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Currently, there are no convincing proxies for the fundamentals of cryptocurrency assets. We propose a new market-to-fundamental ratio, the price-to-utility (PU) ratio, utilizing unique blockchain accounting methods. We then proxy various existing fundamental-to-market ratios by Bitcoin historical data and find they have little predictive power for short-term bitcoin returns. However, PU ratio effectively predicts long-term bitcoin returns than alternative methods. Furthermore, we verify the explainability of PU ratio using machine learning. Finally, we present an automated trading strategy advised by the PU ratio that outperforms the conventional buy-and-hold and market-timing strategies. Our research contributes to explainable AI in finance from three facets: First, our market-to-fundamental ratio is based on classic monetary theory and the unique UTXO model of Bitcoin accounting rather than ad hoc; Second, the empirical evidence testifies the buy-low and sell-high implications of the ratio; Finally, we distribute the trading algorithms as open-source software via Python Package Index for future research, which is exceptional in finance research.

相關內容

比特幣(Bitcoin)是一種去中心化的點對點的電子貨幣。其特征包括:1、去中心化,將鑄幣權下放給個人,人人都可以生產;2、總量一定,是通貨緊縮的貨幣;3、匿名/即時交易。

We investigate the impact of pre-defined keypoints for pose estimation, and found that accuracy and efficiency can be improved by training a graph network to select a set of disperse keypoints with similarly distributed votes. These votes, learned by a regression network to accumulate evidence for the keypoint locations, can be regressed more accurately compared to previous heuristic keypoint algorithms. The proposed KeyGNet, supervised by a combined loss measuring both Wassserstein distance and dispersion, learns the color and geometry features of the target objects to estimate optimal keypoint locations. Experiments demonstrate the keypoints selected by KeyGNet improved the accuracy for all evaluation metrics of all seven datasets tested, for three keypoint voting methods. The challenging Occlusion LINEMOD dataset notably improved ADD(S) by +16.4% on PVN3D, and all core BOP datasets showed an AR improvement for all objects, of between +1% and +21.5%. There was also a notable increase in performance when transitioning from single object to multiple object training using KeyGNet keypoints, essentially eliminating the SISO-MIMO gap for Occlusion LINEMOD.

Large Language Models (LLMs) hold immense potential to generate synthetic data of high quality and utility, which has numerous applications from downstream model training to practical data utilisation. However, contemporary models, despite their impressive capacities, consistently struggle to produce both coherent and diverse data. To address the coherency issue, we introduce contrastive expert guidance, where the difference between the logit distributions of fine-tuned and base language models is emphasised to ensure domain adherence. In order to ensure diversity, we utilise existing real and synthetic examples as negative prompts to the model. We deem this dual-pronged approach to logit reshaping as STEER: Semantic Text Enhancement via Embedding Repositioning. STEER operates at inference-time and systematically guides the LLMs to strike a balance between adherence to the data distribution (ensuring semantic fidelity) and deviation from prior synthetic examples or existing real datasets (ensuring diversity and authenticity). This delicate balancing act is achieved by dynamically moving towards or away from chosen representations in the latent space. STEER demonstrates improved performance over previous synthetic data generation techniques, exhibiting better balance between data diversity and coherency across three distinct tasks: hypothesis generation, toxic and non-toxic comment generation, and commonsense reasoning task generation. We demonstrate how STEER allows for fine-tuned control over the diversity-coherency trade-off via its hyperparameters, highlighting its versatility.

To understand a narrative, it is essential to comprehend the temporal event flows, especially those associated with main characters; however, this can be challenging with lengthy and unstructured narrative texts. To address this, we introduce NECE, an open-access, document-level toolkit that automatically extracts and aligns narrative events in the temporal order of their occurrence. Through extensive evaluations, we show the high quality of the NECE toolkit and demonstrates its downstream application in analyzing narrative bias regarding gender. We also openly discuss the shortcomings of the current approach, and potential of leveraging generative models in future works. Lastly the NECE toolkit includes both a Python library and a user-friendly web interface, which offer equal access to professionals and layman audience alike, to visualize event chain, obtain narrative flows, or study narrative bias.

Graph convolutional networks (GCNs) have been shown to be vulnerable to small adversarial perturbations, which becomes a severe threat and largely limits their applications in security-critical scenarios. To mitigate such a threat, considerable research efforts have been devoted to increasing the robustness of GCNs against adversarial attacks. However, current defense approaches are typically designed to prevent GCNs from untargeted adversarial attacks and focus on overall performance, making it challenging to protect important local nodes from more powerful targeted adversarial attacks. Additionally, a trade-off between robustness and performance is often made in existing research. Such limitations highlight the need for developing an effective and efficient approach that can defend local nodes against targeted attacks, without compromising the overall performance of GCNs. In this work, we present a simple yet effective method, named Graph Universal Adversarial Defense (GUARD). Unlike previous works, GUARD protects each individual node from attacks with a universal defensive patch, which is generated once and can be applied to any node (node-agnostic) in a graph. GUARD is fast, straightforward to implement without any change to network architecture nor any additional parameters, and is broadly applicable to any GCNs. Extensive experiments on four benchmark datasets demonstrate that GUARD significantly improves robustness for several established GCNs against multiple adversarial attacks and outperforms state-of-the-art defense methods by large margins.

