pwc-archive/papers-with-abstracts huggingface dataset:
Drawing Inspiration from Biological Dendrites to Empower Artificial Neural Networks
Authors: Spyridon Chavlis, Panayiota Poirazi
Date: 2021-06-14 00:00:00
Tasks: Anatomy, BIG-bench Machine Learning

This article highlights specific features of biological neurons and their dendritic trees, whose adoption may help advance artificial neural networks used in various machine learning applications. Advancements could take the form of increased computational capabilities and/or reduced power consumption. Proposed features include dendritic anatomy, dendritic nonlinearities, and compartmentalized plasticity rules, all of which shape learning and information processing in biological networks. We discuss the computational benefits provided by these features in biological neurons and suggest ways to adopt them in artificial neurons in order to exploit the respective benefits in machine learning.
EDEN: A high-performance, general-purpose, NeuroML-based neural simulator
Authors: Sotirios Panagiotou, Harry Sidiropoulos, Mario Negrello, Dimitrios Soudris, Christos Strydis
Date: 2021-06-12 00:00:00
Tasks: Code Generation, Neural Network simulation, Vocal Bursts Intensity Prediction

Modern neuroscience employs in silico experimentation on ever-increasing and more detailed neural networks. The high modelling detail goes hand in hand with the need for high model reproducibility, reusability and transparency. Besides, the size of the models and the long timescales under study mandate the use of a simulation system with high computational performance, so as to provide an acceptable time to result. In this work, we present EDEN (Extensible Dynamics Engine for Networks), a new general-purpose, NeuroML-based neural simulator that achieves both high model flexibility and high computational performance, through an innovative model-analysis and code-generation technique. The simulator runs NeuroML v2 models directly, eliminating the need for users to learn yet another simulator-specific, model-specification language. EDEN's functional correctness and computational performance were assessed through NeuroML models available on the NeuroML-DB and Open Source Brain model repositories. In qualitative experiments, the results produced by EDEN were verified against the established NEURON simulator, for a wide range of models. At the same time, computational-performance benchmarks reveal that EDEN runs up to 2 orders-of-magnitude faster than NEURON on a typical desktop computer, and does so without additional effort from the user. Finally, and without added user effort, EDEN has been built from scratch to scale seamlessly over multiple CPUs and across computer clusters, when available.
Evolving ribonucleocapsid assembly/packaging signals in the genomes of the human and animal coronaviruses: targeting, transmission and evolution
Authors: Vladimir R. Chechetkin, Vasily V. Lobzin
Date: 2021-06-13 00:00:00

A world-wide COVID-19 pandemic intensified strongly the studies of molecular mechanisms related to the coronaviruses. The origin of coronaviruses and the risks of human-to-human, animal-to-human, and human-to-animal transmission of coronaviral infections can be understood only on a broader evolutionary level by detailed comparative studies. In this paper, we studied ribonucleocapsid assembly-packaging signals (RNAPS) in the genomes of all seven known pathogenic human coronaviruses, SARS-CoV, SARS-CoV-2, MERS-CoV, HCoV-OC43, HCoV-HKU1, HCoV-229E, and HCoV-NL63 and compared them with RNAPS in the genomes of the related animal coronaviruses including SARS-Bat-CoV, MERS-Camel-CoV, MHV, Bat-CoV MOP1, TGEV, and one of camel alphacoronaviruses. RNAPS in the genomes of coronaviruses were evolved due to weakly specific interactions between genomic RNA and N proteins in helical nucleocapsids. Combining transitional genome mapping and Jaccard correlation coefficients allows us to perform the analysis directly in terms of underlying motifs distributed over the genome. In all coronaviruses RNAPS were distributed quasi-periodically over the genome with the period about 54 nt biased to 57 nt and to 51 nt for the genomes longer and shorter than that of SARS-CoV, respectively. The comparison with the experimentally verified packaging signals for MERS-CoV, MHV, and TGEV proved that the distribution of particular motifs is strongly correlated with the packaging signals. We also found that many motifs were highly conserved in both characters and positioning on the genomes throughout the lineages that make them promising therapeutic targets. The mechanisms of encapsidation can affect the recombination and co-infection as well.
A Language for Modeling And Optimizing Experimental Biological Protocols
Authors: Luca Cardelli, Marta Kwiatkowska, Luca Laurenti
Date: 2021-06-13 00:00:00

