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The unpredictability and volatility of the stock market render it challenging to make a substantial profit using any generalised scheme. Many previous studies tried different techniques to build a machine learning model, which can make a significant profit in the US stock market by performing live trading. However, very few studies have focused on the importance of finding the best features for a particular trading period. Our top approach used the performance to narrow down the features from a total of 148 to about 30. Furthermore, the top 25 features were dynamically selected before each time training our machine learning model. It uses ensemble learning with four classifiers: Gaussian Naive Bayes, Decision Tree, Logistic Regression with L1 regularization, and Stochastic Gradient Descent, to decide whether to go long or short on a particular stock. Our best model performed daily trade between July 2011 and January 2019, generating 54.35% profit. Finally, our work showcased that mixtures of weighted classifiers perform better than any individual predictor of making trading decisions in the stock market.

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Accurate price predictions are essential for market participants in order to optimize their operational schedules and bidding strategies, especially in the current context where electricity prices become more volatile and less predictable using classical approaches. The Locational Marginal Pricing (LMP) pricing mechanism is used in many modern power markets, where the traditional approach utilizes optimal power flow (OPF) solvers. However, for large electricity grids this process becomes prohibitively time-consuming and computationally intensive. Machine learning (ML) based predictions could provide an efficient tool for LMP prediction, especially in energy markets with intermittent sources like renewable energy. This study evaluates the performance of popular machine learning and deep learning models in predicting LMP on multiple electricity grids. The accuracy and robustness of these models in predicting LMP is assessed considering multiple scenarios. The results show that ML models can predict LMP 4-5 orders of magnitude faster than traditional OPF solvers with 5-6\% error rate, highlighting the potential of ML models in LMP prediction for large-scale power models with the assistance of hardware infrastructure like multi-core CPUs and GPUs in modern HPC clusters.

Causal modelling offers great potential to provide autonomous agents the ability to understand the data-generation process that governs their interactions with the world. Such models capture formal knowledge as well as probabilistic representations of noise and uncertainty typically encountered by autonomous robots in real-world environments. Thus, causality can aid autonomous agents in making decisions and explaining outcomes, but deploying causality in such a manner introduces new challenges. Here we identify challenges relating to causality in the context of a drone system operating in a salt mine. Such environments are challenging for autonomous agents because of the presence of confounders, non-stationarity, and a difficulty in building complete causal models ahead of time. To address these issues, we propose a probabilistic causal framework consisting of: causally-informed POMDP planning, online SCM adaptation, and post-hoc counterfactual explanations. Further, we outline planned experimentation to evaluate the framework integrated with a drone system in simulated mine environments and on a real-world mine dataset.

Behavioral health interventions, delivered through digital platforms, have the potential to significantly improve health outcomes, through education, motivation, reminders, and outreach. We study the problem of optimizing personalized interventions for patients to maximize a long-term outcome, where interventions are costly and capacity-constrained. We assume there exists a dataset collected from an initial pilot study that we can leverage. We present a new approach for this problem that we dub DecompPI, which approximates one step of policy iteration. Implementing DecompPI simply consists of a prediction task using the dataset, alleviating the need for online experimentation. DecompPI is a generic model-free algorithm that can be used irrespective of the underlying patient behavior model. We derive theoretical guarantees on a simple, special case of the model that is representative of our problem setting. We establish an approximation ratio for DecompPI with respect to the improvement beyond a null policy that does not allocate interventions. Specifically, when the initial policy used to collect the data is randomized, the approximation ratio of the improvement approaches 1/2 as the intervention capacity of the initial policy decreases. We show that this guarantee is robust to estimation errors. We conduct a rigorous empirical case study using real-world data from a mobile health platform for improving treatment adherence for tuberculosis. Using a validated simulation model, we demonstrate that DecompPI can provide the same efficacy as the status quo approach with approximately half the capacity of interventions. DecompPI is simple and easy to implement for organizations aiming to improve long-term behavior through targeted interventions, and this paper demonstrates its strong performance both theoretically and empirically.

Larger and deeper networks generalise well despite their increased capacity to overfit. Understanding why this happens is theoretically and practically important. One recent approach looks at the infinitely wide limits of such networks and their corresponding kernels. However, these theoretical tools cannot fully explain finite networks as the empirical kernel changes significantly during gradient-descent-based training in contrast to infinite networks. In this work, we derive an iterative linearised training method as a novel empirical tool to further investigate this distinction, allowing us to control for sparse (i.e. infrequent) feature updates and quantify the frequency of feature learning needed to achieve comparable performance. We justify iterative linearisation as an interpolation between a finite analog of the infinite width regime, which does not learn features, and standard gradient descent training, which does. Informally, we also show that it is analogous to a damped version of the Gauss-Newton algorithm -- a second-order method. We show that in a variety of cases, iterative linearised training surprisingly performs on par with standard training, noting in particular how much less frequent feature learning is required to achieve comparable performance. We also show that feature learning is essential for good performance. Since such feature learning inevitably causes changes in the NTK kernel, we provide direct negative evidence for the NTK theory, which states the NTK kernel remains constant during training.

