pwc-archive/papers-with-abstracts huggingface dataset:
Bitcoin: A life in crises
Authors: Jevgeni Tarassov, Nicolas Houlié
Date: 2023-04-06 00:00:00
Tasks: Time Series

In this study, we investigate the BTC price time-series (17 August 2010-27 June 2021) and show that the 2017 pricing episode is not unique. We describe at least ten new events, which occurred since 2010-2011 and span more than five orders of price magnitudes ($US 1-$US 60k). We find that those events have a similar duration of approx. 50-100 days. Although we are not able to predict times of a price peak, we however succeed to approximate the BTC price evolution using a function that is similar to a Fibonacci sequence. Finally, we complete a comparison with other types of financial instruments (equities, currencies, gold) which suggests that BTC may be classified as an illiquid asset.
Identifying Trades Using Technical Analysis and ML/DL Models
Authors: Aayush Shah, Mann Doshi, Meet Parekh, Nirmit Deliwala, Prof. Pramila M. Chawan
Date: 2023-04-12 00:00:00
Tasks: Deep Learning, Management, Stock Market Prediction

The importance of predicting stock market prices cannot be overstated. It is a pivotal task for investors and financial institutions as it enables them to make informed investment decisions, manage risks, and ensure the stability of the financial system. Accurate stock market predictions can help investors maximize their returns and minimize their losses, while financial institutions can use this information to develop effective risk management policies. However, stock market prediction is a challenging task due to the complex nature of the stock market and the multitude of factors that can affect stock prices. As a result, advanced technologies such as deep learning are being increasingly utilized to analyze vast amounts of data and provide valuable insights into the behavior of the stock market. While deep learning has shown promise in accurately predicting stock prices, there is still much research to be done in this area.
Stock Price Predictability and the Business Cycle via Machine Learning
Authors: Li Rong Wang, Hsuan Fu, Xiuyi Fan
Date: 2023-04-06 00:00:00

We study the impacts of business cycles on machine learning (ML) predictions. Using the S&P 500 index, we find that ML models perform worse during most recessions, and the inclusion of recession history or the risk-free rate does not necessarily improve their performance. Investigating recessions where models perform well, we find that they exhibit lower market volatility than other recessions. This implies that the improved performance is not due to the merit of ML methods but rather factors such as effective monetary policies that stabilized the market. We recommend that ML practitioners evaluate their models during both recessions and expansions.
Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy
Authors: Jiaju Miao, Pawel Polak
Date: 2023-03-30 00:00:00

Asset-specific factors are commonly used to forecast financial returns and quantify asset-specific risk premia. Using various machine learning models, we demonstrate that the information contained in these factors leads to even larger economic gains in terms of forecasts of sector returns and the measurement of sector-specific risk premia. To capitalize on the strong predictive results of individual models for the performance of different sectors, we develop a novel online ensemble algorithm that learns to optimize predictive performance. The algorithm continuously adapts over time to determine the optimal combination of individual models by solely analyzing their most recent prediction performance. This makes it particularly suited for time series problems, rolling window backtesting procedures, and systems of potentially black-box models. We derive the optimal gain function, express the corresponding regret bounds in terms of the out-of-sample R-squared measure, and derive optimal learning rate for the algorithm. Empirically, the new ensemble outperforms both individual machine learning models and their simple averages in providing better measurements of sector risk premia. Moreover, it allows for performance attribution of different factors across various sectors, without conditioning on a specific model. Finally, by utilizing monthly predictions from our ensemble, we develop a sector rotation strategy that significantly outperforms the market. The strategy remains robust against various financial factors, periods of financial distress, and conservative transaction costs. Notably, the strategy's efficacy persists over time, exhibiting consistent improvement throughout an extended backtesting period and yielding substantial profits during the economic turbulence of the COVID-19 pandemic.
CoProver: A Recommender System for Proof Construction
Authors: Eric Yeh, Briland Hitaj, Sam Owre, Maena Quemener, Natarajan Shankar
Date: 2023-03-01 00:00:00
Tasks: Information Retrieval, LEMMA, Recommendation Systems, Retrieval

