provide a systematical overview of existing solutions. Furthermore, we provide public datasets, evaluation metrics and new perspectives for temporal data casual discovery.Comment: 52 pages, 6 figure