Miracle-dz/UniFAR-FTUs huggingface dataset:
Deep Reinforcement Learning for Optimal Stopping with Application in Financial Engineering

Optimal stopping is the problem of deciding the right time at which to take a particular action in a stochastic system, in order to maximize an expected reward. It has many applications in areas such as finance, healthcare, and statistics. In this paper, we employ deep Reinforcement Learning (RL) to learn optimal stopping policies in two financial engineering applications: namely option pricing, and optimal option exercise. We present for the first time a comprehensive empirical evaluation of the quality of optimal stopping policies identified by three state of the art deep RL algorithms: double deep Q-learning (DDQN), categorical distributional RL (C51), and Implicit Quantile Networks (IQN). In the case of option pricing, our findings indicate that in a theoretical Black-Schole environment, IQN successfully identifies nearly optimal prices. On the other hand, it is slightly outperformed by C51 when confronted to real stock data movements in a put option exercise problem that involves assets from the S&P500 index. More importantly, the C51 algorithm is able to identify an optimal stopping policy that achieves 8% more out-of-sample returns than the best of four natural benchmark policies. We conclude with a discussion of our findings which should pave the way for relevant future research.
Mill.jl and JsonGrinder.jl: automated differentiable feature extraction for learning from raw JSON data

Learning from raw data input, thus limiting the need for manual feature engineering, is one of the key components of many successful applications of machine learning methods. While machine learning problems are often formulated on data that naturally translate into a vector representation suitable for classifiers, there are data sources, for example in cybersecurity, that are naturally represented in diverse files with a unifying hierarchical structure, such as XML, JSON, and Protocol Buffers. Converting this data to vector (tensor) representation is generally done by manual feature engineering, which is laborious, lossy, and prone to human bias about the importance of particular features. Mill and JsonGrinder is a tandem of libraries, which fully automates the conversion. Starting with an arbitrary set of JSON samples, they create a differentiable machine learning model capable of infer from further JSON samples in their raw form.
More Similar Values, More Trust? - the Effect of Value Similarity on Trust in Human-Agent Interaction

As AI systems are increasingly involved in decision making, it also becomes important that they elicit appropriate levels of trust from their users. To achieve this, it is first important to understand which factors influence trust in AI. We identify that a research gap exists regarding the role of personal values in trust in AI. Therefore, this paper studies how human and agent Value Similarity (VS) influences a human's trust in that agent. To explore this, 89 participants teamed up with five different agents, which were designed with varying levels of value similarity to that of the participants. In a within-subjects, scenario-based experiment, agents gave suggestions on what to do when entering the building to save a hostage. We analyzed the agent's scores on subjective value similarity, trust and qualitative data from open-ended questions. Our results show that agents rated as having more similar values also scored higher on trust, indicating a positive effect between the two. With this result, we add to the existing understanding of human-agent trust by providing insight into the role of value-similarity.
Origins of ECG and Evolution of Automated DSP Techniques: A Review

Over the years researchers have studied the evolution of Electrocardiogram (ECG) and the complex classification of cardiovascular diseases. This review focuses on the evolution of the ECG and covers the most recent signal processing schemes with milestones over the last 150 years in a systematic manner. Development phases of ECG, ECG leads, portable ECG monitors, Signal Processing schemes and Complex Transformations are discussed. This paper summarizes the development of ECG features detection for cardiac anomalies and the history of the development of ECG monitors, beginning from String Galvanometer. It also discusses the automated detections on ECG beginning from 1960 to the most recent signal processing techniques. Additionally, this paper provides recommendations.
Machine learning on knowledge graphs for context-aware security monitoring

Machine learning techniques are gaining attention in the context of intrusion detection due to the increasing amounts of data generated by monitoring tools, as well as the sophistication displayed by attackers in hiding their activity. However, existing methods often exhibit important limitations in terms of the quantity and relevance of the generated alerts. Recently, knowledge graphs are finding application in the cybersecurity domain, showing the potential to alleviate some of these drawbacks thanks to their ability to seamlessly integrate data from multiple domains using human-understandable vocabularies. We discuss the application of machine learning on knowledge graphs for intrusion detection and experimentally evaluate a link-prediction method for scoring anomalous activity in industrial systems. After initial unsupervised training, the proposed method is shown to produce intuitively well-calibrated and interpretable alerts in a diverse range of scenarios, hinting at the potential benefits of relational machine learning on knowledge graphs for intrusion detection purposes.
rx-anon - A Novel Approach on the De-Identification of Heterogeneous Data based on a Modified Mondrian Algorithm