Automation is becoming ubiquitous in all laboratory activities, leading towards precisely defined and codified laboratory protocols. However, the integration between laboratory protocols and mathematical models is still lacking. Models describe physical processes, while protocols define the steps carried out during an experiment: neither cover the domain of the other, although they both attempt to characterize the same phenomena. We should ideally start from an integrated description of both the model and the steps carried out to test it, to concurrently analyze uncertainties in model parameters, equipment tolerances, and data collection. To this end, we present a language to model and optimize experimental biochemical protocols that facilitates such an integrated description, and that can be combined with experimental data. We provide a probabilistic semantics for our language based on a Bayesian interpretation that formally characterizes the uncertainties in both the data collection, the underlying model, and the protocol operations. On a set of case studies we illustrate how the resulting framework allows for automated analysis and optimization of experimental protocols, including Gibson assembly protocols.
A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics
Authors: Len Patrick Dominic M. Garces, Gerald H. L. Cheang
Date: 2021-06-04 00:00:00

We consider a method of lines (MOL) approach to determine prices of European and American exchange options when underlying asset prices are modelled with stochastic volatility and jump-diffusion dynamics. As the MOL, as with any other numerical scheme for PDEs, becomes increasingly complex when higher dimensions are involved, we first simplify the problem by transforming the exchange option into a call option written on the ratio of the yield processes of the two assets. This is achieved by taking the second asset yield process as the numeraire. We also characterize the near-maturity behavior of the early exercise boundary of the American exchange option and analyze how model parameters affect this behavior. Using the MOL scheme, we conduct a numerical comparative static analysis of exchange option prices with respect to the model parameters and investigate the impact of stochastic volatility and jumps to option prices. We also consider the effect of boundary conditions at far-but-finite limits of the computational domain on the overall efficiency of the MOL scheme. Toward these objectives, a brief exposition of the MOL and how it can be implemented on computing software are provided.
Credit spread approximation and improvement using random forest regression
Authors: Mathieu Mercadier, Jean-Pierre Lardy
Date: 2021-06-04 00:00:00
Tasks: regression

Credit Default Swap (CDS) levels provide a market appreciation of companies' default risk. These derivatives are not always available, creating a need for CDS approximations. This paper offers a simple, global and transparent CDS structural approximation, which contrasts with more complex and proprietary approximations currently in use. This Equity-to-Credit formula (E2C), inspired by CreditGrades, obtains better CDS approximations, according to empirical analyses based on a large sample spanning 2016-2018. A random forest regression run with this E2C formula and selected additional financial data results in an 87.3% out-of-sample accuracy in CDS approximations. The transparency property of this algorithm confirms the predominance of the E2C estimate, and the impact of companies' debt rating and size, in predicting their CDS.
A Two-Step Framework for Arbitrage-Free Prediction of the Implied Volatility Surface
Authors: Wenyong Zhang, Lingfei Li, Gongqiu Zhang
Date: 2021-06-14 00:00:00
Tasks: Time Series, Time Series Analysis

