Modeling Financial Time Series with Artificial Neural Networks

Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.CELEST, a National Science Foundation Science of Learning Center (SBE-0354378); SyNAPSE program of the Defense Advanced Research Project Agency (HR001109-03-0001

Key Information Retrieval in Hyperspectral Imagery through Spatial-Spectral Data Fusion

Hyperspectral (HS) imaging is measuring the radiance of materials within each pixel area at a large number of contiguous spectral wavelength bands. The key spatial information such as small targets and border lines are hard to be precisely detected from HS data due to the technological constraints. Therefore, the need for image processing techniques is an important field of research in HS remote sensing. A novel semisupervised spatial-spectral data fusion method for resolution enhancement of HS images through maximizing the spatial correlation of the endmembers (signature of pure or purest materials in the scene) using a superresolution mapping (SRM) technique is proposed in this paper. The method adopts a linear mixture model and a fully constrained least squares spectral unmixing algorithm to obtain the endmember abundances (fractional images) of HS images. Then, the extracted endmember distribution maps are fused with the spatial information using a spatial-spectral correlation maximizing model and a learning-based SRM technique to exploit the subpixel level data. The obtained results validate the reliability of the technique for key information retrieval. The proposed method is very efficient and is low in terms of computational cost which makes it favorable for real-time applications

Quantum Hopfield neural network

Quantum computing allows for the potential of significant advancements in both the speed and the capacity of widely used machine learning techniques. Here we employ quantum algorithms for the Hopfield network, which can be used for pattern recognition, reconstruction, and optimization as a realization of a content-addressable memory system. We show that an exponentially large network can be stored in a polynomial number of quantum bits by encoding the network into the amplitudes of quantum states. By introducing a classical technique for operating the Hopfield network, we can leverage quantum algorithms to obtain a quantum computational complexity that is logarithmic in the dimension of the data. We also present an application of our method as a genetic sequence recognizer.Comment: 13 pages, 3 figures, final versio

Change detection in optical aerial images by a multilayer conditional mixed Markov model

In this paper we propose a probabilistic model for detecting relevant changes in registered aerial image pairs taken with the time differences of several years and in different seasonal conditions. The introduced approach, called the Conditional Mixed Markov model (CXM), is a combination of a mixed Markov model and a conditionally independent random field of signals. The model integrates global intensity statistics with local correlation and contrast features. A global energy optimization process ensures simultaneously optimal local feature selection and smooth, observation-consistent segmentation. Validation is given on real aerial image sets provided by the Hungarian Institute of Geodesy, Cartography and Remote Sensing and Google Earth

Spatiotemporal subpixel mapping of time-series images

Land cover/land use (LCLU) information extraction from multitemporal sequences of remote sensing imagery is becoming increasingly important. Mixed pixels are a common problem in Landsat and MODIS images that are used widely for LCLU monitoring. Recently developed subpixel mapping (SPM) techniques can extract LCLU information at the subpixel level by dividing mixed pixels into subpixels to which hard classes are then allocated. However, SPM has rarely been studied for time-series images (TSIs). In this paper, a spatiotemporal SPM approach was proposed for SPM of TSIs. In contrast to conventional spatial dependence-based SPM methods, the proposed approach considers simultaneously spatial and temporal dependences, with the former considering the correlation of subpixel classes within each image and the latter considering the correlation of subpixel classes between images in a temporal sequence. The proposed approach was developed assuming the availability of one fine spatial resolution map which exists among the TSIs. The SPM of TSIs is formulated as a constrained optimization problem. Under the coherence constraint imposed by the coarse LCLU proportions, the objective is to maximize the spatiotemporal dependence, which is defined by blending both spatial and temporal dependences. Experiments on three data sets showed that the proposed approach can provide more accurate subpixel resolution TSIs than conventional SPM methods. The SPM results obtained from the TSIs provide an excellent opportunity for LCLU dynamic monitoring and change detection at a finer spatial resolution than the available coarse spatial resolution TSIs

Noise tailoring, noise annealing and external noise injection strategies in memristive Hopfield neural networks

