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Full-Text Articles in Physical Sciences and Mathematics

Development Of An Explainable Artificial Intelligence Model For Asian Vascular Wound Images, Zhiwen Joseph Lo, Malcolm Han Wen Mak, Shanying Liang, Yam Meng Chan, Cheng Cheng Goh, Tina Peiting Lai, Audrey Hui Min Tan, Patrick Thng, Patrick Thng, Tillman Weyde, Sylvia Smit Dec 2023

Development Of An Explainable Artificial Intelligence Model For Asian Vascular Wound Images, Zhiwen Joseph Lo, Malcolm Han Wen Mak, Shanying Liang, Yam Meng Chan, Cheng Cheng Goh, Tina Peiting Lai, Audrey Hui Min Tan, Patrick Thng, Patrick Thng, Tillman Weyde, Sylvia Smit

Research Collection School Of Computing and Information Systems

Chronic wounds contribute to significant healthcare and economic burden worldwide. Wound assessment remains challenging given its complex and dynamic nature. The use of artificial intelligence (AI) and machine learning methods in wound analysis is promising. Explainable modelling can help its integration and acceptance in healthcare systems. We aim to develop an explainable AI model for analysing vascular wound images among an Asian population. Two thousand nine hundred and fifty-seven wound images from a vascular wound image registry from a tertiary institution in Singapore were utilized. The dataset was split into training, validation and test sets. Wound images were classified into …


Data Provenance Via Differential Auditing, Xin Mu, Ming Pang, Feida Zhu Nov 2023

Data Provenance Via Differential Auditing, Xin Mu, Ming Pang, Feida Zhu

Research Collection School Of Computing and Information Systems

With the rising awareness of data assets, data governance, which is to understand where data comes from, how it is collected, and how it is used, has been assuming evergrowing importance. One critical component of data governance gaining increasing attention is auditing machine learning models to determine if specific data has been used for training. Existing auditing techniques, like shadow auditing methods, have shown feasibility under specific conditions such as having access to label information and knowledge of training protocols. However, these conditions are often not met in most real-world applications. In this paper, we introduce a practical framework for …


Faire: Repairing Fairness Of Neural Networks Via Neuron Condition Synthesis, Tianlin Li, Xiaofei Xie, Jian Wang, Qing Guo, Aishan Liu, Lei Ma, Yang Liu Nov 2023

Faire: Repairing Fairness Of Neural Networks Via Neuron Condition Synthesis, Tianlin Li, Xiaofei Xie, Jian Wang, Qing Guo, Aishan Liu, Lei Ma, Yang Liu

Research Collection School Of Computing and Information Systems

Deep Neural Networks (DNNs) have achieved tremendous success in many applications, while it has been demonstrated that DNNs can exhibit some undesirable behaviors on concerns such as robustness, privacy, and other trustworthiness issues. Among them, fairness (i.e., non-discrimination) is one important property, especially when they are applied to some sensitive applications (e.g., finance and employment). However, DNNs easily learn spurious correlations between protected attributes (e.g., age, gender, race) and the classification task and develop discriminatory behaviors if the training data is imbalanced. Such discriminatory decisions in sensitive applications would introduce severe social impacts. To expose potential discrimination problems in DNNs …


On Predicting Esg Ratings Using Dynamic Company Networks, Gary Ang, Zhiling Guo, Ee-Peng Lim Sep 2023

On Predicting Esg Ratings Using Dynamic Company Networks, Gary Ang, Zhiling Guo, Ee-Peng Lim

Research Collection School Of Computing and Information Systems

Environmental, social and governance (ESG) considerations play an increasingly important role due to the growing focus on sustainability globally. Entities, such as banks and investors, utilize ESG ratings of companies issued by specialized rating agencies to evaluate ESG risks of companies. The process of assigning ESG ratings by human analysts is however laborious and time intensive. Developing methods to predict ESG ratings could alleviate such challenges, allow ESG ratings to be generated in a more timely manner, cover more companies, and be more accessible. Most works study the effects of ESG ratings on target variables such as stock prices or …


Building Explainable Machine Learning Lifecycle: Model Training, Selection, And Deployment With Explainability, Vidit Singh, Yonas Kassa, Brian Ricks, Robin Gandhi May 2023

Building Explainable Machine Learning Lifecycle: Model Training, Selection, And Deployment With Explainability, Vidit Singh, Yonas Kassa, Brian Ricks, Robin Gandhi

Information Systems and Quantitative Analysis Faculty Proceedings & Presentations

No abstract provided.


