The volatility of the price movements reflects the ubiquitous In this paper, we take a fully data driven approach and determine uncertainty within financial markets. It is critical the configurations with as few exogenous input as that the level of risk (aka, the degree of variation), indicated possible, or even purely from the historical data. We propose by volatility, is taken into consideration before investment a neural network re-formulation of stochastic volatility decisions are made and portfolio are optimised (Hull by leveraging stochastic models and recurrent neural networks 2006); volatility is substantially a key variable in the pricing (RNNs). In inspired by the work from Chung et al. of derivative securities. Hence, estimating and forecasting (Chung et al. 2015) and Fraccaro et al. (Fraccaro et al. 2016), volatility is of great importance in branches of financial studies, the proposed model is rooted in variational inference and including investment, risk management, security valuation equipped with the latest advances of stochastic neural networks.

In the propositional setting, the marginal problem is to find a (maximum-entropy) distribution that has some given marginals. We study this problem in a relational setting and make the following contributions. First, we compare two different notions of relational marginals. Second, we show a duality between the resulting relational marginal problems and the maximum likelihood estimation of the parameters of relational models, which generalizes a well-known duality from the propositional setting. Third, by exploiting the relational marginal formulation, we present a statistically sound method to learn the parameters of relational models that will be applied in settings where the number of constants differs between the training and test data. Furthermore, based on a relational generalization of marginal polytopes, we characterize cases where the standard estimators based on feature's number of true groundings needs to be adjusted and we quantitatively characterize the consequences of these adjustments. Fourth, we prove bounds on expected errors of the estimated parameters, which allows us to lower-bound, among other things, the effective sample size of relational training data.

The paper investigates navigability with imperfect information. It shows that the properties of navigability with perfect recall are exactly those captured by Armstrong's axioms from database theory. If the assumption of perfect recall is omitted, then Armstrong's transitivity axiom is not valid, but it can be replaced by a weaker principle. The main technical results are soundness and completeness theorems for the logical systems describing properties of navigability with and without perfect recall.

Inspired by work on Stackelberg security games, we introduce Stackelberg planning, where a leader player in a classical planning task chooses a minimum-cost action sequence aimed at maximizing the plan cost of a follower player in the same task. Such Stackelberg planning can provide useful analyses not only in planning-based security applications like network penetration testing, but also to measure robustness against perturbances in more traditional planning applications (e. g. with a leader sabotaging road network connections in transportation-type domains). To identify all equilibria---exhibiting the leader’s own-cost-vs.-follower-cost trade-off---we design leader-follower search, a state space search at the leader level which calls in each state an optimal planner at the follower level. We devise simple heuristic guidance, branch-and-bound style pruning, and partial-order reduction techniques for this setting. We run experiments on Stackelberg variants of IPC and pentesting benchmarks. In several domains, Stackelberg planning is quite feasible in practice.

Qualitative Decentralized Partially Observable Markov Decision Problems (QDec-POMDPs) constitute a very general class of decision problems. They involve multiple agents, decentralized execution, sequential decision, partial observability, and uncertainty. Typically, joint policies, which prescribe to each agent an action to take depending on its full history of (local) actions and observations, are huge, which makes it difficult to store them onboard, at execution time, and also hampers the computation of joint plans. We propose and investigate a new representation for joint policies in QDec-POMDPs, which we call Multi-Agent Knowledge-Based Programs (MAKBPs), and which uses epistemic logic for compactly representing conditions on histories. Contrary to standard representations, executing an MAKBP requires reasoning at execution time, but we show that MAKBPs can be exponentially more succinct than any reactive representation.

When planning for tasks that feature both state-dependent action costs and conditional effects using relaxation heuristics, the following problem appears: handling costs and effects separately leads to worse-than-necessary heuristic values, since we may get the more useful effect at the lower cost by choosing different values of a relaxed variable when determining relaxed costs and relaxed active effects. In this paper, we show how this issue can be avoided by representing state-dependent costs and conditional effects uniformly, both as edge-valued multi-valued decision diagrams (EVMDDs) over different sets of edge values, and then working with their product diagram. We develop a theory of EVMDDs that is general enough to encompass state-dependent action costs, conditional effects, and even their combination.We define relaxed effect semantics in the presence of state-dependent action costs and conditional effects, and describe how this semantics can be efficiently computed using product EVMDDs. This will form the foundation for informative relaxation heuristics in the setting with state-dependent costs and conditional effects combined.

In this paper, we model manufacturing processes and facilities as transducers (automata with output). The problem of whether a given manufacturing process can be realized by a given set of manufacturing resources can then be stated as an orchestration problem for transducers. We first consider the conceptually simpler case of uni-transducers (transducers with a single input and a single output port), and show that synthesizing orchestrations for uni-transducers is EXPTIME-complete. Surprisingly, the complexity remains the same for the more expressive multi-transducer case, where transducers have multiple input and output ports and the orchestration is in charge of dynamically connecting ports during execution.

Recently, width-based planning methods have been shown to yield state-of-the-art results in the Atari 2600 video games. For this, the states were associated with the (RAM) memory states of the simulator. In this work, we consider the same planning problem but using the screen instead. By using the same visual inputs, the planning results can be compared with those of humans and learning methods. We show that the planning approach, out of the box and without training, results in scores that compare well with those obtained by humans and learning methods, and moreover, by developing an episodic, rollout version of the IW(k) algorithm, we show that such scores can be obtained in almost real time.

Aspect-based sentiment analysis (ABSA) tries to predict the polarity of a given document with respect to a given aspect entity. While neural network architectures have been successful in predicting the overall polarity of sentences, aspect-specific sentiment analysis still remains as an open problem. In this paper, we propose a novel method for integrating aspect information into the neural model. More specifically, we incorporate aspect information into the neural model by modeling word-aspect relationships. Our novel model, Aspect Fusion LSTM (AF-LSTM) learns to attend based on associative relationships between sentence words and aspect which allows our model to adaptively focus on the correct words given an aspect term. This ameliorates the flaws of other state-of-the-art models that utilize naive concatenations to model word-aspect similarity. Instead, our model adopts circular convolution and circular correlation to model the similarity between aspect and words and elegantly incorporates this within a differentiable neural attention framework. Finally, our model is end-to-end differentiable and highly related to convolution-correlation (holographic like) memories. Our proposed neural model achieves state-of-the-art performance on benchmark datasets, outperforming ATAE-LSTM by 4%-5% on average across multiple datasets.

End-to-end argument mining has enabled the development of new automated essay scoring (AES) systems that use argumentative features (e.g., number of claims, number of support relations) in addition to traditional legacy features (e.g., grammar, discourse structure) when scoring persuasive essays. While prior research has proposed different argumentative features as well as empirically demonstrated their utility for AES, these studies have all had important limitations. In this paper we identify a set of desiderata for evaluating the use of argument mining for AES, introduce an end-to-end argument mining system and associated argumentative feature sets, and present the results of several studies that both satisfy the desiderata and demonstrate the value-added of argument mining for scoring persuasive essays.