4,982 research outputs found

    Applications of Deep Learning Models in Financial Forecasting

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    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

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    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

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    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

    Beam scanning by liquid-crystal biasing in a modified SIW structure

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    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

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    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

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    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

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    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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