Interactive Theorem Provers (ITPs) are an indispensable tool in the arsenal of formal method experts as a platform for construction and (formal) verification of proofs. The complexity of the proofs in conjunction with the level of expertise typically required for the process to succeed can often hinder the adoption of ITPs. A recent strain of work has investigated methods to incorporate machine learning models trained on ITP user activity traces as a viable path towards full automation. While a valuable line of investigation, many problems still require human supervision to be completed fully, thus applying learning methods to assist the user with useful recommendations can prove more fruitful. Following the vein of user assistance, we introduce CoProver, a proof recommender system based on transformers, capable of learning from past actions during proof construction, all while exploring knowledge stored in the ITP concerning previous proofs. CoProver employs a neurally learnt sequence-based encoding of sequents, capturing long distance relationships between terms and hidden cues therein. We couple CoProver with the Prototype Verification System (PVS) and evaluate its performance on two key areas, namely: (1) Next Proof Action Recommendation, and (2) Relevant Lemma Retrieval given a library of theories. We evaluate CoProver on a series of well-established metrics originating from the recommender system and information retrieval communities, respectively. We show that CoProver successfully outperforms prior state of the art applied to recommendation in the domain. We conclude by discussing future directions viable for CoProver (and similar approaches) such as argument prediction, proof summarization, and more.
LARD - Landing Approach Runway Detection -- Dataset for Vision Based Landing
Authors: Mélanie Ducoffe, Maxime Carrere, Léo Féliers, Adrien Gauffriau, Vincent Mussot, Claire Pagetti, Thierry Sammour
Date: 2023-04-05 00:00:00

As the interest in autonomous systems continues to grow, one of the major challenges is collecting sufficient and representative real-world data. Despite the strong practical and commercial interest in autonomous landing systems in the aerospace field, there is a lack of open-source datasets of aerial images. To address this issue, we present a dataset-lard-of high-quality aerial images for the task of runway detection during approach and landing phases. Most of the dataset is composed of synthetic images but we also provide manually labelled images from real landing footages, to extend the detection task to a more realistic setting. In addition, we offer the generator which can produce such synthetic front-view images and enables automatic annotation of the runway corners through geometric transformations. This dataset paves the way for further research such as the analysis of dataset quality or the development of models to cope with the detection tasks. Find data, code and more up-to-date information at https://github.com/deel-ai/LARD
Autonomic Architecture for Big Data Performance Optimization
Authors: Mikhail Genkin, Frank Dehne, Anousheh Shahmirza, Pablo Navarro, Siyu Zhou
Date: 2023-03-17 00:00:00

The big data software stack based on Apache Spark and Hadoop has become mission critical in many enterprises. Performance of Spark and Hadoop jobs depends on a large number of configuration settings. Manual tuning is expensive and brittle. There have been prior efforts to develop on-line and off-line automatic tuning approaches to make the big data stack less dependent on manual tuning. These, however, demonstrated only modest performance improvements with very simple, single-user workloads on small data sets. This paper presents KERMIT - the autonomic architecture for big data capable of automatically tuning Apache Spark and Hadoop on-line, and achieving performance results 30% faster than rule-of-thumb tuning by a human administrator and up to 92% as fast as the fastest possible tuning established by performing an exhaustive search of the tuning parameter space. KERMIT can detect important workload changes with up to 99% accuracy, and predict future workload types with up to 96% accuracy. It is capable of identifying and classifying complex multi-user workloads without being explicitly trained on examples of these workloads. It does not rely on the past workload history to predict the future workload classes and their associated performance. KERMIT can identify and learn new workload classes, and adapt to workload drift, without human intervention.
Wasserstein Loss for Semantic Editing in the Latent Space of GANs
Authors: Perla Doubinsky, Nicolas Audebert, Michel Crucianu, Hervé Le Borgne
Date: 2023-03-22 00:00:00

