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Predicting Stock Prices using Permutation Decision Trees and Strategic Trailing
Ramraj, Vishrut, Nagaraj, Nithin, B, Harikrishnan N
In this paper, we explore the application of Permutation Decision Trees (PDT) and strategic trailing for predicting stock market movements and executing profitable trades in the Indian stock market. We focus on high-frequency data using 5-minute candlesticks for the top 50 stocks listed in the NIFTY 50 index and Forex pairs such as XAUUSD and EURUSD. We implement a trading strategy that aims to buy stocks at lower prices and sell them at higher prices, capitalizing on short-term market fluctuations. Due to regulatory constraints in India, short selling is not considered in our strategy. The model incorporates various technical indicators and employs hyperparameters such as the trailing stop-loss value and support thresholds to manage risk effectively. We trained and tested data on a 3 month dataset provided by Yahoo Finance. Our bot based on Permutation Decision Tree achieved a profit of 1.1802\% over the testing period, where as a bot based on LSTM gave a return of 0.557\% over the testing period and a bot based on RNN gave a return of 0.5896\% over the testing period. All of the bots outperform the buy-and-hold strategy, which resulted in a loss of 2.29\%.
Supposedly Equivalent Facts That Aren't? Entity Frequency in Pre-training Induces Asymmetry in LLMs
He, Yuan, He, Bailan, Ding, Zifeng, Lupidi, Alisia, Zhu, Yuqicheng, Chen, Shuo, Zhang, Caiqi, Chen, Jiaoyan, Ma, Yunpu, Tresp, Volker, Horrocks, Ian
Understanding and mitigating hallucinations in Large Language Models (LLMs) is crucial for ensuring reliable content generation. While previous research has primarily focused on "when" LLMs hallucinate, our work explains "why" and directly links model behaviour to the pre-training data that forms their prior knowledge. Specifically, we demonstrate that an asymmetry exists in the recognition of logically equivalent facts, which can be attributed to frequency discrepancies of entities appearing as subjects versus objects. Given that most pre-training datasets are inaccessible, we leverage the fully open-source OLMo series by indexing its Dolma dataset to estimate entity frequencies. Using relational facts (represented as triples) from Wikidata5M, we construct probing datasets to isolate this effect. Our experiments reveal that facts with a high-frequency subject and a low-frequency object are better recognised than their inverse, despite their logical equivalence. The pattern reverses in low-to-high frequency settings, and no statistically significant asymmetry emerges when both entities are high-frequency. These findings highlight the influential role of pre-training data in shaping model predictions and provide insights for inferring the characteristics of pre-training data in closed or partially closed LLMs.
Unveiling the Tapestry of Automated Essay Scoring: A Comprehensive Investigation of Accuracy, Fairness, and Generalizability
Yang, Kaixun, Raković, Mladen, Li, Yuyang, Guan, Quanlong, Gašević, Dragan, Chen, Guanliang
Automatic Essay Scoring (AES) is a well-established educational pursuit that employs machine learning to evaluate student-authored essays. While much effort has been made in this area, current research primarily focuses on either (i) boosting the predictive accuracy of an AES model for a specific prompt (i.e., developing prompt-specific models), which often heavily relies on the use of the labeled data from the same target prompt; or (ii) assessing the applicability of AES models developed on non-target prompts to the intended target prompt (i.e., developing the AES models in a cross-prompt setting). Given the inherent bias in machine learning and its potential impact on marginalized groups, it is imperative to investigate whether such bias exists in current AES methods and, if identified, how it intervenes with an AES model's accuracy and generalizability. Thus, our study aimed to uncover the intricate relationship between an AES model's accuracy, fairness, and generalizability, contributing practical insights for developing effective AES models in real-world education. To this end, we meticulously selected nine prominent AES methods and evaluated their performance using seven metrics on an open-sourced dataset, which contains over 25,000 essays and various demographic information about students such as gender, English language learner status, and economic status. Through extensive evaluations, we demonstrated that: (1) prompt-specific models tend to outperform their cross-prompt counterparts in terms of predictive accuracy; (2) prompt-specific models frequently exhibit a greater bias towards students of different economic statuses compared to cross-prompt models; (3) in the pursuit of generalizability, traditional machine learning models coupled with carefully engineered features hold greater potential for achieving both high accuracy and fairness than complex neural network models.
Surgical Aggregation: Federated Class-Heterogeneous Learning
Kulkarni, Pranav, Kanhere, Adway, Yi, Paul H., Parekh, Vishwa S.
Abstract-- The release of numerous chest x-ray datasets has spearheaded the development of deep learning models with expert-level performance. However, they have limited interoperability due to class-heterogeneity - a result of inconsistent labeling schemes and partial annotations. Therefore, it is challenging to leverage these datasets in aggregate to train models with a complete representation of abnormalities that may occur within the thorax. In this work, we propose surgical aggregation, a federated learning framework for aggregating knowledge from class-heterogeneous datasets and learn a model that can simultaneously predict the presence of all disease labels present across the datasets. We evaluate our method using simulated and real-world class-heterogeneous datasets across both independent and identically distributed (iid) and non-iid settings. Our results show that surgical aggregation outperforms current methods, has better generalizability, and is a crucial first step towards tackling class-heterogeneity in federated learning to facilitate the development of clinically-useful models using previously non-interoperable chest x-ray datasets.
A Study on Multirobot Quantile Estimation in Natural Environments
Fernández, Isabel M. Rayas, Denniston, Christopher E., Sukhatme, Gaurav S.
Quantiles of a natural phenomena can provide scientists with an important understanding of different spreads of concentrations. When there are several available robots, it may be advantageous to pool resources in a collaborative way to improve performance. A multirobot team can be difficult to practically bring together and coordinate. To this end, we present a study across several axes of the impact of using multiple robots to estimate quantiles of a distribution of interest using an informative path planning formulation. We measure quantile estimation accuracy with increasing team size to understand what benefits result from a multirobot approach in a drone exploration task of analyzing the algae concentration in lakes. We additionally perform an analysis on several parameters, including the spread of robot initial positions, the planning budget, and inter-robot communication, and find that while using more robots generally results in lower estimation error, this benefit is achieved under certain conditions. We present our findings in the context of real field robotic applications and discuss the implications of the results and interesting directions for future work.
The MSXF TTS System for ICASSP 2022 ADD Challenge
Yang, Chunyong, Liu, Pengfei, Chen, Yanli, Wang, Hongbin, Liu, Min
This paper presents our MSXF TTS system for Task 3.1 of the Audio Deep Synthesis Detection (ADD) Challenge 2022. We use an end to end text to speech system, and add a constraint loss to the system when training stage. The end to end TTS system is VITS, and the pre-training self-supervised model is wav2vec 2.0. And we also explore the influence of the speech speed and volume in spoofing. The faster speech means the less the silence part in audio, the easier to fool the detector. We also find the smaller the volume, the better spoofing ability, though we normalize volume for submission. Our team is identified as C2, and we got the fourth place in the challenge.