We propose a two-step framework for predicting the implied volatility surface over time without static arbitrage. In the first step, we select features to represent the surface and predict them over time. In the second step, we use the predicted features to construct the implied volatility surface using a deep neural network (DNN) model by incorporating constraints that prevent static arbitrage. We consider three methods to extract features from the implied volatility data: principal component analysis, variational autoencoder and sampling the surface, and we predict these features using LSTM. Using a long time series of implied volatility data for S\&P500 index options to train our models, we find two feature construction methods, sampling the surface and variational autoencoders combined with DNN for surface construction, are the best performers in out-of-sample prediction. In particular, they outperform a classical method substantially. Furthermore, the DNN model for surface construction not only removes static arbitrage, but also significantly reduces the prediction error compared with a standard interpolation method. Our framework can also be used to simulate the dynamics of the implied volatility surface without static arbitrage.
The link between Bitcoin and Google Trends attention
Authors: Nektarios Aslanidis, Aurelio F. Bariviera, Óscar G. López
Date: 2021-06-13 00:00:00

This paper shows that Bitcoin is not correlated to a general uncertainty index as measured by the Google Trends data of Castelnuovo and Tran (2017). Instead, Bitcoin is linked to a Google Trends attention measure specific for the cryptocurrency market. First, we find a bidirectional relationship between Google Trends attention and Bitcoin returns up to six days. Second, information flows from Bitcoin volatility to Google Trends attention seem to be larger than information flows in the other direction. These relations hold across different sub-periods and different compositions of the proposed Google Trends Cryptocurrency index.
Algorithmic market making in dealer markets with hedging and market impact
Authors: Alexander Barzykin, Philippe Bergault, Olivier Guéant
Date: 2021-06-13 00:00:00

In dealer markets, dealers provide prices at which they agree to buy and sell the assets and securities they have in their scope. With ever increasing trading volume, this quoting task has to be done algorithmically in most markets such as foreign exchange markets or corporate bond markets. Over the last ten years, many mathematical models have been designed that can be the basis of quoting algorithms in dealer markets. Nevertheless, in most (if not all) models, the dealer is a pure internalizer, setting quotes and waiting for clients. However, on many dealer markets, dealers also have access to an inter-dealer market or even public trading venues where they can hedge part of their inventory. In this paper, we propose a model taking this possibility into account, therefore allowing dealers to externalize part of their risk. The model displays an important feature well known to practitioners that within a certain inventory range the dealer internalizes the flow by appropriately adjusting the quotes and starts externalizing outside of that range. The larger the franchise, the wider is the inventory range suitable for pure internalization. The model is illustrated numerically with realistic parameters for USDCNH spot market.
Attention mechanisms and deep learning for machine vision: A survey of the state of the art
Authors: Abdul Mueed Hafiz, Shabir Ahmad Parah, Rouf Ul Alam Bhat
Date: 2021-06-03 00:00:00

With the advent of state of the art nature-inspired pure attention based models i.e. transformers, and their success in natural language processing (NLP), their extension to machine vision (MV) tasks was inevitable and much felt. Subsequently, vision transformers (ViTs) were introduced which are giving quite a challenge to the established deep learning based machine vision techniques. However, pure attention based models/architectures like transformers require huge data, large training times and large computational resources. Some recent works suggest that combinations of these two varied fields can prove to build systems which have the advantages of both these fields. Accordingly, this state of the art survey paper is introduced which hopefully will help readers get useful information about this interesting and potential research area. A gentle introduction to attention mechanisms is given, followed by a discussion of the popular attention based deep architectures. Subsequently, the major categories of the intersection of attention mechanisms and deep learning for machine vision (MV) based are discussed. Afterwards, the major algorithms, issues and trends within the scope of the paper are discussed.
PC-DAN: Point Cloud based Deep Affinity Network for 3D Multi-Object Tracking (Accepted as an extended abstract in JRDB-ACT Workshop at CVPR21)
Authors: Aakash Kumar, Jyoti Kini, Mubarak Shah, Ajmal Mian
Date: 2021-06-03 00:00:00
Tasks: 3D Multi-Object Tracking, Autonomous Vehicles, Multi-Object Tracking, Object Tracking