To improve the performance in identifying the faults under strong noise for rotating machinery, this paper presents a dynamic feature reconstruction signal graph method, which plays the key role of the proposed end-to-end fault diagnosis model. Specifically, the original mechanical signal is first decomposed by wavelet packet decomposition (WPD) to obtain multiple subbands including coefficient matrix. Then, with originally defined two feature extraction factors MDD and DDD, a dynamic feature selection method based on L2 energy norm (DFSL) is proposed, which can dynamically select the feature coefficient matrix of WPD based on the difference in the distribution of norm energy, enabling each sub-signal to take adaptive signal reconstruction. Next the coefficient matrices of the optimal feature sub-bands are reconstructed and reorganized to obtain the feature signal graphs. Finally, deep features are extracted from the feature signal graphs by 2D-Convolutional neural network (2D-CNN). Experimental results on a public data platform of a bearing and our laboratory platform of robot grinding show that this method is better than the existing methods under different noise intensities.

Manufacturing industries are increasingly adopting additive manufacturing (AM) technologies to produce functional parts in critical systems. However, the inherent complexity of both AM designs and AM processes render them attractive targets for cyber-attacks. Risk-based Information Technology (IT) and Operational Technology (OT) security guidance standards are useful resources for AM security practitioners, but the guidelines they provide are insufficient without additional AM-specific revisions. Therefore, a structured layering approach is needed to efficiently integrate these revisions with preexisting IT and OT security guidance standards. To implement such an approach, this paper proposes leveraging the National Institute of Standards and Technology's Cybersecurity Framework (CSF) to develop layered, risk-based guidance for fulfilling specific security outcomes. It begins with an in-depth literature review that reveals the importance of AM data and asset management to risk-based security. Next, this paper adopts the CSF asset identification and management security outcomes as an example for providing AM-specific guidance and identifies the AM geometry and process definitions to aid manufacturers in mapping data flows and documenting processes. Finally, this paper uses the Open Security Controls Assessment Language to integrate the AM-specific guidance together with existing IT and OT security guidance in a rigorous and traceable manner. This paper's contribution is to show how a risk-based layered approach enables the authoring, publishing, and management of AM-specific security guidance that is currently lacking. The authors believe implementation of the layered approach would result in value-added, non-redundant security guidance for AM that is consistent with the preexisting guidance.

The purpose of this work is to transport the information from multiple randomized controlled trials to the target population where we only have the control group data. Previous works rely critically on the mean exchangeability assumption. However, as pointed out by many current studies, the mean exchangeability assumption might be violated. Motivated by the synthetic control method, we construct a synthetic treatment group for the target population by a weighted mixture of treatment groups of source populations. We estimate the weights by minimizing the conditional maximum mean discrepancy between the weighted control groups of source populations and the target population. We establish the asymptotic normality of the synthetic treatment group estimator based on the sieve semiparametric theory. Our method can serve as a novel complementary approach when the mean exchangeability assumption is violated. Experiments are conducted on synthetic and real-world datasets to demonstrate the effectiveness of our methods.

Time series forecasting is widely used in business intelligence, e.g., forecast stock market price, sales, and help the analysis of data trend. Most time series of interest are macroscopic time series that are aggregated from microscopic data. However, instead of directly modeling the macroscopic time series, rare literature studied the forecasting of macroscopic time series by leveraging data on the microscopic level. In this paper, we assume that the microscopic time series follow some unknown mixture probabilistic distributions. We theoretically show that as we identify the ground truth latent mixture components, the estimation of time series from each component could be improved because of lower variance, thus benefitting the estimation of macroscopic time series as well. Inspired by the power of Seq2seq and its variants on the modeling of time series data, we propose Mixture of Seq2seq (MixSeq), an end2end mixture model to cluster microscopic time series, where all the components come from a family of Seq2seq models parameterized by different parameters. Extensive experiments on both synthetic and real-world data show the superiority of our approach.

Spectral clustering (SC) is a popular clustering technique to find strongly connected communities on a graph. SC can be used in Graph Neural Networks (GNNs) to implement pooling operations that aggregate nodes belonging to the same cluster. However, the eigendecomposition of the Laplacian is expensive and, since clustering results are graph-specific, pooling methods based on SC must perform a new optimization for each new sample. In this paper, we propose a graph clustering approach that addresses these limitations of SC. We formulate a continuous relaxation of the normalized minCUT problem and train a GNN to compute cluster assignments that minimize this objective. Our GNN-based implementation is differentiable, does not require to compute the spectral decomposition, and learns a clustering function that can be quickly evaluated on out-of-sample graphs. From the proposed clustering method, we design a graph pooling operator that overcomes some important limitations of state-of-the-art graph pooling techniques and achieves the best performance in several supervised and unsupervised tasks.

Aspect based sentiment analysis (ABSA) can provide more detailed information than general sentiment analysis, because it aims to predict the sentiment polarities of the given aspects or entities in text. We summarize previous approaches into two subtasks: aspect-category sentiment analysis (ACSA) and aspect-term sentiment analysis (ATSA). Most previous approaches employ long short-term memory and attention mechanisms to predict the sentiment polarity of the concerned targets, which are often complicated and need more training time. We propose a model based on convolutional neural networks and gating mechanisms, which is more accurate and efficient. First, the novel Gated Tanh-ReLU Units can selectively output the sentiment features according to the given aspect or entity. The architecture is much simpler than attention layer used in the existing models. Second, the computations of our model could be easily parallelized during training, because convolutional layers do not have time dependency as in LSTM layers, and gating units also work independently. The experiments on SemEval datasets demonstrate the efficiency and effectiveness of our models.

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