The latent space of GANs contains rich semantics reflecting the training data. Different methods propose to learn edits in latent space corresponding to semantic attributes, thus allowing to modify generated images. Most supervised methods rely on the guidance of classifiers to produce such edits. However, classifiers can lead to out-of-distribution regions and be fooled by adversarial samples. We propose an alternative formulation based on the Wasserstein loss that avoids such problems, while maintaining performance on-par with classifier-based approaches. We demonstrate the effectiveness of our method on two datasets (digits and faces) using StyleGAN2.
OutCenTR: A novel semi-supervised framework for predicting exploits of vulnerabilities in high-dimensional datasets
Authors: Hadi Eskandari, Michael Bewong, Sabih ur Rehman
Date: 2023-04-03 00:00:00
Tasks: Dimensionality Reduction, Outlier Detection

An ever-growing number of vulnerabilities are reported every day. Yet these vulnerabilities are not all the same; Some are more targeted than others. Correctly estimating the likelihood of a vulnerability being exploited is a critical task for system administrators. This aids the system administrators in prioritizing and patching the right vulnerabilities. Our work makes use of outlier detection techniques to predict vulnerabilities that are likely to be exploited in highly imbalanced and high-dimensional datasets such as the National Vulnerability Database. We propose a dimensionality reduction technique, OutCenTR, that enhances the baseline outlier detection models. We further demonstrate the effectiveness and efficiency of OutCenTR empirically with 4 benchmark and 12 synthetic datasets. The results of our experiments show on average a 5-fold improvement of F1 score in comparison with state-of-the-art dimensionality reduction techniques such as PCA and GRP.
Distributed Neural Representation for Reactive in situ Visualization
Authors: Qi Wu, Joseph A. Insley, Victor A. Mateevitsi, Silvio Rizzi, Michael E. Papka, Kwan-Liu Ma
Date: 2023-03-28 00:00:00

Implicit neural representations (INRs) have emerged as a powerful tool for compressing large-scale volume data. This opens up new possibilities for in situ visualization. However, the efficient application of INRs to distributed data remains an underexplored area. In this work, we develop a distributed volumetric neural representation and optimize it for in situ visualization. Our technique eliminates data exchanges between processes, achieving state-of-the-art compression speed, quality and ratios. Our technique also enables the implementation of an efficient strategy for caching large-scale simulation data in high temporal frequencies, further facilitating the use of reactive in situ visualization in a wider range of scientific problems. We integrate this system with the Ascent infrastructure and evaluate its performance and usability using real-world simulations.
OOD-CV-v2: An extended Benchmark for Robustness to Out-of-Distribution Shifts of Individual Nuisances in Natural Images
Authors: Bingchen Zhao, Jiahao Wang, Wufei Ma, Artur Jesslen, Siwei Yang, Shaozuo Yu, Oliver Zendel, Christian Theobalt, Alan Yuille, Adam Kortylewski
Date: 2023-04-17 00:00:00
Tasks: 3D Pose Estimation, Benchmarking, image-classification, Image Classification, object-detection, Object Detection, Pose Estimation, Task 2

Enhancing the robustness of vision algorithms in real-world scenarios is challenging. One reason is that existing robustness benchmarks are limited, as they either rely on synthetic data or ignore the effects of individual nuisance factors. We introduce OOD-CV-v2, a benchmark dataset that includes out-of-distribution examples of 10 object categories in terms of pose, shape, texture, context and the weather conditions, and enables benchmarking of models for image classification, object detection, and 3D pose estimation. In addition to this novel dataset, we contribute extensive experiments using popular baseline methods, which reveal that: 1) Some nuisance factors have a much stronger negative effect on the performance compared to others, also depending on the vision task. 2) Current approaches to enhance robustness have only marginal effects, and can even reduce robustness. 3) We do not observe significant differences between convolutional and transformer architectures. We believe our dataset provides a rich test bed to study robustness and will help push forward research in this area. Our dataset can be accessed from https://bzhao.me/OOD-CV/
Study of Robust Adaptive Beamforming with Covariance Matrix Reconstruction Based on Power Spectral Estimation and Uncertainty Region
Authors: S. Mohammadzadeh, V. H. Nascimento, R. C. de Lamare, O. Kukrer
Date: 2023-03-18 00:00:00

