21,646 research outputs found
Modeling Financial Time Series with Artificial Neural Networks
Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.CELEST, a National Science Foundation Science of Learning Center (SBE-0354378); SyNAPSE program of the Defense Advanced Research Project Agency (HR001109-03-0001
Ant colony system-based applications to electrical distribution system optimization
Chapter 16, February 201
Embedding Graphs under Centrality Constraints for Network Visualization
Visual rendering of graphs is a key task in the mapping of complex network
data. Although most graph drawing algorithms emphasize aesthetic appeal,
certain applications such as travel-time maps place more importance on
visualization of structural network properties. The present paper advocates two
graph embedding approaches with centrality considerations to comply with node
hierarchy. The problem is formulated first as one of constrained
multi-dimensional scaling (MDS), and it is solved via block coordinate descent
iterations with successive approximations and guaranteed convergence to a KKT
point. In addition, a regularization term enforcing graph smoothness is
incorporated with the goal of reducing edge crossings. A second approach
leverages the locally-linear embedding (LLE) algorithm which assumes that the
graph encodes data sampled from a low-dimensional manifold. Closed-form
solutions to the resulting centrality-constrained optimization problems are
determined yielding meaningful embeddings. Experimental results demonstrate the
efficacy of both approaches, especially for visualizing large networks on the
order of thousands of nodes.Comment: Submitted to IEEE Transactions on Visualization and Computer Graphic
Laplacian Mixture Modeling for Network Analysis and Unsupervised Learning on Graphs
Laplacian mixture models identify overlapping regions of influence in
unlabeled graph and network data in a scalable and computationally efficient
way, yielding useful low-dimensional representations. By combining Laplacian
eigenspace and finite mixture modeling methods, they provide probabilistic or
fuzzy dimensionality reductions or domain decompositions for a variety of input
data types, including mixture distributions, feature vectors, and graphs or
networks. Provable optimal recovery using the algorithm is analytically shown
for a nontrivial class of cluster graphs. Heuristic approximations for scalable
high-performance implementations are described and empirically tested.
Connections to PageRank and community detection in network analysis demonstrate
the wide applicability of this approach. The origins of fuzzy spectral methods,
beginning with generalized heat or diffusion equations in physics, are reviewed
and summarized. Comparisons to other dimensionality reduction and clustering
methods for challenging unsupervised machine learning problems are also
discussed.Comment: 13 figures, 35 reference
- …