support level
DeepSupp: Attention-Driven Correlation Pattern Analysis for Dynamic Time Series Support and Resistance Levels Identification
Kriuk, Boris, Ng, Logic, Hossain, Zarif Al
Support and resistance (SR) levels are central to technical analysis, guiding traders in entry, exit, and risk management. Despite widespread use, traditional SR identification methods often fail to adapt to the complexities of modern, volatile markets. Recent research has introduced machine learning techniques to address the following challenges, yet most focus on price prediction rather than structural level identification. This paper presents DeepSupp, a new deep learning approach for detecting financial support levels using multi-head attention mechanisms to analyze spatial correlations and market microstructure relationships. Deep-Supp integrates advanced feature engineering, constructing dynamic correlation matrices that capture evolving market relationships, and employs an attention-based autoencoder for robust representation learning. The final support levels are extracted through unsupervised clustering, leveraging DBSCAN to identify significant price thresholds. Comprehensive evaluations on S&P 500 tickers demonstrate that DeepSupp outperforms six baseline methods, achieving state-of-the-art performance across six financial metrics, including essential support accuracy and market regime sensitivity. With consistent results across diverse market conditions, DeepSupp addresses critical gaps in SR level detection, offering a scalable and reliable solution for modern financial analysis. Our approach highlights the potential of attention-based architectures to uncover nuanced market patterns and improve technical trading strategies.
- North America > United States (0.14)
- Asia > China > Hong Kong (0.05)
- Europe > United Kingdom > England > Cambridgeshire > Cambridge (0.04)
A Comparative Analysis of Faithfulness Metrics and Humans in Citation Evaluation
Zhang, Weijia, Aliannejadi, Mohammad, Pei, Jiahuan, Yuan, Yifei, Huang, Jia-Hong, Kanoulas, Evangelos
Large language models (LLMs) often generate content with unsupported or unverifiable content, known as "hallucinations." To address this, retrieval-augmented LLMs are employed to include citations in their content, grounding the content in verifiable sources. Despite such developments, manually assessing how well a citation supports the associated statement remains a major challenge. Previous studies tackle this challenge by leveraging faithfulness metrics to estimate citation support automatically. However, they limit this citation support estimation to a binary classification scenario, neglecting fine-grained citation support in practical scenarios. To investigate the effectiveness of faithfulness metrics in fine-grained scenarios, we propose a comparative evaluation framework that assesses the metric effectiveness in distinguishing citations between three-category support levels: full, partial, and no support. Our framework employs correlation analysis, classification evaluation, and retrieval evaluation to measure the alignment between metric scores and human judgments comprehensively. Our results indicate no single metric consistently excels across all evaluations, highlighting the complexity of accurately evaluating fine-grained support levels. Particularly, we find that the best-performing metrics struggle to distinguish partial support from full or no support. Based on these findings, we provide practical recommendations for developing more effective metrics.
- North America > United States > Minnesota > Hennepin County > Minneapolis (0.14)
- Europe > Netherlands > North Holland > Amsterdam (0.05)
- North America > United States > District of Columbia > Washington (0.05)
- (7 more...)
Towards Fine-Grained Citation Evaluation in Generated Text: A Comparative Analysis of Faithfulness Metrics
Zhang, Weijia, Aliannejadi, Mohammad, Yuan, Yifei, Pei, Jiahuan, Huang, Jia-Hong, Kanoulas, Evangelos
Large language models (LLMs) often produce unsupported or unverifiable information, known as "hallucinations." To mitigate this, retrieval-augmented LLMs incorporate citations, grounding the content in verifiable sources. Despite such developments, manually assessing how well a citation supports the associated statement remains a major challenge. Previous studies use faithfulness metrics to estimate citation support automatically but are limited to binary classification, overlooking fine-grained citation support in practical scenarios. To investigate the effectiveness of faithfulness metrics in fine-grained scenarios, we propose a comparative evaluation framework that assesses the metric effectiveness in distinguishinging citations between three-category support levels: full, partial, and no support. Our framework employs correlation analysis, classification evaluation, and retrieval evaluation to measure the alignment between metric scores and human judgments comprehensively. Our results show no single metric consistently excels across all evaluations, revealing the complexity of assessing fine-grained support. Based on the findings, we provide practical recommendations for developing more effective metrics.
- North America > United States > Minnesota > Hennepin County > Minneapolis (0.14)
- North America > Canada > Ontario > Toronto (0.04)
- Asia > Singapore (0.04)
- (10 more...)
Data-Driven Simulator for Mechanical Circulatory Support with Domain Adversarial Neural Process
Sun, Sophia, Chen, Wenyuan, Zhou, Zihao, Fereidooni, Sonia, Jortberg, Elise, Yu, Rose
We propose a data-driven simulator for Mechanical Circulatory Support (MCS) devices, implemented as a probabilistic deep sequence model. Existing mechanical simulators for MCS rely on oversimplifying assumptions and are insensitive to patient-specific behavior, limiting their applicability to real-world treatment scenarios. To address these shortcomings, our model Domain Adversarial Neural Process (DANP) employs a neural process architecture, allowing it to capture the probabilistic relationship between MCS pump levels and aortic pressure measurements with uncertainty. We use domain adversarial training to combine simulation data with real-world observations, resulting in a more realistic and diverse representation of potential outcomes. Empirical results with an improvement of 19% in non-stationary trend prediction establish DANP as an effective tool for clinicians to understand and make informed decisions regarding MCS patient treatment.
- North America > United States > California > San Diego County > San Diego (0.05)
- North America > United States > Massachusetts > Essex County > Danvers (0.04)
- North America > United States > California > Santa Clara County > Palo Alto (0.04)
Machine learning and Data Mining - Association Analysis with Python
A list of transactions from a grocery store is shown in the figure above. Frequent items are a list of items that commonly appear together. One example is {wine, diapers, soy milk}. From the data set we can also find an association rule such as diapers - wine. This means that if someone buys diapers, there is a good chance they will buy wine. With the frequent item sets and association rules retailers have a much better understanding of their customers. Although common examples of association rulea are from the retail industry, it can be applied to a number of other categories, such as web site traffic, medicine, etc. How do we define these so called relationships? Who defines what is interesting? When we are looking for frequent item sets or association rules, we must look two parameters that defines its relevance. The support of an itemset, which is defined as the percentage of the data set which containts this itemset.
- South America > Brazil > São Paulo (0.04)
- South America > Brazil > Federal District > Brasília (0.04)