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Collaborating Authors

 Fu, Lei


Research on Optimizing Real-Time Data Processing in High-Frequency Trading Algorithms using Machine Learning

arXiv.org Artificial Intelligence

High-frequency trading (HFT) represents a pivotal and intensely competitive domain within the financial markets. The velocity and accuracy of data processing exert a direct influence on profitability, underscoring the significance of this field. The objective of this work is to optimise the real-time processing of data in high-frequency trading algorithms. The dynamic feature selection mechanism is responsible for monitoring and analysing market data in real time through clustering and feature weight analysis, with the objective of automatically selecting the most relevant features. This process employs an adaptive feature extraction method, which enables the system to respond and adjust its feature set in a timely manner when the data input changes, thus ensuring the efficient utilisation of data. The lightweight neural networks are designed in a modular fashion, comprising fast convolutional layers and pruning techniques that facilitate the expeditious completion of data processing and output prediction. In contrast to conventional deep learning models, the neural network architecture has been specifically designed to minimise the number of parameters and computational complexity, thereby markedly reducing the inference time. The experimental results demonstrate that the model is capable of maintaining consistent performance in the context of varying market conditions, thereby illustrating its advantages in terms of processing speed and revenue enhancement.


DataGpt-SQL-7B: An Open-Source Language Model for Text-to-SQL

arXiv.org Artificial Intelligence

An effective text-to-SQL methodology significantly enhances the efficiency of data analysis and retrieval, empowering non-expert users to interact with databases through their native language, democratizing access to and analysis of data. However, the reliance on powerful, close-sourced Large Language Models (LLM) and sophisticated prompting techniques to address these tasks may introduce risks associated with openness, privacy, and substantial costs. In light of these considerations, we propose a series of compact, fine-tuned models to tackle text-to-SQL problems. Schema linking, particularly the alignment of table and column information, is a recurrent issue in text-to-SQL tasks. We proposed the cross-DataBase and Inner-DataBase methods to construct samples, improving the performance of model to identify the correct schema and columns from context.


Differentiation of Multi-objective Data-driven Decision Pipeline

arXiv.org Artificial Intelligence

Real-world scenarios frequently involve multi-objective data-driven optimization problems, characterized by unknown problem coefficients and multiple conflicting objectives. Traditional two-stage methods independently apply a machine learning model to estimate problem coefficients, followed by invoking a solver to tackle the predicted optimization problem. The independent use of optimization solvers and prediction models may lead to suboptimal performance due to mismatches between their objectives. Recent efforts have focused on end-to-end training of predictive models that use decision loss derived from the downstream optimization problem. However, these methods have primarily focused on single-objective optimization problems, thus limiting their applicability. We aim to propose a multiobjective decision-focused approach to address this gap. In order to better align with the inherent properties of multi-objective optimization problems, we propose a set of novel loss functions. These loss functions are designed to capture the discrepancies between predicted and true decision problems, considering solution space, objective space, and decision quality, named landscape loss, Pareto set loss, and decision loss, respectively. Our experimental results demonstrate that our proposed method significantly outperforms traditional two-stage methods and most current decision-focused methods. Uncertain decision-making is prevalent in various real-life scenarios, such as personalized recommendationsLiu et al. (2023) and path planning Xu et al. (2023) based on route time prediction. These scenarios involve a workflow for handling data-driven decision problems where parameter coefficients are predicted based on environmental or historical information, and decisions are made using these predictions. For instance, in recommendation systems, click-through rate prediction and sorting or top-K recommendation based on click-through rates are common examples. Obtaining a perfect prediction model is often unachievable. The problem coefficients generated by the prediction model are frequently noisy.


Patent Value Characterization -- An Empirical Analysis of Elevator Industry Patents

arXiv.org Artificial Intelligence

The global patent application count has steadily increased, achieving eight consecutive years of growth.The global patent industry has shown a general trend of expansion. This is attributed to the increasing innovation activities, particularly in the fields of technology, healthcare, and biotechnology. Some emerging market countries, such as China and India, have experienced significant growth in the patent domain, becoming important participants in global patent activities.


Client Selection in Federated Learning: Principles, Challenges, and Opportunities

arXiv.org Artificial Intelligence

As a privacy-preserving paradigm for training Machine Learning (ML) models, Federated Learning (FL) has received tremendous attention from both industry and academia. In a typical FL scenario, clients exhibit significant heterogeneity in terms of data distribution and hardware configurations. Thus, randomly sampling clients in each training round may not fully exploit the local updates from heterogeneous clients, resulting in lower model accuracy, slower convergence rate, degraded fairness, etc. To tackle the FL client heterogeneity problem, various client selection algorithms have been developed, showing promising performance improvement. In this paper, we systematically present recent advances in the emerging field of FL client selection and its challenges and research opportunities. We hope to facilitate practitioners in choosing the most suitable client selection mechanisms for their applications, as well as inspire researchers and newcomers to better understand this exciting research topic.


