We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cost portfolio strategies. The learning algorithm is used to determine the relative population dynamics of technical trading strategies that can survive historical back-testing as well as form an overall aggregated portfolio trading strategy from the set of underlying trading strategies implemented on daily and intraday Johannesburg Stock Exchange data. The resulting population time-series are investigated using unsupervised learning for dimensionality reduction and visualisation. A key contribution is that the overall aggregated trading strategies are tested for statistical arbitrage using a novel hypothesis test proposed by Jarrow et al. on both daily sampled and intraday time-scales. The (low frequency) daily sampled strategies fail the arbitrage tests after costs, while the (high frequency) intraday sampled strategies are not falsified as statistical arbitrages after costs. The estimates of trading strategy success, cost of trading and slippage are considered along with an offline benchmark portfolio algorithm for performance comparison. In addition, the algorithms generalisation error is analysed by recovering a probability of back-test overfitting estimate using a nonparametric procedure introduced by Bailey et al.. The work aims to explore and better understand the interplay between different technical trading strategies from a data-informed perspective.

Distributed Acoustic Sensing (DAS) using fiber optic cables is a promising new technology for pipeline monitoring and protection. In this work, we applied and compared two approaches for event detection using DAS: Classic machine learning approach and the approach based on image processing and deep learning. Although with both approaches acceptable performance can be achieved, the preliminary results show that image based deep learning is more promising approach, offering six times lower event detection delay and twelve times lower execution time.

The objective for this work is to develop a data-driven proxy to high-fidelity numerical flow simulations using digital images. The proposed model can capture the flow field and permeability in a large verity of digital porous media based on solid grain geometry and pore size distribution by detailed analyses of the local pore geometry and the local flow fields. To develop the model, the detailed pore space geometry and simulation runs data from 3500 two-dimensional high-fidelity Lattice Boltzmann simulation runs are used to train and to predict the solutions with a high accuracy in much less computational time. The proposed methodology harness the enormous amount of generated data from high-fidelity flow simulations to decode the often under-utilized patterns in simulations and to accurately predict solutions to new cases. The developed model can truly capture the physics of the problem and enhance prediction capabilities of the simulations at a much lower cost. These predictive models, in essence, do not spatio-temporally reduce the order of the problem. They, however, possess the same numerical resolutions as their Lattice Boltzmann simulations equivalents do with the great advantage that their solutions can be achieved by significant reduction in computational costs (speed and memory).

Five years ago, Paul Johnson wouldn't have thought predicting earthquakes would ever be possible. "I can't say we will, but I'm much more hopeful we're going to make a lot of progress within decades," the Los Alamos National Laboratory seismologist says. "I'm more hopeful now than I've ever been." The main reason for that new hope is a technology Johnson started looking into about four years ago: machine learning. Many of the sounds and small movements along tectonic fault lines where earthquakes occur have long been thought to be meaningless.

Intelligence should be "distributed" where "knowledge" is created and "decisions" are made A few years ago, it was hard to find anyone to have a serious discussion about Artificial Intelligence (AI) outside academic institutions. Like any new major technology trend, the new wave of making AI and intelligent systems a reality is creating curiosity and enthusiasm. People are jumping on its bandwagon adding not only great ideas but also in many cases a lot of false promises and sometimes misleading opinions. Built by giant thinkers and academic researchers, AI adoption by industries and further development in academia around the globe is progressing at a faster rate than anyone had excepted. Accelerated by the strong belief that our biological limitations are increasingly becoming a major obstacle towards creating smart systems and machines that work with us to better use our biological cognitive capabilities to achieve higher goals. This is driving an overwhelming wave of demands and investments across industries to apply AI technologies to solve real-world problems and create smarter machines and new businesses.

It sounds like a subway train rushing by. But it's something much more exotic: in all likelihood, the first "marsquake" ever recorded by humans. NASA's InSight mission detected the quake on April 6, four months after the lander's highly sensitive seismometer was installed on the Martian surface. The instrument had previously registered the howling winds of the red planet and the motions of the lander's robotic arm. But the shaking picked up this month is believed to be the first quake from Mars' interior.

