8,582 research outputs found

    A Systematic Review and Comparative Meta-analysis of Non-destructive Fruit Maturity Detection Techniques

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    The global fruit industry is growing rapidly due to increased awareness of the health benefits associated with fruit consumption. Fruit maturity detection plays a crucial role in fruit logistics and maintenance, enabling farmers and fruit industries to grade fruits and develop sustainable policies for enhanced profitability and service quality. Non-destructive fruit maturity detection methods have gained significant attention, especially with advancements in machine vision and spectroscopic techniques. This systematic review provides a concise overview of the techniques and algorithms used in fruit quality grading by farmers and industries. The study reviewed 63 full-text articles published between 2012 and 2023 along with their bibliometric analysis. Qualitative analysis revealed that researchers from various disciplines contributed to this field, with techniques falling into 3 categories: machine vision (mathematical modelling or deep learning), spectroscopy and other miscellaneous approaches. There was a high level of diversity among these categories, as indicated by an I-square value of 88.37% in the heterogeneity analysis. Meta-analysis, using odds ratios as the effect measure, established the relationship between techniques and their accuracy. Machine vision showed a positive correlation with accuracy across different categories. Additionally, Egger's and Begg's tests were used to assess publication bias and no strong evidence of its occurrence was found. This study offers valuable insights into the advantages and limitations of various fruit maturity detection techniques. For employing statistical and meta-analytical methods, key factors such as accuracy and sample size have been considered. These findings will aid in the development of effective strategies for fruit quality assessment

    A Survey on Forensics and Compliance Auditing for Critical Infrastructure Protection

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    The broadening dependency and reliance that modern societies have on essential services provided by Critical Infrastructures is increasing the relevance of their trustworthiness. However, Critical Infrastructures are attractive targets for cyberattacks, due to the potential for considerable impact, not just at the economic level but also in terms of physical damage and even loss of human life. Complementing traditional security mechanisms, forensics and compliance audit processes play an important role in ensuring Critical Infrastructure trustworthiness. Compliance auditing contributes to checking if security measures are in place and compliant with standards and internal policies. Forensics assist the investigation of past security incidents. Since these two areas significantly overlap, in terms of data sources, tools and techniques, they can be merged into unified Forensics and Compliance Auditing (FCA) frameworks. In this paper, we survey the latest developments, methodologies, challenges, and solutions addressing forensics and compliance auditing in the scope of Critical Infrastructure Protection. This survey focuses on relevant contributions, capable of tackling the requirements imposed by massively distributed and complex Industrial Automation and Control Systems, in terms of handling large volumes of heterogeneous data (that can be noisy, ambiguous, and redundant) for analytic purposes, with adequate performance and reliability. The achieved results produced a taxonomy in the field of FCA whose key categories denote the relevant topics in the literature. Also, the collected knowledge resulted in the establishment of a reference FCA architecture, proposed as a generic template for a converged platform. These results are intended to guide future research on forensics and compliance auditing for Critical Infrastructure Protection.info:eu-repo/semantics/publishedVersio

    Deep generative models for network data synthesis and monitoring

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    Measurement and monitoring are fundamental tasks in all networks, enabling the down-stream management and optimization of the network. Although networks inherently have abundant amounts of monitoring data, its access and effective measurement is another story. The challenges exist in many aspects. First, the inaccessibility of network monitoring data for external users, and it is hard to provide a high-fidelity dataset without leaking commercial sensitive information. Second, it could be very expensive to carry out effective data collection to cover a large-scale network system, considering the size of network growing, i.e., cell number of radio network and the number of flows in the Internet Service Provider (ISP) network. Third, it is difficult to ensure fidelity and efficiency simultaneously in network monitoring, as the available resources in the network element that can be applied to support the measurement function are too limited to implement sophisticated mechanisms. Finally, understanding and explaining the behavior of the network becomes challenging due to its size and complex structure. Various emerging optimization-based solutions (e.g., compressive sensing) or data-driven solutions (e.g. deep learning) have been proposed for the aforementioned challenges. However, the fidelity and efficiency of existing methods cannot yet meet the current network requirements. The contributions made in this thesis significantly advance the state of the art in the domain of network measurement and monitoring techniques. Overall, we leverage cutting-edge machine learning technology, deep generative modeling, throughout the entire thesis. First, we design and realize APPSHOT , an efficient city-scale network traffic sharing with a conditional generative model, which only requires open-source contextual data during inference (e.g., land use information and population distribution). Second, we develop an efficient drive testing system — GENDT, based on generative model, which combines graph neural networks, conditional generation, and quantified model uncertainty to enhance the efficiency of mobile drive testing. Third, we design and implement DISTILGAN, a high-fidelity, efficient, versatile, and real-time network telemetry system with latent GANs and spectral-temporal networks. Finally, we propose SPOTLIGHT , an accurate, explainable, and efficient anomaly detection system of the Open RAN (Radio Access Network) system. The lessons learned through this research are summarized, and interesting topics are discussed for future work in this domain. All proposed solutions have been evaluated with real-world datasets and applied to support different applications in real systems

    Analysing behavioural factors that impact financial stock returns. The case of COVID-19 pandemic in the financial markets.

