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Articles 241 - 270 of 1024
Full-Text Articles in Numerical Analysis and Scientific Computing
Evidence Aware Neural Pornographic Text Identification For Child Protection, Kaisong Song, Yangyang Kang, Wei Gao, Zhe Gao, Changlong Sun, Xiaozhong Liu
Evidence Aware Neural Pornographic Text Identification For Child Protection, Kaisong Song, Yangyang Kang, Wei Gao, Zhe Gao, Changlong Sun, Xiaozhong Liu
Research Collection School Of Computing and Information Systems
Identifying pornographic text online is practically useful to protect children from access to such adult content. However, some authors may intentionally avoid using sensitive words in their pornographic texts to take advantage of the lack of human audits. Without prior knowledge guidance, real semantics of such pornographic text is difficult to understand by existing methods due to its high context-sensitivity and heavy usage of figurative language, which brings huge challenges to the porn detection systems used in social media platforms. In this paper, we approach to the problem as a document-level porn identification task by locating and integrating sentence-level evidence …
Portfolio Diversification Using Shape-Based Clustering, Tristan Lim, Chin Sin Ong
Portfolio Diversification Using Shape-Based Clustering, Tristan Lim, Chin Sin Ong
Research Collection School Of Computing and Information Systems
Portfolio diversification involves lowering the correlation between portfolio assets to achieve improved risk–return exposure. It is reasonable to infer from the classic Anscombe quartet that relying on descriptive statistics, and specifically, correlation, to achieve portfolio diversification may not derive the most optimal multiperiod portfolio risk-adjusted return because stocks in a portfolio can exhibit different price trends over time, even with the same computed pairwise correlation. This research applied a shape-based time-series clustering technique of agglomerative hierarchical clustering using dynamic time-series warping as a distance measure to aggregate stocks into like-trending clusters across time as a portfolio diversification tool. Results support …
Exploring Media Portrayals Of People With Mental Disorders Using Nlp, Swapna Gottipati, Mark Chong, Andrew Wei Kiat Lim, Benny Haryanto Kawidiredjo
Exploring Media Portrayals Of People With Mental Disorders Using Nlp, Swapna Gottipati, Mark Chong, Andrew Wei Kiat Lim, Benny Haryanto Kawidiredjo
Research Collection School Of Computing and Information Systems
Media plays an important role in creating an impact in society. Several studies show that news media and entertainment channels, at times may create overwhelming images of the mental illness that emphasize criminality and dangerousness. The consequences of such negative impact may impact the audience with stigma and on the other hand, they impair the self-esteem and help-seeking behavior of the people with mental disorders. This is the first study to examine the Singapore media’s portrayal of persons with mental disorders (MDs) using text analytics and natural language processing. To date, most studies on media portrayal of people with MDs …
Discovering Hidden Topical Hubs And Authorities Across Multiple Online Social Networks, Ka Wei, Roy Lee, Tuan-Anh Hoang, Ee-Peng Lim
Discovering Hidden Topical Hubs And Authorities Across Multiple Online Social Networks, Ka Wei, Roy Lee, Tuan-Anh Hoang, Ee-Peng Lim
Research Collection School Of Computing and Information Systems
Finding influential users in online social networks (OSNs) is an important problem with many possible useful applications. Many methods have been proposed to identify influential users in OSNs. PageRank and HITs are two well known examples that determine influential users through link analysis. In recent years, new models that consider both content and social network links have been developed. The Hub and Authority Topic (HAT) model is one that extends HITS to identify topic-specific hubs and authorities by jointly learning hubs, authorities, and topical interests from users’ relationship and textual content. However, many of the previous works are confined to …
Peer-To-Peer Trade And The Economy Of Distributed Pv In China, Peiyun Song, Yiou Zhou, Jiahai Yuan
Peer-To-Peer Trade And The Economy Of Distributed Pv In China, Peiyun Song, Yiou Zhou, Jiahai Yuan
Research Collection School Of Computing and Information Systems
With the deepening of power market reform, distributed power generation is gaining momentum. This paper tests the distributed photovoltaic (DPV) economy under different business models by taking three provinces to stand for typical resource zones. The Internal return rate (IRR) is used to measure the economy, while the improved levelized cost of electricity (LCOE) is used to model the generation cost. Three business modes, namely pure producer (all generation sold to the grid), prosumer (self-use and the rest sold to the grid), and peer-to-peer trade (P2P, all generation traded via the grid) are studied. Results show that peer-to-peer trade is …
A Data-Driven Method For Online Monitoring Tube Wall Thinning Process In Dynamic Noisy Environment, Chen Zhang, Jun Long Lim, Ouyang Liu, Aayush Madan, Yongwei Zhu, Shili Xiang, Kai Wu, Rebecca Yen-Ni Wong, Jiliang Eugene Phua, Karan M. Sabnani, Keng Boon Siah, Wenyu Jiang, Yixin Wang, Emily Jianzhong Hao, Hoi, Steven C. H.