Investigating Collaborative Problem Solving Temporal Dynamics Using Interactions Within A Digital Whiteboard, Hua Leong Fwa Apr 2023

Investigating Collaborative Problem Solving Temporal Dynamics Using Interactions Within A Digital Whiteboard, Hua Leong Fwa

Research Collection School Of Computing and Information Systems

Collaborative Problem Solving, the resolution of complex problems with the collaboration of multiple peoplepooling their knowledge, skills and effort is postulated as an essential 21st century skills for the futureworkforce. Collaborative Problem Solving has been embraced in schools where both online and face-to-face collaboration are afforded through the proliferation of educational technology tools. Assessing the amount of collaboration that has taken place among the students has however been challenging. In this research, we seek to identify the collaboration patterns of our students by mining the temporal sequence of their actions logs captured within a digital whiteboard tool. With the use …


Creating Data From Unstructured Text With Context Rule Assisted Machine Learning (Craml), Stephen Meisenbacher, Peter Norlander Dec 2022

Creating Data From Unstructured Text With Context Rule Assisted Machine Learning (Craml), Stephen Meisenbacher, Peter Norlander

School of Business: Faculty Publications and Other Works

Popular approaches to building data from unstructured text come with limitations, such as scalability, interpretability, replicability, and real-world applicability. These can be overcome with Context Rule Assisted Machine Learning (CRAML), a method and no-code suite of software tools that builds structured, labeled datasets which are accurate and reproducible. CRAML enables domain experts to access uncommon constructs within a document corpus in a low-resource, transparent, and flexible manner. CRAML produces document-level datasets for quantitative research and makes qualitative classification schemes scalable over large volumes of text. We demonstrate that the method is useful for bibliographic analysis, transparent analysis of proprietary data, …


Investigating Bloom's Cognitive Skills In Foundation And Advanced Programming Courses From Students' Discussions, Joel Jer Wei Lim, Gottipati Swapna, Kyong Jin Shim Nov 2022

Investigating Bloom's Cognitive Skills In Foundation And Advanced Programming Courses From Students' Discussions, Joel Jer Wei Lim, Gottipati Swapna, Kyong Jin Shim

Research Collection School Of Computing and Information Systems

Programming courses provide students with the skills to develop complex business applications. Teaching and learning programming is challenging, and collaborative learning is proposed to help with this challenge. Online discussion forums promote networking with other learners such that they can build knowledge collaboratively. It aids students open their horizons of thought processes to acquire cognitive skills. Cognitive analysis of discussion is critical to understand students' learning process. In this paper, we propose Bloom's taxonomy based cognitive model for programming discussion forums. We present machine learning (ML) based solution to extract students' cognitive skills. Our evaluations on compupting courses show that …


Understanding Learners' Motivation Through Machine Learning Analysis On Reflection Writing, Elizabeth Pluskwik, Yuezhou Wang, Lauren Singelmann Aug 2022

Understanding Learners' Motivation Through Machine Learning Analysis On Reflection Writing, Elizabeth Pluskwik, Yuezhou Wang, Lauren Singelmann

Integrated Engineering Department Publications

Educational data mining (EDM) is an emerging interdisciplinary field that utilizes a machine learning (ML) algorithm to collect and analyze educational data, aiming to better predict students' performance and retention. In this WIP paper, we report our methodology and preliminary results from utilizing a ML program to assess students’ motivation through their upper-division years in the XYZ project-based learning (PBL) program. ML, or more specifically, the clustering algorithm, opens the door to processing large amounts of student-written artifacts, such as reflection journals, project reports, and written assignments, and then identifies keywords that signal their levels of motivation (i.e., extrinsic vs. …


Investigating Toxicity Changes Of Cross-Community Redditors From 2 Billion Posts And Comments, Hind Almerekhi, Haewoon Kwak, Bernard J. Jansen Aug 2022

Investigating Toxicity Changes Of Cross-Community Redditors From 2 Billion Posts And Comments, Hind Almerekhi, Haewoon Kwak, Bernard J. Jansen

