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Tensor-Based Learning for Predicting Stock Movements
Li, Qing (Southwestern University of Finance and Economics) | Jiang, LiLing (Southwestern University of Finance and Economics) | Li, Ping (Southwestern University of Finance and Economics) | Chen, Hsinchun (University of Arizona)
Stock movements are essentially driven by new information. Market data, financial news, and social sentiment are believed to have impacts on stock markets. To study the correlation between information and stock movements, previous works typically concatenate the features of different information sources into one super feature vector. However, such concatenated vector approaches treat each information source separately and ignore their interactions. In this article, we model the multi-faceted investorsโ information and their intrinsic links with tensors. To identify the nonlinear patterns between stock movements and new information, we propose a supervised tensor regression learning approach to investigate the joint impact of different information sources on stock markets. Experiments on CSI 100 stocks in the year 2011 show that our approach outperforms the state-of-the-art trading strategies.
Lifting Model Sampling for General Game Playing to Incomplete-Information Models
Schofield, Michael (University of New South Wales) | Thielscher, Michael (University of New South Wales)
General Game Playing is the design of AI systems able to understand the rules of new games and to use such descriptions to play those games effectively. Games with incomplete information have recently been added as anew challenge for general game-playing systems. The only published solutions to this challenge are based on sampling complete information models. In doing so they ground all of the unknown information, thereby making information gathering moves of no value; a well-known criticism of such sampling based systems. We present and analyse a method for escalating reasoning from complete information models to incomplete information models and show how this enables a general game player to correctly value information in incomplete information games. Experimental results demonstrate the success of this technique over standard model sampling.
Towards Tractable and Practical ABox Abduction over Inconsistent Description Logic Ontologies
Du, Jianfeng (Guangdong University of Foreign Studies) | Wang, Kewen (Griffith University) | Shen, Yi-Dong (Chinese Academy of Sciences)
ABox abduction plays an important role in reasoning over description logic (DL) ontologies. However, it does not work with inconsistent DL ontologies. To tackle this problem while achieving tractability, we generalize ABox abduction from the classical semantics to an inconsistency-tolerant semantics, namely the Intersection ABox Repair (IAR) semantics, and propose the notion of IAR-explanations in inconsistent DL ontologies. We show that computing all minimal IAR-explanations is tractable in data complexity for first-order rewritable ontologies. However, the computational method may still not be practical due to a possibly large number of minimal IAR-explanations. Hence we propose to use preference information to reduce the number of explanations to be computed.
COT: Contextual Operating Tensor for Context-Aware Recommender Systems
Liu, Qiang (Institute of Automation, Chinese Academy of Sciences) | Wu, Shu (Institute of Automation, Chinese Academy of Sciences) | Wang, Liang (Institute of Automation, Chinese Academy of Sciences)
With rapid growth of information on the internet, recommender systems become fundamental for helping users alleviate the problem of information overload. Since contextual information can be used as a significant factor in modeling user behavior, various context-aware recommendation methods are proposed. However, the state-of-the-art context modeling methods treat contexts as other dimensions similar to the dimensions of users and items, and cannot capture the special semantic operation of contexts. On the other hand, some works on multi-domain relation prediction can be used for the context-aware recommendation, but they have problems in generating recommendation under a large amount of contextual information. In this work, we propose Contextual Operating Tensor (COT) model, which represents the common semantic effects of contexts as a contextual operating tensor and represents a context as a latent vector. Then, to model the semantic operation of a context combination, we generate contextual operating matrix from the contextual operating tensor and latent vectors of contexts. Thus latent vectors of users and items can be operated by the contextual operating matrices. Experimental results show that the proposed COT model yields significant improvements over the competitive compared methods on three typical datasets, i.e., Food, Adom and Movielens-1M datasets.
Aggregating Electric Cars to Sustainable Virtual Power Plants: The Value of Flexibility in Future Electricity Markets
Kahlen, Micha (Erasmus University Rotterdam) | Ketter, Wolfgang (Erasmus University Rotterdam)
Electric vehicles will play a crucial role in balancing the future electrical grid, which is complicated by many intermittent renewable energy sources. We developed an algorithm that determines for a fleet of electric vehicles, which EV at what price and location to commit to the operating reserve market to either absorb excess capacity or provide electricity during shortages (vehicle-2-grid). The algorithm takes the value of immobility into account by using carsharing fees as a reference point. A virtual power plant autonomously replaces cars that are committed to the operating reserves and are then rented out, with other idle cars to pool the risks of uncertainty. We validate our model with data from a free float carsharing fleet of 500 electric vehicles. An analysis of expected future developments (2015, 2018, and 2022) in operating reserve demand and battery costs yields that the gross profits for a carsharing operator increase between 7-12% with a negligible decrease in car availability (<0.01%).