A Data-Driven Method For Online Monitoring Tube Wall Thinning Process In Dynamic Noisy Environment, Chen Zhang, Jun Long Lim, Ouyang Liu, Aayush Madan, Yongwei Zhu, Shili Xiang, Kai Wu, Rebecca Yen-Ni Wong, Jiliang Eugene Phua, Karan M. Sabnani, Keng Boon Siah, Wenyu Jiang, Yixin Wang, Emily Jianzhong Hao, Hoi, Steven C. H.
Research Collection School Of Computing and Information Systems
Tube internal erosion, which corresponds to its wall thinning process, is one of the major safety concerns for tubes. Many sensing technologies have been developed to detect a tube wall thinning process. Among them, fiber Bragg grating (FBG) sensors are the most popular ones due to their precise measurement properties. Most of the current works focus on how to design different types of FBG sensors according to certain physical laws and only test their sensors in controlled laboratory conditions. However, in practice, an industrial system usually suffers from harsh and dynamic environmental conditions, and FBG signals are affected by many …
Attribute-Aware Pedestrian Detection In A Crowd, Jialiang Zhang, Lixiang Lin, Jianke Zhu, Yang Li, Yun-Chen Chen, Yao Hu, Steven C. H. Hoi
Attribute-Aware Pedestrian Detection In A Crowd, Jialiang Zhang, Lixiang Lin, Jianke Zhu, Yang Li, Yun-Chen Chen, Yao Hu, Steven C. H. Hoi
Research Collection School Of Computing and Information Systems
Pedestrian detection is an initial step to perform outdoor scene analysis, which plays an essential role in many real-world applications. Although having enjoyed the merits of deep learning frameworks from the generic object detectors, pedestrian detection is still a very challenging task due to heavy occlusions, and highly crowded group. Generally, the conventional detectors are unable to differentiate individuals from each other effectively under such a dense environment. To tackle this critical problem, we propose an attribute-aware pedestrian detector to explicitly model people's semantic attributes in a high-level feature detection fashion. Besides the typical semantic features, center position, target's scale, …
Understanding The Inter-Domain Presence Of Research Topics In The Computing Discipline, Subhajit Datta, Rumana Lakdawala, Santonu Sarkar
Understanding The Inter-Domain Presence Of Research Topics In The Computing Discipline, Subhajit Datta, Rumana Lakdawala, Santonu Sarkar
Research Collection School Of Computing and Information Systems
The very nature of scientific inquiry encourages the flow of ideas across research domains in a discipline. Research topics with higher inter-domain presence tend to attract higher attention at individual and organizational levels. This is more pronounced in a discipline like computing, with its deeply intertwined ideas and strong connections with technology. In this paper, we study corpora of research publications across four domains of the computing discipline – covering more than 150,000 papers, involving more than 200,000 authors over 55 years and 175 publication venues – to examine the influences on inter-domain presence of research topics. We find statistically …