Research Collection School Of Computing and Information Systems

This research investigates changes in online behavior of users who publish in multiple communities on Reddit by measuring their toxicity at two levels. With the aid of crowdsourcing, we built a labeled dataset of 10,083 Reddit comments, then used the dataset to train and fine-tune a Bidirectional Encoder Representations from Transformers (BERT) neural network model. The model predicted the toxicity levels of 87,376,912 posts from 577,835 users and 2,205,581,786 comments from 890,913 users on Reddit over 16 years, from 2005 to 2020. This study utilized the toxicity levels of user content to identify toxicity changes by the user within the …


Quantum Machine Learning For Credit Scoring, N. Schetakis, D. Aghamalyan, M. Boguslavsky, A. Rees, Marc Rakotomalala, Paul Griffin Jul 2022

Quantum Machine Learning For Credit Scoring, N. Schetakis, D. Aghamalyan, M. Boguslavsky, A. Rees, Marc Rakotomalala, Paul Griffin

Research Collection School Of Computing and Information Systems

In this paper we explore the use of quantum machine learning (QML) applied to credit scoring for small and medium size businesses (SMEs). A quantum/classical hybrid approach has been used for two years of experimentation with several models, activation functions, epochs, other parameters. Results are shown from the best model, using two quantum classifiers and a classical neural network, applied to data for companies in Singapore. We observe significantly more efficient training for the quantum models over the classical models for comparable prediction performance. Practical issues are also explored including a quadratic computational slow down with the number of qubits …


Structure-Aware Visualization Retrieval, Haotian Li, Yong Wang, Aoyu Wu, Huan Wei, Huamin. Qu May 2022

Structure-Aware Visualization Retrieval, Haotian Li, Yong Wang, Aoyu Wu, Huan Wei, Huamin. Qu

Research Collection School Of Computing and Information Systems

With the wide usage of data visualizations, a huge number of Scalable Vector Graphic (SVG)-based visualizations have been created and shared online. Accordingly, there has been an increasing interest in exploring how to retrieve perceptually similar visualizations from a large corpus, since it can benefit various downstream applications such as visualization recommendation. Existing methods mainly focus on the visual appearance of visualizations by regarding them as bitmap images. However, the structural information intrinsically existing in SVG-based visualizations is ignored. Such structural information can delineate the spatial and hierarchical relationship among visual elements, and characterize visualizations thoroughly from a new perspective. …


Automated Identification Of Libraries From Vulnerability Data: Can We Do Better?, Stefanus A. Haryono, Hong Jin Kang, Abhishek Sharma, Asankhaya Sharma, Andrew E. Santosa, Ming Yi Ang, David Lo May 2022

Automated Identification Of Libraries From Vulnerability Data: Can We Do Better?, Stefanus A. Haryono, Hong Jin Kang, Abhishek Sharma, Asankhaya Sharma, Andrew E. Santosa, Ming Yi Ang, David Lo

Research Collection School Of Computing and Information Systems

Software engineers depend heavily on software libraries and have to update their dependencies once vulnerabilities are found in them. Software Composition Analysis (SCA) helps developers identify vulnerable libraries used by an application. A key challenge is the identification of libraries related to a given reported vulnerability in the National Vulnerability Database (NVD), which may not explicitly indicate the affected libraries. Recently, researchers have tried to address the problem of identifying the libraries from an NVD report by treating it as an extreme multi-label learning (XML) problem, characterized by its large number of possible labels and severe data sparsity. As input, …


Machine Learning In Requirements Elicitation: A Literature Review, Cheligeer Cheligeer, Jingwei Huang, Guosong Wu, Nadia Bhuiyan, Yuan Xu, Yong Zeng Jan 2022

Machine Learning In Requirements Elicitation: A Literature Review, Cheligeer Cheligeer, Jingwei Huang, Guosong Wu, Nadia Bhuiyan, Yuan Xu, Yong Zeng

Engineering Management & Systems Engineering Faculty Publications

A growing trend in requirements elicitation is the use of machine learning (ML) techniques to automate the cumbersome requirement handling process. This literature review summarizes and analyzes studies that incorporate ML and natural language processing (NLP) into demand elicitation. We answer the following research questions: (1) What requirement elicitation activities are supported by ML? (2) What data sources are used to build ML-based requirement solutions? (3) What technologies, algorithms, and tools are used to build ML-based requirement elicitation? (4) How to construct an ML-based requirements elicitation method? (5) What are the available tools to support ML-based requirements elicitation methodology? Keywords …


Predictive Models In Software Engineering: Challenges And Opportunities, Yanming Yang, Xin Xia, David Lo, Tingting Bi, John C. Grundy, Xiaohu Yang Jan 2022

