119 research outputs found

    LIPIcs, Volume 251, ITCS 2023, Complete Volume

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    LIPIcs, Volume 251, ITCS 2023, Complete Volum

    LIPIcs, Volume 261, ICALP 2023, Complete Volume

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    LIPIcs, Volume 261, ICALP 2023, Complete Volum

    Artificial Intelligence for Science in Quantum, Atomistic, and Continuum Systems

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    Advances in artificial intelligence (AI) are fueling a new paradigm of discoveries in natural sciences. Today, AI has started to advance natural sciences by improving, accelerating, and enabling our understanding of natural phenomena at a wide range of spatial and temporal scales, giving rise to a new area of research known as AI for science (AI4Science). Being an emerging research paradigm, AI4Science is unique in that it is an enormous and highly interdisciplinary area. Thus, a unified and technical treatment of this field is needed yet challenging. This work aims to provide a technically thorough account of a subarea of AI4Science; namely, AI for quantum, atomistic, and continuum systems. These areas aim at understanding the physical world from the subatomic (wavefunctions and electron density), atomic (molecules, proteins, materials, and interactions), to macro (fluids, climate, and subsurface) scales and form an important subarea of AI4Science. A unique advantage of focusing on these areas is that they largely share a common set of challenges, thereby allowing a unified and foundational treatment. A key common challenge is how to capture physics first principles, especially symmetries, in natural systems by deep learning methods. We provide an in-depth yet intuitive account of techniques to achieve equivariance to symmetry transformations. We also discuss other common technical challenges, including explainability, out-of-distribution generalization, knowledge transfer with foundation and large language models, and uncertainty quantification. To facilitate learning and education, we provide categorized lists of resources that we found to be useful. We strive to be thorough and unified and hope this initial effort may trigger more community interests and efforts to further advance AI4Science

    LIPIcs, Volume 274, ESA 2023, Complete Volume

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    LIPIcs, Volume 274, ESA 2023, Complete Volum

    Remote Sensing of Precipitation: Part II

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    Precipitation is a well-recognized pillar in the global water and energy balances. The accurate and timely understanding of its characteristics at the global, regional and local scales is indispensable for a clearer insight on the mechanisms underlying the Earth’s atmosphere-ocean complex system. Precipitation is one of the elements that is documented to be greatly affected by climate change. In its various forms, precipitation comprises the primary source of freshwater, which is vital for the sustainability of almost all human activities. Its socio-economic significance is fundamental in managing this natural resource effectively, in applications ranging from irrigation to industrial and household usage. Remote sensing of precipitation is pursued through a broad spectrum of continuously enriched and upgraded instrumentation, embracing sensors which can be ground-based (e.g., weather radars), satellite-borne (e.g., passive or active space-borne sensors), underwater (e.g., hydrophones), aerial, or ship-borne. This volume hosts original research contributions on several aspects of remote sensing of precipitation, including applications which embrace the use of remote sensing in tackling issues such as precipitation estimation, seasonal characteristics of precipitation and frequency analysis, assessment of satellite precipitation products, storm prediction, rain microphysics and microstructure, and the comparison of satellite and numerical weather prediction precipitation products

