4,982 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
Learning Koopman eigenfunctions of stochastic diffusions with optimal importance sampling and ISOKANN
The dominant eigenfunctions of the Koopman operator characterize the metastabilities and slow-timescale dynamics of stochastic diffusion processes. In the context of molecular dynamics and Markov state modeling, they allow for a description of the location and frequencies of rare transitions, which are hard to obtain by direct simulation alone. In this article, we reformulate the eigenproblem in terms of the ISOKANN framework, an iterative algorithm that learns the eigenfunctions by alternating between short burst simulations and a mixture of machine learning and classical numerics, which naturally leads to a proof of convergence. We furthermore show how the intermediate iterates can be used to reduce the sampling variance by importance sampling and optimal control (enhanced sampling), as well as to select locations for further training (adaptive sampling). We demonstrate the usage of our proposed method in experiments, increasing the approximation accuracy by several orders of magnitude
Audio-visual multi-modality driven hybrid feature learning model for crowd analysis and classification
The high pace emergence in advanced software systems, low-cost hardware and decentralized cloud computing technologies have broadened the horizon for vision-based surveillance, monitoring and control. However, complex and inferior feature learning over visual artefacts or video streams, especially under extreme conditions confine majority of the at-hand vision-based crowd analysis and classification systems. Retrieving event-sensitive or crowd-type sensitive spatio-temporal features for the different crowd types under extreme conditions is a highly complex task. Consequently, it results in lower accuracy and hence low reliability that confines existing methods for real-time crowd analysis. Despite numerous efforts in vision-based approaches, the lack of acoustic cues often creates ambiguity in crowd classification. On the other hand, the strategic amalgamation of audio-visual features can enable accurate and reliable crowd analysis and classification. Considering it as motivation, in this research a novel audio-visual multi-modality driven hybrid feature learning model is developed for crowd analysis and classification. In this work, a hybrid feature extraction model was applied to extract deep spatio-temporal features by using Gray-Level Co-occurrence Metrics (GLCM) and AlexNet transferrable learning model. Once extracting the different GLCM features and AlexNet deep features, horizontal concatenation was done to fuse the different feature sets. Similarly, for acoustic feature extraction, the audio samples (from the input video) were processed for static (fixed size) sampling, pre-emphasis, block framing and Hann windowing, followed by acoustic feature extraction like GTCC, GTCC-Delta, GTCC-Delta-Delta, MFCC, Spectral Entropy, Spectral Flux, Spectral Slope and Harmonics to Noise Ratio (HNR). Finally, the extracted audio-visual features were fused to yield a composite multi-modal feature set, which is processed for classification using the random forest ensemble classifier. The multi-class classification yields a crowd-classification accurac12529y of (98.26%), precision (98.89%), sensitivity (94.82%), specificity (95.57%), and F-Measure of 98.84%. The robustness of the proposed multi-modality-based crowd analysis model confirms its suitability towards real-world crowd detection and classification tasks
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Landfill site trees: Potential source or sink of greenhouse gases?
Tree stems can transport greenhouse gases (GHGs) produced belowground to the atmosphere. Previous studies in natural wetland and upland ecosystems have quantified tree stem fluxes of methane (CH4), carbon dioxide (CO2) and nitrous oxide (N2O). However, tree stem GHG fluxes have not previously been measured in the context of managed environments. The work presented in this thesis aimed to quantify GHG fluxes from tree stems on closed landfill sites.
To investigate the potential for trees growing on closed landfill sites to act as conduits for GHGs produced belowground to the atmosphere, GHG fluxes were measured from tree stem and soil surfaces. In situ measurements from a closed landfill site in the UK were examined for spatial and temporal patterns and evaluated against data from a comparable non-landfill area. Measurements were also conducted from landfill sites in the UK with varying management practices and different tree species present. The resulting flux values were scaled up to estimate the magnitude of tree stem GHG fluxes from closed landfills at a national level.
The findings presented here show evidence of tree mediated GHG transport on closed landfill sites and temporal variations in fluxes from tree stems were also observed, with generally higher fluxes in the summer months. Stem CH4 fluxes varied between trees growing on landfill sites with different management practices. Additionally, stem N2O fluxes displayed spatial patterns, with decreasing emissions at increased height from the forest floor, indicating an underground source. Evidence suggested that GHG fluxes from closed landfills are influenced by factors including the quantity of GHG produced in the waste (linked to the age of the site), the susceptibility of the area to waterlogging and landfill management techniques put in place upon closure (for example, clay caps, cover soils and gas extraction). Upscaled CH4 and N2O flux values from tree stems on closed landfill sites corresponded to less than 1% of the total CH4 and N2O emissions reported from UK landfills in 2020.
Overall, results indicated that measuring soil fluxes alone from forested landfill sites would result in an underestimation of the total surface fluxes. However, the emission rates from tree stems on closed landfills observed in this thesis do not exceed those in natural ecosystems. Therefore, with careful planning and management, the recommendation is that trees can be planted on closed landfill sites in the UK without emitting atypical levels of GHGs. However, including gas fluxes from tree stems on closed landfills would increase the accuracy of GHG budgets at national and global levels
Beam scanning by liquid-crystal biasing in a modified SIW structure
A fixed-frequency beam-scanning 1D antenna based on Liquid Crystals (LCs) is designed for application in 2D scanning with lateral alignment. The 2D array environment imposes full decoupling of adjacent 1D antennas, which often conflicts with the LC requirement of DC biasing: the proposed design accommodates both. The LC medium is placed inside a Substrate Integrated Waveguide (SIW) modified to work as a Groove Gap Waveguide, with radiating slots etched on the upper broad wall, that radiates as a Leaky-Wave Antenna (LWA). This allows effective application of the DC bias voltage needed for tuning the LCs. At the same time, the RF field remains laterally confined, enabling the possibility to lay several antennas in parallel and achieve 2D beam scanning. The design is validated by simulation employing the actual properties of a commercial LC medium
Reinforcement learning in large state action spaces
Reinforcement learning (RL) is a promising framework for training intelligent agents which learn to optimize long term utility by directly interacting with the environment. Creating RL methods which scale to large state-action spaces is a critical problem towards ensuring real world deployment of RL systems. However, several challenges limit the applicability of RL to large scale settings. These include difficulties with exploration, low sample efficiency, computational intractability, task constraints like decentralization and lack of guarantees about important properties like performance, generalization and robustness in potentially unseen scenarios.
