330 research outputs found

    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

    Subgroup discovery for structured target concepts

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    The main object of study in this thesis is subgroup discovery, a theoretical framework for finding subgroups in data—i.e., named sub-populations— whose behaviour with respect to a specified target concept is exceptional when compared to the rest of the dataset. This is a powerful tool that conveys crucial information to a human audience, but despite past advances has been limited to simple target concepts. In this work we propose algorithms that bring this framework to novel application domains. We introduce the concept of representative subgroups, which we use not only to ensure the fairness of a sub-population with regard to a sensitive trait, such as race or gender, but also to go beyond known trends in the data. For entities with additional relational information that can be encoded as a graph, we introduce a novel measure of robust connectedness which improves on established alternative measures of density; we then provide a method that uses this measure to discover which named sub-populations are more well-connected. Our contributions within subgroup discovery crescent with the introduction of kernelised subgroup discovery: a novel framework that enables the discovery of subgroups on i.i.d. target concepts with virtually any kind of structure. Importantly, our framework additionally provides a concrete and efficient tool that works out-of-the-box without any modification, apart from specifying the Gramian of a positive definite kernel. To use within kernelised subgroup discovery, but also on any other kind of kernel method, we additionally introduce a novel random walk graph kernel. Our kernel allows the fine tuning of the alignment between the vertices of the two compared graphs, during the count of the random walks, while we also propose meaningful structure-aware vertex labels to utilise this new capability. With these contributions we thoroughly extend the applicability of subgroup discovery and ultimately re-define it as a kernel method.Der Hauptgegenstand dieser Arbeit ist die Subgruppenentdeckung (Subgroup Discovery), ein theoretischer Rahmen fĂŒr das Auffinden von Subgruppen in Daten—d. h. benannte Teilpopulationen—deren Verhalten in Bezug auf ein bestimmtes Targetkonzept im Vergleich zum Rest des Datensatzes außergewöhnlich ist. Es handelt sich hierbei um ein leistungsfĂ€higes Instrument, das einem menschlichen Publikum wichtige Informationen vermittelt. Allerdings ist es trotz bisherigen Fortschritte auf einfache Targetkonzepte beschrĂ€nkt. In dieser Arbeit schlagen wir Algorithmen vor, die diesen Rahmen auf neuartige Anwendungsbereiche ĂŒbertragen. Wir fĂŒhren das Konzept der reprĂ€sentativen Untergruppen ein, mit dem wir nicht nur die Fairness einer Teilpopulation in Bezug auf ein sensibles Merkmal wie Rasse oder Geschlecht sicherstellen, sondern auch ĂŒber bekannte Trends in den Daten hinausgehen können. FĂŒr EntitĂ€ten mit zusĂ€tzlicher relationalen Information, die als Graph kodiert werden kann, fĂŒhren wir ein neuartiges Maß fĂŒr robuste Verbundenheit ein, das die etablierten alternativen Dichtemaße verbessert; anschließend stellen wir eine Methode bereit, die dieses Maß verwendet, um herauszufinden, welche benannte Teilpopulationen besser verbunden sind. Unsere BeitrĂ€ge in diesem Rahmen gipfeln in der EinfĂŒhrung der kernelisierten Subgruppenentdeckung: ein neuartiger Rahmen, der die Entdeckung von Subgruppen fĂŒr u.i.v. Targetkonzepten mit praktisch jeder Art von Struktur ermöglicht. Wichtigerweise, unser Rahmen bereitstellt zusĂ€tzlich ein konkretes und effizientes Werkzeug, das ohne jegliche Modifikation funktioniert, abgesehen von der Angabe des Gramian eines positiv definitiven Kernels. FĂŒr den Einsatz innerhalb der kernelisierten Subgruppentdeckung, aber auch fĂŒr jede andere Art von Kernel-Methode, fĂŒhren wir zusĂ€tzlich einen neuartigen Random-Walk-Graph-Kernel ein. Unser Kernel ermöglicht die Feinabstimmung der Ausrichtung zwischen den Eckpunkten der beiden unter-Vergleich-gestelltenen Graphen wĂ€hrend der ZĂ€hlung der Random Walks, wĂ€hrend wir auch sinnvolle strukturbewusste Vertex-Labels vorschlagen, um diese neue FĂ€higkeit zu nutzen. Mit diesen BeitrĂ€gen erweitern wir die Anwendbarkeit der Subgruppentdeckung grĂŒndlich und definieren wir sie im Endeffekt als Kernel-Methode neu

