Physical Sciences and Mathematics Commons^™

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. …

Can Refactoring Be Self-Affirmed? An Exploratory Study On How Developers Document Their Refactoring Activities In Commit Messages, Eman Abdullah Alomar, Mohamed Wiem Mkaouer, Ali Ouni

Articles

Refactoring is a critical task in software maintenance and is usually performed to enforce best design practices, or to cope with design defects. Previous studies heavily rely on defining a set of keywords to identify refactoring commits from a list of general commits extracted from a small set of software
systems. All approaches thus far consider all commits without checking whether refactorings had actually happened or not. In this paper, we aim at exploring how developers document their refactoring activities during the software life cycle. We call such activity Self-Affirmed Refactoring, which is an indication of
the developer-related refactoring events …

On The Impact Of Refactoring On The Relationship Between Quality Attributes And Design Metrics, Mohamed Wiem Mkaouer, Eman Abdullah Alomar, Ali Ouni, Marouane Kessentini

Articles

Refactoring is a critical task in software maintenance and is generally performed to enforce the best design and implementation practices or to cope with design defects. Several studies attempted to detect refactoring activities through mining software repositories allowing to collect, analyze and get actionable data-driven insights about refactoring practices within software projects. Aim: We aim at identifying, among the various quality models presented in the literature, the ones that are more in-line with the developer’s vision of quality optimization, when they explicitly mention that they are refactoring to improve them. Method: We extract a large corpus of design-related refactoring activities …

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 …

Monitoring Meaningful Activities Using Small Low-Cost Devices In A Smart Home, Jordan Tewell, Dympna O'Sullivan, Neil Maiden, James Lockerbie, Simone Stumpf

Articles

A challenge associated with an ageing population is increased demand on health and social care, creating a greater need to enable persons to live independently in their own homes. Ambient assistant living technology aims to address this by monitoring occupants’ ‘activities of daily living’ using smart home sensors to alert caregivers to abnormalities in routine tasks and deteriorations in a person’s ability to care for themselves. However, there has been less focus on using sensing technology to monitor a broader scope of so-called ‘meaningful activities’, which promote a person’s emotional, creative, intellectual, and spiritual needs. In this paper, we describe …

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

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 …

The Role Of Previous Discourse In Identifying Public Textual Cyberbullying, Aurelia Power, Anthony Keane, Brian Nolan, Brian O'Neill

Articles

In this paper we investigate the contribution of previous discourse in identifying elements that are key to detecting public textual cyberbullying. Based on the analysis of our dataset, we first discuss the missing cyberbullying elements and the grammatical structures representative of discourse-dependent cyberbullying discourse. Then we identify four types of discourse dependent cyberbullying constructions: (1) fully inferable constructions, (2) personal marker and cyberbullying link inferable constructions, (3) dysphemistic element and cyberbullying link inferable constructions, and (4) dysphemistic element inferable constructions. Finally, we formalise a framework to resolve the missing cyberbullying elements that proposes several resolution algorithms. The resolution algorithms target …

Hard: A Heterogeneity-Aware Replica Deletion For Hdfs, Hilmi Egemen Ciritoglu, John Murphy, Christina Thorpe

Articles

The Hadoop distributed fle system (HDFS) is responsible for storing very large datasets reliably on clusters of commodity machines. The HDFS takes advantage of replication to serve data requested by clients with high throughput. Data replication is a trade-of between better data availability and higher disk usage. Recent studies propose diferent data replication management frameworks that alter the replication factor of fles dynamically in response to the popularity of the data, keeping more replicas for in-demand data to enhance the overall performance of the system. When data gets less popular, these schemes reduce the replication factor, which changes the data …

Capturing And Measuring Thematic Relatedness, Magdalena Kacmajor, John D. Kelleher

Articles

In this paper we explain the difference between two aspects of semantic relatedness: taxonomic and thematic relations. We notice the lack of evaluation tools for measuring thematic relatedness, identify two datasets that can be recommended as thematic benchmarks, and verify them experimentally. In further experiments, we use these datasets to perform a comprehensive analysis of the performance of an extensive sample of computational models of semantic relatedness, classified according to the sources of information they exploit. We report models that are best at each of the two dimensions of semantic relatedness and those that achieve a good balance between the …

Bigger Versus Similar: Selecting A Background Corpus For First Story Detection Based On Distributional Similarity, Fei Wang, Robert J. Ross, John D. Kelleher

Articles

The current state of the art for First Story Detection (FSD) are nearest neighbourbased models with traditional term vector representations; however, one challenge faced by FSD models is that the document representation is usually defined by the vocabulary and term frequency from a background corpus. Consequently, the ideal background corpus should arguably be both large-scale to ensure adequate term coverage, and similar to the target domain in terms of the language distribution. However, given these two factors cannot always be mutually satisfied, in this paper we examine whether the distributional similarity of common terms is more important than the scale …

A Deep Recurrent Q Network Towards Self-Adapting Distributed Microservice Architecture, Basel Magableh, Muder Almiani

Articles

One desired aspect of microservice architecture is the ability to self-adapt its own architecture and behavior in response to changes in the operational environment. To achieve the desired high levels of self-adaptability, this research implements distributed microservice architecture model running a swarm cluster, as informed by the Monitor, Analyze, Plan, and Execute over a shared Knowledge (MAPE-K) model. The proposed architecture employs multiadaptation agents supported by a centralized controller, which can observe the environment and execute a suitable adaptation action. The adaptation planning is managed by a deep recurrent Q-learning network (DRQN). It is argued that such integration between DRQN …

Adaptive Heuristics That (Could) Fit: Information Search And Communication Patterns In An Online Forum Of Investors Under Market Uncertainty, Niccolo Casnici, Marco Castellani, Flaminio Squazzoni, Manuela Testa, Pierpaolo Dondio

Articles

This article examines information-search heuristics and communication patterns in an online forum of investors during a period of market uncertainty. Global connections, real-time communication, and technological sophistication have created an unpredictable market environment. As such, investors try to deal with semantic, strategic, and operational uncertainty by following heuristics that reduce information redundancy. In this study, we have tried to find traces of cognitive communication heuristics in a large-scale data set including 8 years of online posts (2004–2012) for a forum of Italian investors. We identified various market volatility conditions on a daily basis to understand the influence of market uncertainty …

Cs1: How Will They Do? How Can We Help? A Decade Of Research And Practice, Keith Quille, Susan Bergin

Articles

Background and Context: Computer Science attrition rates (in the western world) are very concerning, with a large number of students failing to progress each year. It is well acknowledged that a significant factor of this attrition, is the students’ difficulty to master the introductory programming module, often referred to as CS1.

Objective: The objective of this article is to describe the evolution of a prediction model named PreSS (Predict Student Success) over a 13-year period (2005–2018).

Method: This article ties together, the PreSS prediction model; pilot studies; a longitudinal, multi-institutional re-validation and replication …

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 …