In recent times, the scope of LIDAR (Light Detection and Ranging) sensor-based technology has spread across numerous fields. It is popularly used to map terrain and navigation information into reliable 3D point cloud data, potentially revolutionizing the autonomous vehicles and assistive robotic industry. A point cloud is a dense compilation of spatial data in 3D coordinates. It plays a vital role in modeling complex real-world scenes since it preserves structural information and avoids perspective distortion, unlike image data, which is the projection of a 3D structure on a 2D plane. In order to leverage the intrinsic capabilities of the LIDAR data, we propose a PointNet-based approach for 3D Multi-Object Tracking (MOT).
Long Term Object Detection and Tracking in Collaborative Learning Environments
Authors: Sravani Teeparthi
Date: 2021-06-02 00:00:00
Tasks: Activity Recognition, Activity Recognition In Videos, Data Augmentation, Hand Detection, Human Activity Recognition, object-detection, Object Detection

Human activity recognition in videos is a challenging problem that has drawn a lot of interest, particularly when the goal requires the analysis of a large video database. AOLME project provides a collaborative learning environment for middle school students to explore mathematics, computer science, and engineering by processing digital images and videos. As part of this project, around 2200 hours of video data was collected for analysis. Because of the size of the dataset, it is hard to analyze all the videos of the dataset manually. Thus, there is a huge need for reliable computer-based methods that can detect activities of interest. My thesis is focused on the development of accurate methods for detecting and tracking objects in long videos. All the models are validated on videos from 7 different sessions, ranging from 45 minutes to 90 minutes. The keyboard detector achieved a very high average precision (AP) of 92% at 0.5 intersection over union (IoU). Furthermore, a combined system of the detector with a fast tracker KCF (159fps) was developed so that the algorithm runs significantly faster without sacrificing accuracy. For a video of 23 minutes having resolution 858X480 @ 30 fps, the detection alone runs at 4.7Xthe real-time, and the combined algorithm runs at 21Xthe real-time for an average IoU of 0.84 and 0.82, respectively. The hand detector achieved average precision (AP) of 72% at 0.5 IoU. The detection results were improved to 81% using optimal data augmentation parameters. The hand detector runs at 4.7Xthe real-time with AP of 81% at 0.5 IoU. The hand detection method was integrated with projections and clustering for accurate proposal generation. This approach reduced the number of false-positive hand detections by 80%. The overall hand detection system runs at 4Xthe real-time, capturing all the activity regions of the current collaborative group.
A Multi-Branch Hybrid Transformer Networkfor Corneal Endothelial Cell Segmentation
Authors: Yinglin Zhang, Risa Higashita, Huazhu Fu, Yanwu Xu, Yang Zhang, Haofeng Liu, Jian Zhang, Jiang Liu
Date: 2021-05-21 00:00:00
Tasks: Cell Segmentation

Corneal endothelial cell segmentation plays a vital role inquantifying clinical indicators such as cell density, coefficient of variation,and hexagonality. However, the corneal endothelium's uneven reflectionand the subject's tremor and movement cause blurred cell edges in theimage, which is difficult to segment, and need more details and contextinformation to release this problem. Due to the limited receptive field oflocal convolution and continuous downsampling, the existing deep learn-ing segmentation methods cannot make full use of global context andmiss many details. This paper proposes a Multi-Branch hybrid Trans-former Network (MBT-Net) based on the transformer and body-edgebranch. Firstly, We use the convolutional block to focus on local tex-ture feature extraction and establish long-range dependencies over space,channel, and layer by the transformer and residual connection. Besides,We use the body-edge branch to promote local consistency and to provideedge position information. On the self-collected dataset TM-EM3000 andpublic Alisarine dataset, compared with other State-Of-The-Art (SOTA)methods, the proposed method achieves an improvement.
Transparent Model of Unabridged Data (TMUD)
Authors: Jie Xu, Min Ding
Date: 2021-05-23 00:00:00
Tasks: Marketing, model

