Is GPT4 a Good Trader?

Recently, large language models (LLMs), particularly GPT-4, have demonstrated significant capabilities in various planning and reasoning tasks \cite{cheng2023gpt4,bubeck2023sparks}. Motivated by these advancements, there has been a surge of interest among researchers to harness the capabilities of GPT-4 for the automated design of quantitative factors that do not overlap with existing factor libraries, with an aspiration to achieve alpha returns \cite{webpagequant}. In contrast to these work, this study aims to examine the fidelity of GPT-4's comprehension of classic trading theories and its proficiency in applying its code interpreter abilities to real-world trading data analysis. Such an exploration is instrumental in discerning whether the underlying logic GPT-4 employs for trading is intrinsically reliable. Furthermore, given the acknowledged interpretative latitude inherent in most trading theories, we seek to distill more precise methodologies of deploying these theories from GPT-4's analytical process, potentially offering invaluable insights to human traders. To achieve this objective, we selected daily candlestick (K-line) data from specific periods for certain assets, such as the Shanghai Stock Index. Through meticulous prompt engineering, we guided GPT-4 to analyze the technical structures embedded within this data, based on specific theories like the Elliott Wave Theory. We then subjected its analytical output to manual evaluation, assessing its interpretative depth and accuracy vis-\`a-vis these trading theories from multiple dimensions. The results and findings from this study could pave the way for a synergistic amalgamation of human expertise and AI-driven insights in the realm of trading

BAYHENN: Combining Bayesian Deep Learning and Homomorphic Encryption for Secure DNN Inference

Recently, deep learning as a service (DLaaS) has emerged as a promising way to facilitate the employment of deep neural networks (DNNs) for various purposes. However, using DLaaS also causes potential privacy leakage from both clients and cloud servers. This privacy issue has fueled the research interests on the privacy-preserving inference of DNN models in the cloud service. In this paper, we present a practical solution named BAYHENN for secure DNN inference. It can protect both the client's privacy and server's privacy at the same time. The key strategy of our solution is to combine homomorphic encryption and Bayesian neural networks. Specifically, we use homomorphic encryption to protect a client's raw data and use Bayesian neural networks to protect the DNN weights in a cloud server. To verify the effectiveness of our solution, we conduct experiments on MNIST and a real-life clinical dataset. Our solution achieves consistent latency decreases on both tasks. In particular, our method can outperform the best existing method (GAZELLE) by about 5x, in terms of end-to-end latency.Comment: accepted by IJCAI 2019; camera read

G2C: A Generator-to-Classifier Framework Integrating Multi-Stained Visual Cues for Pathological Glomerulus Classification

Pathological glomerulus classification plays a key role in the diagnosis of nephropathy. As the difference between different subcategories is subtle, doctors often refer to slides from different staining methods to make decisions. However, creating correspondence across various stains is labor-intensive, bringing major difficulties in collecting data and training a vision-based algorithm to assist nephropathy diagnosis. This paper provides an alternative solution for integrating multi-stained visual cues for glomerulus classification. Our approach, named generator-to-classifier (G2C), is a two-stage framework. Given an input image from a specified stain, several generators are first applied to estimate its appearances in other staining methods, and a classifier follows to combine visual cues from different stains for prediction (whether it is pathological, or which type of pathology it has). We optimize these two stages in a joint manner. To provide a reasonable initialization, we pre-train the generators in an unlabeled reference set under an unpaired image-to-image translation task, and then fine-tune them together with the classifier. We conduct experiments on a glomerulus type classification dataset collected by ourselves (there are no publicly available datasets for this purpose). Although joint optimization slightly harms the authenticity of the generated patches, it boosts classification performance, suggesting more effective visual cues are extracted in an automatic way. We also transfer our model to a public dataset for breast cancer classification, and outperform the state-of-the-arts significantly.Comment: Accepted by AAAI 201

VDC: Versatile Data Cleanser for Detecting Dirty Samples via Visual-Linguistic Inconsistency

The role of data in building AI systems has recently been emphasized by the emerging concept of data-centric AI. Unfortunately, in the real-world, datasets may contain dirty samples, such as poisoned samples from backdoor attack, noisy labels in crowdsourcing, and even hybrids of them. The presence of such dirty samples makes the DNNs vunerable and unreliable.Hence, it is critical to detect dirty samples to improve the quality and realiability of dataset. Existing detectors only focus on detecting poisoned samples or noisy labels, that are often prone to weak generalization when dealing with dirty samples from other domains.In this paper, we find a commonality of various dirty samples is visual-linguistic inconsistency between images and associated labels. To capture the semantic inconsistency between modalities, we propose versatile data cleanser (VDC) leveraging the surpassing capabilities of multimodal large language models (MLLM) in cross-modal alignment and reasoning.It consists of three consecutive modules: the visual question generation module to generate insightful questions about the image; the visual question answering module to acquire the semantics of the visual content by answering the questions with MLLM; followed by the visual answer evaluation module to evaluate the inconsistency.Extensive experiments demonstrate its superior performance and generalization to various categories and types of dirty samples.Comment: 22 pages,5 figures,17 table

Semantic Equivariant Mixup

Mixup is a well-established data augmentation technique, which can extend the training distribution and regularize the neural networks by creating ''mixed'' samples based on the label-equivariance assumption, i.e., a proportional mixup of the input data results in the corresponding labels being mixed in the same proportion. However, previous mixup variants may fail to exploit the label-independent information in mixed samples during training, which usually contains richer semantic information. To further release the power of mixup, we first improve the previous label-equivariance assumption by the semantic-equivariance assumption, which states that the proportional mixup of the input data should lead to the corresponding representation being mixed in the same proportion. Then a generic mixup regularization at the representation level is proposed, which can further regularize the model with the semantic information in mixed samples. At a high level, the proposed semantic equivariant mixup (sem) encourages the structure of the input data to be preserved in the representation space, i.e., the change of input will result in the obtained representation information changing in the same way. Different from previous mixup variants, which tend to over-focus on the label-related information, the proposed method aims to preserve richer semantic information in the input with semantic-equivariance assumption, thereby improving the robustness of the model against distribution shifts. We conduct extensive empirical studies and qualitative analyzes to demonstrate the effectiveness of our proposed method. The code of the manuscript is in the supplement.Comment: Under revie