Traditional approaches for data anonymization consider relational data and textual data independently. We propose rx-anon, an anonymization approach for heterogeneous semi-structured documents composed of relational and textual attributes. We map sensitive terms extracted from the text to the structured data. This allows us to use concepts like 𝑘 -anonymity to generate a joint, privacy-preserved version of the heterogeneous data input. We introduce the concept of redundant sensitive information to consistently anonymize the heterogeneous data. To control the influence of anonymization over unstructured textual data versus structured data attributes, we introduce a modified, parameterized Mondrian algorithm. The parameter 𝜆 allows to give different weights on the relational and textual attributes during the anonymization process. We evaluate our approach with two real-world datasets using a Normalized Certainty Penalty score, adapted to the problem of jointly anonymizing relational and textual data. The results show that our approach is capable of reducing information loss by using the tuning parameter to control the Mondrian partitioning while guaranteeing 𝑘 -anonymity for relational attributes as well as for sensitive terms. As rx-anon is a framework approach, it can be reused and extended by other anonymization algorithms, privacy models, and textual similarity metrics. Extended Technical Report . To cite this work please refer to: Fabian Singhofer, Aygul Garifullina, Mathias Kern, Ansgar Scherp: A novel approach on the joint de-identification of textual and relational data with a modified Mondrian algorithm . DocEng 2021: 14:1-14:10. Access the BibTeX.
Answering Product-Questions by Utilizing Questions from Other Contextually Similar Products

Predicting the answer to a product-related question is an emerging field of research that recently attracted a lot of attention. Answering subjective and opinion-based questions is most challenging due to the dependency on customer generated content. Previous works mostly focused on review-aware answer prediction; however, these approaches fail for new or unpopular products, having no (or only a few) reviews at hand. In this work, we propose a novel and complementary approach for predicting the answer for such questions, based on the answers for similar questions asked on similar products. We measure the contextual similarity between products based on the answers they provide for the same question. A mixture-of-expert framework is used to predict the answer by aggregating the answers from contextually similar products. Empirical results demonstrate that our model outperforms strong baselines on some segments of questions, namely those that have roughly ten or more similar resolved questions in the corpus. We additionally publish two large-scale datasets used in this work, one is of similar product question pairs, and the second is of product question-answer pairs.
VSGM - Enhance robot task understanding ability through visual semantic graph

In recent years, developing AI for robotics has raised much attention. The interaction of vision and language of robots is particularly difficult. We consider that giving robots an understanding of visual semantics and language semantics will improve inference ability. In this paper, we propose a novel method-VSGM (Visual Semantic Graph Memory), which uses the semantic graph to obtain better visual image features, improve the robot's visual understanding ability. By providing prior knowledge of the robot and detecting the objects in the image, it predicts the correlation between the attributes of the object and the objects and converts them into a graph-based representation; and mapping the object in the image to be a top-down egocentric map. Finally, the important object features of the current task are extracted by Graph Neural Networks. The method proposed in this paper is verified in the ALFRED (Action Learning From Realistic Environments and Directives) dataset. In this dataset, the robot needs to perform daily indoor household tasks following the required language instructions. After the model is added to the VSGM, the task success rate can be improved by 6~10%.
Unsupervised mapping of phase diagrams of 2D systems from infinite projected entangled-pair states via deep anomaly detection

We demonstrate how to map out the phase diagram of a two dimensional quantum many body system with no prior physical knowledge by applying deep anomaly detection to ground states from infinite projected entangled pair state simulations. As a benchmark, the phase diagram of the 2D frustrated bilayer Heisenberg model is analyzed, which exhibits a second-order and two first-order quantum phase transitions. We show that in order to get a good qualitative picture of the transition lines, it suffices to use data from the cost-efficient simple update optimization. Results are further improved by post-selecting ground-states based on their energy at the cost of contracting the tensor network once. Moreover, we show that the mantra of ``more training data leads to better results'' is not true for the learning task at hand and that, in principle, one training example suffices for this learning task. This puts the necessity of neural network optimizations for these learning tasks in question and we show that, at least for the model and data at hand, a simple geometric analysis suffices.
Women’s Participation in Open Source Software: A Survey of the Literature

