Midterm stock price prediction is crucial for value investments in the stock market. However, most deep learning models are essentially short-term and applying them to midterm predictions encounters large cumulative errors because they cannot avoid anomalies. In this paper, we propose a novel deep neural network Mid-LSTM for midterm stock prediction, which incorporates the market trend as hidden states. First, based on the autoregressive moving average model (ARMA), a midterm ARMA is formulated by taking into consideration both hidden states and the capital asset pricing model. Then, a midterm LSTM-based deep neural network is designed, which consists of three components: LSTM, hidden Markov model and linear regression networks. The proposed Mid-LSTM can avoid anomalies to reduce large prediction errors, and has good explanatory effects on the factors affecting stock prices. Extensive experiments on S&P 500 stocks show that (i) the proposed Mid-LSTM achieves 2-4% improvement in prediction accuracy, and (ii) in portfolio allocation investment, we achieve up to 120.16% annual return and 2.99 average Sharpe ratio.

Traditionally, music was treated as an analogue signal and was generated manually. In recent years, music is conspicuous to technology which can generate a suite of music automatically without any human intervention. To accomplish this task, we need to overcome some technical challenges which are discussed descriptively in this paper. A brief introduction about music and its components is provided in the paper along with the citation and analysis of related work accomplished by different authors in this domain. Main objective of this paper is to propose an algorithm which can be used to generate musical notes using Recurrent Neural Networks (RNN), principally Long Short-Term Memory (LSTM) networks. A model is designed to execute this algorithm where data is represented with the help of musical instrument digital interface (MIDI) file format for easier access and better understanding. Preprocessing of data before feeding it into the model, revealing methods to read, process and prepare MIDI files for input are also discussed. The model used in this paper is used to learn the sequences of polyphonic musical notes over a single-layered LSTM network. The model must have the potential to recall past details of a musical sequence and its structure for better learning. Description of layered architecture used in LSTM model and its intertwining connections to develop a neural network is presented in this work. This paper imparts a peek view of distributions of weights and biases in every layer of the model along with a precise representation of losses and accuracy at each step and batches. When the model was thoroughly analyzed, it produced stellar results in composing new melodies.

Model quantization is leveraged to reduce the memory consumption and the computation time of deep neural networks. This is achieved by representing weights and activations with a lower bit resolution when compared to their high precision floating point counterparts. The suitable level of quantization is directly related to the model performance. Lowering the quantization precision (e.g. 2 bits), reduces the amount of memory required to store model parameters and the amount of logic required to implement computational blocks, which contributes to reducing the power consumption of the entire system. These benefits typically come at the cost of reduced accuracy. The main challenge is to quantize a network as much as possible, while maintaining the performance accuracy. In this work, we present a quantization method for the U-Net architecture, a popular model in medical image segmentation. We then apply our quantization algorithm to three datasets: (1) the Spinal Cord Gray Matter Segmentation (GM), (2) the ISBI challenge for segmentation of neuronal structures in Electron Microscopic (EM), and (3) the public National Institute of Health (NIH) dataset for pancreas segmentation in abdominal CT scans. The reported results demonstrate that with only 4 bits for weights and 6 bits for activations, we obtain 8 fold reduction in memory requirements while loosing only 2.21%, 0.57% and 2.09% dice overlap score for EM, GM and NIH datasets respectively. Our fixed point quantization provides a flexible trade off between accuracy and memory requirement which is not provided by previous quantization methods for U-Net such as TernaryNet.

An open question is how to make deep neural networks work in conjunction with existing (and upcoming) video codecs, such as MPEG H.264/A VC, H.265/HEVC, VVC, Google VP9 and AOMedia A V1, as well as existing container and transport formats, without imposing any changes at the client side. Such compatibility is a crucial aspect when it comes to practical deployment, especially when considering the fact that the video content industry and hardware manufacturers are expected to remain committed to supporting these standards for the foreseeable future. We propose to use deep neural networks as precoders for current and future video codecs and adaptive video streaming systems. In our current design, the core precoding component comprises a cascaded structure of downscaling neural networks that operates during video encoding, prior to transmission. This is coupled with a precoding mode selection algorithm for each independently-decodable stream segment, which adjusts the downscaling factor according to scene characteristics, the utilized encoder, and the desired bitrate and encoding configuration. Our framework is compatible with all current and future codec and transport standards, as our deep precoding network structure is trained in conjunction with linear upscaling filters (e.g., the bilinear filter), which are supported by all web video players. Results with FHD (1080p) and UHD (2160p) content and widely-used H.264/A VC, H.265/HEVC and VP9 encoders show that coupling such standards with the proposed deep video precoding allows for 15% to 45% rate reduction under encoding configurations and bitrates suitable for video-on-demand adaptive streaming systems. The use of precoding can also lead to encoding complexity reduction, which is essential for cost-effective cloud deployment of complex encoders like H.265/HEVC and VP9, especially when considering the prominence of high-resolution adaptive video streaming.