    Model learning for trajectory tracking of robot manipulators

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    Abstract Model based controllers have drastically improved robot performance, increasing task accuracy while reducing control effort. Nevertheless, all this was realized with a very strong assumption: the exact knowledge of the physical properties of both the robot and the environment that surrounds it. This assertion is often misleading: in fact modern robots are modeled in a very approximate way and, more important, the environment is almost never static and completely known. Also for systems very simple, such as robot manipulators, these assumptions are still too strong and must be relaxed. Many methods were developed which, exploiting previous experiences, are able to refine the nominal model: from classic identification techniques to more modern machine learning based approaches. Indeed, the topic of this thesis is the investigation of these data driven techniques in the context of robot control for trajectory tracking. In the first two chapters, preliminary knowledge is provided on both model based controllers, used in robotics to assure precise trajectory tracking, and model learning techniques. In the following three chapters, are presented the novelties introduced by the author in this context with respect to the state of the art: three works with the same premise (an inaccurate system modeling), an identical goal (accurate trajectory tracking control) but with small differences according to the specific platform of application (fully actuated, underactuated, redundant robots). In all the considered architectures, an online learning scheme has been introduced to correct the nominal feedback linearization control law. Indeed, the method has been primarily introduced in the literature to cope with fully actuated systems, showing its efficacy in the accurate tracking of joint space trajectories also with an inaccurate dynamic model. The main novelty of the technique was the use of only kinematics information, instead of torque measurements (in general very noisy), to online retrieve and compensate the dynamic mismatches. After that the method has been extended to underactuated robots. This new architecture was composed by an online learning correction of the controller, acting on the actuated part of the system (the nominal partial feedback linearization), and an offline planning phase, required to realize a dynamically feasible trajectory also for the zero dynamics of the system. The scheme was iterative: after each trial, according to the collected information, both the phases were improved and then repeated until the task achievement. Also in this case the method showed its capability, both in numerical simulations and on real experiments on a robotics platform. Eventually the method has been applied to redundant systems: differently from before, in this context the task consisted in the accurate tracking of a Cartesian end effector trajectory. In principle very similar to the fully actuated case, the presence of redundancy slowed down drastically the learning machinery convergence, worsening the performance. In order to cope with this, a redundancy resolution was proposed that, exploiting an approximation of the learning algorithm (Gaussian process regression), allowed to locally maximize the information and so select the most convenient self motion for the system; moreover, all of this was realized with just the resolution of a quadratic programming problem. Also in this case the method showed its performance, realizing an accurate online tracking while reducing both the control effort and the joints velocity, obtaining so a natural behaviour. The thesis concludes with summary considerations on the proposed approach and with possible future directions of research

    Seamless Multimodal Biometrics for Continuous Personalised Wellbeing Monitoring

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    Artificially intelligent perception is increasingly present in the lives of every one of us. Vehicles are no exception, (...) In the near future, pattern recognition will have an even stronger role in vehicles, as self-driving cars will require automated ways to understand what is happening around (and within) them and act accordingly. (...) This doctoral work focused on advancing in-vehicle sensing through the research of novel computer vision and pattern recognition methodologies for both biometrics and wellbeing monitoring. The main focus has been on electrocardiogram (ECG) biometrics, a trait well-known for its potential for seamless driver monitoring. Major efforts were devoted to achieving improved performance in identification and identity verification in off-the-person scenarios, well-known for increased noise and variability. Here, end-to-end deep learning ECG biometric solutions were proposed and important topics were addressed such as cross-database and long-term performance, waveform relevance through explainability, and interlead conversion. Face biometrics, a natural complement to the ECG in seamless unconstrained scenarios, was also studied in this work. The open challenges of masked face recognition and interpretability in biometrics were tackled in an effort to evolve towards algorithms that are more transparent, trustworthy, and robust to significant occlusions. Within the topic of wellbeing monitoring, improved solutions to multimodal emotion recognition in groups of people and activity/violence recognition in in-vehicle scenarios were proposed. At last, we also proposed a novel way to learn template security within end-to-end models, dismissing additional separate encryption processes, and a self-supervised learning approach tailored to sequential data, in order to ensure data security and optimal performance. (...)Comment: Doctoral thesis presented and approved on the 21st of December 2022 to the University of Port