Women are underrepresented in Open Source Software (OSS) projects, as a result of which, not only do women lose career and skill development opportunities, but the projects themselves suffer from a lack of diversity of perspectives. Practitioners and researchers need to understand more about the phenomenon; however, studies about women in open source are spread across multiple fields, including information systems, software engineering, and social science. This article systematically maps, aggregates, and synthesizes the state-of-the-art on women’s participation in OSS. It focuses on women contributors’ representation and demographics, how they contribute, their motivations and challenges, and strategies employed by communities to attract and retain women. We identified 51 articles (published between 2000 and 2021) that investigated women’s participation in OSS. We found evidence in these papers about who are the women who contribute, what motivates them to contribute, what types of contributions they make, challenges they face, and strategies proposed to support their participation. According to these studies, only about 5% of projects were reported to have women as core developers, and women authored less than 5% of pull-requests, but had similar or even higher rates of pull-request acceptances than men. Women make both code and non-code contributions, and their motivations to contribute include learning new skills, altruism, reciprocity, and kinship. Challenges that women face in OSS are mainly social, including lack of peer parity and non-inclusive communication from a toxic culture. We found 10 strategies reported in the literature, which we mapped to the reported challenges. Based on these results, we provide guidelines for future research and practice.
The Minimax Estimator of the Average Treatment Effect, among Linear Combinations of Estimators of Bounded Conditional Average Treatment Effects

I consider estimation of the average treatment effect (ATE), in a population composed of $G$ groups, when one has unbiased and uncorrelated estimators of each group's conditional average treatment effect (CATE). These conditions are met in stratified randomized experiments. I assume that the outcome is homoscedastic, and that each CATE is bounded in absolute value by $B$ standard deviations of the outcome, for some known $B$. I derive, across all linear combinations of the CATEs' estimators, the estimator of the ATE with the lowest worst-case mean-squared error. This minimax-linear estimator assigns a weight equal to group $g$'s share in the population to the most precisely estimated CATEs, and a weight proportional to one over the estimator's variance to the least precisely estimated CATEs. I also derive the minimax-linear estimator when the CATEs' estimators are positively correlated, a condition that may be met by differences-in-differences estimators in staggered adoption designs.
POINTREC: A Test Collection for Narrative-driven Point of Interest Recommendation

This paper presents a test collection for contextual point of interest (POI) recommendation in a narrative-driven scenario. There, user history is not available, instead, user requests are described in natural language. The requests in our collection are manually collected from social sharing websites, and are annotated with various types of metadata, including location, categories, constraints, and example POIs. These requests are to be resolved from a dataset of POIs, which are collected from a popular online directory, and are further linked to a geographical knowledge base and enriched with relevant web snippets. Graded relevance assessments are collected using crowdsourcing, by pooling both manual and automatic recommendations, where the latter serve as baselines for future performance comparison. This resource supports the development of novel approaches for end-to-end POI recommendation as well as for specific semantic annotation tasks on natural language requests.
IT ambidexterity and patient agility: the mediating role of digital dynamic capability

Despite a wealth of attention for information technology (IT)-enabled transformation in healthcare research, limited attention has been given to IT’s role in developing specific organizational capabilities to respond to patients’ needs and wishes adequately. This paper investigates how hospital departments can leverage the equivocal capacity to explore and exploit IT resources and practices, i.e., IT ambidexterity, to adequately sense and respond to patients’ needs and demands, i.e., patient agility. Following the dynamic capabilities view, this research develops a research model and tests it accordingly using data obtained from 107 clinical hospital departments from the Netherlands through an online survey. The model’s hypothesized relationships are tested using structural equation modeling (SEM). The outcomes demonstrate the significance of IT ambidexterity in developing a digital dynamic capability that, in turn, positively influences patient agility. The study outcomes can be used to transform clinical practice and contribute to the current IS knowledge base.
Modelling short-term precipitation extremes with the blended generalised extreme value distribution

The yearly maxima of short-term precipitation are modelled to produce improved spatial maps of return levels over the south of Norway. The newly proposed blended generalised extreme value (bGEV) distribution is used as a substitute for the more standard generalised extreme value (GEV) distribution in order to simplify inference. Yearly precipitation maxima are modelled using a Bayesian hierarchical model with a latent Gaussian field. Fast inference is performed using the framework of integrated nested Laplace approximations (INLA). Inference is made less wasteful with a two-step procedure that performs separate modelling of the scale parameter of the bGEV distribution using peaks over threshold data. Our model provides good estimates for large return levels of short-term precipitation, and it outperforms standard block maxima models.
Value Function is All You Need: A Unified Learning Framework for Ride Hailing Platforms