Analyzing Tweets On New Norm: Work From Home During Covid-19 Outbreak, Swapna Gottipati, Kyong Jin Shim, Hui Hian Teo, Karthik Nityanand, Shreyansh Shivam
Analyzing Tweets On New Norm: Work From Home During Covid-19 Outbreak, Swapna Gottipati, Kyong Jin Shim, Hui Hian Teo, Karthik Nityanand, Shreyansh Shivam
Research Collection School Of Computing and Information Systems
The COVID-19 pandemic triggered a large-scale work-from-home trend globally in recent months. In this paper, we study the phenomenon of “work-from-home” (WFH) by performing social listening. We propose an analytics pipeline designed to crawl social media data and perform text mining analyzes on textual data from tweets scrapped based on hashtags related to WFH in COVID-19 situation. We apply text mining and NLP techniques to analyze the tweets for extracting the WFH themes and sentiments (positive and negative). Our Twitter theme analysis adds further value by summarizing the common key topics, allowing employers to gain more insights on areas of …
Optimal Collaborative Path Planning For Unmanned Surface Vehicles Carried By A Parent Boat Along A Planned Route, Ari Carisza Graha Prasetia, I-Lin Wang, Aldy Gunawan
Optimal Collaborative Path Planning For Unmanned Surface Vehicles Carried By A Parent Boat Along A Planned Route, Ari Carisza Graha Prasetia, I-Lin Wang, Aldy Gunawan
Research Collection School Of Computing and Information Systems
In this paper, an effective mechanism using a fleet of unmanned surface vehicles (USVs) carried by a parent boat (PB) is proposed to complete search or scientific tasks over multiple target water areas within a shorter time . Specifically, multiple USVs can be launched from the PB to conduct such operations simultaneously, and each USV can return to the PB for battery recharging or swapping and data collection in order to continue missions in a more extended range. The PB itself follows a planned route with a flexible schedule taking into consideration locational constraints or collision avoidance in a real-world …
A Social Network Analysis Of Jobs And Skills, Derrick Ming Yang Lee, Dion Wei Xuan Ang, Grace Mei Ching Pua, Lee Ning Ng, Sharon Purbowo, Eugene Wen Jia Choy, Kyong Jin Shim
A Social Network Analysis Of Jobs And Skills, Derrick Ming Yang Lee, Dion Wei Xuan Ang, Grace Mei Ching Pua, Lee Ning Ng, Sharon Purbowo, Eugene Wen Jia Choy, Kyong Jin Shim
Research Collection School Of Computing and Information Systems
In this study, we analyzed job roles and skills across industries in Singapore. Using social network analysis, we identified job roles with similar required skills, and we also identified relationships between job skills. Our analysis visualizes such relationships in an intuitive way. Insights derived from our analyses are expected to assist job seekers, employers as well as recruitment agencies wanting to understand trending and required job roles and skills in today’s fast changing world.
