7,049 research outputs found
Applications of Deep Learning Models in Financial Forecasting
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
On the Generation of Realistic and Robust Counterfactual Explanations for Algorithmic Recourse
This recent widespread deployment of machine learning algorithms presents many new challenges. Machine learning algorithms are usually opaque and can be particularly difficult to interpret. When humans are involved, algorithmic and automated decisions can negatively impact people’s lives. Therefore, end users would like to be insured against potential harm. One popular way to achieve this is to provide end users access to algorithmic recourse, which gives end users negatively affected by algorithmic decisions the opportunity to reverse unfavorable decisions, e.g., from a loan denial to a loan acceptance. In this thesis, we design recourse algorithms to meet various end user needs. First, we propose methods for the generation of realistic recourses. We use generative models to suggest recourses likely to occur under the data distribution. To this end, we shift the recourse action from the input space to the generative model’s latent space, allowing to generate counterfactuals that lie in regions with data support. Second, we observe that small changes applied to the recourses prescribed to end users likely invalidate the suggested recourse after being nosily implemented in practice. Motivated by this observation, we design methods for the generation of robust recourses and for assessing the robustness of recourse algorithms to data deletion requests. Third, the lack of a commonly used code-base for counterfactual explanation and algorithmic recourse algorithms and the vast array of evaluation measures in literature make it difficult to compare the per formance of different algorithms. To solve this problem, we provide an open source benchmarking library that streamlines the evaluation process and can be used for benchmarking, rapidly developing new methods, and setting up new
experiments. In summary, our work contributes to a more reliable interaction of end users and machine learned models by covering fundamental aspects of the recourse process and suggests new solutions towards generating realistic and robust counterfactual explanations for algorithmic recourse
Artificial intelligence for predictive biomarker discovery in immuno-oncology: a systematic review
Background: The widespread use of immune checkpoint inhibitors (ICIs) has revolutionised treatment of multiple cancer types. However, selecting patients who may benefit from ICI remains challenging. Artificial intelligence (AI) approaches allow exploitation of high-dimension oncological data in research and development of precision immuno-oncology. Materials and methods: We conducted a systematic literature review of peer-reviewed original articles studying the ICI efficacy prediction in cancer patients across five data modalities: genomics (including genomics, transcriptomics, and epigenomics), radiomics, digital pathology (pathomics), and real-world and multimodality data. Results: A total of 90 studies were included in this systematic review, with 80% published in 2021-2022. Among them, 37 studies included genomic, 20 radiomic, 8 pathomic, 20 real-world, and 5 multimodal data. Standard machine learning (ML) methods were used in 72% of studies, deep learning (DL) methods in 22%, and both in 6%. The most frequently studied cancer type was non-small-cell lung cancer (36%), followed by melanoma (16%), while 25% included pan-cancer studies. No prospective study design incorporated AI-based methodologies from the outset; rather, all implemented AI as a post hoc analysis. Novel biomarkers for ICI in radiomics and pathomics were identified using AI approaches, and molecular biomarkers have expanded past genomics into transcriptomics and epigenomics. Finally, complex algorithms and new types of AI-based markers, such as meta-biomarkers, are emerging by integrating multimodal/multi-omics data. Conclusion: AI-based methods have expanded the horizon for biomarker discovery, demonstrating the power of integrating multimodal data from existing datasets to discover new meta-biomarkers. While most of the included studies showed promise for AI-based prediction of benefit from immunotherapy, none provided high-level evidence for immediate practice change. A priori planned prospective trial designs are needed to cover all lifecycle steps of these software biomarkers, from development and validation to integration into clinical practice
Deep Learning Techniques for Electroencephalography Analysis
In this thesis we design deep learning techniques for training deep neural networks on electroencephalography (EEG) data and in particular on two problems, namely EEG-based motor imagery decoding and EEG-based affect recognition, addressing challenges associated with them. Regarding the problem of motor imagery (MI) decoding, we first consider the various kinds of domain shifts in the EEG signals, caused by inter-individual differences (e.g. brain anatomy, personality and cognitive profile). These domain shifts render multi-subject training a challenging task and impede robust cross-subject generalization. We build a two-stage model ensemble architecture and propose two objectives to train it, combining the strengths of curriculum learning and collaborative training. Our subject-independent experiments on the large datasets of Physionet and OpenBMI, verify the effectiveness of our approach. Next, we explore the utilization of the spatial covariance of EEG signals through alignment techniques, with the goal of learning domain-invariant representations. We introduce a Riemannian framework