The detection of fraud in accounting data is a long-standing challenge in financial statement audits. Nowadays, the majority of applied techniques refer to handcrafted rules derived from known fraud scenarios. While fairly successful, these rules exhibit the drawback that they often fail to generalize beyond known fraud scenarios and fraudsters gradually find ways to circumvent them. In contrast, more advanced approaches inspired by the recent success of deep learning often lack seamless interpretability of the detected results. To overcome this challenge, we propose the application of adversarial autoencoder networks. We demonstrate that such artificial neural networks are capable of learning a semantic meaningful representation of real-world journal entries. The learned representation provides a holistic view on a given set of journal entries and significantly improves the interpretability of detected accounting anomalies. We show that such a representation combined with the networks reconstruction error can be utilized as an unsupervised and highly adaptive anomaly assessment. Experiments on two datasets and initial feedback received by forensic accountants underpinned the effectiveness of the approach.

Human motion prediction is a stochastic process: Given an observed sequence of poses, multiple future motions are plausible. Existing approaches to modeling this stochasticity typically combine a random noise vector with information about the previous poses. This combination, however, is done in a deterministic manner, which gives the network the flexibility to learn to ignore the random noise. In this paper, we introduce an approach to stochastically combine the root of variations with previous pose information, which forces the model to take the noise into account. W e exploit this idea for motion prediction by incorporating it into a recurrent encoder-decoder network with a conditional vari-ational autoencoder block that learns to exploit the perturbations. Our experiments demonstrate that our model yields high-quality pose sequences that are much more diverse than those from state-of-the-art stochastic motion prediction techniques.

--A major problem in data augmentation is the number of possibilities in the search space of operations. The search space includes mixtures of all of the possible data augmentation techniques, the magnitude of these operations, and the probability of applying data augmentation for each image. In this paper, we propose Greedy AutoAugment as a highly efficient searching algorithm to find the best augmentation policies. We combine the searching process with a simple procedure to increase the size of training data. Our experiments show that the proposed method can be used as a reliable addition to the ANN infrastructures for increasing the accuracy of classification results.

Although adaptive gradient methods (AGMs) have fast speed in training deep neural networks, it is known to generalize worse than the stochastic gradient descent (SGD) or SGD with momentum (S-Momentum). Many works have attempted to modify AGMs so to close the gap in generalization performance between AGMs and S-Momentum, but they do not answer why there is such a gap. We identify that the anisotropic scale of the adaptive learning rate (A-LR) used by AGMs contributes to the generalization performance gap, and all existing modified AGMs actually represent efforts in revising the A-LR. Because the A-LR varies significantly across the dimensions of the problem over the optimization epochs (i.e., anisotropic scale), we propose a new AGM by calibrating the A-LR with a {\em softplus} function, resulting in the \textsc{Sadam} and \textsc{SAMSGrad} methods\footnote{Code is available at https://github.com/neilliang90/Sadam.git.}. These methods have better chance to not trap at sharp local minimizers, which helps them resume the dips in the generalization error curve observed with SGD and S-Momentum. We further provide a new way to analyze the convergence of AGMs (e.g., \textsc{Adam}, \textsc{Sadam}, and \textsc{SAMSGrad}) under the nonconvex, non-strongly convex, and Polyak-{\L}ojasiewicz conditions. We prove that the convergence rate of ADAM also depends on its hyper-parameter epsilon, which has been overlooked in prior convergence analysis. Empirical studies support our observation of the anisotropic A-LR and show that the proposed methods outperform existing AGMs and generalize even better than S-Momentum in multiple deep learning tasks.

--While interacting with another person, our reactions and behavior are much affected by the emotional changes within the temporal context of the interaction. Our intrinsic affective appraisal comprising perception, self-assessment, and the affective memories with similar social experiences will drive specific, and in most cases addressed as proper, reactions within the interaction. This paper proposes the roadmap for the development of multimodal research which aims to empower a robot with the capability to provide proper social responses in a Human-Robot Interaction (HRI) scenario. Our capabilities of both perceiving and reacting to the affective behavior of other persons are fine-tuned based on the observed social response of our interaction peers. We usually perceive how others are behaving towards us by reading their affective behavior through the processing of audio/visual cues [13].

Manipulation tasks such as preparing a meal or assembling furniture remain highly challenging for robotics and vision. The supervised approach of imitation learning can handle short tasks but suffers from compounding errors and the need of many demonstrations for longer and more complex tasks. Reinforcement learning (RL) can find solutions beyond demonstrations but requires tedious and task-specific reward engineering for multi-step problems. In this work we address the difficulties of both methods and explore their combination. To this end, we propose a RL policies operating on pre-trained skills, that can learn composite manipulations using no intermediate rewards and no demonstrations of full tasks. We also propose an efficient training of basic skills from few synthetic demonstrated trajectories by exploring recent CNN architectures and data augmentation. We show successful learning of policies for composite manipulation tasks such as making a simple breakfast. Notably, our method achieves high success rates on a real robot, while using synthetic training data only.