Robust, Fine-Grained Occupancy Estimation Via Combined Camera & Wifi Indoor Localization, Anuradha Ravi, Archan Misra
Robust, Fine-Grained Occupancy Estimation Via Combined Camera & Wifi Indoor Localization, Anuradha Ravi, Archan Misra
Research Collection School Of Computing and Information Systems
We describe the development of a robust, accurate and practically-validated technique for estimating the occupancy count in indoor spaces, based on a combination of WiFi & video sensing. While fusing these two sensing-based inputs is conceptually straightforward, the paper demonstrates and tackles the complexity that arises from several practical artefacts, such as (i) over-counting when a single individual uses multiple WiFi devices and under-counting when the individual has no such device; (ii) corresponding errors in image analysis due to real-world artefacts, such as occlusion, and (iii) the variable errors in mapping image bounding boxes (which can include multiple possible types …
Understanding Continuance Intention Toward Crowdsourcing Games: A Longitudinal Investigation, Xiaohui Wang, Dion Hoe-Lian Goh, Ee-Peng Lim
Understanding Continuance Intention Toward Crowdsourcing Games: A Longitudinal Investigation, Xiaohui Wang, Dion Hoe-Lian Goh, Ee-Peng Lim
Research Collection School Of Computing and Information Systems
Given the increasing popularity of gamified crowdsourcing, the study reported here involved examining determinants of users' continuance intention toward crowdsourcing games, both with longitudinal data and reference to a revised unified theory of acceptance and use of technology (UTAUT). At three time points, data were collected from an online survey about playing crowdsourcing games. Time-lagged regression, cross-temporal correlation, and structural equation modeling were performed to examine determinants of the acceptance of crowdsourcing games. Results indicate that the revised UTAUT2 is applicable to explaining the acceptance of crowdsourcing games. Not only did effort expectancy, hedonic motivation, and social influence directly affect …
Prediction Of Nocturia In Live Alone Elderly Using Unobtrusive In-Home Sensors, Barry Nuqoba, Hwee-Pink Tan
Prediction Of Nocturia In Live Alone Elderly Using Unobtrusive In-Home Sensors, Barry Nuqoba, Hwee-Pink Tan
Research Collection School Of Computing and Information Systems
Nocturia, or the need to void (or urinate) one or more times in the middle of night time sleeping, represents a significant economic burden for individuals and healthcare systems. Although it can be diagnosed in the hospital, most people tend to regard nocturia as a usual event, resulting in underreported diagnosis and treatment. Data from self-reporting via a voiding diary may be irregular and subjective especially among the elderly due to memory problems. This study aims to detect the presence of nocturia through passive in-home monitoring to inform intervention (e.g., seeking diagnosis and treatment) to improve the physical and mental …
Identifying And Characterizing Alternative News Media On Facebook, Samuel S. Guimaraes, Julia C. S. Reis, Lucas Lima, Filipe N. Ribeiro, Marisa Vasconcelos, Jisun An, Haewoon Kwak, Fabricio Benevenuto
Identifying And Characterizing Alternative News Media On Facebook, Samuel S. Guimaraes, Julia C. S. Reis, Lucas Lima, Filipe N. Ribeiro, Marisa Vasconcelos, Jisun An, Haewoon Kwak, Fabricio Benevenuto
Research Collection School Of Computing and Information Systems
As Internet users increasingly rely on social media sites to receive news, they are faced with a bewildering number of news media choices. For example, thousands of Facebook pages today are registered and categorized as some form of news media outlets. This situation boosted the so-called independent journalism, also known as alternative news media. Identifying and characterizing all the news pages that play an important role in news dissemination is key for understanding the news ecosystems of a country. In this work, we propose a graph-based semi-supervised method to measure the political bias of pages on most countries and show …
Social Media Analytics: A Case Study Of Singapore General Election 2020, Sebastian Zhi Tao Khoo, Leong Hock Ho, Ee Hong Lee, Danston Kheng Boon Goh, Zehao Zhang, Swee Hong Ng, Haodi Qi, Kyong Jin Shim
Social Media Analytics: A Case Study Of Singapore General Election 2020, Sebastian Zhi Tao Khoo, Leong Hock Ho, Ee Hong Lee, Danston Kheng Boon Goh, Zehao Zhang, Swee Hong Ng, Haodi Qi, Kyong Jin Shim
Research Collection School Of Computing and Information Systems
The 2020 Singaporean General Election (GE2020) was a general election held in Singapore on July 10, 2020. In this study, we present an analysis on social conversations about GE2020 during the election period. We analyzed social conversations from popular platforms such as Twitter, HardwareZone, and TR Emeritus.