that concurrently performs covariance-based signal alignment and data augmentation, while training a convolutional neural network (CNN) on EEG time-series. Experiments on the BCI IV-2a dataset show that our method performs superiorly over traditional alignment, by inducing regularization to the weights of the CNN. We also study the problem of EEG-based affect recognition, inspired by works suggesting that emotions can be expressed in relative terms, i.e. through ordinal comparisons between different affective state levels. We propose treating data samples in a pairwise manner to infer the ordinal relation between their corresponding affective state labels, as an auxiliary training objective. We incorporate our objective in a deep network architecture which we jointly train on the tasks of sample-wise classification and pairwise ordinal ranking. We evaluate our method on the affective datasets of DEAP and SEED and obtain performance improvements over deep networks trained without the additional ranking objective
Classical and quantum algorithms for scaling problems
This thesis is concerned with scaling problems, which have a plethora of connections to different areas of mathematics, physics and computer science. Although many structural aspects of these problems are understood by now, we only know how to solve them efficiently in special cases.We give new algorithms for non-commutative scaling problems with complexity guarantees that match the prior state of the art. To this end, we extend the well-known (self-concordance based) interior-point method (IPM) framework to Riemannian manifolds, motivated by its success in the commutative setting. Moreover, the IPM framework does not obviously suffer from the same obstructions to efficiency as previous methods. It also yields the first high-precision algorithms for other natural geometric problems in non-positive curvature.For the (commutative) problems of matrix scaling and balancing, we show that quantum algorithms can outperform the (already very efficient) state-of-the-art classical algorithms. Their time complexity can be sublinear in the input size; in certain parameter regimes they are also optimal, whereas in others we show no quantum speedup over the classical methods is possible. Along the way, we provide improvements over the long-standing state of the art for searching for all marked elements in a list, and computing the sum of a list of numbers.We identify a new application in the context of tensor networks for quantum many-body physics. We define a computable canonical form for uniform projected entangled pair states (as the solution to a scaling problem), circumventing previously known undecidability results. We also show, by characterizing the invariant polynomials, that the canonical form is determined by evaluating the tensor network contractions on networks of bounded size
Koopman Kernel Regression
Many machine learning approaches for decision making, such as reinforcement
learning, rely on simulators or predictive models to forecast the
time-evolution of quantities of interest, e.g., the state of an agent or the
reward of a policy. Forecasts of such complex phenomena are commonly described
by highly nonlinear dynamical systems, making their use in optimization-based
decision-making challenging. Koopman operator theory offers a beneficial
paradigm for addressing this problem by characterizing forecasts via linear
time-invariant (LTI) ODEs, turning multi-step forecasts into sparse matrix
multiplication. Though there exists a variety of learning approaches, they
usually lack crucial learning-theoretic guarantees, making the behavior of the
obtained models with increasing data and dimensionality unclear. We address the
aforementioned by deriving a universal Koopman-invariant reproducing kernel
Hilbert space (RKHS) that solely spans transformations into LTI dynamical
systems. The resulting Koopman Kernel Regression (KKR) framework enables the
use of statistical learning tools from function approximation for novel
convergence results and generalization error bounds under weaker assumptions
than existing work. Our experiments demonstrate superior forecasting
performance compared to Koopman operator and sequential data predictors in
RKHS.Comment: Accepted to the thirty-seventh Conference on Neural Information
Processing Systems (NeurIPS 2023
The development of bioinformatics workflows to explore single-cell multi-omics data from T and B lymphocytes
The adaptive immune response is responsible for recognising, containing and eliminating viral infection, and protecting from further reinfection. This antigen-specific response is driven by T and B cells, which recognise antigenic epitopes via highly specific heterodimeric surface receptors, termed T-cell receptors (TCRs) and B cell receptors (BCRs). The theoretical diversity of the receptor repertoire that can be generated via homologous recombination of V, D and J genes is large enough (>1015 unique sequences) that virtually any antigen can be recognised. However, only a subset of these are generated within the human body, and how they succeed in specifically recognising any pathogen(s) and distinguishing these from self-proteins remains largely unresolved.
The recent advances in applying single-cell genomics technologies to simultaneously measure the clonality, surface phenotype and transcriptomic signature of pathogen- specific immune cells have significantly improved understanding of these questions. Single-cell multi-omics permits the accurate identification of clonally expanded populations, their differentiation trajectories, the level of immune receptor repertoire diversity involved in the response and the phenotypic and molecular heterogeneity.
