pwc-archive/papers-with-abstracts huggingface dataset:
Introducing Anisotropic Minkowski Functionals and Quantitative Anisotropy Measures for Local Structure Analysis in Biomedical Imaging
Authors: Axel Wismueller, Titas De, Eva Lochmueller, Felix Eckstein, Mahesh B. Nagarajan
Date: 2020-04-02 00:00:00

The ability of Minkowski Functionals to characterize local structure in different biological tissue types has been demonstrated in a variety of medical image processing tasks. We introduce anisotropic Minkowski Functionals (AMFs) as a novel variant that captures the inherent anisotropy of the underlying gray-level structures. To quantify the anisotropy characterized by our approach, we further introduce a method to compute a quantitative measure motivated by a technique utilized in MR diffusion tensor imaging, namely fractional anisotropy. We showcase the applicability of our method in the research context of characterizing the local structure properties of trabecular bone micro-architecture in the proximal femur as visualized on multi-detector CT. To this end, AMFs were computed locally for each pixel of ROIs extracted from the head, neck and trochanter regions. Fractional anisotropy was then used to quantify the local anisotropy of the trabecular structures found in these ROIs and to compare its distribution in different anatomical regions. Our results suggest a significantly greater concentration of anisotropic trabecular structures in the head and neck regions when compared to the trochanter region (p < 10-4). We also evaluated the ability of such AMFs to predict bone strength in the femoral head of proximal femur specimens obtained from 50 donors. Our results suggest that such AMFs, when used in conjunction with multi-regression models, can outperform more conventional features such as BMD in predicting failure load. We conclude that such anisotropic Minkowski Functionals can capture valuable information regarding directional attributes of local structure, which may be useful in a wide scope of biomedical imaging applications.
Trustless parallel local search for effective distributed algorithm discovery
Authors: Zvezdin Besarabov, Todor Kolev
Date: 2020-04-02 00:00:00

Metaheuristic search strategies have proven their effectiveness against man-made solutions in various contexts. They are generally effective in local search area exploitation, and their overall performance is largely impacted by the balance between exploration and exploitation. Recent developments in parallel local search explore methods to take advantage of the efficient local exploitation of searches and reach impressive results. This however restricts the scaling potential to nodes within a private, trusted computer cluster. In this research we propose a novel blockchain protocol that allows parallel local search to scale to untrusted and anonymous computational nodes. The protocol introduces publicly verifiable performance evaluation of the local optima reported by each node, creating a competitive environment between the local searches. That is strengthened with economical stimuli for producing good solutions, that provide coordination between the nodes, as every node tries to explore different sections of the search space to beat their competition.
Detection of Coronavirus (COVID-19) Associated Pneumonia based on Generative Adversarial Networks and a Fine-Tuned Deep Transfer Learning Model using Chest X-ray Dataset
Authors: Nour Eldeen M. Khalifa, Mohamed Hamed N. Taha, Aboul Ella Hassanien, Sally Elghamrawy
Date: 2020-04-02 00:00:00
Tasks: Transfer Learning

The COVID-19 coronavirus is one of the devastating viruses according to the world health organization. This novel virus leads to pneumonia, which is an infection that inflames the lungs' air sacs of a human. One of the methods to detect those inflames is by using x-rays for the chest. In this paper, a pneumonia chest x-ray detection based on generative adversarial networks (GAN) with a fine-tuned deep transfer learning for a limited dataset will be presented. The use of GAN positively affects the proposed model robustness and made it immune to the overfitting problem and helps in generating more images from the dataset. The dataset used in this research consists of 5863 X-ray images with two categories: Normal and Pneumonia. This research uses only 10% of the dataset for training data and generates 90% of images using GAN to prove the efficiency of the proposed model. Through the paper, AlexNet, GoogLeNet, Squeeznet, and Resnet18 are selected as deep transfer learning models to detect the pneumonia from chest x-rays. Those models are selected based on their small number of layers on their architectures, which will reflect in reducing the complexity of the models and the consumed memory and time. Using a combination of GAN and deep transfer models proved it is efficiency according to testing accuracy measurement. The research concludes that the Resnet18 is the most appropriate deep transfer model according to testing accuracy measurement and achieved 99% with the other performance metrics such as precision, recall, and F1 score while using GAN as an image augmenter. Finally, a comparison result was carried out at the end of the research with related work which used the same dataset except that this research used only 10% of original dataset. The presented work achieved a superior result than the related work in terms of testing accuracy.
Temporarily-Aware Context Modelling using Generative Adversarial Networks for Speech Activity Detection
Authors: Tharindu Fernando, Sridha Sridharan, Mitchell McLaren, Darshana Priyasad, Simon Denman, Clinton Fookes
Date: 2020-04-02 00:00:00
Tasks: Action Detection, Activity Detection, Multi-Task Learning

