Stock price forecasting over adaptive timescale using supervised learning and receptive fields

Pattern recognition in financial time series is not a trivial task, due to level of noise, volatile context, lack of formal definitions and high number of pattern variants. A current research trend involves machine learning techniques and online computing. However, medium-term trading is still based on human centric heuristics, and the integration with machine learning support remains relatively unexplored. The purpose of this study is to investigate potential and perspectives of a novel architectural topology providing modularity, scalability and personalization capabilities. The proposed architecture is based on the concept of Receptive Fields (RF), i.e., sub-modules focusing on specific patterns, that can be connected to further levels of processing to analyze the price dynamics on different granularities and different abstraction levels. Both Multilayer Perceptrons (MLP) and Support Vector Machines (SVM) have been experimented as a RF. Early experiments have been carried out over the FTSEMIB index

Knowledge Modelling and Learning through Cognitive Networks

One of the most promising developments in modelling knowledge is cognitive network science, which aims to investigate cognitive phenomena driven by the networked, associative organization of knowledge. For example, investigating the structure of semantic memory via semantic networks has illuminated how memory recall patterns influence phenomena such as creativity, memory search, learning, and more generally, knowledge acquisition, exploration, and exploitation. In parallel, neural network models for artificial intelligence (AI) are also becoming more widespread as inferential models for understanding which features drive language-related phenomena such as meaning reconstruction, stance detection, and emotional profiling. Whereas cognitive networks map explicitly which entities engage in associative relationships, neural networks perform an implicit mapping of correlations in cognitive data as weights, obtained after training over labelled data and whose interpretation is not immediately evident to the experimenter. This book aims to bring together quantitative, innovative research that focuses on modelling knowledge through cognitive and neural networks to gain insight into mechanisms driving cognitive processes related to knowledge structuring, exploration, and learning. The book comprises a variety of publication types, including reviews and theoretical papers, empirical research, computational modelling, and big data analysis. All papers here share a commonality: they demonstrate how the application of network science and AI can extend and broaden cognitive science in ways that traditional approaches cannot

MINES: Mutual Information Neuro-Evolutionary System

Mutual information neuro-evolutionary system (MINES) presents a novel self-governing approach to determine the optimal quantity and connectivity of the hidden layer of a three layer feed-forward neural network founded on theoretical and practical basis. The system is a combination of a feed-forward neural network, back-propagation algorithm, genetic algorithm, mutual information and clustering. Back-propagation is used for parameter learning to reduce the system’s error; while mutual information aides back-propagation to follow an effective path in the weight space. A genetic algorithm changes the incoming synaptic connections of the hidden nodes, based on the fitness provided by the mutual information from the error space to the hidden layer, to perform structural learning. Mutual information determines the appropriate synapses, connecting the hidden nodes to the input layer; however, in effect it also links the back-propagation to the genetic algorithm. Weight clustering is applied to reduce hidden nodes having similar functionality; i.e. those possessing same connectivity patterns and close Euclidean angle in the weight space. Finally, the performance of the system is assessed on two theoretical and one empirical problems. A nonlinear polynomial regression problem and the well known two-spiral classification task are used to evaluate the theoretical performance of the system. Forecasting daily crude oil prices are conducted to observe the performance of MINES on a real world application

Efficiency and Optimization of Buildings Energy Consumption: Volume II

This reprint, as a continuation of a previous Special Issue entitled “Efficiency and Optimization of Buildings Energy Consumption”, gives an up-to-date overview of new technologies based on Machine Learning (ML) and Internet of Things (IoT) procedures to improve the mathematical approach of algorithms that allow control systems to be improved with the aim of reducing housing sector energy consumption

The 8th International Conference on Time Series and Forecasting

The aim of ITISE 2022 is to create a friendly environment that could lead to the establishment or strengthening of scientific collaborations and exchanges among attendees. Therefore, ITISE 2022 is soliciting high-quality original research papers (including significant works-in-progress) on any aspect time series analysis and forecasting, in order to motivating the generation and use of new knowledge, computational techniques and methods on forecasting in a wide range of fields

Development and application of molecular and computational tools to image copper in cells

