At first glance, deep learning has the hallmark hype of a technology trend that prudent institutions would do well to avoid. But beyond their celebrated successes in image recognition and translation, there are subtle and persuasive reasons for financial services organizations to deploy deep learning models, even if they haven't used simpler machine learning methods before. Deep learning models can be far more powerful than traditional methods, easier to maintain and faster to develop. These advantages outweigh common concerns over talent shortages and model interpretability. Deep learning models provide several capabilities that are invaluable for financial services applications.

This study evaluates the performances of an LSTM network for detecting and extracting the intent and content of com- mands for a financial chatbot. It presents two techniques, sequence to sequence learning and Multi-Task Learning, which might improve on the previous task.

Deep neural networks are workhorse models in machine learning with multiple layers of non-linear functions composed in series. Their loss function is highly non-convex, yet empirically even gradient descent minimisation is sufficient to arrive at accurate and predictive models. It is hitherto unknown why are deep neural networks easily optimizable. We analyze the energy landscape of a spin glass model of deep neural networks using random matrix theory and algebraic geometry. We analytically show that the multilayered structure holds the key to optimizability: Fixing the number of parameters and increasing network depth, the number of stationary points in the loss function decreases, minima become more clustered in parameter space, and the tradeoff between the depth and width of minima becomes less severe. Our analytical results are numerically verified through comparison with neural networks trained on a set of classical benchmark datasets. Our model uncovers generic design principles of machine learning models.

Neuro-inspired recurrent neural network algorithms, such as echo state networks, are computationally lightweight and thereby map well onto untethered devices. The baseline echo state network algorithms are shown to be efficient in solving small-scale spatio-temporal problems. However, they underperform for complex tasks that are characterized by multi-scale structures. In this research, an intrinsic plasticity-infused modular deep echo state network architecture is proposed to solve complex and multiple timescale temporal tasks. It outperforms state-of-the-art for time series prediction tasks.

This study evaluates the performances of CNN and LSTM for recognizing common charts patterns in a stock historical data. It presents two common patterns, the method used to build the training set, the neural networks architectures and the accuracies obtained.

Anomaly detection aims to detect abnormal events by a model of normality. It plays an important role in many domains such as network intrusion detection, criminal activity identity and so on. With the rapidly growing size of accessible training data and high computation capacities, deep learning based anomaly detection has become more and more popular. In this paper, a new domain-based anomaly detection method based on generative adversarial networks (GAN) is proposed. Minimum likelihood regularization is proposed to make the generator produce more anomalies and prevent it from converging to normal data distribution. Proper ensemble of anomaly scores is shown to improve the stability of discriminator effectively. The proposed method has achieved significant improvement than other anomaly detection methods on Cifar10 and UCI datasets.

In this work we study an application of machine learning to the construction industry and we use classical and modern machine learning methods to categorize images of building designs into three classes: Apartment building, Industrial building or Other. No real images are used, but only images extracted from Building Information Model (BIM) software, as these are used by the construction industry to store building designs. For this task, we compared four different methods: the first is based on classical machine learning, where Histogram of Oriented Gradients (HOG) was used for feature extraction and a Support Vector Machine (SVM) for classification; the other three methods are based on deep learning, covering common pre-trained networks as well as ones designed from scratch. To validate the accuracy of the models, a database of 240 images was used. The accuracy achieved is 57% for the HOG + SVM model, and above 89% for the neural networks.

Interpretation and diagnosis of machine learning models have gained renewed interest in recent years with breakthroughs in new approaches. We present Manifold, a framework that utilizes visual analysis techniques to support interpretation, debugging, and comparison of machine learning models in a more transparent and interactive manner. Conventional techniques usually focus on visualizing the internal logic of a specific model type (i.e., deep neural networks), lacking the ability to extend to a more complex scenario where different model types are integrated. To this end, Manifold is designed as a generic framework that does not rely on or access the internal logic of the model and solely observes the input (i.e., instances or features) and the output (i.e., the predicted result and probability distribution). We describe the workflow of Manifold as an iterative process consisting of three major phases that are commonly involved in the model development and diagnosis process: inspection (hypothesis), explanation (reasoning), and refinement (verification). The visual components supporting these tasks include a scatterplot-based visual summary that overviews the models' outcome and a customizable tabular view that reveals feature discrimination. We demonstrate current applications of the framework on the classification and regression tasks and discuss other potential machine learning use scenarios where Manifold can be applied.

Convolutional neural networks have recently achieved significant breakthroughs in various image classification tasks. However, they are computationally expensive,which can make their feasible mplementation on embedded and low-power devices difficult. In this paper convolutional neural network binarization is implemented on GPU-based platforms for real-time inference on resource constrained devices. In binarized networks, all weights and intermediate computations between layers are quantized to +1 and -1, allowing multiplications and additions to be replaced with bit-wise operations between 32-bit words. This representation completely eliminates the need for floating point multiplications and additions and decreases both the computational load and the memory footprint compared to a full-precision network implemented in floating point, making it well-suited for resource-constrained environments. We compare the performance of our implementation with an equivalent floating point implementation on one desktop and two embedded GPU platforms. Our implementation achieves a maximum speed up of 7. 4X with only 4.4% loss in accuracy compared to a reference implementation.

Professional sports are developing towards increasingly scientific training methods with increasing amounts of data being collected from laboratory tests, training sessions and competitions. In cycling, it is standard to equip bicycles with small computers recording data from sensors such as power-meters, in addition to heart-rate, speed, altitude etc. Recently, machine learning techniques have provided huge success in a wide variety of areas where large amounts of data ("big data") is available. In this paper, we perform a pilot experiment on machine learning to model physical response in elite cyclists. As a first experiment, we show that it is possible to train a LSTM machine learning algorithm to predict the heart-rate response of a cyclist during a training session. This work is a promising first step towards developing more elaborate models based on big data and machine learning to capture performance aspects of athletes.