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    This thesis represents a pivotal advancement in the realm of behavioural finance, seamlessly integrating both classical and state-of-the-art models. It navigates the performance and applicability of the Irrational Fractional Brownian Motion (IFBM) model, while also delving into the propagation of investor sentiment, emphasizing the indispensable role of hands-on experiences in understanding, applying, and refining complex financial models. Financial markets, characterized by ’fat tails’ in price change distributions, often challenge traditional models such as the Geometric Brownian Motion (GBM). Addressing this, the research pivots towards the Irrational Fractional Brownian Motion Model (IFBM), a groundbreaking model initially proposed by (Dhesi and Ausloos, 2016) and further enriched in (Dhesi et al., 2019). This model, tailored to encapsulate the ’fat tail’ behaviour in asset returns, serves as the linchpin for the first chapter of this thesis. Under the insightful guidance of Gurjeet Dhesi, a co-author of the IFBM model, we delved into its intricacies and practical applications. The first chapter aspires to evaluate the IFBM’s performance in real-world scenarios, enhancing its methodological robustness. To achieve this, a tailored algorithm was crafted for its rigorous testing, alongside the application of a modified Chi-square test for stability assessment. Furthermore, the deployment of Shannon’s entropy, from an information theory perspective, offers a nuanced understanding of the model. The S&P500 data is wielded as an empirical testing bed, reflecting real-world financial market dynamics. Upon confirming the model’s robustness, the IFBM is then applied to FTSE data during the tumultuous COVID-19 phase. This period, marked by extraordinary market oscillations, serves as an ideal backdrop to assess the IFBM’s capability in tracking extreme market shifts. Transitioning to the second chapter, the focus shifts to the potentially influential realm of investor sentiment, seen as one of the many factors contributing to fat tails’ presence in return distributions. Building on insights from (Baker and Wurgler, 2007), we examine the potential impact of political speeches and daily briefings from 10 Downing Street during the COVID-19 crisis on market sentiment. Recognizing the profound market impact of such communications, the chapter seeks correlations between these briefings and market fluctuations. Employing advanced Natural Language Processing (NLP) techniques, this chapter harnesses the power of the Bidirectional Encoder Representations from Transformers (BERT) algorithm (Devlin et al., 2018) to extract sentiment from governmental communications. By comparing the derived sentiment scores with stock market indices’ performance metrics, potential relationships between public communications and market trajectories are unveiled. This approach represents a melding of traditional finance theory with state-of-the-art machine learning techniques, offering a fresh lens through which the dynamics of market behaviour can be understood in the context of external communications. In conclusion, this thesis provides an intricate examination of the IFBM model’s performance and the influence of investor sentiment, especially under crisis conditions. This exploration not only advances the discourse in behavioural finance but also underscores the pivotal role of sophisticated models in understanding and predicting market trajectories

    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 forensics and compliance auditing framework for critical infrastructure protection

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    Contemporary societies are increasingly dependent on products and services provided by Critical Infrastructure (CI) such as power plants, energy distribution networks, transportation systems and manufacturing facilities. Due to their nature, size and complexity, such CIs are often supported by Industrial Automation and Control Systems (IACS), which are in charge of managing assets and controlling everyday operations. As these IACS become larger and more complex, encompassing a growing number of processes and interconnected monitoring and actuating devices, the attack surface of the underlying CIs increases. This situation calls for new strategies to improve Critical Infrastructure Protection (CIP) frameworks, based on evolved approaches for data analytics, able to gather insights from the CI. In this paper, we propose an Intrusion and Anomaly Detection System (IADS) framework that adopts forensics and compliance auditing capabilities at its core to improve CIP. Adopted forensics techniques help to address, for instance, post-incident analysis and investigation, while the support of continuous auditing processes simplifies compliance management and service quality assessment. More specifically, after discussing the rationale for such a framework, this paper presents a formal description of the proposed components and functions and discusses how the framework can be implemented using a cloud-native approach, to address both functional and non-functional requirements. An experimental analysis of the framework scalability is also provided.info:eu-repo/semantics/publishedVersio