Large ride-hailing platforms, such as DiDi, Uber and Lyft, connect tens of thousands of vehicles in a city to millions of ride demands throughout the day, providing great promises for improving transportation efficiency through the tasks of order dispatching and vehicle repositioning. Existing studies, however, usually consider the two tasks in simplified settings that hardly address the complex interactions between the two, the real-time fluctuations between supply and demand, and the necessary coordinations due to the large-scale nature of the problem. In this paper we propose a unified value-based dynamic learning framework (V1D3) for tackling both tasks. At the center of the framework is a globally shared value function that is updated continuously using online experiences generated from real-time platform transactions. To improve the sample-efficiency and the robustness, we further propose a novel periodic ensemble method combining the fast online learning with a large-scale offline training scheme that leverages the abundant historical driver trajectory data. This allows the proposed framework to adapt quickly to the highly dynamic environment, to generalize robustly to recurrent patterns and to drive implicit coordinations among the population of managed vehicles. Extensive experiments based on real-world datasets show considerably improvements over other recently proposed methods on both tasks. Particularly, V1D3 outperforms the first prize winners of both dispatching and repositioning tracks in the KDD Cup 2020 RL competition, achieving state-of-the-art results on improving both total driver income and user experience related metrics.
Interventions with Inversity in Unknown Networks Can Help Regulate Contagion

Network intervention problems often benefit from selecting a highly-connected node to perform interventions using these nodes, e.g. immunization. However, in many network contexts, the structure of network connections is unknown, leading to a challenge. We develop and examine the mathematical properties of two distinct informationally light strategies, a novel global strategy and local strategy, that yield higher degree nodes in virtually any network structure. We further identify a novel network property called Inversity, whose sign determines which of the two strategies, local or global, will be most effective for a network. We demonstrate that local and global strategies obtain a several-fold improvement in node degree relative to a random selection benchmark for generated and real networks (including contact, affiliation and online networks). In some networks, they achieve a 100-fold improvement. We show how these new strategies can be used to control contagion of an epidemic spreading across a set of village networks, finding that the strategies developed here require far fewer ($<50\%$) nodes to be immunized, relative to the random strategy baseline. Prior research has typically used the complete network structure to choose nodes for optimal seeding. The relevant network is often costly to collect, and is privacy-invasive, requiring knowing each person's network neighbors, and might not be possible to obtain for time-sensitive interventions. Our interventions are less invasive of individual privacy, since each selected node only needs to nominate some network neighbors for intervention, while mathematically guaranteed to provide better connected nodes.
Partner Matters! An Empirical Study on Fusing Personas for Personalized Response Selection in Retrieval-Based Chatbots

Persona can function as the prior knowledge for maintaining the consistency of dialogue systems. Most of previous studies adopted the self persona in dialogue whose response was about to be selected from a set of candidates or directly generated, but few have noticed the role of partner in dialogue. This paper makes an attempt to thoroughly explore the impact of utilizing personas that describe either self or partner speakers on the task of response selection in retrieval-based chatbots. Four persona fusion strategies are designed, which assume personas interact with contexts or responses in different ways. These strategies are implemented into three representative models for response selection, which are based on the Hierarchical Recurrent Encoder (HRE), Interactive Matching Network (IMN) and Bidirectional Encoder Representations from Transformers (BERT) respectively. Empirical studies on the Persona-Chat dataset show that the partner personas neglected in previous studies can improve the accuracy of response selection in the IMN- and BERT-based models. Besides, our BERT-based model implemented with the context-response-aware persona fusion strategy outperforms previous methods by margins larger than 2.7% on original personas and 4.6% on revised personas in terms of hits@1 (top-1 accuracy), achieving a new state-of-the-art performance on the Persona-Chat dataset.
Complementary Structure-Learning Neural Networks for Relational Reasoning

The neural mechanisms supporting flexible relational inferences, especially in novel situations, are a major focus of current research. In the complementary learning systems framework, pattern separation in the hippocampus allows rapid learning in novel environments, while slower learning in neocortex accumulates small weight changes to extract systematic structure from well-learned environments. In this work, we adapt this framework to a task from a recent fMRI experiment where novel transitive inferences must be made according to implicit relational structure. We show that computational models capturing the basic cognitive properties of these two systems can explain relational transitive inferences in both familiar and novel environments, and reproduce key phenomena observed in the fMRI experiment.