In this work, a simple and effective robust adaptive beamforming technique is proposed for uniform linear arrays, which is based on the power spectral estimation and uncertainty region (PSEUR) of the interference plus noise (IPN) components. In particular, two algorithms are presented to find the angular sector of interference in every snapshot based on the adopted spatial uncertainty region of the interference direction. Moreover, a power spectrum is introduced based on the estimation of the power of interference and noise components, which allows the development of a robust approach to IPN covariance matrix reconstruction. The proposed method has two main advantages. First, an angular region that contains the interference direction is updated based on the statistics of the array data. Secondly, the proposed IPN-PSEUR method avoids estimating the power spectrum of the whole range of possible directions of the interference sector. Simulation results show that the performance of the proposed IPN-PSEUR beamformer is almost always close to the optimal value across a wide range of signal-to-noise ratios.
A primer on getting neologisms from foreign languages to under-resourced languages
Authors: Luis Camacho
Date: 2023-03-07 00:00:00
Tasks: Common Sense Reasoning

Mainly due to lack of support, most under-resourced languages have a reduced lexicon in most realms and domains of increasing importance, then their speakers need to significantly augment it. Although neologisms should arise from the languages themselves, external sources are widely accepted. However, we dispute the "common sense" of using the imposed official languages, which are highly probably a legacy of colonialism, as the only source, and we propose to introduce neologisms from any language as long as these neologisms "sound like" native words of the target languages.
SkinGPT-4: An Interactive Dermatology Diagnostic System with Visual Large Language Model
Authors: Juexiao Zhou, Xiaonan He, Liyuan Sun, Jiannan Xu, Xiuying Chen, Yuetan Chu, Longxi Zhou, Xingyu Liao, Bin Zhang, Xin Gao
Date: 2023-04-21 00:00:00
Tasks: Diagnostic, Language Modeling, Language Modelling, Large Language Model

Skin and subcutaneous diseases rank high among the leading contributors to the global burden of nonfatal diseases, impacting a considerable portion of the population. Nonetheless, the field of dermatology diagnosis faces three significant hurdles. Firstly, there is a shortage of dermatologists accessible to diagnose patients, particularly in rural regions. Secondly, accurately interpreting skin disease images poses a considerable challenge. Lastly, generating patient-friendly diagnostic reports is usually a time-consuming and labor-intensive task for dermatologists. To tackle these challenges, we present SkinGPT-4, which is the world's first interactive dermatology diagnostic system powered by an advanced visual large language model. SkinGPT-4 leverages a fine-tuned version of MiniGPT-4, trained on an extensive collection of skin disease images (comprising 52,929 publicly available and proprietary images) along with clinical concepts and doctors' notes. We designed a two-step training process to allow SkinGPT to express medical features in skin disease images with natural language and make accurate diagnoses of the types of skin diseases. With SkinGPT-4, users could upload their own skin photos for diagnosis, and the system could autonomously evaluate the images, identifies the characteristics and categories of the skin conditions, performs in-depth analysis, and provides interactive treatment recommendations. Meanwhile, SkinGPT-4's local deployment capability and commitment to user privacy also render it an appealing choice for patients in search of a dependable and precise diagnosis of their skin ailments. To demonstrate the robustness of SkinGPT-4, we conducted quantitative evaluations on 150 real-life cases, which were independently reviewed by certified dermatologists, and showed that SkinGPT-4 could provide accurate diagnoses of skin diseases.