South America
AlphaEvolve: A Learning Framework to Discover Novel Alphas in Quantitative Investment
Cui, Can, Wang, Wei, Zhang, Meihui, Chen, Gang, Luo, Zhaojing, Ooi, Beng Chin
Alphas are stock prediction models capturing trading signals in a stock market. A set of effective alphas can generate weakly correlated high returns to diversify the risk. Existing alphas can be categorized into two classes: Formulaic alphas are simple algebraic expressions of scalar features, and thus can generalize well and be mined into a weakly correlated set. Machine learning alphas are data-driven models over vector and matrix features. They are more predictive than formulaic alphas, but are too complex to mine into a weakly correlated set. In this paper, we introduce a new class of alphas to model scalar, vector, and matrix features which possess the strengths of these two existing classes. The new alphas predict returns with high accuracy and can be mined into a weakly correlated set. In addition, we propose a novel alpha mining framework based on AutoML, called AlphaEvolve, to generate the new alphas. To this end, we first propose operators for generating the new alphas and selectively injecting relational domain knowledge to model the relations between stocks. We then accelerate the alpha mining by proposing a pruning technique for redundant alphas. Experiments show that AlphaEvolve can evolve initial alphas into the new alphas with high returns and weak correlations.
Artificial Intelligence in Africa: These are the top 5 in-demand technologies in 2021 โ AfricaBusiness.com
Its widely accepted that artificial intelligence (AI) technologies will add trillions to global GDP in the next 20 years, making it the one of the world's most powerful technology trends on par with the disruption and opportunities being created by cloud computing and blockchain. So is Africa getting a slice of the lucrative artificial intelligence pie and what are the current AI adoption trends in the region? Although Africa's AI industry is still relatively small compared to the US, Europe and Asia, this has not stopped some of the continent's most innovative start-ups from developing solutions that demonstrate how promising the technology can be for the African economy. However, AI innovation in Africa is often ignored or overlooked because the number of patents applied for and the amount of research funding available is not well aligned with local contexts, data is missing, and the map still looks essentially bleak. That said, the prospects for AI in Africa are positive, as the potential for innovation and growth in artificial intelligence (AI) adoption is increasing.
Tossing Quantum Coins and Dice
The procedure of tossing quantum coins and dice is described. This case is an important example of a quantum procedure because it presents a typical framework employed in quantum information processing and quantum computing. The emphasis is on the clarification of the difference between quantum and classical conditional probabilities. These probabilities are designed for characterizing different systems, either quantum or classical, and they, generally, cannot be reduced to each other. Thus the L\"{u}ders probability cannot be treated as a generalization of the classical conditional probability. The analogies between quantum theory of measurements and quantum decision theory are elucidated.
Collaborative Learning to Generate Audio-Video Jointly
Kurmi, Vinod K, Bajaj, Vipul, Patro, Badri N, Venkatesh, K S, Namboodiri, Vinay P, Jyothi, Preethi
There have been a number of techniques that have demonstrated the generation of multimedia data for one modality at a time using GANs, such as the ability to generate images, videos, and audio. However, so far, the task of multi-modal generation of data, specifically for audio and videos both, has not been sufficiently well-explored. Towards this, we propose a method that demonstrates that we are able to generate naturalistic samples of video and audio data by the joint correlated generation of audio and video modalities. The proposed method uses multiple discriminators to ensure that the audio, video, and the joint output are also indistinguishable from real-world samples. We present a dataset for this task and show that we are able to generate realistic samples. This method is validated using various standard metrics such as Inception Score, Frechet Inception Distance (FID) and through human evaluation.
Analysis and modeling to forecast in time series: a systematic review
Dama, Fatoumata, Sinoquet, Christine
This paper surveys state-of-the-art methods and models dedicated to time series analysis and modeling, with the final aim of prediction. This review aims to offer a structured and comprehensive view of the full process flow, and encompasses time series decomposition, stationary tests, modeling and forecasting. Besides, to meet didactic purposes, a unified presentation has been adopted throughout this survey, to present decomposition frameworks on the one hand and linear and nonlinear time series models on the other hand. First, we decrypt the relationships between stationarity and linearity, and further examine the main classes of methods used to test for weak stationarity. Next, the main frameworks for time series decomposition are presented in a unified way: depending on the time series, a more or less complex decomposition scheme seeks to obtain nonstationary effects (the deterministic components) and a remaining stochastic component. An appropriate modeling of the latter is a critical step to guarantee prediction accuracy. We then present three popular linear models, together with two more flexible variants of the latter. A step further in model complexity, and still in a unified way, we present five major nonlinear models used for time series. Amongst nonlinear models, artificial neural networks hold a place apart as deep learning has recently gained considerable attention. A whole section is therefore dedicated to time series forecasting relying on deep learning approaches. A final section provides a list of R and Python implementations for the methods, models and tests presented throughout this review. In this document, our intention is to bring sufficient in-depth knowledge, while covering a broad range of models and forecasting methods: this compilation spans from well-established conventional approaches to more recent adaptations of deep learning to time series forecasting.
