Market traders often engage in the frequent transaction of volatile assets to optimize their total return. In this study, we introduce a novel investment strategy model, anchored on the 'lazy factor.' Our approach bifurcates into a Price Portfolio Forecasting Model and a Mean-Variance Model with Transaction Costs, utilizing probability weights as the coefficients of laziness factors. The Price Portfolio Forecasting Model, leveraging the EXPMA Mean Method, plots the long-term price trend line and forecasts future price movements, incorporating the tangent slope and rate of change. For short-term investments, we apply the ARIMA Model to predict ensuing prices. The Mean-Variance Model with Transaction Costs employs the Monte Carlo Method to formulate the feasible region. To strike an optimal balance between risk and return, equal probability weights are incorporated as coefficients of the laziness factor. To assess the efficacy of this combined strategy, we executed extensive experiments on a specified dataset. Our findings underscore the model's adaptability and generalizability, indicating its potential to transform investment strategies.
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Collider bias occurs when conditioning on a common effect (collider) of two variables $X, Y$. In this manuscript, we quantify the collider bias in the estimated association between exposure $X$ and outcome $Y$ induced by selecting on one value of a binary collider $S$ of the exposure and the outcome. In the case of logistic regression, it is known that the magnitude of the collider bias in the exposure-outcome regression coefficient is proportional to the strength of interaction $\delta_3$ between $X$ and $Y$ in a log-additive model for the collider: $\mathbb{P} (S = 1 | X, Y) = \exp \left\{ \delta_0 + \delta_1 X + \delta_2 Y + \delta_3 X Y \right\}$. We show that this result also holds under a linear or Poisson regression model for the exposure-outcome association. We then illustrate by simulation that even if a log-additive model with interactions is not the true model for the collider, the interaction term in such a model is still informative about the magnitude of collider bias. Finally, we discuss the implications of these findings for methods that attempt to adjust for collider bias, such as inverse probability weighting which is often implemented without including interactions between variables in the weighting model.
Due to the opacity of machine learning technology, there is a need for explainability and fairness in the decision support systems used in public or private organizations. Although the criteria for appropriate explanations and fair decisions change depending on the values of those who are affected by the decisions, there is a lack of discussion framework to consider the appropriate outputs for each stakeholder. In this paper, we propose a discussion framework that we call "stakeholder-in-the-loop fair decisions." This is proposed to consider the requirements for appropriate explanations and fair decisions. We identified four stakeholders that need to be considered to design accountable decision support systems and discussed how to consider the appropriate outputs for each stakeholder by referring to our works. By clarifying the characteristics of specific stakeholders in each application domain and integrating the stakeholders' values into outputs that all stakeholders agree upon, decision support systems can be designed as systems that ensure accountable decision makings.
Current captioning approaches tend to generate correct but "generic" descriptions that lack real-world knowledge, e.g., named entities and contextual information. Considering that Vision-Language Pre-Training (VLP) models master massive such knowledge from large-scale web-harvested data, it is promising to utilize the generalizability of VLP models to incorporate knowledge into image descriptions. However, using VLP models faces challenges: zero-shot inference suffers from knowledge hallucination that leads to low-quality descriptions, but the generic bias in downstream task fine-tuning hinders the VLP model from expressing knowledge. To address these concerns, we propose a simple yet effective method called Knowledge-guided Replay (K-Replay), which enables the retention of pre-training knowledge during fine-tuning. Our approach consists of two parts: (1) a knowledge prediction task on automatically collected replay exemplars to continuously awaken the VLP model's memory about knowledge, thus preventing the model from collapsing into the generic pattern; (2) a knowledge distillation constraint to improve the faithfulness of generated descriptions hence alleviating the knowledge hallucination. To evaluate knowledge-enhanced descriptions, we construct a novel captioning benchmark KnowCap, containing knowledge of landmarks, famous brands, special foods and movie characters. Experimental results show that our approach effectively incorporates knowledge into descriptions, outperforming strong VLP baseline by 20.9 points (78.7->99.6) in CIDEr score and 20.5 percentage points (34.0%->54.5%) in knowledge recognition accuracy. Our code and data is available at //github.com/njucckevin/KnowCap.
Dialogue act annotations are important to improve response generation quality in task-oriented dialogue systems. However, it can be challenging to use dialogue acts to control response generation in a generalizable way because different datasets and tasks may have incompatible annotations. While alternative methods that utilize latent action spaces or reinforcement learning do not require explicit annotations, they may lack interpretability or face difficulties defining task-specific rewards. In this work, we present a novel end-to-end latent dialogue act model (DiactTOD) that represents dialogue acts in a latent space. DiactTOD, when pre-trained on a large corpus, is able to predict and control dialogue acts to generate controllable responses using these latent representations in a zero-shot fashion. Our approach demonstrates state-of-the-art performance across a wide range of experimental settings on the MultiWOZ dataset, including zero-shot, few-shot, and full data fine-tuning with both end-to-end and policy optimization configurations.
Laypeople (i.e. individuals without legal training) may often have trouble resolving their legal problems. In this work, we present the JusticeBot methodology. This methodology can be used to build legal decision support tools, that support laypeople in exploring their legal rights in certain situations, using a hybrid case-based and rule-based reasoning approach. The system ask the user questions regarding their situation and provides them with legal information, references to previous similar cases and possible next steps. This information could potentially help the user resolve their issue, e.g. by settling their case or enforcing their rights in court. We present the methodology for building such tools, which consists of discovering typically applied legal rules from legislation and case law, and encoding previous cases to support the user. We also present an interface to build tools using this methodology and a case study of the first deployed JusticeBot version, focused on landlord-tenant disputes, which has been used by thousands of individuals.