Variational Bayesian Inference For Crowdsourcing Predictions, Desmond Cai, Duc Thien Nguyen, Shiau Hong Lim, Laura Wynter
Variational Bayesian Inference For Crowdsourcing Predictions, Desmond Cai, Duc Thien Nguyen, Shiau Hong Lim, Laura Wynter
Research Collection School Of Computing and Information Systems
Crowdsourcing has emerged as an effective means for performing a number of machine learning tasks such as annotation and labelling of images and other data sets. In most early settings of crowdsourcing, the task involved classification, that is assigning one of a discrete set of labels to each task. Recently, however, more complex tasks have been attempted including asking crowdsource workers to assign continuous labels, or predictions. In essence, this involves the use of crowdsourcing for function estimation. We are motivated by this problem to drive applications such as collaborative prediction, that is, harnessing the wisdom of the crowd to …
Analysis Of Online Posts To Discover Student Learning Challenges And Inform Targeted Curriculum Improvement Actions, Michelle L. F. Cheong, Jean Y. C. Chen, Bingtian Dai
Analysis Of Online Posts To Discover Student Learning Challenges And Inform Targeted Curriculum Improvement Actions, Michelle L. F. Cheong, Jean Y. C. Chen, Bingtian Dai
Research Collection School Of Computing and Information Systems
Past research on analysing end-of-term student feedback tend to result in only high-level course improvement suggestions, and some recent research even argued that student feedback is a poor indicator of teaching effectiveness and student learning. Our intelligent Q&A platform with machine learning prediction and engagement features allow students to ask self-directed questions and provide answers in an out-of-class informal setting. By analysing such high quality and truthful posts which represent the students’ queries and knowledge about the course content, we can better identify the exact course topics which the students face learning challenges. We have implemented our Q&A platform for …
The Spatial And Temporal Impact Of Agricultural Crop Residual Burning On Local Land Surface Temperature In Three Provinces Across China From 2015 To 2017, Wenting Zhang, Mengmeng Yu, Qingqing He, Tianwei Wang, Lu Lin, Kai Cao, Wei Huang, Peihong Fu, Jiaxin Chen
The Spatial And Temporal Impact Of Agricultural Crop Residual Burning On Local Land Surface Temperature In Three Provinces Across China From 2015 To 2017, Wenting Zhang, Mengmeng Yu, Qingqing He, Tianwei Wang, Lu Lin, Kai Cao, Wei Huang, Peihong Fu, Jiaxin Chen
Research Collection School Of Computing and Information Systems
China has suffered from severe crop residue burning (CRB) for a long time. As a type of biomass burning, CRB leads to a huge alteration in climate due to the emission of greenhouse gases and particulates in the atmosphere and damages to surface characteristics on land. At present, a growing body of research focuses on the impact of biomass burning (BB) (e.g., forest fire, grass fire, and CRB) on climate change from the aspect of atmospheric process. Meanwhile, a small number of research studies have started to pay attention on the damage caused by BB (e.g. forest fire) on land …
Base-Package Recommendation Framework Based On Consumer Behaviours In Iptv Platform, Kuruparan Shanmugalingam, Ruwinda Ranganayanke, Chanka Gunawardhaha, Rajitha Navarathna
Base-Package Recommendation Framework Based On Consumer Behaviours In Iptv Platform, Kuruparan Shanmugalingam, Ruwinda Ranganayanke, Chanka Gunawardhaha, Rajitha Navarathna
Research Collection School Of Computing and Information Systems
Internet Protocol TeleVision (IPTV) provides many services such as live television streaming, time-shifted media, and Video On Demand (VOD). However, many customers do not engage properly with their subscribed packages due to a lack of knowledge and poor guidance. Many customers fail to identify the proper IPTV service package based on their needs and to utilise their current package to the maximum. In this paper, we propose a base-package recommendation model with a novel customer scoring-meter based on customers behaviour. Initially, our paper describes an algorithm to measure customers engagement score, which illustrates a novel approach to track customer engagement …
Reducing Estimation Bias Via Triplet-Average Deep Deterministic Policy Gradient, Dongming Wu, Xingping Dong, Jianbing Shen, Steven C. H. Hoi
Reducing Estimation Bias Via Triplet-Average Deep Deterministic Policy Gradient, Dongming Wu, Xingping Dong, Jianbing Shen, Steven C. H. Hoi