Within recent times, cybercriminals have curated a variety of organised and resolute cyber attacks within a range of cyber systems, leading to consequential ramifications to private and governmental institutions. Current security-based automation and orchestrations focus on automating fixed purpose and hard-coded solutions, which are easily surpassed by modern-day cyber attacks. Research within Automated Cyber Defence will allow the development and enabling intelligence response by autonomously defending networked systems through sequential decision-making agents. This article comprehensively elaborates the developments within Automated Cyber Defence through a requirement analysis divided into two sub-areas, namely, automated defence and attack agents and Autonomous Cyber Operation (ACO) Gyms. The requirement analysis allows the comparison of automated agents and highlights the importance of ACO Gyms for their continual development. The requirement analysis is also used to critique ACO Gyms with an overall aim to develop them for deploying automated agents within real-world networked systems. Relevant future challenges were addressed from the overall analysis to accelerate development within the area of Automated Cyber Defence.

We present CoDEx, a set of knowledge graph completion datasets extracted from Wikidata and Wikipedia that improve upon existing knowledge graph completion benchmarks in scope and level of difficulty. In terms of scope, CoDEx comprises three knowledge graphs varying in size and structure, multilingual descriptions of entities and relations, and tens of thousands of hard negative triples that are plausible but verified to be false. To characterize CoDEx, we contribute thorough empirical analyses and benchmarking experiments. First, we analyze each CoDEx dataset in terms of logical relation patterns. Next, we report baseline link prediction and triple classification results on CoDEx for five extensively tuned embedding models. Finally, we differentiate CoDEx from the popular FB15K-237 knowledge graph completion dataset by showing that CoDEx covers more diverse and interpretable content, and is a more difficult link prediction benchmark. Data, code, and pretrained models are available at //bit.ly/2EPbrJs.

The difficulty of deploying various deep learning (DL) models on diverse DL hardwares has boosted the research and development of DL compilers in the community. Several DL compilers have been proposed from both industry and academia such as Tensorflow XLA and TVM. Similarly, the DL compilers take the DL models described in different DL frameworks as input, and then generate optimized codes for diverse DL hardwares as output. However, none of the existing survey has analyzed the unique design of the DL compilers comprehensively. In this paper, we perform a comprehensive survey of existing DL compilers by dissecting the commonly adopted design in details, with emphasis on the DL oriented multi-level IRs, and frontend/backend optimizations. Specifically, we provide a comprehensive comparison among existing DL compilers from various aspects. In addition, we present detailed analysis of the multi-level IR design and compiler optimization techniques. Finally, several insights are highlighted as the potential research directions of DL compiler. This is the first survey paper focusing on the unique design of DL compiler, which we hope can pave the road for future research towards the DL compiler.

In recent years, there has been an exponential growth in the number of complex documents and texts that require a deeper understanding of machine learning methods to be able to accurately classify texts in many applications. Many machine learning approaches have achieved surpassing results in natural language processing. The success of these learning algorithms relies on their capacity to understand complex models and non-linear relationships within data. However, finding suitable structures, architectures, and techniques for text classification is a challenge for researchers. In this paper, a brief overview of text classification algorithms is discussed. This overview covers different text feature extractions, dimensionality reduction methods, existing algorithms and techniques, and evaluations methods. Finally, the limitations of each technique and their application in the real-world problem are discussed.

Generative Adversarial Networks (GANs) can produce images of surprising complexity and realism, but are generally modeled to sample from a single latent source ignoring the explicit spatial interaction between multiple entities that could be present in a scene. Capturing such complex interactions between different objects in the world, including their relative scaling, spatial layout, occlusion, or viewpoint transformation is a challenging problem. In this work, we propose to model object composition in a GAN framework as a self-consistent composition-decomposition network. Our model is conditioned on the object images from their marginal distributions to generate a realistic image from their joint distribution by explicitly learning the possible interactions. We evaluate our model through qualitative experiments and user evaluations in both the scenarios when either paired or unpaired examples for the individual object images and the joint scenes are given during training. Our results reveal that the learned model captures potential interactions between the two object domains given as input to output new instances of composed scene at test time in a reasonable fashion.

Convolutional Neural Networks (CNNs) have gained significant traction in the field of machine learning, particularly due to their high accuracy in visual recognition. Recent works have pushed the performance of GPU implementations of CNNs to significantly improve their classification and training times. With these improvements, many frameworks have become available for implementing CNNs on both CPUs and GPUs, with no support for FPGA implementations. In this work we present a modified version of the popular CNN framework Caffe, with FPGA support. This allows for classification using CNN models and specialized FPGA implementations with the flexibility of reprogramming the device when necessary, seamless memory transactions between host and device, simple-to-use test benches, and the ability to create pipelined layer implementations. To validate the framework, we use the Xilinx SDAccel environment to implement an FPGA-based Winograd convolution engine and show that the FPGA layer can be used alongside other layers running on a host processor to run several popular CNNs (AlexNet, GoogleNet, VGG A, Overfeat). The results show that our framework achieves 50 GFLOPS across 3x3 convolutions in the benchmarks. This is achieved within a practical framework, which will aid in future development of FPGA-based CNNs.

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