Modern evolvements of the technologies have been leading to a profound influence on the financial market. The introduction of constituents like Exchange-Traded Funds, and the wide-use of advanced technologies such as algorithmic trading, results in a boom of the data which provides more opportunities to reveal deeper insights. However, traditional statistical methods always suffer from the high-dimensional, high-correlation, and time-varying instinct of the financial data. In this dissertation, we focus on developing techniques to stress these difficulties. With the proposed methodologies, we can have more interpretable models, clearer explanations, and better predictions.

As third party cookies are leaving our life, Google offers marketers Federated Learning of Cohorts (FLoC) so they can keep optimizing their ad spend. FLoC is a new tracking technology that is planned to be rolled out as third party cookies are banned by Google in 2023. FLoC uses federated learning principles. FLoC creates groups or "cohorts" by using browser historical data of users. Google has just started to test FLoC in 2021 in some countries.

Natural Language Processing research has recently been dominated by large scale transformer models. Although they achieve state of the art on many important language tasks, transformers often require expensive compute resources, and days spanning to weeks to train. This is feasible for researchers at big tech companies and leading research universities, but not for scrappy start-up founders, students, and independent researchers. Stephen Merity's SHA-RNN, a compact, hybrid attention-RNN model, is designed for consumer-grade modeling as it requires significantly fewer parameters and less training time to reach near state of the art results. We analyze Merity's model here through an exploratory model analysis over several units of the architecture considering both training time and overall quality in our assessment. Ultimately, we combine these findings into a new architecture which we call SHAQ: Single Headed Attention Quasi-recurrent Neural Network. With our new architecture we achieved similar accuracy results as the SHA-RNN while accomplishing a 4x speed boost in training.

The Andes are a unique geological and biogeographic feature of South America. From the perspective of human geography, this mountain range provides ready access to highly diverse altitudinally arranged ecosystems. The combination of a geologically and ecologically diverse landscape provides an exceptional context to explore the potential of strontium isotopes to track the movements of people and the conveyance of material culture. Here we develop an isotopic landscape of bioavailable strontium (87Sr/86Sr) that is applied to reconstruct human paleogeography across time in the southern Andes of Argentina and Chile (31°–34°S). These results come from a macro-regional sampling of rodents (N = 65) and plants (N = 26) from modern and archeological contexts. This “Southern Andean Strontium Transect” extends over 350 km across the Andes, encompassing the main geological provinces between the Pacific coast (Chile) and the eastern lowlands (Argentina). We follow a recently developed approach to isoscape construction based on Random Forest regression and GIS analysis. Our results suggest that bioavailable strontium is tightly linked with bedrock geology and offers a highly resolved proxy to track human paleogeography involving the levels of territories or daily mobility and anomalous events that disrupt home ranges, such as migration. The southern Andes provide an ideal geological setting to develop this approach, since the geological variation in rock age and composition produces di...

Some protesters in Minnesota set a fire last year. But then the surveillance footage from that day "set off a nearly yearlong, international manhunt...involving multiple federal agencies and Mexican police. The pursuit also involved a facial recognition system made by a Chinese company that has been blacklisted by the U.S. government." The New York Times tells the story of the couple who was eventually arrested: Ms. Yousif gave birth while on the run, and was separated from her baby for four months by the authorities. To prosecutors, the pursuit of Mr. Felan, who was charged with arson, and Ms. Yousif, who was charged with helping him flee, was a routine response to a case of property destruction...

Most data is automatically collected and only ever "seen" by algorithms. Yet, data compressors preserve perceptual fidelity rather than just the information needed by algorithms performing downstream tasks. In this paper, we characterize the bit-rate required to ensure high performance on all predictive tasks that are invariant under a set of transformations, such as data augmentations. Based on our theory, we design unsupervised objectives for training neural compressors. Using these objectives, we train a generic image compressor that achieves substantial rate savings (more than $1000\times$ on ImageNet) compared to JPEG on 8 datasets, without decreasing downstream classification performance.

Time is an important dimension in our physical world. Lots of facts can evolve with respect to time. For example, the U.S. President might change every four years. Therefore, it is important to consider the time dimension and empower the existing QA models to reason over time. However, the existing QA datasets contain rather few time-sensitive questions, hence not suitable for diagnosing or benchmarking the model's temporal reasoning capability. In order to promote research in this direction, we propose to construct a time-sensitive QA dataset. The dataset is constructed by 1) mining time-evolving facts from WikiData and align them to their corresponding Wikipedia page, 2) employing crowd workers to verify and calibrate these noisy facts, 3) generating question-answer pairs based on the annotated time-sensitive facts. Our dataset poses two novel challenges: 1) the model needs to understand both explicit and implicit mention of time information in the long document, 2) the model needs to perform temporal reasoning like comparison, addition, subtraction. We evaluate different SoTA long-document QA systems like BigBird and FiD on our dataset. The best-performing model FiD can only achieve 46\% accuracy, still far behind the human performance of 87\%. We demonstrate that these models are still lacking the ability to perform robust temporal understanding and reasoning. Therefore, we believe that our dataset could serve as a benchmark to empower future studies in temporal reasoning. The dataset and code are released in~\url{https://github.com/wenhuchen/Time-Sensitive-QA}.

Explainable reinforcement learning allows artificial agents to explain their behavior in a human-like manner aiming at non-expert end-users. An efficient alternative of creating explanations is to use an introspection-based method that transforms Q-values into probabilities of success used as the base to explain the agent's decision-making process. This approach has been effectively used in episodic and discrete scenarios, however, to compute the probability of success in non-episodic and more complex environments has not been addressed yet. In this work, we adapt the introspection method to be used in a non-episodic task and try it in a continuous Atari game scenario solved with the Rainbow algorithm. Our initial results show that the probability of success can be computed directly from the Q-values for all possible actions.

Manifold-valued functional data analysis (FDA) recently becomes an active area of research motivated by the raising availability of trajectories or longitudinal data observed on non-linear manifolds. The challenges of analyzing such data come from many aspects, including infinite dimensionality and nonlinearity, as well as time-domain or phase variability. In this paper, we study the amplitude part of manifold-valued functions on $\mathbb{S}^2$, which is invariant to random time warping or re-parameterization. Utilizing the nice geometry of $\mathbb{S}^2$, we develop a set of efficient and accurate tools for temporal alignment of functions, geodesic computing, and sample mean calculation. At the heart of these tools, they rely on gradient descent algorithms with carefully derived gradients. We show the advantages of these newly developed tools over its competitors with extensive simulations and real data and demonstrate the importance of considering the amplitude part of functions instead of mixing it with phase variability in manifold-valued FDA.

Seamless Human-Robot Interaction is the ultimate goal of developing service robotic systems. For this, the robotic agents have to understand their surroundings to better complete a given task. Semantic scene understanding allows a robotic agent to extract semantic knowledge about the objects in the environment. In this work, we present a semantic scene understanding pipeline that fuses 2D and 3D detection branches to generate a semantic map of the environment. The 2D mask proposals from state-of-the-art 2D detectors are inverse-projected to the 3D space and combined with 3D detections from point segmentation networks. Unlike previous works that were evaluated on collected datasets, we test our pipeline on an active photo-realistic robotic environment - BenchBot. Our novelty includes rectification of 3D proposals using projected 2D detections and modality fusion based on object size. This work is done as part of the Robotic Vision Scene Understanding Challenge (RVSU). The performance evaluation demonstrates that our pipeline has improved on baseline methods without significant computational bottleneck.