622 research outputs found
Adaptive Algorithms For Classification On High-Frequency Data Streams: Application To Finance
Mención Internacional en el tÃtulo de doctorIn recent years, the problem of concept drift has gained importance in the financial
domain. The succession of manias, panics and crashes have stressed the nonstationary
nature and the likelihood of drastic structural changes in financial markets.
The most recent literature suggests the use of conventional machine learning and statistical
approaches for this. However, these techniques are unable or slow to adapt
to non-stationarities and may require re-training over time, which is computationally
expensive and brings financial risks.
This thesis proposes a set of adaptive algorithms to deal with high-frequency data
streams and applies these to the financial domain. We present approaches to handle
different types of concept drifts and perform predictions using up-to-date models.
These mechanisms are designed to provide fast reaction times and are thus applicable
to high-frequency data. The core experiments of this thesis are based on the prediction
of the price movement direction at different intraday resolutions in the SPDR S&P 500
exchange-traded fund. The proposed algorithms are benchmarked against other popular
methods from the data stream mining literature and achieve competitive results.
We believe that this thesis opens good research prospects for financial forecasting
during market instability and structural breaks. Results have shown that our proposed
methods can improve prediction accuracy in many of these scenarios. Indeed, the
results obtained are compatible with ideas against the efficient market hypothesis.
However, we cannot claim that we can beat consistently buy and hold; therefore, we
cannot reject it.Programa de Doctorado en Ciencia y TecnologÃa Informática por la Universidad Carlos III de MadridPresidente: Gustavo Recio Isasi.- Secretario: Pedro Isasi Viñuela.- Vocal: Sandra GarcÃa RodrÃgue
Simulation and implementation of novel deep learning hardware architectures for resource constrained devices
Corey Lammie designed mixed signal memristive-complementary metal–oxide–semiconductor (CMOS) and field programmable gate arrays (FPGA) hardware architectures, which were used to reduce the power and resource requirements of Deep Learning (DL) systems; both during inference and training. Disruptive design methodologies, such as those explored in this thesis, can be used to facilitate the design of next-generation DL systems
Roadmap for Optical Tweezers 2023
Optical tweezers are tools made of light that enable contactless pushing, trapping, and manipulation of objects ranging from atoms to space light sails. Since the pioneering work by Arthur Ashkin in the 1970s, optical tweezers have evolved into sophisticated instruments and have been employed in a broad range of applications in life sciences, physics, and engineering. These include accurate force and torque measurement at the femtonewton level, microrheology of complex fluids, single micro- and nanoparticle spectroscopy, single-cell analysis, and statistical-physics experiments. This roadmap provides insights into current investigations involving optical forces and optical tweezers from their theoretical foundations to designs and setups. It also offers perspectives for applications to a wide range of research fields, from biophysics to space exploration
Proceedings of the Second International Mobile Satellite Conference (IMSC 1990)
Presented here are the proceedings of the Second International Mobile Satellite Conference (IMSC), held June 17-20, 1990 in Ottawa, Canada. Topics covered include future mobile satellite communications concepts, aeronautical applications, modulation and coding, propagation and experimental systems, mobile terminal equipment, network architecture and control, regulatory and policy considerations, vehicle antennas, and speech compression
Technology for large space systems: A special bibliography with indexes (supplement 06)
This bibliography lists 220 reports, articles and other documents introduced into the NASA scientific and technical information system between July 1, 1981 and December 31, 1981. Its purpose is to provide helpful information to the researcher, manager, and designer in technology development and mission design in the area of the Large Space Systems Technology (LSST) Program. Subject matter is grouped according to systems, interactive analysis and design, structural concepts, control systems, electronics, advanced materials, assembly concepts, propulsion, solar power satellite systems, and flight experiments
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