    Advances in machine learning algorithms for financial risk management

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    In this thesis, three novel machine learning techniques are introduced to address distinct yet interrelated challenges involved in financial risk management tasks. These approaches collectively offer a comprehensive strategy, beginning with the precise classification of credit risks, advancing through the nuanced forecasting of financial asset volatility, and ending with the strategic optimisation of financial asset portfolios. Firstly, a Hybrid Dual-Resampling and Cost-Sensitive technique has been proposed to combat the prevalent issue of class imbalance in financial datasets, particularly in credit risk assessment. The key process involves the creation of heuristically balanced datasets to effectively address the problem. It uses a resampling technique based on Gaussian mixture modelling to generate a synthetic minority class from the minority class data and concurrently uses k-means clustering on the majority class. Feature selection is then performed using the Extra Tree Ensemble technique. Subsequently, a cost-sensitive logistic regression model is then applied to predict the probability of default using the heuristically balanced datasets. The results underscore the effectiveness of our proposed technique, with superior performance observed in comparison to other imbalanced preprocessing approaches. This advancement in credit risk classification lays a solid foundation for understanding individual financial behaviours, a crucial first step in the broader context of financial risk management. Building on this foundation, the thesis then explores the forecasting of financial asset volatility, a critical aspect of understanding market dynamics. A novel model that combines a Triple Discriminator Generative Adversarial Network with a continuous wavelet transform is proposed. The proposed model has the ability to decompose volatility time series into signal-like and noise-like frequency components, to allow the separate detection and monitoring of non-stationary volatility data. The network comprises of a wavelet transform component consisting of continuous wavelet transforms and inverse wavelet transform components, an auto-encoder component made up of encoder and decoder networks, and a Generative Adversarial Network consisting of triple Discriminator and Generator networks. The proposed Generative Adversarial Network employs an ensemble of unsupervised loss derived from the Generative Adversarial Network component during training, supervised loss and reconstruction loss as part of its framework. Data from nine financial assets are employed to demonstrate the effectiveness of the proposed model. This approach not only enhances our understanding of market fluctuations but also bridges the gap between individual credit risk assessment and macro-level market analysis. Finally the thesis ends with a novel proposal of a novel technique or Portfolio optimisation. This involves the use of a model-free reinforcement learning strategy for portfolio optimisation using historical Low, High, and Close prices of assets as input with weights of assets as output. A deep Capsules Network is employed to simulate the investment strategy, which involves the reallocation of the different assets to maximise the expected return on investment based on deep reinforcement learning. To provide more learning stability in an online training process, a Markov Differential Sharpe Ratio reward function has been proposed as the reinforcement learning objective function. Additionally, a Multi-Memory Weight Reservoir has also been introduced to facilitate the learning process and optimisation of computed asset weights, helping to sequentially re-balance the portfolio throughout a specified trading period. The use of the insights gained from volatility forecasting into this strategy shows the interconnected nature of the financial markets. Comparative experiments with other models demonstrated that our proposed technique is capable of achieving superior results based on risk-adjusted reward performance measures. In a nut-shell, this thesis not only addresses individual challenges in financial risk management but it also incorporates them into a comprehensive framework; from enhancing the accuracy of credit risk classification, through the improvement and understanding of market volatility, to optimisation of investment strategies. These methodologies collectively show the potential of the use of machine learning to improve financial risk management

    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

    Multidisciplinary perspectives on Artificial Intelligence and the law

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    This open access book presents an interdisciplinary, multi-authored, edited collection of chapters on Artificial Intelligence (‘AI’) and the Law. AI technology has come to play a central role in the modern data economy. Through a combination of increased computing power, the growing availability of data and the advancement of algorithms, AI has now become an umbrella term for some of the most transformational technological breakthroughs of this age. The importance of AI stems from both the opportunities that it offers and the challenges that it entails. While AI applications hold the promise of economic growth and efficiency gains, they also create significant risks and uncertainty. The potential and perils of AI have thus come to dominate modern discussions of technology and ethics – and although AI was initially allowed to largely develop without guidelines or rules, few would deny that the law is set to play a fundamental role in shaping the future of AI. As the debate over AI is far from over, the need for rigorous analysis has never been greater. This book thus brings together contributors from different fields and backgrounds to explore how the law might provide answers to some of the most pressing questions raised by AI. An outcome of the Católica Research Centre for the Future of Law and its interdisciplinary working group on Law and Artificial Intelligence, it includes contributions by leading scholars in the fields of technology, ethics and the law.info:eu-repo/semantics/publishedVersio
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