Document management in the rental market is a critical process to ensure the accuracy of financial transactions and regulatory compliance in the sector. In Portugal, the challenges include the complexity of legislation, particularly GDPR non-compliance, lack of transparency, and bureaucratic process inefficiency. With this in mind, a solution based on Hyperledger Fabric, a blockchain platform, is presented for the implementation of a document management system for the rental process. This system oversees the rental process, which consists of three phases: the application for a property by the prospective tenant through the upload of necessary documents, acceptance/rejection by the landlord of various received applications, and the creation of a report by the system, which only the auditor can request and view. The system smart contract records metadata associated with the documents (hash, owner) and coordinates requests for file access by landlords to prospective tenants. Thus, the system is responsible for creating immutable and traceable records of the entire process. The underlying platform serves as the foundation for conducting future audits. After the landlord verifies the files and accepts the rental proposal, any authorised auditor can request a report for a property by accessing the records through the final report, which includes all events that occurred during the process.
Portfolio optimization involves determining the optimal allocation of portfolio assets in order to maximize a given investment objective. Traditionally, some form of mean-variance optimization is used with the aim of maximizing returns while minimizing risk, however, more recently, deep reinforcement learning formulations have been explored. Increasingly, investors have demonstrated an interest in incorporating ESG objectives when making investment decisions, and modifications to the classical mean-variance optimization framework have been developed. In this work, we study the use of deep reinforcement learning for responsible portfolio optimization, by incorporating ESG states and objectives, and provide comparisons against modified mean-variance approaches. Our results show that deep reinforcement learning policies can provide competitive performance against mean-variance approaches for responsible portfolio allocation across additive and multiplicative utility functions of financial and ESG responsibility objectives.
Accurate risk quantification and reachability analysis are crucial for safe control and learning, but sampling from rare events, risky states, or long-term trajectories can be prohibitively costly. Motivated by this, we study how to estimate the long-term safety probability of maximally safe actions without sufficient coverage of samples from risky states and long-term trajectories. The use of maximal safety probability in control and learning is expected to avoid conservative behaviors due to over-approximation of risk. Here, we first show that long-term safety probability, which is multiplicative in time, can be converted into additive costs and be solved using standard reinforcement learning methods. We then derive this probability as solutions of partial differential equations (PDEs) and propose Physics-Informed Reinforcement Learning (PIRL) algorithm. The proposed method can learn using sparse rewards because the physics constraints help propagate risk information through neighbors. This suggests that, for the purpose of extracting more information for efficient learning, physics constraints can serve as an alternative to reward shaping. The proposed method can also estimate long-term risk using short-term samples and deduce the risk of unsampled states. This feature is in stark contrast with the unconstrained deep RL that demands sufficient data coverage. These merits of the proposed method are demonstrated in numerical simulation.
Smart contracts are decentralized applications built atop blockchains like Ethereum. Recent research has shown that large language models (LLMs) have potential in auditing smart contracts, but the state-of-the-art indicates that even GPT-4 can achieve only 30% precision (when both decision and justification are correct). This is likely because off-the-shelf LLMs were primarily pre-trained on a general text/code corpus and not fine-tuned on the specific domain of Solidity smart contract auditing. In this paper, we propose TrustLLM, a general framework that combines fine-tuning and LLM-based agents for intuitive smart contract auditing with justifications. Specifically, TrustLLM is inspired by the observation that expert human auditors first perceive what could be wrong and then perform a detailed analysis of the code to identify the cause. As such, TrustLLM employs a two-stage fine-tuning approach: it first tunes a Detector model to make decisions and then tunes a Reasoner model to generate causes of vulnerabilities. However, fine-tuning alone faces challenges in accurately identifying the optimal cause of a vulnerability. Therefore, we introduce two LLM-based agents, the Ranker and Critic, to iteratively select and debate the most suitable cause of vulnerability based on the output of the fine-tuned Reasoner model. To evaluate TrustLLM, we collected a balanced dataset with 1,734 positive and 1,810 negative samples to fine-tune TrustLLM. We then compared it with traditional fine-tuned models (CodeBERT, GraphCodeBERT, CodeT5, and UnixCoder) as well as prompt learning-based LLMs (GPT4, GPT-3.5, and CodeLlama-13b/34b). On a dataset of 263 real smart contract vulnerabilities, TrustLLM achieves an F1 score of 91.21% and an accuracy of 91.11%. The causes generated by TrustLLM achieved a consistency of about 38% compared to the ground truth causes.
Trajectory generation and trajectory prediction are two critical tasks in autonomous driving, which generate various trajectories for testing during development and predict the trajectories of surrounding vehicles during operation, respectively. In recent years, emerging data-driven deep learning-based methods have shown great promise for these two tasks in learning various traffic scenarios and improving average performance without assuming physical models. However, it remains a challenging problem for these methods to ensure that the generated/predicted trajectories are physically realistic. This challenge arises because learning-based approaches often function as opaque black boxes and do not adhere to physical laws. Conversely, existing model-based methods provide physically feasible results but are constrained by predefined model structures, limiting their capabilities to address complex scenarios. To address the limitations of these two types of approaches, we propose a new method that integrates kinematic knowledge into neural stochastic differential equations (SDE) and designs a variational autoencoder based on this latent kinematics-aware SDE (LK-SDE) to generate vehicle motions. Experimental results demonstrate that our method significantly outperforms both model-based and learning-based baselines in producing physically realistic and precisely controllable vehicle trajectories. Additionally, it performs well in predicting unobservable physical variables in the latent space.