Predictive Models In Software Engineering: Challenges And Opportunities, Yanming Yang, Xin Xia, David Lo, Tingting Bi, John C. Grundy, Xiaohu Yang

Research Collection School Of Computing and Information Systems

Predictive models are one of the most important techniques that are widely applied in many areas of software engineering. There have been a large number of primary studies that apply predictive models and that present well-performed studies in various research domains, including software requirements, software design and development, testing and debugging, and software maintenance. This article is a first attempt to systematically organize knowledge in this area by surveying a body of 421 papers on predictive models published between 2009 and 2020. We describe the key models and approaches used, classify the different models, summarize the range of key application …


Non-Parametric Stochastic Autoencoder Model For Anomaly Detection, Raphael B. Alampay, Patricia Angela R. Abu Jan 2022

Non-Parametric Stochastic Autoencoder Model For Anomaly Detection, Raphael B. Alampay, Patricia Angela R. Abu

Department of Information Systems & Computer Science Faculty Publications

Anomaly detection is a widely studied field in computer science with applications ranging from intrusion detection, fraud detection, medical diagnosis and quality assurance in manufacturing. The underlying premise is that an anomaly is an observation that does not conform to what is considered to be normal. This study addresses two major problems in the field. First, anomalies are defined in a local context, that is, being able to give quantitative measures as to how anomalies are categorized within its own problem domain and cannot be generalized to other domains. Commonly, anomalies are measured according to statistical probabilities relative to the …


Binary Classifiers For Noisy Datasets: A Comparative Study Of Existing Quantum Machine Learning Frameworks And Some New Approaches, Nikolaos Schetakis, Davit Aghamalyan, Paul Robert Griffin, Michael Boguslavsky Nov 2021

Binary Classifiers For Noisy Datasets: A Comparative Study Of Existing Quantum Machine Learning Frameworks And Some New Approaches, Nikolaos Schetakis, Davit Aghamalyan, Paul Robert Griffin, Michael Boguslavsky

Research Collection School Of Computing and Information Systems

This technology offer is a quantum machine learning algorithm applied to binary classification models for noisy datasets which are prevalent in financial and other datasets. By combining hybrid-neural networks, quantum parametric circuits, and data re-uploading we have improved the classification of non-convex 2-dimensional figures by understanding learning stability as noise increases in the dataset. The metric we use for assessing the performance of our quantum classifiers is the area under the receiver operator curve (ROC AUC). We are interested to collaborate with partners with use cases for binary classification of noisy data. Also, as quantum technology is still insufficient for …


Building Legal Datasets, Jerrold Soh Nov 2021

Building Legal Datasets, Jerrold Soh

Research Collection Yong Pung How School Of Law

Data-centric AI calls for better, not just bigger, datasets. As data protection laws with extra-territorial reach proliferate worldwide, ensuring datasets are legal is an increasingly crucial yet overlooked component of “better”. To help dataset builders become more willing and able to navigate this complex legal space, this paper reviews key legal obligations surrounding ML datasets, examines the practical impact of data laws on ML pipelines, and offers a framework for building legal datasets.


Measuring Data Collection Diligence For Community Healthcare, Galawala Ramesha Samurdhi Karunasena, M. S. Ambiya, Arunesh Sinha, R. Nagar, S. Dalal, Abdullah. H., D. Thakkar, D. Narayanan, M. Tambe Oct 2021

Measuring Data Collection Diligence For Community Healthcare, Galawala Ramesha Samurdhi Karunasena, M. S. Ambiya, Arunesh Sinha, R. Nagar, S. Dalal, Abdullah. H., D. Thakkar, D. Narayanan, M. Tambe

Research Collection School Of Computing and Information Systems

Data analytics has tremendous potential to provide targeted benefit in low-resource communities, however the availability of highquality public health data is a significant challenge in developing countries primarily due to non-diligent data collection by community health workers (CHWs). Our use of the word non-diligence here is to emphasize that poor data collection is often not a deliberate action by CHW but arises due to a myriad of factors, sometime beyond the control of the CHW. In this work, we define and test a data collection diligence score. This challenging unlabeled data problem is handled by building upon domain expert’s guidance …


Revman: Revenue-Aware Multi-Task Online Insurance Recommendation, Yu Li, Yi Zhang, Lu Gan, Gengwei Hong, Zimu Zhou, Qiang Li Feb 2021