LIFT-SLAM: a deep-learning feature-based monocular visual SLAM method
Bruno, Hudson M. S., Colombini, Esther L.
The Simultaneous Localization and Mapping (SLAM) problem addresses the possibility of a robot to localize itself in an unknown environment and simultaneously build a consistent map of this environment. Recently, cameras have been successfully used to get the environment's features to perform SLAM, which is referred to as visual SLAM (VSLAM). However, classical VSLAM algorithms can be easily induced to fail when either the motion of the robot or the environment is too challenging. Although new approaches based on Deep Neural Networks (DNNs) have achieved promising results in VSLAM, they still are unable to outperform traditional methods. To leverage the robustness of deep learning to enhance traditional VSLAM systems, we propose to combine the potential of deep learning-based feature descriptors with the traditional geometry-based VSLAM, building a new VSLAM system called LIFT-SLAM. Experiments conducted on KITTI and Euroc datasets show that deep learning can be used to improve the performance of traditional VSLAM systems, as the proposed approach was able to achieve results comparable to the state-of-the-art while being robust to sensorial noise. We enhance the proposed VSLAM pipeline by avoiding parameter tuning for specific datasets with an adaptive approach while evaluating how transfer learning can affect the quality of the features extracted.
Digging smarter with technology
Technology is at the center of the changing world. As this understanding and acceptance has started picking up steam in recent years, even those professions that are manual in nature are making use of technology to drive better business results. One such organization, Vale, S.A., which is one of the largest producers of iron ore in the world, is adapting to the times and adopting technology on the way. In a conversation with Infosys' Ashiss Kumar Dash, Gustavo Vieira, Chief Information Officer, Vale, shared his thoughts on how the mining industry is transforming, and technology is playing an increasingly important role in it. "(It's in an interesting moment in) the mining industry nowโฆ where we want to use technology really to bring the value, and also reduce the risks of our operation," says Vieira.
Attention, please! A survey of Neural Attention Models in Deep Learning
Correia, Alana de Santana, Colombini, Esther Luna
In humans, Attention is a core property of all perceptual and cognitive operations. Given our limited ability to process competing sources, attention mechanisms select, modulate, and focus on the information most relevant to behavior. For decades, concepts and functions of attention have been studied in philosophy, psychology, neuroscience, and computing. For the last six years, this property has been widely explored in deep neural networks. Currently, the state-of-the-art in Deep Learning is represented by neural attention models in several application domains. This survey provides a comprehensive overview and analysis of developments in neural attention models. We systematically reviewed hundreds of architectures in the area, identifying and discussing those in which attention has shown a significant impact. We also developed and made public an automated methodology to facilitate the development of reviews in the area. By critically analyzing 650 works, we describe the primary uses of attention in convolutional, recurrent networks and generative models, identifying common subgroups of uses and applications. Furthermore, we describe the impact of attention in different application domains and their impact on neural networks' interpretability. Finally, we list possible trends and opportunities for further research, hoping that this review will provide a succinct overview of the main attentional models in the area and guide researchers in developing future approaches that will drive further improvements.
Grounding Physical Concepts of Objects and Events Through Dynamic Visual Reasoning
Chen, Zhenfang, Mao, Jiayuan, Wu, Jiajun, Wong, Kwan-Yee Kenneth, Tenenbaum, Joshua B., Gan, Chuang
We study the problem of dynamic visual reasoning on raw videos. This is a challenging problem; currently, state-of-the-art models often require dense supervision on physical object properties and events from simulation, which are impractical to obtain in real life. In this paper, we present the Dynamic Concept Learner (DCL), a unified framework that grounds physical objects and events from video and language. DCL first adopts a trajectory extractor to track each object over time and to represent it as a latent, object-centric feature vector. Building upon this object-centric representation, DCL learns to approximate the dynamic interaction among objects using graph networks. DCL further incorporates a semantic parser to parse questions into semantic programs and, finally, a program executor to run the program to answer the question, levering the learned dynamics model. After training, DCL can detect and associate objects across the frames, ground visual properties, and physical events, understand the causal relationship between events, make future and counterfactual predictions, and leverage these extracted presentations for answering queries. DCL achieves state-of-the-art performance on CLEVRER, a challenging causal video reasoning dataset, even without using ground-truth attributes and collision labels from simulations for training. We further test DCL on a newly proposed video-retrieval and event localization dataset derived from CLEVRER, showing its strong generalization capacity.
SPatchGAN: A Statistical Feature Based Discriminator for Unsupervised Image-to-Image Translation
For unsupervised image-to-image translation, we propose a discriminator architecture which focuses on the statistical features instead of individual patches. The network is stabilized by distribution matching of key statistical features at multiple scales. Unlike the existing methods which impose more and more constraints on the generator, our method facilitates the shape deformation and enhances the fine details with a greatly simplified framework. We show that the proposed method outperforms the existing state-of-the-art models in various challenging applications including selfie-to-anime, male-to-female and glasses removal. The code will be made publicly available.