More than one hundred benchmarks have been developed to test the commonsense knowledge and commonsense reasoning abilities of artificial intelligence (AI) systems. However, these benchmarks are often flawed and many aspects of common sense remain untested. Consequently, we do not currently have any reliable way of measuring to what extent existing AI systems have achieved these abilities. This paper surveys the development and uses of AI commonsense benchmarks. We discuss the nature of common sense; the role of common sense in AI; the goals served by constructing commonsense benchmarks; and desirable features of commonsense benchmarks. We analyze the common flaws in benchmarks, and we argue that it is worthwhile to invest the work needed ensure that benchmark examples are consistently high quality. We survey the various methods of constructing commonsense benchmarks. We enumerate 139 commonsense benchmarks that have been developed: 102 text-based, 18 image-based, 12 video based, and 7 simulated physical environments. We discuss the gaps in the existing benchmarks and aspects of commonsense reasoning that are not addressed in any existing benchmark. We conclude with a number of recommendations for future development of commonsense AI benchmarks.
Face recognition technology has advanced significantly in recent years due largely to the availability of large and increasingly complex training datasets for use in deep learning models. These datasets, however, typically comprise images scraped from news sites or social media platforms and, therefore, have limited utility in more advanced security, forensics, and military applications. These applications require lower resolution, longer ranges, and elevated viewpoints. To meet these critical needs, we collected and curated the first and second subsets of a large multi-modal biometric dataset designed for use in the research and development (R&D) of biometric recognition technologies under extremely challenging conditions. Thus far, the dataset includes more than 350,000 still images and over 1,300 hours of video footage of approximately 1,000 subjects. To collect this data, we used Nikon DSLR cameras, a variety of commercial surveillance cameras, specialized long-rage R&D cameras, and Group 1 and Group 2 UAV platforms. The goal is to support the development of algorithms capable of accurately recognizing people at ranges up to 1,000 m and from high angles of elevation. These advances will include improvements to the state of the art in face recognition and will support new research in the area of whole-body recognition using methods based on gait and anthropometry. This paper describes methods used to collect and curate the dataset, and the dataset's characteristics at the current stage.
Maritime activities represent a major domain of economic growth with several emerging maritime Internet of Things use cases, such as smart ports, autonomous navigation, and ocean monitoring systems. The major enabler for this exciting ecosystem is the provision of broadband, low-delay, and reliable wireless coverage to the ever-increasing number of vessels, buoys, platforms, sensors, and actuators. Towards this end, the integration of unmanned aerial vehicles (UAVs) in maritime communications introduces an aerial dimension to wireless connectivity going above and beyond current deployments, which are mainly relying on shore-based base stations with limited coverage and satellite links with high latency. Considering the potential of UAV-aided wireless communications, this survey presents the state-of-the-art in UAV-aided maritime communications, which, in general, are based on both conventional optimization and machine-learning-aided approaches. More specifically, relevant UAV-based network architectures are discussed together with the role of their building blocks. Then, physical-layer, resource management, and cloud/edge computing and caching UAV-aided solutions in maritime environments are discussed and grouped based on their performance targets. Moreover, as UAVs are characterized by flexible deployment with high re-positioning capabilities, studies on UAV trajectory optimization for maritime applications are thoroughly discussed. In addition, aiming at shedding light on the current status of real-world deployments, experimental studies on UAV-aided maritime communications are presented and implementation details are given. Finally, several important open issues in the area of UAV-aided maritime communications are given, related to the integration of sixth generation (6G) advancements.
A fundamental goal of scientific research is to learn about causal relationships. However, despite its critical role in the life and social sciences, causality has not had the same importance in Natural Language Processing (NLP), which has traditionally placed more emphasis on predictive tasks. This distinction is beginning to fade, with an emerging area of interdisciplinary research at the convergence of causal inference and language processing. Still, research on causality in NLP remains scattered across domains without unified definitions, benchmark datasets and clear articulations of the remaining challenges. In this survey, we consolidate research across academic areas and situate it in the broader NLP landscape. We introduce the statistical challenge of estimating causal effects, encompassing settings where text is used as an outcome, treatment, or as a means to address confounding. In addition, we explore potential uses of causal inference to improve the performance, robustness, fairness, and interpretability of NLP models. We thus provide a unified overview of causal inference for the computational linguistics community.
With the advances of data-driven machine learning research, a wide variety of prediction problems have been tackled. It has become critical to explore how machine learning and specifically deep learning methods can be exploited to analyse healthcare data. A major limitation of existing methods has been the focus on grid-like data; however, the structure of physiological recordings are often irregular and unordered which makes it difficult to conceptualise them as a matrix. As such, graph neural networks have attracted significant attention by exploiting implicit information that resides in a biological system, with interactive nodes connected by edges whose weights can be either temporal associations or anatomical junctions. In this survey, we thoroughly review the different types of graph architectures and their applications in healthcare. We provide an overview of these methods in a systematic manner, organized by their domain of application including functional connectivity, anatomical structure and electrical-based analysis. We also outline the limitations of existing techniques and discuss potential directions for future research.
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