The commercial introduction of a novel electronic device is often preceded by a lengthy material optimization phase devoted to the suppression of device noise as much as possible. The emergence of novel computing architectures, however, triggers a paradigm change in noise engineering, demonstrating that a non-suppressed, but properly tailored noise can be harvested as a computational resource in probabilistic computing schemes. Such strategy was recently realized on the hardware level in memristive Hopfield neural networks delivering fast and highly energy efficient optimization performance. Inspired by these achievements we perform a thorough analysis of simulated memristive Hopfield neural networks relying on realistic noise characteristics acquired on various memristive devices. These characteristics highlight the possibility of orders of magnitude variations in the noise level depending on the material choice as well as on the resistance state (and the corresponding active region volume) of the devices. Our simulations separate the effects of various device non-idealities on the operation of the Hopfield neural network by investigating the role of the programming accuracy, as well as the noise type and noise amplitude of the ON and OFF states. Relying on these results we propose optimized noise tailoring, noise annealing, and external noise injection strategies.Comment: 13 pages, 7 figure

Clustering of Cases from Di erent Subtypes of Breast Cancer Using a Hop eld Network Built from Multi-omic Data

Tesis de Graduación (Maestría en Computación) Instituto Tecnológico de Costa Rica, Escuela de Computación, 2018Despite scienti c advances, breast cancer still constitutes a worldwide major cause of death among women. Given the great heterogeneity between cases, distinct classi cation schemes have emerged. The intrinsic molecular subtype classi cation (luminal A, luminal B, HER2- enriched and basal-like) accounts for the molecular characteristics and prognosis of tumors, which provides valuable input for taking optimal treatment actions. Also, recent advancements in molecular biology have provided scientists with high quality and diversity of omiclike data, opening up the possibility of creating computational models for improving and validating current subtyping systems. On this study, a Hop eld Network model for breast cancer subtyping and characterization was created using data from The Cancer Genome Atlas repository. Novel aspects include the usage of the network as a clustering mechanism and the integrated use of several molecular types of data (gene mRNA expression, miRNA expression and copy number variation). The results showed clustering capabilities for the network, but even so, trying to derive a biological model from a Hop eld Network might be di cult given the mirror attractor phenomena (every cluster might end up with an opposite). As a methodological aspect, Hop eld was compared with kmeans and OPTICS clustering algorithms. The last one, surprisingly, hints at the possibility of creating a high precision model that di erentiates between luminal, HER2-enriched and basal samples using only 10 genes. The normalization procedure of dividing gene expression values by their corresponding gene copy number appears to have contributed to the results. This opens up the possibility of exploring these kind of prediction models for implementing diagnostic tests at a lower cost

Super-resolution mapping

Super-resolution mapping is becoming an increasing important technique in remote sensing for land cover mapping at a sub-pixel scale from coarse spatial resolution imagery. The potential of this technique could increase the value of the low cost coarse spatial resolution imagery. Among many types of land cover patches that can be represented by the super-resolution mapping, the prediction of patches smaller than an image pixel is one of the most difficult. This is because of the lack of information on the existence and spatial extend of the small land cover patches. Another difficult problem is to represent the location of small patches accurately. This thesis focuses on the potential of super-resolution mapping for accurate land cover mapping, with particular emphasis on the mapping of small patches. Popular super-resolution mapping techniques such as pixel swapping and the Hopfield neural network are used as well as a new method proposed. Using a Hopfield neural network (HNN) for super-resolution mapping, the best parameters and configuration to represent land cover patches of different sizes, shapes and mosaics are investigated. In addition, it also shown how a fusion of time series coarse spatial resolution imagery, such as daily MODIS 250 m images, can aid the determination of small land cover patch locations, thus reducing the spatial variability of the representation of such patches. Results of the improved HNN using a time series images are evaluated in a series of assessments, and demonstrated to be superior in terms of mapping accuracy than that of the standard techniques. A novel super-resolution mapping technique based on halftoning concept is presented as an alternative solution for the super-resolution mapping. This new technique is able to represent more land cover patches than the standard techniques