Revman: Revenue-Aware Multi-Task Online Insurance Recommendation, Yu Li, Yi Zhang, Lu Gan, Gengwei Hong, Zimu Zhou, Qiang Li

Research Collection School Of Computing and Information Systems

Online insurance is a new type of e-commerce with exponential growth. An effective recommendation model that maximizes the total revenue of insurance products listed in multiple customized sales scenarios is crucial for the success of online insurance business. Prior recommendation models are ineffective because they fail to characterize the complex relatedness of insurance products in multiple sales scenarios and maximize the overall conversion rate rather than the total revenue. Even worse, it is impractical to collect training data online for total revenue maximization due to the business logic of online insurance. We propose RevMan, a Revenue-aware Multi-task Network for online …


Nearest Centroid: A Bridge Between Statistics And Machine Learning, Manoj Thulasidas Dec 2020

Nearest Centroid: A Bridge Between Statistics And Machine Learning, Manoj Thulasidas

Research Collection School Of Computing and Information Systems

In order to guide our students of machine learning in their statistical thinking, we need conceptually simple and mathematically defensible algorithms. In this paper, we present the Nearest Centroid algorithm (NC) algorithm as a pedagogical tool, combining the key concepts behind two foundational algorithms: K-Means clustering and K Nearest Neighbors (k- NN). In NC, we use the centroid (as defined in the K-Means algorithm) of the observations belonging to each class in our training data set and its distance from a new observation (similar to k-NN) for class prediction. Using this obvious extension, we will illustrate how the concepts of …


The Future Of Work Now: Automl At 84.51°And Kroger, Thomas H. Davenport, Steven M. Miller Oct 2020

The Future Of Work Now: Automl At 84.51°And Kroger, Thomas H. Davenport, Steven M. Miller

Research Collection School Of Computing and Information Systems

One of the most frequently-used phrases at business events these days is “the future of work.” It’s increasingly clear that artificial intelligence and other new technologies will bring substantial changes in work tasks and business processes. But while these changes are predicted for the future, they’re already present in many organizations for many different jobs. The job and incumbents described below are an example of this phenomenon.


Co2vec: Embeddings Of Co-Ordered Networks Based On Mutual Reinforcement, Meng-Fen Chiang, Ee-Peng Lim, Wang-Chien Lee, Philips Kokoh Prasetyo Oct 2020

Co2vec: Embeddings Of Co-Ordered Networks Based On Mutual Reinforcement, Meng-Fen Chiang, Ee-Peng Lim, Wang-Chien Lee, Philips Kokoh Prasetyo

Research Collection School Of Computing and Information Systems

We study the problem of representation learning for multiple types of entities in a co-ordered network where order relations exist among entities of the same type, and association relations exist across entities of different types. The key challenge in learning co-ordered network embedding is to preserve order relations among entities of the same type while leveraging on the general consistency in order relations between different entity types. In this paper, we propose an embedding model, CO2Vec, that addresses this challenge using mutually reinforced order dependencies. Specifically, CO2Vec explores in-direct order dependencies as supplementary evidence to enhance order representation learning across …


London Heathrow Airport Uses Real-Time Analytics For Improving Operations, Xiaojia Guo, Yael Grushka-Cockayne, Bert De Reyck Sep 2020

London Heathrow Airport Uses Real-Time Analytics For Improving Operations, Xiaojia Guo, Yael Grushka-Cockayne, Bert De Reyck

Research Collection Lee Kong Chian School Of Business

Improving airport collaborative decision making is at the heart of airport operations centers (APOCs) recently established in several major European airports. In this paper, we describe a project commissioned by Eurocontrol, the organization in charge of the safety and seamless flow of European air traffic. The project’s goal was to examine the opportunities offered by the colocation and real-time data sharing in the APOC at London’s Heathrow airport, arguably the most advanced of its type in Europe. We developed and implemented a pilot study of a real-time data-sharing and collaborative decision-making process, selected to improve the efficiency of Heathrow’s operations. …


The Future Of Work Now: Cyber Threat Attribution At Fireeye, Thomas H. Davenport, Steven M. Miller May 2020

The Future Of Work Now: Cyber Threat Attribution At Fireeye, Thomas H. Davenport, Steven M. Miller

Research Collection School Of Computing and Information Systems

One of the most frequently-used phrases at business events these days is “the future of work.” It’s increasingly clear that artificial intelligence and other new technologies will bring substantial changes in work tasks and business processes. But while these changes are predicted for the future, they’re already present in many organizations for many different jobs. The job and incumbent described below is an example of this phenomenon. It’s a clear example of an existing job that’s been transformed by AI and related tools.