Copper is a trace element which is essential for many biological processes. A deficiency or excess of copper(I) ions, which is its main oxidation state of copper in cellular environment, is increasingly linked to the development of neurodegenerative diseases such as Parkinson’s and Alzheimer’s disease (PD and AD). The regulatory mechanisms for copper(I) are under active investigation and lysosomes which are best known as cellular “incinerators” have been found to play an important role in the trafficking of copper inside the cell. Therefore, it is important to develop reliable experimental methods to detect, monitor and visualise this metal in cells and to develop tools that allow to improve the data quality of microscopy recordings. This would enable the detailed exploration of cellular processes related to copper trafficking through lysosomes. The research presented in this thesis aimed to develop chemical and computational tools that can help to investigate concentration changes of copper(I) in cells (particularly in lysosomes), and it presents a preliminary case study that uses the here developed microscopy image quality enhancement tools to investigate lysosomal mobility changes upon treatment of cells with different PD or AD drugs. Chapter I first reports the synthesis of a previously reported copper(I) probe (CS3). The photophysical properties of this probe and functionality on different cell lines was tested and it was found that this copper(I) sensor predominantly localized in lipid droplets and that its photostability and quantum yield were insufficient to be applied for long term investigations of cellular copper trafficking. Therefore, based on the insights of this probe a new copper(I) selective fluorescent probe (FLCS1) was designed, synthesized, and characterized which showed superior photophysical properties (photostability, quantum yield) over CS3. The probe showed selectivity for copper(I) over other physiological relevant metals and showed strong colocalization in lysosomes in SH-SY5Y cells. This probe was then used to study and monitor lysosomal copper(I) levels via fluorescence lifetime imaging microscopy (FLIM); to the best of my knowledge this is the first copper(I) probe based on emission lifetime. Chapter II explores different computational deep learning approaches for improving the quality of recorded microscopy images. In total two existing networks were tested (fNET, CARE) and four new networks were implemented, tested, and benchmarked for their capabilities of improving the signal-to-noise ratio, upscaling the image size (GMFN, SRFBN-S, Zooming SlowMo) and interpolating image sequences (DAIN, Zooming SlowMo) in z- and t-dimension of multidimensional simulated and real-world datasets. The best performing networks of each category were then tested in combination by sequentially applying them on a low signal-to-noise ratio, low resolution, and low frame-rate image sequence. This image enhancement workstream for investigating lysosomal mobility was established. Additionally, the new frame interpolation networks were implemented in user-friendly Google Colab notebooks and were made publicly available to the scientific community on the ZeroCostDL4Mic platform. Chapter III provides a preliminary case study where the newly developed fluorescent copper(I) probe in combination with the computational enhancement algorithms was used to investigate the effects of five potential Parkinson’s disease drugs (rapamycin, digoxin, curcumin, trehalose, bafilomycin A1) on the mobility of lysosomes in live cells.Open Acces

Situation Awareness for Smart Distribution Systems

In recent years, the global climate has become variable due to intensification of the greenhouse effect, and natural disasters are frequently occurring, which poses challenges to the situation awareness of intelligent distribution networks. Aside from the continuous grid connection of distributed generation, energy storage and new energy generation not only reduces the power supply pressure of distribution network to a certain extent but also brings new consumption pressure and load impact. Situation awareness is a technology based on the overall dynamic insight of environment and covering perception, understanding, and prediction. Such means have been widely used in security, intelligence, justice, intelligent transportation, and other fields and gradually become the research direction of digitization and informatization in the future. We hope this Special Issue represents a useful contribution. We present 10 interesting papers that cover a wide range of topics all focused on problems and solutions related to situation awareness for smart distribution systems. We sincerely hope the papers included in this Special Issue will inspire more researchers to further develop situation awareness for smart distribution systems. We strongly believe that there is a need for more work to be carried out, and we hope this issue provides a useful open-access platform for the dissemination of new ideas

Advanced Process Monitoring for Industry 4.0

This book reports recent advances on Process Monitoring (PM) to cope with the many challenges raised by the new production systems, sensors and “extreme data” conditions that emerged with Industry 4.0. Concepts such as digital-twins and deep learning are brought to the PM arena, pushing forward the capabilities of existing methodologies to handle more complex scenarios. The evolution of classical paradigms such as Latent Variable modeling, Six Sigma and FMEA are also covered. Applications span a wide range of domains such as microelectronics, semiconductors, chemicals, materials, agriculture, as well as the monitoring of rotating equipment, combustion systems and membrane separation processes