Applications of Deep Learning in Financial Intermediation: A Systematic Literature Review

Abstract In finance, an infinite amount of datais generated daily, which is important for decision-making in the business world. Consequently, there is a need to create models that help to process and interpret this data. Deep learning has demonstrated important advances in the processing of large amounts of data, and for this reason, the objective of this systematic review of literature corresponds to the search for applications, deep learning model and techniques that were used to solve problems in the financial area. For this purpose, out of 346 articles found, 20 were selected that met the inclusion and exclusion criteria corresponding to the research questions. Among the most common applications, models, and techniques were: prediction in market actions, sales forecasting, detection of fraud risks and tax evasion; with respect to the models, convolutional neural networks CNN and recurrent neural networks RNN were among the most executed; the ReLu and Sigmoid techniques turned out to be the most used in these models.   Keywords: deep learning, finance, machine learning, Convolutional Neural Network CNN, Recurrent Neural Network RN

Vies moyennes de niveaux de 53Mn excités par la réaction 50Cr (α, pγ)53Mn

Les propriétés électromagnétiques du noyau 53Mn sont étudiées à l'aide de la réaction 50Cr(α, pγ)53Mn à Eα = 14,5 MeV. Les rayonnements γ sont détectés en coïncidence avec les groupes de protons observés à l'aide d'un détecteur annulaire placé à 180° dans l'axe du faisceau. Des rapports d'embranchement de transitions γ sont donnés. La méthode d'atténuation de l'effet Doppler a été utilisée pour déduire les vies moyennes : niveau de 3,42 MeV, τ = 1,0 +0,6-0,4 ps ; niveau de 3,44 MeV, τ = 0,13 +0,05-0,04ps ; niveau de 4,15 MeV, τ = 0,07 ± 0,02 ps. Pour les niveaux à Ex < 3 MeV nos valeurs de τ sont en accord avec des résultats obtenus ailleurs. Pour le niveau de 3,44 MeV nous déduisons Jπ = 15/2- sans ambiguïté. Certaines probabilités de transitions B(M1) et B(E2) sont déterminées et comparées aux prédictions des modèles récents

Estimation and comparison of benefits due to feeding hay and silage during the dry season on commercial dual-purpose cattle production systems in Honduras and Costa Rica

Smallholders with dual-purpose cattle production systems in most Central America experience a shortage of forages during the dry season (4-8 month. As a result, substantially lower milk production and weight gain occurs. Dual-purpose operations seeking to maximize milk and beef production in the dry season can produce and feed hay or silage to their livestock. The increase in milk and beef production due to feeding hay or silage during the dry season on commercial dual-purpose cattle productions systems, the production costs of making silage or hay and the benefits as a result of feeding silage or hay are estimated and compared in Honduras and Costa Rica. Due to feeding silage or hay, farmers in Honduras and Costa Rica have increased milk production during the dry season. The costs of feeding hay are lower in both countries, although farmers feed a higher amount (kg DM/cow/ day) than silage. Feeding silage or hay to milking cows is profitable in both countries. The income-cost ratio and the net benefit ($/ cow/day) due to feeding these feedstuffs are positive. Farmers with milking cows in Honduras realise a higher income-cost ratio and net benefit due to feeding silage and hay than farmers in Costa Rica. Likewise, beef cows or young livestock supplemented with these feeding alternatives don't loose weight during the dry season. In Honduras as well in Costa Rica, it is profitable to feed silage or hay to beef cows or young livestock. Currently, no silage and a small hay market exist in Honduras. Possibly, these will develop due to an increasing demand for these profitable feedstuffs. In Costa Rica thanks to the efforts of agricultural organisations, a hay market of different qualities is developing

Analyzing Explosive Volcanic Deposits From Satellite‐Based Radar Backscatter, Volcán de Fuego, 2018

Satellite radar backscatter has the potential to provide useful information about the progression of volcanic eruptions when optical, ground-based, or radar phase-based measurements are limited. However, backscatter changes are complex and challenging to interpret: explosive deposits produce different signals depending on pre-existing ground cover, radar parameters and eruption characteristics. We use high temporal- and spatial-resolution backscatter imagery to examine the emplacement and alteration of pyroclastic density currents (PDCs), lahar and ash deposits from the June 2018 eruption of Volcán de Fuego, Guatemala, using observatory reports and rainfall gauge data to ground truth our observations. We use a temporally dense time series of backscatter data to reduce noise and extract deposit areas. We observe backscatter changes in six drainages, the largest deposit was 11.9-km-long that altered an area of 6.3 urn:x-wiley:21699313:media:jgrb55183:jgrb55183-math-0001 and had a thickness of 10.5 urn:x-wiley:21699313:media:jgrb55183:jgrb55183-math-00022 m in the lower sections as estimated from radar shadows. The 3 June eruption also produced backscatter signal over an area of 40 urn:x-wiley:21699313:media:jgrb55183:jgrb55183-math-0003, consistent with reported ashfall. We use transient patterns in backscatter time series to identify nine periods of high lahar activity in a single drainage system between June and October 2018. We find that the characterisation of subtle backscatter signals associated with explosive eruptions are best observed with (1) radiometric terrain calibration, (2) speckle correction, and (3) consideration of pre-existing scattering properties. Our observations demonstrate that SAR backscatter can capture the emplacement and subsequent alteration of a range of explosive deposits, allowing the progression of an explosive eruption to be monitored

