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Full-Text Articles in Physical Sciences and Mathematics

An Agent-Based Model Of Financial Benchmark Manipulation, Gabriel Virgil Rauterberg, Megan Shearer, Michael Wellman Jun 2019

An Agent-Based Model Of Financial Benchmark Manipulation, Gabriel Virgil Rauterberg, Megan Shearer, Michael Wellman

Articles

Financial benchmarks estimate market values or reference rates used in a wide variety of contexts, but are often calculated from data generated by parties who have incentives to manipulate these benchmarks. Since the the London Interbank Offered Rate (LIBOR) scandal in 2011, market participants, scholars, and regulators have scrutinized financial benchmarks and the ability of traders to manipulate them. We study the impact on market quality and microstructure of manipulating transaction-based benchmarks in a simulated market environment. Our market consists of a single benchmark manipulator with external holdings dependent on the benchmark, and numerous background traders unaffected by the benchmark. …


Examining The Limits Of Predictability Of Human Mobility, Vaibhav Klukarni, Abhijit Mahalunkar, Benoit Garbinato, John D. Kelleher Apr 2019

Examining The Limits Of Predictability Of Human Mobility, Vaibhav Klukarni, Abhijit Mahalunkar, Benoit Garbinato, John D. Kelleher

Articles

We challenge the upper bound of human-mobility predictability that is widely used to corroborate the accuracy of mobility prediction models. We observe that extensions of recurrent-neural network architectures achieve significantly higher prediction accuracy, surpassing this upper bound. Given this discrepancy, the central objective of our work is to show that the methodology behind the estimation of the predictability upper bound is erroneous and identify the reasons behind this discrepancy. In order to explain this anomaly, we shed light on several underlying assumptions that have contributed to this bias. In particular, we highlight the consequences of the assumed Markovian nature of …


A U-Net Deep Learning Framework For High Performance Vessel Segmentation In Paitents With Cerebrovascular Disease, Michelle Livne, Jana Rieger, Orhun Utku Aydin, Abdel Aziz Taha, Ela Maria Akay, Tabea Kossen, Jan Sobesky, John D. Kelleher, Kristian Hildebrand, Dietmar Frey, Vince I. Madai Feb 2019

A U-Net Deep Learning Framework For High Performance Vessel Segmentation In Paitents With Cerebrovascular Disease, Michelle Livne, Jana Rieger, Orhun Utku Aydin, Abdel Aziz Taha, Ela Maria Akay, Tabea Kossen, Jan Sobesky, John D. Kelleher, Kristian Hildebrand, Dietmar Frey, Vince I. Madai

Articles

Brain vessel status is a promising biomarker for better prevention and treatment in cerebrovascular disease. However, classic rule-based vessel segmentation algorithms need to be hand-crafted and are insufficiently validated. A specialized deep learning method—the U-net—is a promising alternative. Using labeled data from 66 patients with cerebrovascular disease, the U-net framework was optimized and evaluated with three metrics: Dice coefficient, 95% Hausdorff distance (95HD) and average Hausdorff distance (AVD). The model performance was compared with the traditional segmentation method of graph-cuts. Training and reconstruction was performed using 2D patches. A full and a reduced architecture with less parameters were trained. We …


Automatic Acquisition Of Annotated Training Corpora For Test-Code Generation, Magdalena Kacmajor, John D. Kelleher Feb 2019

Automatic Acquisition Of Annotated Training Corpora For Test-Code Generation, Magdalena Kacmajor, John D. Kelleher

Articles

Open software repositories make large amounts of source code publicly available. Potentially, this source code could be used as training data to develop new, machine learning-based programming tools. For many applications, however, raw code scraped from online repositories does not constitute an adequate training dataset. Building on the recent and rapid improvements in machine translation (MT), one possibly very interesting application is code generation from natural language descriptions. One of the bottlenecks in developing these MT-inspired systems is the acquisition of parallel text-code corpora required for training code-generative models. This paper addresses the problem of automatically synthetizing parallel text-code corpora …


Automatically Extracting Meaning From Legal Texts: Opportunities And Challenges, Kevin D. Ashley Jan 2019

Automatically Extracting Meaning From Legal Texts: Opportunities And Challenges, Kevin D. Ashley

Articles

This paper examines impressive new applications of legal text analytics in automated contract review, litigation support, conceptual legal information retrieval, and legal question answering against the backdrop of some pressing technological constraints. First, artificial intelligence (Al) programs cannot read legal texts like lawyers can. Using statistical methods, Al can only extract some semantic information from legal texts. For example, it can use the extracted meanings to improve retrieval and ranking, but it cannot yet extract legal rules in logical form from statutory texts. Second, machine learning (ML) may yield answers, but it cannot explain its answers to legal questions or …