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A Hybrid Particle Swarm Optimization to Forecast Implied Volatility Risk

computers, Materials & Continua 2022年第11期73卷 4291-4309页

作者： Kais Tissaoui Sahbi Boubaker Waleed Saud Alghassab Taha Zaghdoudi Jamel Azibi University of Ha’il Applied CollegeHail CitySaudi Arabia University of Tunis El Manar Faculty of Economic Sciences and Management of Tunisthe International Finance GroupTunisTunisia Department of Computer and Network Engineering College of Computer Science and EngineeringUniversity of JeddahJeddah21959Saudi Arabia Research Unit on Study of Systems and Renewable Energy National College of Engineering of MonastirUniversity of MonastirMonastirTunisia LAREQUAD&FSEGT University of Tunis El ManarTunisTunisia University of Jendouba Law FacultyManagement and Economic Sciences of JendoubaTunisia

The application of optimization methods to prediction issues is a continually exploring *** line with this,this paper investigates the connectedness between the infected cases of COVID-19 and US fear index from a forecasting *** complex characteristics of implied volatility risk index such as non-linearity structure,time-varying and nonstationarity motivate us to apply a nonlinear polynomial Hammerstein model with known structure and unknown *** use the Hybrid Particle Swarm Optimization(HPSO)tool to identify the model parameters of nonlinear polynomial Hammerstein *** indicate that,following a nonlinear polynomial behaviour cascaded to an autoregressive with exogenous input(ARX)behaviour,the fear index in US financial market is significantly affected by COVID-19-infected cases in the US,COVID-19-infected cases in the world and COVID-19-infected cases in China,*** performance indicators provided by the developed models show that COVID-19-infected cases in the US are particularly powerful in predicting the Cboe volatility index compared to COVID-19-infected cases in the world and China(MAPE(2.1013%);R2(91.78%)and RMSE(0.6363 percentage points)).The proposed approaches have also shown good convergence characteristics and accurate fits of the data.

关键词： Forecasting Cboe’s volatility index COVID-19 pandemic nonlinear polynomial hammerstein model hybrid particle swarm optimization

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Exploring the Efficacy of Base data Augmentation Methods in Deep Learning-Based Radiograph Classification of Knee Joint Osteoarthritis

arXiv

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arXiv 2023年

作者： Prezja, Fabi Annala, Leevi Kiiskinen, Sampsa Ojala, Timo University of Jyväskylä Faculty of Information Technology Jyväskylä Finland Finnish Artificial Intelligence Research Network Jyväskylä Finland University of Helsinki Faculty of Science Department of Computer Science Helsinki Finland University of Helsinki Faculty of Agriculture and Forestry Department of Food and Nutrition Helsinki Finland

Diagnosing knee joint osteoarthritis (KOA), a major cause of disability worldwide, is challenging due to subtle radiographic indicators and the varied progression of the disease. Using deep learning for KOA diagnosis requires broad, comprehensive datasets. However, obtaining these datasets poses significant challenges due to patient privacy concerns and data collection restrictions. Additive data augmentation, which enhances data variability, emerges as a promising solution. Yet, it’s unclear which augmentation techniques are most effective for KOA. This study explored various data augmentation methods, including adversarial augmentations, and their impact on KOA classification model performance. While some techniques improved performance, others commonly used underperformed. We identified potential confounding regions within the images using adversarial augmentation. This was evidenced by our models’ ability to classify KL0 and KL4 grades accurately, with the knee joint omitted. This observation suggested a model bias, which might leverage unrelated features for classification currently present in radiographs. Interestingly, removing the knee joint also led to an unexpected improvement in KL1 classification accuracy. To better visualize these paradoxical effects, we employed Grad-CAM, highlighting the associated regions. Our study underscores the need for careful technique selection for improved model performance and identifying and managing potential confounding regions in radiographic KOA deep learning. © 2023, CC BY.