This paper presents a novel framework for Speech Activity Detection (SAD). Inspired by the recent success of multi-task learning approaches in the speech processing domain, we propose a novel joint learning framework for SAD. We utilise generative adversarial networks to automatically learn a loss function for joint prediction of the frame-wise speech/ non-speech classifications together with the next audio segment. In order to exploit the temporal relationships within the input signal, we propose a temporal discriminator which aims to ensure that the predicted signal is temporally consistent. We evaluate the proposed framework on multiple public benchmarks, including NIST OpenSAT' 17, AMI Meeting and HAVIC, where we demonstrate its capability to outperform state-of-the-art SAD approaches. Furthermore, our cross-database evaluations demonstrate the robustness of the proposed approach across different languages, accents, and acoustic environments.
Can Machine Learning Be Used to Recognize and Diagnose Coughs?
Authors: Charles Bales, Muhammad Nabeel, Charles N. John, Usama Masood, Haneya N. Qureshi, Hasan Farooq, Iryna Posokhova, Ali Imran
Date: 2020-04-01 00:00:00
Tasks: BIG-bench Machine Learning, Diagnostic

Emerging wireless technologies, such as 5G and beyond, are bringing new use cases to the forefront, one of the most prominent being machine learning empowered health care. One of the notable modern medical concerns that impose an immense worldwide health burden are respiratory infections. Since cough is an essential symptom of many respiratory infections, an automated system to screen for respiratory diseases based on raw cough data would have a multitude of beneficial research and medical applications. In literature, machine learning has already been successfully used to detect cough events in controlled environments. In this paper, we present a low complexity, automated recognition and diagnostic tool for screening respiratory infections that utilizes Convolutional Neural Networks (CNNs) to detect cough within environment audio and diagnose three potential illnesses (i.e., bronchitis, bronchiolitis and pertussis) based on their unique cough audio features. Both proposed detection and diagnosis models achieve an accuracy of over 89%, while also remaining computationally efficient. Results show that the proposed system is successfully able to detect and separate cough events from background noise. Moreover, the proposed single diagnosis model is capable of distinguishing between different illnesses without the need of separate models.
Towards democratizing music production with AI-Design of Variational Autoencoder-based Rhythm Generator as a DAW plugin
Authors: Nao Tokui
Date: 2020-04-01 00:00:00
Tasks: Deep Learning, Music Generation, Rhythm

There has been significant progress in the music generation technique utilizing deep learning. However, it is still hard for musicians and artists to use these techniques in their daily music-making practice. This paper proposes a Variational Autoencoder\cite{Kingma2014}(VAE)-based rhythm generation system, in which musicians can train a deep learning model only by selecting target MIDI files, then generate various rhythms with the model. The author has implemented the system as a plugin software for a DAW (Digital Audio Workstation), namely a Max for Live device for Ableton Live. Selected professional/semi-professional musicians and music producers have used the plugin, and they proved that the plugin is a useful tool for making music creatively. The plugin, source code, and demo videos are available online.
Company classification using machine learning
Authors: Sven Husmann, Antoniya Shivarova, Rick Steinert
Date: 2020-03-31 00:00:00
Tasks: BIG-bench Machine Learning, Classification, Clustering, Decision Making, Dimensionality Reduction, General Classification, Portfolio Optimization

The recent advancements in computational power and machine learning algorithms have led to vast improvements in manifold areas of research. Especially in finance, the application of machine learning enables both researchers and practitioners to gain new insights into financial data and well-studied areas such as company classification. In our paper, we demonstrate that unsupervised machine learning algorithms can be used to visualize and classify company data in an economically meaningful and effective way. In particular, we implement the data-driven dimension reduction and visualization tool t-distributed stochastic neighbor embedding (t-SNE) in combination with spectral clustering. The resulting company groups can then be utilized by experts in the field for empirical analysis and optimal decision making. By providing an exemplary out-of-sample study within a portfolio optimization framework, we show that the application of t-SNE and spectral clustering improves the overall portfolio performance. Therefore, we introduce our approach to the financial community as a valuable technique in the context of data analysis and company classification.
Deep learning for Stock Market Prediction
Authors: Mojtaba Nabipour, Pooyan Nayyeri, Hamed Jabani, Amir Mosavi
Date: 2020-03-31 00:00:00
Tasks: Deep Learning, Future prediction, Prediction, Stock Market Prediction