Recent advancements in computational power and algorithms have enabled unabridged data (e.g., raw images or audio) to be used as input in some models (e.g., deep learning). However, the black box nature of such models reduces their likelihood of adoption by marketing scholars. Our paradigm of analysis, the Transparent Model of Unabridged Data (TMUD), enables researchers to investigate the inner workings of such black box models by incorporating an ex ante filtration module and an ex post experimentation module. We empirically demonstrate the TMUD by investigating the role of facial components and sexual dimorphism in face perceptions, which have implications for four marketing contexts: advertisement (perceptions of approachability, trustworthiness, and competence), brand (perceptions of whether a face represents a brand's typical customer), category (perceptions of whether a face represents a category's typical customer), and customer persona (perceptions of whether a face represents the persona of a brand's customer segment). Our results reveal new and useful findings that enrich the existing literature on face perception, most of which is based on abridged attributes (e.g., width of mouth). The TMUD has great potential to be a useful paradigm for generating theoretical insights and may encourage more marketing researchers and practitioners to use unabridged data.
Artificial Perceptual Learning: Image Categorization with Weak Supervision
Authors: Chengliang Tang, María Uriarte, Helen Jin, Douglas C. Morton, Tian Zheng
Date: 2021-06-02 00:00:00
Tasks: BIG-bench Machine Learning, Image Categorization

Machine learning has achieved much success on supervised learning tasks with large sets of well-annotated training samples. However, in many practical situations, such strong and high-quality supervision provided by training data is unavailable due to the expensive and labor-intensive labeling process. Automatically identifying and recognizing object categories in a large volume of unlabeled images with weak supervision remains an important, yet unsolved challenge in computer vision. In this paper, we propose a novel machine learning framework, artificial perceptual learning (APL), to tackle the problem of weakly supervised image categorization. The proposed APL framework is constructed using state-of-the-art machine learning algorithms as building blocks to mimic the cognitive development process known as infant categorization. We develop and illustrate the proposed framework by implementing a wide-field fine-grain ecological survey of tree species over an 8,000-hectare area of the El Yunque rainforest in Puerto Rico. It is based on unlabeled high-resolution aerial images of the tree canopy. Misplaced ground-based labels were available for less than 1% of these images, which serve as the only weak supervision for this learning framework. We validate the proposed framework using a small set of images with high quality human annotations and show that the proposed framework attains human-level cognitive economy.
Direct Servo Control from In-Sensor CNN Inference with A Pixel Processor Array
Authors: Yanan Liu, Jianing Chen, Laurie Bose, Piotr Dudek, Walterio Mayol-Cuevas
Date: 2021-05-26 00:00:00
Tasks: Classification

This work demonstrates direct visual sensory-motor control using high-speed CNN inference via a SCAMP-5 Pixel Processor Array (PPA). We demonstrate how PPAs are able to efficiently bridge the gap between perception and action. A binary Convolutional Neural Network (CNN) is used for a classic rock, paper, scissors classification problem at over 8000 FPS. Control instructions are directly sent to a servo motor from the PPA according to the CNN's classification result without any other intermediate hardware.
Neural Network Structure Design based on N-Gauss Activation Function
Authors: Xiangri Lu, Hongbin Ma, Jingcheng Zhang
Date: 2021-06-01 00:00:00

Recent work has shown that the activation function of the convolutional neural network can meet the Lipschitz condition, then the corresponding convolutional neural network structure can be constructed according to the scale of the data set, and the data set can be trained more deeply, more accurately and more effectively. In this article, we have accepted the experimental results and introduced the core block N-Gauss, N-Gauss, and Swish (Conv1, Conv2, FC1) neural network structure design to train MNIST, CIFAR10, and CIFAR100 respectively. Experiments show that N-Gauss gives full play to the main role of nonlinear modeling of activation functions, so that deep convolutional neural networks have hierarchical nonlinear mapping learning capabilities. At the same time, the training ability of N-Gauss on simple one-dimensional channel small data sets is equivalent to the performance of ReLU and Swish.