Tracking the moisture transport from the Pacific towards Central and northern South America since the late 19th century

In this paper, we develop an instrumental index based on historical wind direction observations aimed to quantify the moisture transport from the tropical Pacific to Central and northern South America at a monthly scale. This transport is mainly driven by the so-called “Chocó jet”, a low-level westerly jet whose core is located at 5◦ N and 80◦ W. The Chocó jet is profoundly related to the dynamics of the Intertropical Convergence Zone in the eastern equatorial Pacific and it is responsible for up to 30 % of the total precipitation in these areas. We have been able to produce an index for this transport starting in the 19th century, adding almost a century of data to previous comparable indices. Our results indicate that the seasonal distribution of the precipitation in Central America has changed throughout the 20th century as a response to the changes in the Chocó jet, decreasing (increasing) its strength in July (September). Additionally, we have found that in general, the relationship between the Chocó jet and the El Niño–Southern Oscillation has been remarkably stable throughout the entire 20th century, a finding particularly significant because the stability of this relation is usually the basis of the hydrologic reconstructions in northern South America

Results from a Prototype Proton-CT Head Scanner

We are exploring low-dose proton radiography and computed tomography (pCT) as techniques to improve the accuracy of proton treatment planning and to provide artifact-free images for verification and adaptive therapy at the time of treatment. Here we report on comprehensive beam test results with our prototype pCT head scanner. The detector system and data acquisition attain a sustained rate of more than a million protons individually measured per second, allowing a full CT scan to be completed in six minutes or less of beam time. In order to assess the performance of the scanner for proton radiography as well as computed tomography, we have performed numerous scans of phantoms at the Northwestern Medicine Chicago Proton Center including a custom phantom designed to assess the spatial resolution, a phantom to assess the measurement of relative stopping power, and a dosimetry phantom. Some images, performance, and dosimetry results from those phantom scans are presented together with a description of the instrument, the data acquisition system, and the calibration methods.Comment: Conference on the Application of Accelerators in Research and Industry, CAARI 2016, 30 October to 4 November 2016, Ft. Worth, TX, US

Evaluación del target strength de juveniles de atún rojo (Thunnus thynnus) en jaulas marinas

En los últimos años, el Instituto Español de Oceanografía (IEO) ha maximizado sus esfuerzos en desarrollar mecanismos para la cría en cautividad del atún rojo (Thunnus thynnus), cuyo ciclo completo está a punto de cerrarse. Este trabajo presenta los resultados obtenidos tras realizar mediciones acústicas con una ecosonda científica y un transductor split-beam en jaulas marinas donde los atunes, nacidos en cautividad, se separan en tres tamaños. La combinación de los datos acústicos y de los muestreos biométricos (obtenidos ópticamente) permite establecer una relación entre la longitud de los peces y el valor del target stregth (TS) devuelto por dichos peces.In recent years, the Spanish Institute of Oceanography (IEO) has maximized its efforts on developing mechanisms for the breeding of bluefin tuna (Thunnus thynnus), whose complete cycle is near to be closed. In this paper, acoustic measurements performed on young tuna cages (with scientific echosounder and split-beam transducer) are presented. Tuna housed in the cages were born in captivity and they are divided in three cages according to their size. The combination of the acoustic and biometric data (obtained with stereoscopic system) allow to establish a relationship between representative tuna length in each cage and the target strength (TS)

Coincidence measurement of residues and light particles in the reaction 56Fe+p at 1 GeV per nucleon with SPALADIN

The spallation of $^{56}$Fe in collisions with hydrogen at 1 A GeV has been studied in inverse kinematics with the large-aperture setup SPALADIN at GSI. Coincidences of residues with low-center-of-mass kinetic energy light particles and fragments have been measured allowing the decomposition of the total reaction cross-section into the different possible de-excitation channels. Detailed information on the evolution of these de-excitation channels with excitation energy has also been obtained. The comparison of the data with predictions of several de-excitation models coupled to the INCL4 intra-nuclear cascade model shows that only GEMINI can reasonably account for the bulk of collected results, indicating that in a light system with no compression and little angular momentum, multifragmentation might not be necessary to explain the data.Comment: 4 pages, 5 figures, revised version accepted in Phys. Rev. Let

Spallation Residues in the Reaction 56Fe + p at 0.3, 0.5, 0.75, 1.0 and 1.5 A GeV

The spallation residues produced in the bombardment of 56}Fe at 1.5, 1.0, 0.75, 0.5 and 0.3 A GeV on a liquid-hydrogen target have been measured using the reverse kinematics technique and the Fragment Separator at GSI (Darmstadt). This technique has permitted the full identification in charge and mass of all isotopes produced with cross-sections larger than 10^{-2} mb down to Z=8. Their individual production cross-sections and recoil velocities at the five energies are presented. Production cross-sections are compared to previously existing data and to empirical parametric formulas, often used in cosmic-ray astrophysics. The experimental data are also extensively compared to different combinations of intra-nuclear cascade and de-excitation models. It is shown that the yields of the lightest isotopes cannot be accounted for by standard evaporation models. The GEMINI model, which includes an asymmetric fission decay mode, gives an overall good agreement with the data. These experimental data can be directly used for the estimation of composition modifications and damages in materials containing iron in spallation sources. They are also useful for improving high precision cosmic-ray measurements.Comment: Submited to Phys. Rev. C (10/2006