HVAC-Aware Occupancy Scheduling
Lim, BoonPing (NICTA and Australian National University) | Briel, Menkes van den (NICTA and Australian National University) | Thiebaux, Sylvie (NICTA and Australian National University) | Backhaus, Scott (Los Alamos National Laboratory) | Bent, Russell (Los Alamos National Laboratory)
Energy consumption in commercial and educational buildings is impacted by group activities such as meetings, workshops, classes and exams, and can be reduced by scheduling these activities to take place at times and locations that are favorable from an energy standpoint. This paper improves on the effectiveness of energy-aware room-booking and occupancy scheduling approaches, by allowing the scheduling decisions to rely on an explicit model of the building's occupancy-based HVAC control. The core component of our approach is a mixed-integer linear programming (MILP) model which optimally solves the joint occupancy scheduling and occupancy-based HVAC control problem. To scale up to realistic problem sizes, we embed this MILP model into a large neighbourhood search (LNS). We obtain substantial energy reduction in comparison with occupancy-based HVAC control using arbitrary schedules or using schedules obtained by existing heuristic energy-aware scheduling approaches.
The Pricing War Continues: On Competitive Multi-Item Pricing
Lev, Omer (The Hebrew University) | Oren, Joel (University of Toronto) | Boutilier, Craig (University of Toronto) | Rosenschein, Jeffrey S. (The Hebrew University)
We study a game with \emph{strategic} vendors (the agents) who own multiple items and a single buyer with a submodular valuation function. The goal of the vendors is to maximize their revenue via pricing of the items, given that the buyer will buy the set of items that maximizes his net payoff.% (valuation minus the prices). We show this game may not always have a pure Nash equilibrium, in contrast to previous results for the special case where each vendor owns a single item. We do so by relating our game to an intermediate, discrete game in which the vendors only choose the available items, and their prices are set exogenously afterwards. We further make use of the intermediate game to provide tight bounds on the price of anarchy for the subset games that have pure Nash equilibria; we find that the optimal PoA reached in the previous special cases does not hold, but only a logarithmic one. Finally, we show that for a special case of submodular functions, efficient pure Nash equilibria always exist.
Visually Interpreting Names as Demographic Attributes by Exploiting Click-Through Data
Chen, Yan-Ying (National Taiwan University and FX Palo Alto Laboratory, Inc.) | Kuo, Yin-Hsi (National Taiwan University) | Wu, Chun-Che (National Taiwan University) | Hsu, Winston H. (National Taiwan University)
Name of an identity is strongly influenced by his/her cultural background such as gender and ethnicity, both vital attributes for user profiling, attribute-based retrieval, etc. Typically, the associations between names and attributes (e.g., people named "Amy" are mostly females) are annotated manually or provided by the census data of governments. We propose to associate a name and its likely demographic attributes by exploiting click-throughs between name queries and images with automatically detected facial attributes. This is the first work attempting to translate an abstract name to demographic attributes in visual-data-driven manner, and it is adaptive to incremental data, more countries and even unseen names (the names out of click-through data) without additional manual labels. In the experiments, the automatic name-attribute associations can help gender inference with competitive accuracy by using manual labeling. It also benefits profiling social media users and keyword-based face image retrieval, especially for contributing 12% relative improvement of accuracy in adapting to unseen names.
Learning to Manipulate Unknown Objects in Clutter by Reinforcement
Boularias, Abdeslam (Carnegie Mellon University) | Bagnell, James Andrew (Carnegie Mellon University) | Stentz, Anthony (Carnegie Mellon University)
We present a fully autonomous robotic system for grasping objects in dense clutter. The objects are unknown and have arbitrary shapes. Therefore, we cannot rely on prior models. Instead, the robot learns online, from scratch, to manipulate the objects by trial and error. Grasping objects in clutter is significantly harder than grasping isolated objects, because the robot needs to push and move objects around in order to create sufficient space for the fingers. These pre-grasping actions do not have an immediate utility, and may result in unnecessary delays. The utility of a pre-grasping action can be measured only by looking at the complete chain of consecutive actions and effects. This is a sequential decision-making problem that can be cast in the reinforcement learning framework. We solve this problem by learning the stochastic transitions between the observed states, using nonparametric density estimation. The learned transition function is used only for re-calculating the values of the executed actions in the observed states, with different policies. Values of new state-actions are obtained by regressing the values of the executed actions. The state of the system at a given time is a depth (3D) image of the scene. We use spectral clustering for detecting the different objects in the image. The performance of our system is assessed on a robot with real-world objects.
AffectiveSpace 2: Enabling Affective Intuition for Concept-Level Sentiment Analysis
Cambria, Erik ( Nanyang Technological University ) | Fu, Jie (National University of Singapore) | Bisio, Federica (University of Genoa) | Poria, Soujanya ( Nanyang Technological University )
Predicting the affective valence of unknown multi-word expressions is key for concept-level sentiment analysis. AffectiveSpace 2 is a vector space model, built by means of random projection, that allows for reasoning by analogy on natural language con- cepts. By reducing the dimensionality of affec- tive common-sense knowledge, the model allows semantic features associated with concepts to be generalized and, hence, allows concepts to be intu- itively clustered according to their semantic and affective relatedness. Such an affective intuition (so called because it does not rely on explicit fea- tures, but rather on implicit analogies) enables the inference of emotions and polarity conveyed by multi-word expressions, thus achieving efficient concept-level sentiment analysis.