Research Collection School Of Computing and Information Systems
The overestimation caused by function approximation is a well-known property in Q-learning algorithms, especially in single-critic models, which leads to poor performance in practical tasks. However, the opposite property, underestimation, which often occurs in Q-learning methods with double critics, has been largely left untouched. In this article, we investigate the underestimation phenomenon in the recent twin delay deep deterministic actor-critic algorithm and theoretically demonstrate its existence. We also observe that this underestimation bias does indeed hurt performance in various experiments. Considering the opposite properties of single-critic and double-critic methods, we propose a novel triplet-average deep deterministic policy gradient algorithm that …
A Geospatial Analytics Approach To Delineate Trade Areas For Quick Service Restaurants (Qsr) In Singapore, Hui Ting Lim
A Geospatial Analytics Approach To Delineate Trade Areas For Quick Service Restaurants (Qsr) In Singapore, Hui Ting Lim
Research Collection School Of Computing and Information Systems
According to Huff, trade area is defined as “a geographically delineated region containing potential customers for whom there exists a probability greater than zero of their purchasing a given class of products or services offered for sale by a particular firm or by a particular agglomeration of firms”. Several methods to delineate a store trade area have been proposed over the years. For drive-time or travel distance analysis method, the trade area is delineated according to how far or how long the customers are willing to travel to patronise the store. Another commonly used method is the Huff Model which …
Using Data Analytics To Predict Students Score, Nang Laik Ma, Gim Hong Chua
Using Data Analytics To Predict Students Score, Nang Laik Ma, Gim Hong Chua
Research Collection School Of Computing and Information Systems
Education is very important to Singapore, and the government has continued to invest heavily in our education system to become one of the world-class systems today. A strong foundation of Science, Technology, Engineering, and Mathematics (STEM) was what underpinned Singapore's development over the past 50 years. PISA is a triennial international survey that evaluates education systems worldwide by testing the skills and knowledge of 15-year-old students who are nearing the end of compulsory education. In this paper, the authors used the PISA data from 2012 and 2015 and developed machine learning techniques to predictive the students' scores and understand the …
Learning Personal Conscientiousness From Footprints In E-Learning Systems, Lo Pang-Yun Ting, Shan Yun Teng, Kun Ta Chuang, Ee-Peng Lim
Learning Personal Conscientiousness From Footprints In E-Learning Systems, Lo Pang-Yun Ting, Shan Yun Teng, Kun Ta Chuang, Ee-Peng Lim
Research Collection School Of Computing and Information Systems
Personality inference has received widespread attention for its potential to infer psychological well being, job satisfaction, romantic relationship success, and professional performance. In this research, we focus on Conscientiousness, one of the well studied Big Five personality traits, which determines if a person is self-disciplined, organized, and hard-working. Research has shown that Conscientiousness is related to a person's academic and workplace success. For an expert to evaluate a person's Conscientiousness, long-term observation of the person's behavior at work place or at home is usually required. To reduce this evaluation effort as well as to cope with the increasing trend of …
Federated Topic Discovery: A Semantic Consistent Approach, Yexuan Shi, Yongxin Tong, Zhiyang Su, Di Jiang, Zimu Zhou, Wenbin Zhang
Federated Topic Discovery: A Semantic Consistent Approach, Yexuan Shi, Yongxin Tong, Zhiyang Su, Di Jiang, Zimu Zhou, Wenbin Zhang
Research Collection School Of Computing and Information Systems
General-purpose topic models have widespread industrial applications. Yet high-quality topic modeling is becoming increasingly challenging because accurate models require large amounts of training data typically owned by multiple parties, who are often unwilling to share their sensitive data for collaborative training without guarantees on their data privacy. To enable effective privacy-preserving multiparty topic modeling, we propose a novel federated general-purpose topic model named private and consistent topic discovery (PC-TD). On the one hand, PC-TD seamlessly integrates differential privacy in topic modeling to provide privacy guarantees on sensitive data of different parties. On the other hand, PC-TD exploits multiple sources of …