Prediction of stock groups' values has always been attractive and challenging for shareholders. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic minerals and basic metals from Tehran stock exchange are chosen for experimental evaluations. Data are collected for the groups based on ten years of historical records. The values predictions are created for 1, 2, 5, 10, 15, 20 and 30 days in advance. The machine learning algorithms utilized for prediction of future values of stock market groups. We employed Decision Tree, Bagging, Random Forest, Adaptive Boosting (Adaboost), Gradient Boosting and eXtreme Gradient Boosting (XGBoost), and Artificial neural network (ANN), Recurrent Neural Network (RNN) and Long short-term memory (LSTM). Ten technical indicators are selected as the inputs into each of the prediction models. Finally, the result of predictions is presented for each technique based on three metrics. Among all the algorithms used in this paper, LSTM shows more accurate results with the highest model fitting ability. Also, for tree-based models, there is often an intense competition between Adaboost, Gradient Boosting, and XGBoost.
Deep Probabilistic Modelling of Price Movements for High-Frequency Trading
Authors: Ye-Sheen Lim, Denise Gorse
Date: 2020-03-31 00:00:00
Tasks: Management, Vocal Bursts Intensity Prediction

In this paper we propose a deep recurrent architecture for the probabilistic modelling of high-frequency market prices, important for the risk management of automated trading systems. Our proposed architecture incorporates probabilistic mixture models into deep recurrent neural networks. The resulting deep mixture models simultaneously address several practical challenges important in the development of automated high-frequency trading strategies that were previously neglected in the literature: 1) probabilistic forecasting of the price movements; 2) single objective prediction of both the direction and size of the price movements. We train our models on high-frequency Bitcoin market data and evaluate them against benchmark models obtained from the literature. We show that our model outperforms the benchmark models in both a metric-based test and in a simulated trading scenario
Machine Learning Algorithms for Financial Asset Price Forecasting
Authors: Philip Ndikum
Date: 2020-03-31 00:00:00
Tasks: BIG-bench Machine Learning, Time Series, Time Series Analysis

This research paper explores the performance of Machine Learning (ML) algorithms and techniques that can be used for financial asset price forecasting. The prediction and forecasting of asset prices and returns remains one of the most challenging and exciting problems for quantitative finance and practitioners alike. The massive increase in data generated and captured in recent years presents an opportunity to leverage Machine Learning algorithms. This study directly compares and contrasts state-of-the-art implementations of modern Machine Learning algorithms on high performance computing (HPC) infrastructures versus the traditional and highly popular Capital Asset Pricing Model (CAPM) on U.S equities data. The implemented Machine Learning models - trained on time series data for an entire stock universe (in addition to exogenous macroeconomic variables) significantly outperform the CAPM on out-of-sample (OOS) test data.
Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow
Authors: Ye-Sheen Lim, Denise Gorse
Date: 2020-03-31 00:00:00
Tasks: Benchmarking

In this paper we propose a deep recurrent model based on the order flow for the stationary modelling of the high-frequency directional prices movements. The order flow is the microsecond stream of orders arriving at the exchange, driving the formation of prices seen on the price chart of a stock or currency. To test the stationarity of our proposed model we train our model on data before the 2017 Bitcoin bubble period and test our model during and after the bubble. We show that without any retraining, the proposed model is temporally stable even as Bitcoin trading shifts into an extremely volatile "bubble trouble" period. The significance of the result is shown by benchmarking against existing state-of-the-art models in the literature for modelling price formation using deep learning.
Financial Market Trend Forecasting and Performance Analysis Using LSTM
Authors: Jonghyeon Min
Date: 2020-03-31 00:00:00
Tasks: Prediction, Time Series, Time Series Analysis

The financial market trend forecasting method is emerging as a hot topic in financial markets today. Many challenges still currently remain, and various researches related thereto have been actively conducted. Especially, recent research of neural network-based financial market trend prediction has attracted much attention. However, previous researches do not deal with the financial market forecasting method based on LSTM which has good performance in time series data. There is also a lack of comparative analysis in the performance of neural network-based prediction techniques and traditional prediction techniques. In this paper, we propose a financial market trend forecasting method using LSTM and analyze the performance with existing financial market trend forecasting methods through experiments. This method prepares the input data set through the data preprocessing process so as to reflect all the fundamental data, technical data and qualitative data used in the financial data analysis, and makes comprehensive financial market analysis through LSTM. In this paper, we experiment and compare performances of existing financial market trend forecasting models, and performance according to the financial market environment. In addition, we implement the proposed method using open sources and platform and forecast financial market trends using various financial data indicators.
Classical and quantum regression analysis for the optoelectronic performance of NTCDA/p-Si UV photodiode
Authors: Ahmed M. El-Mahalawy, Kareem H. El-Safty
Date: 2020-01-02 00:00:00
Tasks: regression