Benchmarking UWB-Based Infrastructure-Free Positioning and Multi-Robot Relative Localization: Dataset and Characterization

arXiv.org Artificial Intelligence

Ultra-wideband (UWB) positioning has emerged as a low-cost and dependable localization solution for multiple use cases, from mobile robots to asset tracking within the Industrial IoT. The technology is mature and the scientific literature contains multiple datasets and methods for localization based on fixed UWB nodes. At the same time, research in UWB-based relative localization and infrastructure-free localization is gaining traction, further domains. tools and datasets in this domain are scarce. Therefore, we introduce in this paper a novel dataset for benchmarking infrastructure-free relative localization targeting the domain of multi-robot systems. Compared to previous datasets, we analyze the performance of different relative localization approaches for a much wider variety of scenarios with varying numbers of fixed and mobile nodes. A motion capture system provides ground truth data, are multi-modal and include inertial or odometry measurements for benchmarking sensor fusion methods. Additionally, the dataset contains measurements of ranging accuracy based on the relative orientation of antennas and a comprehensive set of measurements for ranging between a single pair of nodes. Our experimental analysis shows that high accuracy can be localization, but the variability of the ranging error is significant across different settings and setups.


Is Alice Really in Wonderland? UWB-Based Proof of Location for UAVs with Hyperledger Fabric Blockchain

arXiv.org Artificial Intelligence

Remote identification of Unmanned Aerial Vehicles (UAVs) is becoming increasingly important since more UAVs are being widely used for different needs in urban areas. For example, in the US and in the EU, identification and position broadcasting is already a requirement for the use of drones. However, the current solutions do not validate the position of the UAV but its identity, while trusting the given position. Therefore, a more advanced solution enabling the proof of location is needed to avoid spoofing. We propose the combination of a permissioned blockchain managed by public authorities together with UWB-based communication to approach this. Specifically, we leverage the identity management tools from Hyperledger Fabric, an open-source permissioned blockchain framework, and ultra-wideband (UWB) ranging, leading to situated communication (i.e., simultaneous communication and localization). This approach allows us to prove both the UAV identity and also the location it broadcasts through interaction with ground infrastructure in known locations. Our initial experiments show that the proposed approach is viable and UWB transceivers can be used for UAVs to validate both their identity and position with ground infrastructure deployed in known locations.


Event-driven Fabric Blockchain - ROS 2 Interface: Towards Secure and Auditable Teleoperation of Mobile Robots

arXiv.org Artificial Intelligence

The integration of blockchain technology in robotic systems has been met by the community with a combination of hype and skepticism. The current literature shows that there is indeed potential for more secure and trustable distributed robotic systems. However, it is still unclear in what aspects of robotics beyond high-level decision making can blockchain technology be indeed usable. This paper explores the limits of a permissioned blockchain framework, Hyperledger Fabric, for teleoperation. Remote operation of mobile robots can benefit from the auditability and security properties of a blockchain. We study the potential benefits and the main limitations of such an approach. We introduce a new design and implementation for a event-driven Fabric-ROS 2 bridge that is able to maintain lower latencies at higher network loads than previous solutions. We also show this opens the door to more realistic use cases and applications. Our experiments with small aerial robots show latencies in the hundreds of milliseconds and simultaneous control of both a single and multi-robot system. We analyze the main trade-offs and limitations for real-world near real-time remote teleoperation.


Physics Symbolic Learner for Discovering Ground-Motion Models Via NGA-West2 Database

arXiv.org Artificial Intelligence

Ground-motion model (GMM) is the basis of many earthquake engineering studies. In this study, a novel physics-informed symbolic learner (PISL) method based on the Nest Generation Attenuation-West2 database is proposed to automatically discover mathematical equation operators as symbols. The sequential threshold ridge regression algorithm is utilized to distill a concise and interpretable explicit characterization of complex systems of ground motions. In addition to the basic variables retrieved from previous GMMs, the current PISL incorporates two a priori physical conditions, namely, distance and amplitude saturation. GMMs developed using the PISL, an empirical regression method (ERM), and an artificial neural network (ANN) are compared in terms of residuals and extrapolation based on obtained data of peak ground acceleration and velocity. The results show that the inter- and intra-event standard deviations of the three methods are similar. The functional form of the PISL is more concise than that of the ERM and ANN. The extrapolation capability of the PISL is more accurate than that of the ANN. The PISL-GMM used in this study provide a new paradigm of regression that considers both physical and data-driven machine learning and can be used to identify the implied physical relationships and prediction equations of ground motion variables in different regions.


Federated Learning Hyper-Parameter Tuning from a System Perspective

arXiv.org Artificial Intelligence

Federated learning (FL) is a distributed model training paradigm that preserves clients' data privacy. It has gained tremendous attention from both academia and industry. FL hyper-parameters (e.g., the number of selected clients and the number of training passes) significantly affect the training overhead in terms of computation time, transmission time, computation load, and transmission load. However, the current practice of manually selecting FL hyper-parameters imposes a heavy burden on FL practitioners because applications have different training preferences. In this paper, we propose FedTune, an automatic FL hyper-parameter tuning algorithm tailored to applications' diverse system requirements in FL training. FedTune iteratively adjusts FL hyper-parameters during FL training and can be easily integrated into existing FL systems. Through extensive evaluations of FedTune for diverse applications and FL aggregation algorithms, we show that FedTune is lightweight and effective, achieving 8.48%-26.75% system overhead reduction compared to using fixed FL hyper-parameters. This paper assists FL practitioners in designing high-performance FL training solutions. The source code of FedTune is available at https://github.com/DataSysTech/FedTune.