关键词： Deep learning

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The -model expansion approach for solving the (2+1)-dimensional NLSE with Kerr law nonlinearity and STD with multiplicative white noise in birefringent fibers

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Optical and Quantum Electronics 2024年第3期56卷 1-25页

作者： AlQahtani, Salman A. Shohib, Reham M. A. Alngar, Mohamed E. M. Alawwad, Abdulaziz M. New Emerging Technologies and 5G Network and Beyond Research Chair Department of Computer Engineering College of Computer and Information Sciences King Saud University Riyadh Saudi Arabia Basic Science Department Higher Institute of Foreign Trade & Management Sciences New Cairo Academy Cario Egypt Basic Science Department Faculty of Computers and Artificial Intelligence Modern University for Technology & Information Cairo Egypt Department of Computer Engineering College of Computer and Information Sciences King Saud University Riyadh Saudi Arabia

With incorporating of multiplicative white noise, we assess the Itô-coupled NLSE and STD in two and one dimensions with Kerr law nonlinearity and birefringent fibers. Light dynamics in birefringent fibers, including the propagation of soliton waves, the instability of modulation, and the occurrence of stochastic events, all have a connection to this issue. The study aims to facilitate in the growth of fiber lasers, benefiting fields such as in the fields of material processing, medicine, and communications. To achieve this, the $$\Phi ^{6}$$ -model approach to expansion is adopted. In addition to Jacobi-elliptic solutions, this work’s analysis also yields dark solitons, bright solitons, singular solitons, and periodic solutions. Because of such results, fiber laser systems in industries like manufacturing, medicine, and communications may be improved upon. The Jacobi-elliptic solution, as well as bright and dark solitons, may be seen in both one- and two-dimensional representations.

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Supervised reinforcement learning based trajectory tracking control for autonomous vehicles ⁎

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IFAC-PapersOnLine 2024年第10期58卷 140-145页

作者： András Mihály Van Tan Vu Trong Tu Do Péter Gáspár Systems and Control Laboratory Institute for Computer Science and Control (SZTAKI) Hungarian Research Network Kende u. 13-17 H-1111 Budapest Hungary Department of Automotive Mechanical Engineering Faculty of Mechanical Engineering University of Transport and Communications Hanoi Vietnam Mechanical and Power Engineering Faculty Electric Power University Hanoi Vietnam

Recent developments in autonomous vehicle technologies and applications gain a lot of interest by the public, as the popularity of both driver assistance and automated driving systems increase. One of the most promising aspect of the autonomous vehicle compared to conventional human driven vehicle is the increased level of safety. Machine learning techniques enables to achieve fast and efficient control actions compared to model based techniques. However, the advantages of a more conservative model based controller are their better robustness properties. In this paper a synergy of the two control philosophy is presented through a trajectory tracking control design for autonomous vehicles. A supervised reinforcement learning (RL) control method is introduced, where a robust Linear Parameter Varying (LPV) controller supervises the operation of the trained RL agent. Thus, in case sensor noise is detected, the guaranteed stability LPV controller takes over the steering control action. In order to demonstrate the operation of the proposed method, three different simulations have been evaluated and compared in CarSim simulation environment.

关键词： autonomous vehicle control supervised reinforcement learning trajectory tracking

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Quantitative Scalability of Nodes and Geographical Coverage in LEACH Protocol

Quantitative Scalability of Nodes and Geographical Coverage ...

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International Conference on Pattern Analysis and Intelligent Systems (PAIS)

作者： Foudil Mir Farid Meziane Ahcene Bounceur Abdelkader Laouid Medical Computing Laboratory (LIMED) Faculty of Exact Sciences University of Bejaia Bejaia Algeria Data Science Research Centre University of Derby Derby UK Information and Computer Science Department KFUPM Dhahran Saudi Arabia LIAP Laboratory University of El Oued El Oued Algeria

ISBN: (数字)9798350350265

ISBN: (纸本)9798350350272

Energy optimisation using clustering remains a constant challenge in wireless sensor networks (WSNs). The high volume of data generated within these networks leads to excessive energy consumption when transferring it to the processing center. Therefore, clustering protocols, in particularly hierarchical routing protocols dedicated to WSNs, must imperatively integrate energy efficiency mechanisms in order to extend the functional lifetime of the nodes and the network. In this paper, we focus on an in-depth analysis of scalability in the Low Energy Adaptive Clustering Hierarchy (LEACH) protocol. The LEACH protocol, renowned for its random and distributed approach to WSNs energy optimisation, forms the focus of our analysis and exploration. Our study focuses in particular on the quantitative scalability of nodes and the scalability of geographical coverage. The aim is to improve our understanding of the behaviour of the LEACH protocol in large-scale environments, particularly with regard to node and network lifetime and energy management parameters.