Due to the pivotal role of UV photodiodes in many technological applications in tandem with the high efficiency achieved by machine learning techniques in regression and classification problems, different artificial intelligence techniques are adopted model the performance of organic/inorganic heterojunction UV photodiode. Herein, the performance of a fabricated Au/NTCDA/p-Si/Al photodiode was explained in details and showed an excellent responsivity, and detectivity for UV light of intensities ranges from 20 to 80 ${mW/cm^2}$. The fabricated photodiodes exhibited a linear current-irradiance relationship under illumination up to 65 ${mW/cm^2}$. It also exhibits good response times of ${t_{rise} = 408}$ ms and ${t_{fall} = 490}$ ms. Furthermore, we have not only fitted the characteristic I-V curve but also evaluated three classical algorithms; k-nearest neighbour, artificial neural network, and genetic programming besides using a quantum neural network to predict the behaviour of the fabricated device. The models have achieved outstanding results and managed to capture the trend of the target values. The Quantum Neural Network has been used for the first time to model the photodiode. The models can be used instead of repeating the fabrication process. This means a reduction in cost and manufacturing time.
Long-term prediction of chaotic systems with recurrent neural networks
Authors: Huawei Fan, Junjie Jiang, Chun Zhang, Xingang Wang, Ying-Cheng Lai
Date: 2020-03-06 00:00:00
Tasks: Prediction

Reservoir computing systems, a class of recurrent neural networks, have recently been exploited for model-free, data-based prediction of the state evolution of a variety of chaotic dynamical systems. The prediction horizon demonstrated has been about half dozen Lyapunov time. Is it possible to significantly extend the prediction time beyond what has been achieved so far? We articulate a scheme incorporating time-dependent but sparse data inputs into reservoir computing and demonstrate that such rare "updates" of the actual state practically enable an arbitrarily long prediction horizon for a variety of chaotic systems. A physical understanding based on the theory of temporal synchronization is developed.
Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics
Authors: Amir Mosavi, Pedram Ghamisi, Yaser Faghan, Puhong Duan
Date: 2020-03-21 00:00:00
Tasks: Deep Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

The popularity of deep reinforcement learning (DRL) methods in economics have been exponentially increased. DRL through a wide range of capabilities from reinforcement learning (RL) and deep learning (DL) for handling sophisticated dynamic business environments offers vast opportunities. DRL is characterized by scalability with the potential to be applied to high-dimensional problems in conjunction with noisy and nonlinear patterns of economic data. In this work, we first consider a brief review of DL, RL, and deep RL methods in diverse applications in economics providing an in-depth insight into the state of the art. Furthermore, the architecture of DRL applied to economic applications is investigated in order to highlight the complexity, robustness, accuracy, performance, computational tasks, risk constraints, and profitability. The survey results indicate that DRL can provide better performance and higher accuracy as compared to the traditional algorithms while facing real economic problems at the presence of risk parameters and the ever-increasing uncertainties.
Spatiotemporal graph routing for skeleton-based action recognition
Authors: Bin Li, Xi Li, Zhongfei Zhang, Fei Wu
Date: 2019-07-17 00:00:00
Proceeding: Thirty-Third AAAI Conference on Artificial Intelligence, 2019 7
Tasks: Action Recognition, Clustering, Skeleton Based Action Recognition, Temporal Action Localization

With the representation effectiveness, skeleton-based human action recognition has received considerable research attention, and has a wide range of real applications. In this area, many existing methods typically rely on fixed physicalconnectivity skeleton structure for recognition, which is incapable of well capturing the intrinsic high-order correlations among skeleton joints. In this paper, we propose a novel spatio-temporal graph routing (STGR) scheme for skeletonbased action recognition, which adaptively learns the intrinsic high-order connectivity relationships for physicallyapart skeleton joints. Specifically, the scheme is composed of two components: spatial graph router (SGR) and temporal graph router (TGR). The SGR aims to discover the connectivity relationships among the joints based on sub-group clustering along the spatial dimension, while the TGR explores the structural information by measuring the correlation degrees between temporal joint node trajectories. The proposed scheme is naturally and seamlessly incorporated into the framework of graph convolutional networks (GCNs) to produce a set of skeleton-joint-connectivity graphs, which are further fed into the classification networks. Moreover, an insightful analysis on receptive field of graph node is provided to explain the necessity of our method. Experimental results on two benchmark datasets (NTU-RGB+D and Kinetics) demonstrate the effectiveness against the state-of-the-art.
Lossless Image Compression through Super-Resolution
Authors: Sheng Cao, Chao-yuan Wu, Philipp Krähenbühl
Date: 2020-04-06 00:00:00
Tasks: Image Compression, Super-Resolution

We introduce a simple and efficient lossless image compression algorithm. We store a low resolution version of an image as raw pixels, followed by several iterations of lossless super-resolution. For lossless super-resolution, we predict the probability of a high-resolution image, conditioned on the low-resolution input, and use entropy coding to compress this super-resolution operator. Super-Resolution based Compression (SReC) is able to achieve state-of-the-art compression rates with practical runtimes on large datasets. Code is available online at https://github.com/caoscott/SReC.