Optimal Feature Selection For Learning-Based Algorithms For Sentiment Classification, Zhaoxia Wang, Zhiping Lin Jan 2020

Optimal Feature Selection For Learning-Based Algorithms For Sentiment Classification, Zhaoxia Wang, Zhiping Lin

Research Collection School Of Computing and Information Systems

Sentiment classification is an important branch of cognitive computation—thus the further studies of properties of sentiment analysis is important. Sentiment classification on text data has been an active topic for the last two decades and learning-based methods are very popular and widely used in various applications. For learning-based methods, a lot of enhanced technical strategies have been used to improve the performance of the methods. Feature selection is one of these strategies and it has been studied by many researchers. However, an existing unsolved difficult problem is the choice of a suitable number of features for obtaining the best sentiment …


Ml4iot: A Framework To Orchestrate Machine Learning Workflows On Internet Of Things Data, Jose Miguel Alves, Leonardo Honorio, Miriam A M Capretz Oct 2019

Ml4iot: A Framework To Orchestrate Machine Learning Workflows On Internet Of Things Data, Jose Miguel Alves, Leonardo Honorio, Miriam A M Capretz

Electrical and Computer Engineering Publications

Internet of Things (IoT) applications generate vast amounts of real-time data. Temporal analysis of these data series to discover behavioural patterns may lead to qualified knowledge affecting a broad range of industries. Hence, the use of machine learning (ML) algorithms over IoT data has the potential to improve safety, economy, and performance in critical processes. However, creating ML workflows at scale is a challenging task that depends upon both production and specialized skills. Such tasks require investigation, understanding, selection, and implementation of specific ML workflows, which often lead to bottlenecks, production issues, and code management complexity and even then may …


One-Class Order Embedding For Dependency Relation Prediction, Meng-Fen Chiang, Ee-Peng Lim, Wang-Chien Lee, Xavier Jayaraj Siddarth Ashok, Philips Kokoh Prasetyo Jul 2019

One-Class Order Embedding For Dependency Relation Prediction, Meng-Fen Chiang, Ee-Peng Lim, Wang-Chien Lee, Xavier Jayaraj Siddarth Ashok, Philips Kokoh Prasetyo

Research Collection School Of Computing and Information Systems

Learning the dependency relations among entities and the hierarchy formed by these relations by mapping entities into some order embedding space can effectively enable several important applications, including knowledge base completion and prerequisite relations prediction. Nevertheless, it is very challenging to learn a good order embedding due to the existence of partial ordering and missing relations in the observed data. Moreover, most application scenarios do not provide non-trivial negative dependency relation instances. We therefore propose a framework that performs dependency relation prediction by exploring both rich semantic and hierarchical structure information in the data. In particular, we propose several negative …


Kaggle And Click-Through Rate Prediction, Todd W. Neller Feb 2019

Kaggle And Click-Through Rate Prediction, Todd W. Neller

Computer Science Faculty Publications

Neller presented a look at Kaggle.com, an online Data Science and Machine Learning learning community, as a place to seek rapid, experiential peer education for most any Data Science topic. Using the specific challenge of Click-Through Rate Prediction (CTRP), he focused on lessons learned from relevant Kaggle competitions on how to perform CTRP.


Automated Trading Systems Statistical And Machine Learning Methods And Hardware Implementation: A Survey, Boming Huang, Yuziang Huan, Li Da Xu, Lirong Zheng, Zhuo Zou Jan 2019

Automated Trading Systems Statistical And Machine Learning Methods And Hardware Implementation: A Survey, Boming Huang, Yuziang Huan, Li Da Xu, Lirong Zheng, Zhuo Zou

Information Technology & Decision Sciences Faculty Publications

Automated trading, which is also known as algorithmic trading, is a method of using a predesigned computer program to submit a large number of trading orders to an exchange. It is substantially a real-time decision-making system which is under the scope of Enterprise Information System (EIS). With the rapid development of telecommunication and computer technology, the mechanisms underlying automated trading systems have become increasingly diversified. Considerable effort has been exerted by both academia and trading firms towards mining potential factors that may generate significantly higher profits. In this paper, we review studies on trading systems built using various methods and …