    Representation learning in finance

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    Finance studies often employ heterogeneous datasets from different sources with different structures and frequencies. Some data are noisy, sparse, and unbalanced with missing values; some are unstructured, containing text or networks. Traditional techniques often struggle to combine and effectively extract information from these datasets. This work explores representation learning as a proven machine learning technique in learning informative embedding from complex, noisy, and dynamic financial data. This dissertation proposes novel factorization algorithms and network modeling techniques to learn the local and global representation of data in two specific financial applications: analysts’ earnings forecasts and asset pricing. Financial analysts’ earnings forecast is one of the most critical inputs for security valuation and investment decisions. However, it is challenging to fully utilize this type of data due to the missing values. This work proposes one matrix-based algorithm, “Coupled Matrix Factorization,” and one tensor-based algorithm, “Nonlinear Tensor Coupling and Completion Framework,” to impute missing values in analysts’ earnings forecasts and then use the imputed data to predict firms’ future earnings. Experimental analysis shows that missing value imputation and representation learning by coupled matrix/tensor factorization from the observed entries improve the accuracy of firm earnings prediction. The results confirm that representing financial time-series in their natural third-order tensor form improves the latent representation of the data. It learns high-quality embedding by overcoming information loss of flattening data in spatial or temporal dimensions. Traditional asset pricing models focus on linear relationships among asset pricing factors and often ignore nonlinear interaction among firms and factors. This dissertation formulates novel methods to identify nonlinear asset pricing factors and develops asset pricing models that capture global and local properties of data. First, this work proposes an artificial neural network “auto enco der” based model to capture the latent asset pricing factors from the global representation of an equity index. It also shows that autoencoder effectively identifies communal and non-communal assets in an index to facilitate portfolio optimization. Second, the global representation is augmented by propagating information from local communities, where the network determines the strength of this information propagation. Based on the Laplacian spectrum of the equity market network, a network factor “Z-score” is proposed to facilitate pertinent information propagation and capture dynamic changes in network structures. Finally, a “Dynamic Graph Learning Framework for Asset Pricing” is proposed to combine both global and local representations of data into one end-to-end asset pricing model. Using graph attention mechanism and information diffusion function, the proposed model learns new connections for implicit networks and refines connections of explicit networks. Experimental analysis shows that the proposed model incorporates information from negative and positive connections, captures the network evolution of the equity market over time, and outperforms other state-of-the-art asset pricing and predictive machine learning models in stock return prediction. In a broader context, this is a pioneering work in FinTech, particularly in understanding complex financial market structures and developing explainable artificial intelligence models for finance applications. This work effectively demonstrates the application of machine learning to model financial networks, capture nonlinear interactions on data, and provide investors with powerful data-driven techniques for informed decision-making

    Analysis of Ventricular Depolarisation and Repolarisation Using Registration and Machine Learning

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    Our understanding of cardiac diseases has greatly advanced since the advent of electrocardiography (ECG). With the increasing influx of available data in recent times, significant research efforts have been put forth to automate the study and detection of cardiac conditions. Naturally, the focus has progressed toward studying dynamic changes in ventricular depolarisation and repolarisation across serial recordings - as complex beat-to-beat changes in morphology manifest over time. Manual extraction of diagnostic and prognostic markers is a laborious task. Hence, automated and accurate methods are required to extract markers for the study of ventricular lability and detection of common diseases, such as myocardial ischemia and myocardial infarction. The aim of this thesis is to improve automated marker extraction and detection of diseases for the study of ventricular depolarisation and repolarisation lability in ECG. As such, two novel template adaptation methods capable of capturing complex beat-to-beat morphological changes are proposed for three-dimensional and two-dimensional data, respectively. The proposed three-dimensional template adaptation method provides an inhomogeneous method for transforming template vectorcardiogram (VCG) by exploiting registrationinspired parametrisation and an efficient kernel ridge regression formulation. Analysis across simulated data and clinical myocardial infarction data demonstrates state-of-the-art results. The two-dimensional template adaptation method draws from traditional registrationbased techniques and treats the ECG as a two-dimensional point set problem. Validation against previously employed simulated data and a gold-standard annotated clinical database demonstrate the highest level of performance. Subsequently, frameworks employing the proposed template adaptation techniques are developed for the automated detection of ischemic beats and myocardial infarction. Furthermore, a small study analysing ventricular repolarisation variability (VRV) in non-ischemic cardiomyopathy (CM) is considered, utilising markers of cardiac lability proposed in the development of the three-dimensional template adaptation system. In summary, this thesis highlights the necessity for custom template adaptation methods for the accurate measurement of beat-to-beat variability in cardiac data. Two novel stateof- the-art methods are proposed and extended to study myocardial ischemia, myocardial infarction and non-ischemic CM.Thesis (Ph.D.) -- University of Adelaide, School of Electrical and Electronic Engineering, 202
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