Exploiting road traffic data for very short term load forecasting in smart grids

If accurate short term prediction of electricity consumption is available, the Smart Grid infrastructure can rapidly and reliably react to changing conditions. The economic importance of accurate predictions justifies research for more complex forecasting algorithms. This paper proposes road traffic data as a new input dimension that can help improve very short term load forecasting. We explore the dependencies between power demand and road traffic data and evaluate the predictive power of the added dimension compared with other common features, such as historical load and temperature profiles

Tensor Representation in High-Frequency Financial Data for Price Change Prediction

Nowadays, with the availability of massive amount of trade data collected, the dynamics of the financial markets pose both a challenge and an opportunity for high frequency traders. In order to take advantage of the rapid, subtle movement of assets in High Frequency Trading (HFT), an automatic algorithm to analyze and detect patterns of price change based on transaction records must be available. The multichannel, time-series representation of financial data naturally suggests tensor-based learning algorithms. In this work, we investigate the effectiveness of two multilinear methods for the mid-price prediction problem against other existing methods. The experiments in a large scale dataset which contains more than 4 millions limit orders show that by utilizing tensor representation, multilinear models outperform vector-based approaches and other competing ones.Comment: accepted in SSCI 2017, typos fixe

What your Facebook Profile Picture Reveals about your Personality

People spend considerable effort managing the impressions they give others. Social psychologists have shown that people manage these impressions differently depending upon their personality. Facebook and other social media provide a new forum for this fundamental process; hence, understanding people's behaviour on social media could provide interesting insights on their personality. In this paper we investigate automatic personality recognition from Facebook profile pictures. We analyze the effectiveness of four families of visual features and we discuss some human interpretable patterns that explain the personality traits of the individuals. For example, extroverts and agreeable individuals tend to have warm colored pictures and to exhibit many faces in their portraits, mirroring their inclination to socialize; while neurotic ones have a prevalence of pictures of indoor places. Then, we propose a classification approach to automatically recognize personality traits from these visual features. Finally, we compare the performance of our classification approach to the one obtained by human raters and we show that computer-based classifications are significantly more accurate than averaged human-based classifications for Extraversion and Neuroticism