This thesis is motivated towards bridging the aforementioned gap. We propose several principled algorithms and frameworks for studying and addressing the above challenges RL. The proposed methods cover a wide range of RL settings (single and multi-agent systems (MAS) with all the variations in the latter, prediction and control, model-based and model-free methods, value-based and policy-based methods). In this work we propose the first results on several different problems: e.g. tensorization of the Bellman equation which allows exponential sample efficiency gains (Chapter 4), provable suboptimality arising from structural constraints in MAS(Chapter 3), combinatorial generalization results in cooperative MAS(Chapter 5), generalization results on observation shifts(Chapter 7), learning deterministic policies in a probabilistic RL framework(Chapter 6). Our algorithms exhibit provably enhanced performance and sample efficiency along with better scalability. Additionally, we also shed light on generalization aspects of the agents under different frameworks. These properties have been been driven by the use of several advanced tools (e.g. statistical machine learning, state abstraction, variational inference, tensor theory).
In summary, the contributions in this thesis significantly advance progress towards making RL agents ready for large scale, real world applications
Novel 129Xe Magnetic Resonance Imaging and Spectroscopy Measurements of Pulmonary Gas-Exchange
Gas-exchange is the primary function of the lungs and involves removing carbon dioxide from the body and exchanging it within the alveoli for inhaled oxygen. Several different pulmonary, cardiac and cardiovascular abnormalities have negative effects on pulmonary gas-exchange. Unfortunately, clinical tests do not always pinpoint the problem; sensitive and specific measurements are needed to probe the individual components participating in gas-exchange for a better understanding of pathophysiology, disease progression and response to therapy.
In vivo Xenon-129 gas-exchange magnetic resonance imaging (129Xe gas-exchange MRI) has the potential to overcome these challenges. When participants inhale hyperpolarized 129Xe gas, it has different MR spectral properties as a gas, as it diffuses through the alveolar membrane and as it binds to red-blood-cells. 129Xe MR spectroscopy and imaging provides a way to tease out the different anatomic components of gas-exchange simultaneously and provides spatial information about where abnormalities may occur.
In this thesis, I developed and applied 129Xe MR spectroscopy and imaging to measure gas-exchange in the lungs alongside other clinical and imaging measurements. I measured 129Xe gas-exchange in asymptomatic congenital heart disease and in prospective, controlled studies of long-COVID. I also developed mathematical tools to model 129Xe MR signals during acquisition and reconstruction. The insights gained from my work underscore the potential for 129Xe gas-exchange MRI biomarkers towards a better understanding of cardiopulmonary disease. My work also provides a way to generate a deeper imaging and physiologic understanding of gas-exchange in vivo in healthy participants and patients with chronic lung and heart disease
Machine learning approach towards predicting turbulent fluid flow using convolutional neural networks
Using convolutional neural networks, we present a novel method for predicting turbulent fluid flow through an array of obstacles in this thesis. In recent years, machine learning has exploded in popularity due to its ability to create accurate data driven models and the abundance of available data. In an attempt to understand the characteristics of turbulent fluid flow, we utilise a novel convolutional autoencoder neural network to predict the first ten POD modes of turbulent fluid flow. We find
that the model is able to predict the first two POD modes well although and with less accuracy for the remaining eight POD modes. In addition, we find that the
ML-predicted POD modes are accurate enough to be used to reconstruct turbulent flow that adequately captures the large-scale details of the original simulation
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Rigorous Experimentation For Reinforcement Learning
Scientific fields make advancements by leveraging the knowledge created by others to push the boundary of understanding. The primary tool in many fields for generating knowledge is empirical experimentation. Although common, generating accurate knowledge from empirical experiments is often challenging due to inherent randomness in execution and confounding variables that can obscure the correct interpretation of the results. As such, researchers must hold themselves and others to a high degree of rigor when designing experiments. Unfortunately, most reinforcement learning (RL) experiments lack this rigor, making the knowledge generated from experiments dubious. This dissertation proposes methods to address central issues in RL experimentation.
Evaluating the performance of an RL algorithm is the most common type of experiment in RL literature. Most performance evaluations are often incapable of answering a specific research question and produce misleading results. Thus, the first issue we address is how to create a performance evaluation procedure that holds up to scientific standards.
Despite the prevalence of performance evaluation, these types of experiments produce limited knowledge, e.g., they can only show how well an algorithm worked and not why, and they require significant amounts of time and computational resources. As an alternative, this dissertation proposes that scientific testing, the process of conducting carefully controlled experiments designed to further the knowledge and understanding of how an algorithm works, should be the primary form of experimentation.
Lastly, this dissertation provides a case study using policy gradient methods, showing how scientific testing can replace performance evaluation as the primary form of experimentation. As a result, this dissertation can motivate others in the field to adopt more rigorous experimental practices
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