4,616 research outputs found

    Undergraduate Catalog of Studies, 2023-2024

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    Graduate Catalog of Studies, 2023-2024

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    Pregnancy and cardiac disease

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    Pregnancy and cardiac disease

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    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

    Advanced glycation end products and age-related diseases in the general population

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    In this thesis, epidemiological, nutritional, and gut microbiome related studies are presented to illustrate the relation of advanced glycation end products (AGEs) with age-related diseases. The studies are embedded in the Rotterdam Study, a cohort of the Dutch general population of middle-aged and elderly adults. The amount of skin AGEs measured as SAF was used as a representative of the long-term AGE burden. Chapter 1 gives an overview of the whole thesis (Section 1.1) and gives a brief introduction to AGEs and their implications in disease pathophysiology. Chapter 2 focuses on the interplay of AGEs in the skin and clinical and lifestyle factors, and Chapter 3 concerns the link of skin and dietary AGEs with age-related diseases. Chapter 4 discusses the interpretations and implications of the findings, major methodological considerations, and pressing questions for future research

    Graduate Catalog of Studies, 2023-2024

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    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

    Reliable Sensor Intelligence in Resource Constrained and Unreliable Environment

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    The objective of this research is to design a sensor intelligence that is reliable in a resource constrained, unreliable environment. There are various sources of variations and uncertainty involved in intelligent sensor system, so it is critical to build reliable sensor intelligence. Many prior works seek to design reliable sensor intelligence by developing robust and reliable task. This thesis suggests that along with improving task itself, task reliability quantification based early warning can further improve sensor intelligence. DNN based early warning generator quantifies task reliability based on spatiotemporal characteristics of input, and the early warning controls sensor parameters and avoids system failure. This thesis presents an early warning generator that predicts task failure due to sensor hardware induced input corruption and controls the sensor operation. Moreover, lightweight uncertainty estimator is presented to take account of DNN model uncertainty in task reliability quantification without prohibitive computation from stochastic DNN. Cross-layer uncertainty estimation is also discussed to consider the effect of PIM variations.Ph.D
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