The pandemic of COVID-19 has imposed tremendous pressure on public health systems and social economic ecosystems over the past years. To alleviate its social impact, it is important to proactively track the prevalence of COVID-19 within communities. The traditional way to estimate the disease prevalence is to estimate from reported clinical test data or surveys. However, the coverage of clinical tests is often limited and the tests can be labor-intensive, requires reliable and timely results, and consistent diagnostic and reporting criteria. Recent studies revealed that patients who are diagnosed with COVID-19 often undergo fecal shedding of SARS-CoV-2 virus into wastewater, which makes wastewater-based epidemiology (WBE) for COVID-19 surveillance a promising approach to complement traditional clinical testing. In this paper, we survey the existing literature regarding WBE for COVID-19 surveillance and summarize the current advances in the area. Specifically, we have covered the key aspects of wastewater sampling, sample testing, and presented a comprehensive and organized summary of wastewater data analytical methods. Finally, we provide the open challenges on current wastewater-based COVID-19 surveillance studies, aiming to encourage new ideas to advance the development of effective wastewater-based surveillance systems for general infectious diseases.
Robust utility optimization enables an investor to deal with market uncertainty in a structured way, with the goal of maximizing the worst-case outcome. In this work, we propose a generative adversarial network (GAN) approach to (approximately) solve robust utility optimization problems in general and realistic settings. In particular, we model both the investor and the market by neural networks (NN) and train them in a mini-max zero-sum game. This approach is applicable for any continuous utility function and in realistic market settings with trading costs, where only observable information of the market can be used. A large empirical study shows the versatile usability of our method. Whenever an optimal reference strategy is available, our method performs on par with it and in the (many) settings without known optimal strategy, our method outperforms all other reference strategies. Moreover, we can conclude from our study that the trained path-dependent strategies do not outperform Markovian ones. Lastly, we uncover that our generative approach for learning optimal, (non-) robust investments under trading costs generates universally applicable alternatives to well known asymptotic strategies of idealized settings.
Multiscale problems can usually be approximated through numerical homogenization by an equation with some effective parameters that can capture the macroscopic behavior of the original system on the coarse grid to speed up the simulation. However, this approach usually assumes scale separation and that the heterogeneity of the solution can be approximated by the solution average in each coarse block. For complex multiscale problems, the computed single effective properties/continuum might be inadequate. In this paper, we propose a novel learning-based multi-continuum model to enrich the homogenized equation and improve the accuracy of the single continuum model for multiscale problems with some given data. Without loss of generalization, we consider a two-continuum case. The first flow equation keeps the information of the original homogenized equation with an additional interaction term. The second continuum is newly introduced, and the effective permeability in the second flow equation is determined by a neural network. The interaction term between the two continua aligns with that used in the Dual-porosity model but with a learnable coefficient determined by another neural network. The new model with neural network terms is then optimized using trusted data. We discuss both direct back-propagation and the adjoint method for the PDE-constraint optimization problem. Our proposed learning-based multi-continuum model can resolve multiple interacted media within each coarse grid block and describe the mass transfer among them, and it has been demonstrated to significantly improve the simulation results through numerical experiments involving both linear and nonlinear flow equations.
The accurate and interpretable prediction of future events in time-series data often requires the capturing of representative patterns (or referred to as states) underpinning the observed data. To this end, most existing studies focus on the representation and recognition of states, but ignore the changing transitional relations among them. In this paper, we present evolutionary state graph, a dynamic graph structure designed to systematically represent the evolving relations (edges) among states (nodes) along time. We conduct analysis on the dynamic graphs constructed from the time-series data and show that changes on the graph structures (e.g., edges connecting certain state nodes) can inform the occurrences of events (i.e., time-series fluctuation). Inspired by this, we propose a novel graph neural network model, Evolutionary State Graph Network (EvoNet), to encode the evolutionary state graph for accurate and interpretable time-series event prediction. Specifically, Evolutionary State Graph Network models both the node-level (state-to-state) and graph-level (segment-to-segment) propagation, and captures the node-graph (state-to-segment) interactions over time. Experimental results based on five real-world datasets show that our approach not only achieves clear improvements compared with 11 baselines, but also provides more insights towards explaining the results of event predictions.
Due to their inherent capability in semantic alignment of aspects and their context words, attention mechanism and Convolutional Neural Networks (CNNs) are widely applied for aspect-based sentiment classification. However, these models lack a mechanism to account for relevant syntactical constraints and long-range word dependencies, and hence may mistakenly recognize syntactically irrelevant contextual words as clues for judging aspect sentiment. To tackle this problem, we propose to build a Graph Convolutional Network (GCN) over the dependency tree of a sentence to exploit syntactical information and word dependencies. Based on it, a novel aspect-specific sentiment classification framework is raised. Experiments on three benchmarking collections illustrate that our proposed model has comparable effectiveness to a range of state-of-the-art models, and further demonstrate that both syntactical information and long-range word dependencies are properly captured by the graph convolution structure.
Multi-relation Question Answering is a challenging task, due to the requirement of elaborated analysis on questions and reasoning over multiple fact triples in knowledge base. In this paper, we present a novel model called Interpretable Reasoning Network that employs an interpretable, hop-by-hop reasoning process for question answering. The model dynamically decides which part of an input question should be analyzed at each hop; predicts a relation that corresponds to the current parsed results; utilizes the predicted relation to update the question representation and the state of the reasoning process; and then drives the next-hop reasoning. Experiments show that our model yields state-of-the-art results on two datasets. More interestingly, the model can offer traceable and observable intermediate predictions for reasoning analysis and failure diagnosis.