关键词： Wireless sensor networks Protocols Scalability Voting Probabilistic logic Routing Routing protocols

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Drone Application Model for Image Acquisition of Plantation Areas and Oil Palm Trees Counting 7

Drone Application Model for Image Acquisition of Plantation ...

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7th International Conference on Information Management and Technology, ICIMTech 2022

作者： Sastrohartono, Hermantoro Suryotomo, Andiko Putro Saifullah, Shoffan Suparyanto, Teddy Perbangsa, Anzaludin Samsinga Pardamean, Bens Instiper Yogyakarta Faculty of Agricultural Technology Department of Agricultural Engineering Yogyakarta55281 Indonesia Universitas Pembangunan Nasional Veteran Yogyakarta Department of Informatics Yogyakarta55283 Indonesia Bioinformatics and Data Science Research Center Bina Nusantara University Jakarta11480 Indonesia School of Information Systems Bina Nusantara University Information Systems Department Jakarta11480 Indonesia BINUS Graduate Program - Master of Computer Science Bina Nusantara University Computer Science Department Jakarta11480 Indonesia

ISBN: (数字)9781665450904

ISBN: (纸本)9781665450904

The area of oil palm plantations in Indonesia increased by 7% from 14 million ha in 2017 to 15 million ha in 2021. The vast land requires the support of effective and efficient management techniques to maintain sustainable productivity. The high-performance computing technologies, Internet of Things (IoT), Big data, Artificial Intelligence, spatial modeling, and drones are the answers to these needs. This study aims to design an application that can obtain plantation image data and analyze the calculation of the number of oil palm trees. The image of oil palm plantations is obtained from processing photo data from drones through a mosaic and composite process. This study also employed Scrum and UML as a system model development method. The image of the oil palm plantation area is used to build a tree counting model using the Viola-Jones algorithm. The oil palm tree count information generated by this system can then be used by management for fertilizing, harvesting, and monitoring the condition of oil palm trees. © 2022 IEEE.

关键词： Drones

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A Review on Bayesian Methods for Uncertainty Quantification in Machine Learning Models Enhancing Predictive Accuracy and Model Interpretability

A Review on Bayesian Methods for Uncertainty Quantification ...

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Intelligent Cyber Physical Systems and Internet of Things (ICoICI), International Conference on

作者： Moses Makuei Jiet Prateek Verma Aahash Kamble Chetan Puri Department of Computer Science and Design Faculty of Engineering and Technology Datta Meghe Institute of Higher Education and Research Sawangi Wardha Maharashtra India Department of Artificial Intelligence and Machine Learning Faculty of Engineering and Technology Datta Meghe Institute of Higher Education and Research Sawangi Wardha Maharashtra India Department of Artificial Intelligence and Data Science Faculty of Engineering and Technology Datta Meghe Institute of Higher Education and Research Sawangi Wardha Maharashtra India

ISBN: (数字)9798331540661

ISBN: (纸本)9798331540678

This research study reviews the statistical fundamentals of machine learning with a focus on Bayesian methods to quantify the uncertainty in model predictions. Bayesian statistics provides a framework for incorporating prior knowledge, updating beliefs, and expressing uncertainty in predictions. This research study will explore Bayesian techniques applied to various aspects of machine learning, including regression, classification, deep learning, and ensemble methods.