This thesis aims to develop a bioinformatic workflow utilising single-cell multi-omics data to explore, quantify and predict the clonal and transcriptomic signatures of the human T-cell response during and following viral infection. In the first aim, a web application, VDJView, was developed to facilitate the simultaneous analysis and visualisation of clonal, transcriptomic and clinical metadata of T and B cell multi-omics data. The application permits non-bioinformaticians to perform quality control and common analyses of single-cell genomics data integrated with other metadata, thus permitting the identification of biologically and clinically relevant parameters. The second aim pertains to analysing the functional, molecular and immune receptor profiles of CD8+ T cells in the acute phase of primary hepatitis C virus (HCV) infection. This analysis identified a novel population of progenitors of exhausted T cells, and lineage tracing revealed distinct trajectories with multiple fates and evolutionary plasticity. Furthermore, it was observed that high-magnitude IFN-Îł CD8+ T-cell response is associated with the increased probability of viral escape and chronic infection. Finally, in the third aim, a novel analysis is presented based on the topological characteristics of a network generated on pathogen-specific, paired-chain, CD8+ TCRs. This analysis revealed how some cross-reactivity between TCRs can be explained via the sequence similarity between TCRs and that this property is not uniformly distributed across all pathogen-specific TCR repertoires. Strong correlations between the topological properties of the network and the biological properties of the TCR sequences were identified and highlighted.
The suite of workflows and methods presented in this thesis are designed to be adaptable to various T and B cell multi-omic datasets. The associated analyses contribute to understanding the role of T and B cells in the adaptive immune response to viral-infection and cancer
Computational and experimental studies on the reaction mechanism of bio-oil components with additives for increased stability and fuel quality
As one of the world’s largest palm oil producers, Malaysia encountered a major disposal problem as vast amount of oil palm biomass wastes are produced. To overcome this problem, these biomass wastes can be liquefied into biofuel with fast pyrolysis technology. However, further upgradation of fast pyrolysis bio-oil via direct solvent addition was required to overcome it’s undesirable attributes. In addition, the high production cost of biofuels often hinders its commercialisation. Thus, the designed solvent-oil blend needs to achieve both fuel functionality and economic targets to be competitive with the conventional diesel fuel.
In this thesis, a multi-stage computer-aided molecular design (CAMD) framework was employed for bio-oil solvent design. In the design problem, molecular signature descriptors were applied to accommodate different classes of property prediction models. However, the complexity of the CAMD problem increases as the height of signature increases due to the combinatorial nature of higher order signature. Thus, a consistency rule was developed reduce the size of the CAMD problem. The CAMD problem was then further extended to address the economic aspects via fuzzy multi-objective optimisation approach.
Next, a rough-set based machine learning (RSML) model has been proposed to correlate the feedstock characterisation and pyrolysis condition with the pyrolysis bio-oil properties by generating decision rules. The generated decision rules were analysed from a scientific standpoint to identify the underlying patterns, while ensuring the rules were logical. The decision rules generated can be used to select optimal feedstock composition and pyrolysis condition to produce pyrolysis bio-oil of targeted fuel properties.
Next, the results obtained from the computational approaches were verified through experimental study. The generated pyrolysis bio-oils were blended with the identified solvents at various mixing ratio. In addition, emulsification of the solvent-oil blend in diesel was also conducted with the help of surfactants. Lastly, potential extensions and prospective work for this study have been discuss in the later part of this thesis. To conclude, this thesis presented the combination of computational and experimental approaches in upgrading the fuel properties of pyrolysis bio-oil. As a result, high quality biofuel can be generated as a cleaner burning replacement for conventional diesel fuel
Combined Nutrition and Exercise Interventions in Community Groups
Diet and physical activity are two key modifiable lifestyle factors that influence health across the lifespan (prevention and management of chronic diseases and reduction of the risk of premature death through several biological mechanisms). Community-based interventions contribute to public health, as they have the potential to reach high population-level impact, through the focus on groups that share a common culture or identity in their natural living environment. While the health benefits of a balanced diet and regular physical activity are commonly studied separately, interventions that combine these two lifestyle factors have the potential to induce greater benefits in community groups rather than strategies focusing only on one or the other. Thus, this Special Issue entitled “Combined Nutrition and Exercise Interventions in Community Groups” is comprised of manuscripts that highlight this combined approach (balanced diet and regular physical activity) in community settings. The contributors to this Special Issue are well-recognized professionals in complementary fields such as education, public health, nutrition, and exercise. This Special Issue highlights the latest research regarding combined nutrition and exercise interventions among different community groups and includes research articles developed through five continents (Africa, Asia, America, Europe and Oceania), as well as reviews and systematic reviews
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