1,720,959 research outputs found
Tensor representation in high-frequency financial data for price change prediction
No full textNowadays, with the availability of massive amount of trade data collected, the dynamics of the financial markets pose both a challenge and an opportunity for high frequency traders. In order to take advantage of the rapid, subtle movement of assets in High Frequency Trading (HFT), an automatic algorithm to analyze and detect patterns of price change based on transaction records must be available. The multichannel, time-series representation of financial data naturally suggests tensor-based learning algorithms. In this work, we investigate the effectiveness of two multilinear methods for the mid-price prediction problem against other existing methods. The experiments in a large scale dataset which contains more than 4 millions limit orders show that by utilizing tensor representation, multilinear models outperform vector-based approaches and other competing ones
Efficient Design, Training, and Deployment of Artificial Neural Networks
Full text linkOver the last decade, artificial neural networks, especially deep neural networks, have emerged as the main modeling tool in Machine Learning, allowing us to tackle an increasing number of real-world problems in various fields, most notably, in computer vision, natural language processing, biomedical and financial analysis. The success of deep neural networks can be attributed to many factors, namely the increasing amount of data available, the developments of dedicated hardware, the advancements in optimization techniques, and especially the invention of novel neural network architectures. Nowadays, state-of-the-arts neural networks that achieve the best performance in any field are usually formed by several layers, comprising millions, or even billions of parameters. Despite spectacular performances, optimizing a single state-of- the-arts neural network often requires a tremendous amount of computation, which can take several days using high-end hardware. More importantly, it took several years of experimentation for the community to gradually discover effective neural network architectures, moving from AlexNet, VGGNet, to ResNet, and then DenseNet. In addition to the expensive and time-consuming experimentation process, deep neural networks, which require powerful processors to operate during the deployment phase, cannot be easily deployed to mobile or embedded devices. For these reasons, improving the design, training, and deployment of deep neural networks has become an important area of research in the Machine Learning field.
This thesis makes several contributions in the aforementioned research area, which can be grouped into two main categories. The first category consists of research works that focus on designing efficient neural network architectures not only in terms of accuracy but also computational complexity. In the first contribution under this category, the computational efficiency is first addressed at the filter level through the incorporation of a handcrafted design for convolutional neural networks, which are the basis of most deep neural networks. More specifically, the multilinear convolution filter is proposed to replace the linear convolution filter, which is a fundamental element in a convolutional neural network. The new filter design not only better captures multidimensional structures inherent in CNNs but also requires far fewer parameters to be estimated. While using efficient algebraic transforms and approximation techniques to tackle the design problem can significantly reduce the memory and computational footprint of neural network models, this approach requires a lot of trial and error. In addition, the simple neuron model used in most neural networks nowadays, which only performs a linear transformation followed by a nonlinear activation, cannot effectively mimic the diverse activities of biological neurons. For this reason, the second and third contributions transition from a handcrafted, manual design approach to an algorithmic approach in which the type of transformations performed by each neuron as well as the topology of neural networks are optimized in a systematic and completely data-dependent manner. As a result, the algorithms proposed in the second and third contributions are capable of designing highly accurate and compact neural networks while requiring minimal human efforts or intervention in the design process.
Despite significant progress has been made to reduce the runtime complexity of neural network models on embedded devices, the majority of them have been demonstrated on powerful embedded devices, which are costly in applications that require large-scale deployment such as surveillance systems. In these scenarios, complete on-device processing solutions can be infeasible. On the contrary, hybrid solutions, where some preprocessing steps are conducted on the client side while the heavy computation takes place on the server side, are more practical. The second category of contributions made in this thesis focuses on efficient learning methodologies for hybrid solutions that take into ac- count both the signal acquisition and inference steps. More concretely, the first contribution under this category is the formulation of the Multilinear Compressive Learning framework in which multidimensional signals are compressively acquired, and inference is made based on the compressed signals, bypassing the signal reconstruction step. In the second contribution, the relationships be- tween the input signal resolution, the compression rate, and the learning performance of Multilinear Compressive Learning systems are empirically analyzed systematically, leading to the discovery of a surrogate performance indicator that can be used to approximately rank the learning performances of different sensor configurations without conducting the entire optimization process. Nowadays, many communication protocols provide support for adaptive data transmission to maximize the data throughput and minimize energy consumption depending on the network’s strength. The last contribution of this thesis proposes an extension of the Multilinear Compressive Learning framework with an adaptive compression capability, which enables us to take advantage of the adaptive rate transmission feature in existing communication protocols to maximize the informational content throughput of the whole system.
Finally, all methodological contributions of this thesis are accompanied by extensive empirical analyses demonstrating their performance and computational advantages over existing methods in different computer vision applications such as object recognition, face verification, human activity classification, and visual information retrieval
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Dispelling the Myths Behind First-author Citation Counts
Full text linkWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
koamabayili/VECTRON-author-checklist: VECTRON author checklist
No full textWe have done our best to complete the author checklist relating to the use of animals in the hut study. Note that the objective for the hut study was to evaluate the IRS treatment applications for residual efficacy against Anopheles mosquitoes, including the local An. coluzzii mosquito population. Cows were only used to attract mosquitoes into the huts and no tests were carried out directly on the cows. The author checklist is intended for use with studies where experiments are carried out on animals, which is why we have had such difficulty in completing this for the hut study, as many of the questions do not relate to how the cows were used
Author-wise bibliometric analysis based on entropy.
No full textAuthor-wise bibliometric analysis based on entropy.</p
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