We Mind Your Well-Being: Preventing Depression In Uncertain Social Networks By Sequential Interventions, Aye Phye Phye Aung, Xinrun Wang, Bo An, Xiaoli Li
We Mind Your Well-Being: Preventing Depression In Uncertain Social Networks By Sequential Interventions, Aye Phye Phye Aung, Xinrun Wang, Bo An, Xiaoli Li
Research Collection School Of Computing and Information Systems
Mental health has become a major concern according to WHO who estimates that more than 350 million people worldwide are affected by depression. Studies have shown that interventions and social support can reduce stress and depression. However, counselling centers do not have enough resources to provide counselling and social support to all the participants in their interest. This paper helps social support organizations (e.g., university counselling centers) sequentially select the participants for interventions. Unfortunately, previous works do not consider emotion propagation from other neighbours of the influencees and initial uncertainties of mental states and influence. Moreover, they fail to scale …
Efficient Sampling Algorithms For Approximate Temporal Motif Counting, Jingjing Wang, Yanhao Wang, Wenjun Jiang, Yuchen Li, Kian-Lee Tan
Efficient Sampling Algorithms For Approximate Temporal Motif Counting, Jingjing Wang, Yanhao Wang, Wenjun Jiang, Yuchen Li, Kian-Lee Tan
Research Collection School Of Computing and Information Systems
A great variety of complex systems ranging from user interactions in communication networks to transactions in financial markets can be modeled as temporal graphs, which consist of a set of vertices and a series of timestamped and directed edges. Temporal motifs in temporal graphs are generalized from subgraph patterns in static graphs which take into account edge orderings and durations in addition to structures. Counting the number of occurrences of temporal motifs is a fundamental problem for temporal network analysis. However, existing methods either cannot support temporal motifs or suffer from performance issues. In this paper, we focus on approximate …
Co2vec: Embeddings Of Co-Ordered Networks Based On Mutual Reinforcement, Meng-Fen Chiang, Ee-Peng Lim, Wang-Chien Lee, Philips Kokoh Prasetyo
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 …
European Floating Strike Lookback Options: Alpha Prediction And Generation Using Unsupervised Learning, Tristan Lim, Aldy Gunawan, Chin Sin Ong
European Floating Strike Lookback Options: Alpha Prediction And Generation Using Unsupervised Learning, Tristan Lim, Aldy Gunawan, Chin Sin Ong
Research Collection School Of Computing and Information Systems
This research utilized the intrinsic quality of European floating strike lookback call options, alongside selected return and volatility parameters, in a K-means clustering environment, to recommend an alpha generative trading strategy. The result is an elegant easy-to-use alpha strategy based on the option mechanisms which identifies investment assets with high degree of significance. In an upward trending market, the research had identified European floating strike lookback call option as an evaluative criterion and investable asset, which would both allow investors to predict and profit from alpha opportunities. The findings will be useful for (i) buy-side investors seeking alpha generation and/or …
Deep Reinforcement Learning Approach To Solve Dynamic Vehicle Routing Problem With Stochastic Customers, Waldy Joe, Hoong Chuin Lau
Deep Reinforcement Learning Approach To Solve Dynamic Vehicle Routing Problem With Stochastic Customers, Waldy Joe, Hoong Chuin Lau
Research Collection School Of Computing and Information Systems
In real-world urban logistics operations, changes to the routes and tasks occur in response to dynamic events. To ensure customers’ demands are met, planners need to make these changes quickly (sometimes instantaneously). This paper proposes the formulation of a dynamic vehicle routing problem with time windows and both known and stochastic customers as a route-based Markov Decision Process. We propose a solution approach that combines Deep Reinforcement Learning (specifically neural networks-based TemporalDifference learning with experience replay) to approximate the value function and a routing heuristic based on Simulated Annealing, called DRLSA. Our approach enables optimized re-routing decision to be generated …