Background and Purpose: A current algorithm to obtain a synthetic myelin volume fraction map (SyMVF) from rapid simultaneous relaxometry imaging (RSRI) has a potential problem, that it does not incorporate information from surrounding pixels. The purpose of this study was to develop a method that utilizes a convolutional neural network (CNN) to overcome this problem. Methods: RSRI and magnetization transfer images from 20 healthy volunteers were included. A CNN was trained to reconstruct RSRI-related metric maps into a myelin volume-related index (generated myelin volume index: GenMVI) map using the myelin volume index map calculated from magnetization transfer images (MTMVI) as reference. The SyMVF and GenMVI maps were statistically compared by testing how well they correlated with the MTMVI map. The correlations were evaluated based on: (i) averaged values obtained from 164 atlas-based ROIs, and (ii) pixel-based comparison for ROIs defined in four different tissue types (cortical and subcortical gray matter, white matter, and whole brain). Results: For atlas-based ROIs, the overall correlation with the MTMVI map was higher for the GenMVI map than for the SyMVF map. In the pixel-based comparison, correlation with the MTMVI map was stronger for the GenMVI map than for the SyMVF map, and the difference in the distribution for the volunteers was significant (Wilcoxon sign-rank test, P<.001) in all tissue types. Conclusion: The proposed method is useful, as it can incorporate more specific information about local tissue properties than the existing method.

Data driven soft sensor design has recently gained immense popularity, due to advances in sensory devices, and a growing interest in data mining. While partial least squares (PLS) is traditionally used in the process literature for designing soft sensors, the statistical literature has focused on sparse learners, such as Lasso and relevance vector machine (RVM), to solve the high dimensional data problem. In the current study, predictive performances of three regression techniques, PLS, Lasso and RVM were assessed and compared under various offline and online soft sensing scenarios applied on datasets from five real industrial plants, and a simulated process. In offline learning, predictions of RVM and Lasso were found to be superior to those of PLS when a large number of time-lagged predictors were used. Online prediction results gave a slightly more complicated picture. It was found that the minimum prediction error achieved by PLS under moving window (MW), or just-in-time learning scheme was decreased up to ~5-10% using Lasso, or RVM. However, when a small MW size was used, or the optimum number of PLS components was as low as ~1, prediction performance of PLS surpassed RVM, which was found to yield occasional unstable predictions. PLS and Lasso models constructed via online parameter tuning generally did not yield better predictions compared to those constructed via offline tuning. We present evidence to suggest that retaining a large portion of the available process measurement data in the predictor matrix, instead of preselecting variables, would be more advantageous for sparse learners in increasing prediction accuracy. As a result, Lasso is recommended as a better substitute for PLS in soft sensors; while performance of RVM should be validated before online application.

A great deal of attention has been recently given to Machine Learning (ML) techniques in many different application fields. This paper provides a vision of what ML can do in Power Line Communications (PLC). We firstly and briefly describe classical formulations of ML, and distinguish deterministic problems from statistical problems with relevance to communications. We then discuss ML applications in PLC for each layer, namely, for characterization and modeling, for physical layer algorithms, for media access control and networking algorithms. Finally, other applications of PLC that can benefit from the usage of ML, as grid diagnostics, are analyzed. Illustrative numerical examples are reported to serve the purpose of validating the ideas and motivate future research endeavors in this stimulating signal/data processing field.

More than a decade ago, Ichiro Takeuchi, professor of materials science and engineering, started applying the subfield of artificial intelligence (AI) known as machine learning (ML) to help develop new magnetic materials. At the time, ML was not widely used in materials science. "Now, it's all the rage," says Takeuchi, who also holds an appointment with the Maryland Energy Innovation Institute. Its current popularity is due in part to the deep learning revolution of 2012 and related advances in computer chip speed, data storage options, and rapid refinement of the science that drives its predictive analytics of algorithms. ML-based discovery in materials science is not just a lab exercise.