Physical Sciences and Mathematics Commons^™

Historical Perspectives In Volatility Forecasting Methods With Machine Learning, Zhiang Qiu, Clemens Kownatzki, Fabien Scalzo, Eun Sang Cha

Seaver College Research And Scholarly Achievement Symposium

Volatility forecasting in the financial market plays a pivotal role across a spectrum of disciplines, such as risk management, option pricing, and market making. However, volatility forecasting is challenging because volatility can only be estimated, and different factors influence volatility, ranging from macroeconomic indicators to investor sentiments. While recent works suggest advances in machine learning and artificial intelligence for volatility forecasting, a comprehensive benchmark of current statistical and learning-based methods for such purposes is lacking. Thus, this paper aims to provide a comprehensive survey of the historical evolution of volatility forecasting with a comparative benchmark of key landmark models. We …

Utilizing Few-Shot Meta Learning Algorithms For Medical Image Segmentation, Nick Littlefield

Thinking Matters Symposium

Deep learning models can be difficult to train because they require large amounts of data, which we usually do not have or are too expensive to get or annotate. To overcome this problem, we can use few-shot meta-learning, which allows us to train deep learning models with little data. Using a few examples, meta-learning, or learning-to-learn, aims to use the experience learned during training to generalize to unknown tasks. Medical imaging is an industry where it is particularly useful, as there is limited publicly available data due to patient privacy concerns and annotating costs.

This project examines how meta-learning performs …

How Object Segmentation And Perceptual Grouping Emerge In Noisy Variational Autoencoders, Ben Lonnqvist, Zhengqing Wu, Michael H. Herzog

MODVIS Workshop

Many animals and humans can recognize and segment objects from their backgrounds. Whether object segmentation is necessary for object recognition has long been a topic of debate. Deep neural networks (DNNs) excel at object recognition, but not at segmentation tasks - this has led to the belief that object recognition and segmentation are separate mechanisms in visual processing. Here, however, we show evidence that in variational autoencoders (VAEs), segmentation and faithful representation of data can be interlinked. VAEs are encoder-decoder models that learn to represent independent generative factors of the data as a distribution in a very small bottleneck layer; …

A Bidirectional Deep Lstm Machine Learning Method For Flight Delay Modelling And Analysis, Desmond B. Bisandu, Irene Moulitsas

National Training Aircraft Symposium (NTAS)

Flight delays can be prevented by providing a reference point from an accurate prediction model because predicting flight delays is a problem with a specific space. Only a few algorithms consider predicted classes' mutual correlation during flight delay classification or prediction modelling tasks. None of these existing methods works for all scenarios. Therefore, the need to investigate the performance of more models in solving the problem of flight delay is vast and rapidly increasing. This paper presents the development and evaluation of LSTM and BiLSTM models by comparing them for a flight delay prediction. The LSTM does the feature extraction …

A Transformer-Based Classification System For Volcanic Seismic Signals, Cristian Bravo Roman, Cindy Mora Stock, Alexander James Hemming

Undergraduate Student Research Internships Conference

Volcanic seismic signals are a key element in volcano monitoring to assess the state of unrest and a possible eruption style and timing. Different sources such as brittle fracture (volcano-tectonic - VT) or fluid movement (long period - LP) generate signals with distinct characteristics in frequency content and shape, but site effects such as attenuation or background noise make their determination difficult to the untrained eye. In cases of unrest or an eminent eruption, the amount of data would require a fast and reliable source of pre-classification to classify and catalogue to aid in the job usually done by a …

Deepnec: A Novel Alignment-Free Tool For The Characterization Of Nitrification-Related Enzymes Using Deep Learning, A Step Towards Comprehensive Understanding Of The Nitrogen Cycle, Naveen Duhan

Student Research Symposium

Abstract: Nitrification is an important microbial two-step transformation in the global nitrogen cycle, as it is the only natural process that produces nitrate within a system. The functional annotation of nitrification-related enzymes has a broad range of applications in metagenomics, agriculture, industrial biotechnology, etc. The time and resources needed for determining the function of enzymes experimentally are restrictively costly. Therefore, an accurate genome-scale computational prediction of the nitrification-related enzymes has become much more important.In this study, we developed an alignment-free computational approach to determine the nitrification-related enzymes from the sequence itself. We propose deepNEC, a novel end-to-end feature selection and …

Selecting Maximally-Predictive Deep Features To Explain What Drives Fixations In Free-Viewing, Matthias Kümmerer, Thomas S.A. Wallis, Matthias Bethge

MODVIS Workshop

No abstract provided.

Automatic Classification Of Perceived Gender From Face Images, Joseph Lemley, Sami Abdul-Wahid, Dipayan Banik

Symposium Of University Research and Creative Expression (SOURCE)

Building software that can visually and accurately perceive gender from face images is an important step in making more intelligent machines. Several approaches to this problem have been suggested in the literature. We evaluate Histogram of Oriented Gradients, Dual Tree Complex Wavelet Transform (DTCWT) Principal Component Analysis (PCA) with Support Vector Machines (SVM) and compare them to Convolutional Neural Networks for this task. We train and test our classifiers with two benchmarks containing thousands of facial images. As expected, convolutional neural networks had the best performance while the performance of DTCWT varied most depending on the dataset used