    Measuring the impact of COVID-19 on hospital care pathways

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    Care pathways in hospitals around the world reported significant disruption during the recent COVID-19 pandemic but measuring the actual impact is more problematic. Process mining can be useful for hospital management to measure the conformance of real-life care to what might be considered normal operations. In this study, we aim to demonstrate that process mining can be used to investigate process changes associated with complex disruptive events. We studied perturbations to accident and emergency (A &E) and maternity pathways in a UK public hospital during the COVID-19 pandemic. Co-incidentally the hospital had implemented a Command Centre approach for patient-flow management affording an opportunity to study both the planned improvement and the disruption due to the pandemic. Our study proposes and demonstrates a method for measuring and investigating the impact of such planned and unplanned disruptions affecting hospital care pathways. We found that during the pandemic, both A &E and maternity pathways had measurable reductions in the mean length of stay and a measurable drop in the percentage of pathways conforming to normative models. There were no distinctive patterns of monthly mean values of length of stay nor conformance throughout the phases of the installation of the hospital’s new Command Centre approach. Due to a deficit in the available A &E data, the findings for A &E pathways could not be interpreted

    Fast heating by feedback flow control

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    Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning

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    One of the main challenges in molecular dynamics is overcoming the ‘timescale barrier’: in many realistic molecular systems, biologically important rare transitions occur on timescales that are not accessible to direct numerical simulation, even on the largest or specifically dedicated supercomputers. This article discusses how to circumvent the timescale barrier by a collection of transfer operator-based techniques that have emerged from dynamical systems theory, numerical mathematics and machine learning over the last two decades. We will focus on how transfer operators can be used to approximate the dynamical behaviour on long timescales, review the introduction of this approach into molecular dynamics, and outline the respective theory, as well as the algorithmic development, from the early numerics-based methods, via variational reformulations, to modern data-based techniques utilizing and improving concepts from machine learning. Furthermore, its relation to rare event simulation techniques will be explained, revealing a broad equivalence of variational principles for long-time quantities in molecular dynamics. The article will mainly take a mathematical perspective and will leave the application to real-world molecular systems to the more than 1000 research articles already written on this subject

    Wearable Sensor Gait Analysis for Fall Detection Using Deep Learning Methods

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    World Health Organization (WHO) data show that around 684,000 people die from falls yearly, making it the second-highest mortality rate after traffic accidents [1]. Early detection of falls, followed by pneumatic protection, is one of the most effective means of ensuring the safety of the elderly. In light of the recent widespread adoption of wearable sensors, it has become increasingly critical that fall detection models are developed that can effectively process large and sequential sensor signal data. Several researchers have recently developed fall detection algorithms based on wearable sensor data. However, real-time fall detection remains challenging because of the wide range of gait variations in older. Choosing the appropriate sensor and placing it in the most suitable location are essential components of a robust real-time fall detection system. This dissertation implements various detection models to analyze and mitigate injuries due to falls in the senior community. It presents different methods for detecting falls in real-time using deep learning networks. Several sliding window segmentation techniques are developed and compared in the first study. As a next step, various methods are implemented and applied to prevent sampling imbalances caused by the real-world collection of fall data. A study is also conducted to determine whether accelerometers and gyroscopes can distinguish between falls and near-falls. According to the literature survey, machine learning algorithms produce varying degrees of accuracy when applied to various datasets. The algorithm’s performance depends on several factors, including the type and location of the sensors, the fall pattern, the dataset’s characteristics, and the methods used for preprocessing and sliding window segmentation. Other challenges associated with fall detection include the need for centralized datasets for comparing the results of different algorithms. This dissertation compares the performance of varying fall detection methods using deep learning algorithms across multiple data sets. Furthermore, deep learning has been explored in the second application of the ECG-based virtual pathology stethoscope detection system. A novel real-time virtual pathology stethoscope (VPS) detection method has been developed. Several deep-learning methods are evaluated for classifying the location of the stethoscope by taking advantage of subtle differences in the ECG signals. This study would significantly extend the simulation capabilities of standard patients by allowing medical students and trainees to perform realistic cardiac auscultation and hear cardiac auscultation in a clinical environment

    Extended balancing of continuous LTI systems:A structure-preserving approach

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    In this paper, we treat extended balancing for continuous-time linear time-invariant systems. We take a dissipativity perspective, thus resulting in a characterization in terms of linear matrix inequalities. This perspective is useful for determining a priori error bounds. In addition, we address the problem of structure-preserving model reduction of the subclass of port-Hamiltonian systems. We establish sufficient conditions to ensure that the reduced-order model preserves a port-Hamiltonian structure. Moreover, we show that the use of extended Gramians can be exploited to get a small error bound and, possibly, to preserve a physical interpretation for the reduced-order model. We illustrate the results with a large-scale mechanical system example. Furthermore, we show how to interpret a reduced-order model of an electrical circuit again as a lower-dimensional electrical circuit

    Digital twin development for improved operation of batch process systems

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