关键词： Uncertainty Accuracy Reviews Computational modeling Pipelines Predictive models Probabilistic logic Bayes methods Internet of Things Ensemble learning

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Individual mapping of large polymorphic shrubs in high mountains using satellite images and deep learning

arXiv

引用

arXiv 2024年

作者： Khaldi, Rohaifa Tabik, Siham Puertas-Ruiz, Sergio de Giles, Julio Peñas Hódar Correa, José Antonio Zamora, Regino Segura, Domingo Alcaraz LifeWatch-ERIC ICT Core Seville41071 Spain Dept. of Computer Science and Artificial Intelligence Andalusian Research Institute in Data Science and Computational Intelligence DaSCI University of Granada Granada18071 Spain Dept. of Botany Faculty of Science University of Granada Granada18071 Spain Dept. of Ecology Faculty of Science University of Granada Granada18071 Spain Granada18071 Spain Zaragoza50059 Spain

Monitoring the distribution and size of long-living large shrubs, such as junipers, is crucial for assessing the long-term impacts of global change on high-mountain ecosystems. While deep learning models have shown remarkable success in object segmentation, adapting these models to detect shrub species with polymorphic nature remains challenging. In this research, we release a large dataset of individual shrub delineations on freely available satellite imagery and use an instance segmentation model to map all junipers over the treeline for an entire biosphere reserve (Sierra Nevada, Spain). To optimize performance, we introduced a novel dual data construction approach: using photo-interpreted (PI) data for model development and fieldwork (FW) data for validation. To account for the polymorphic nature of junipers during model evaluation, we developed a soft version of the Intersection over Union metric. Finally, we assessed the uncertainty of the resulting map in terms of canopy cover and density of shrubs per size class. Our model achieved an F1-score in shrub delineation of 87.87% on the PI data and 76.86% on the FW data. The R2 and RMSE of the observed versus predicted relationship were 0.63 and 6.67% for canopy cover, and 0.90 and 20.62 for shrub density. The greater density of larger shrubs in lower altitudes and smaller shrubs in higher altitudes observed in the model outputs was also present in the PI and FW data, suggesting an altitudinal uplift in the optimal performance of the species. This study demonstrates that deep learning applied on freely available high-resolution satellite imagery is useful to detect medium to large shrubs of high ecological value at the regional scale, which could be expanded to other high-mountains worldwide and to historical and forthcoming imagery. © 2024, CC BY-NC-ND.

关键词： Vegetation mapping

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Shrub of a Thousand Faces: An Individual Segmentation from Satellite Images Using Deep Learng

SSRN

引用

SSRN 2024年

作者： Khaldi, Rohaifa Tabik, Siham Puertas-Ruiz, Sergio de Giles, Julio Peñas Correa, José Antonio Hódar Zamora, Regino Segura, Domingo Alcaraz LifeWatch-ERIC ICT Core Seville41071 Spain Dept. of Computer Science and Artificial Intelligence Andalusian Research Institute in Data Science and Computational Intelligence DaSCI University of Granada Granada18071 Spain Dept. of Botany Faculty of Science University of Granada Granada18071 Spain Dept. of Ecology Faculty of Science University of Granada Granada18071 Spain Granada18071 Spain Zaragoza50059 Spain

Monitoring the distribution and size-structure of long-living shrubs, such as Juniperus, can be used to estimate the long-term effects of climate change on high-mountain and high latitude ecosystems. Historical aerial very-high resolution imagery offers a retrospective tool to monitor shrub growth and distribution at high precision. Currently, deep learning models provide impressive results for detecting and delineating the contour of objects with defined shapes. However, adapting these models to detect natural objects that express complex patterns is still a challenging *** this study, we propose the largest dataset of shrubs with complex patterns (8580 digitized individuals), then we use Mask R-CNN to detect these shrubs above the treeline in Sierra Nevada (Spain) using RGB images (13 cm). To handle such kind of shrubs, we introduce a new model evaluation metric called Multiple Intersections over Ground Truth Area (MIoGTA) and a new dual data construction design: using photo interpreted (PI) and field work (FW) data to respectively develop and externally validate the model. Finally, we deploy the model for the first time to generate a wall-to-wall map of individuals *** results demonstrate the efficiency of the dual data construction approach and the new evaluation metric, where the model achieved an F1-score of 87,87% and 76.86% in PI and FW, respectively. According to the deployment results, these shrubs are highly concentrated in the North-West region and orientation, within a specific range of slope and altitude, where smaller shrubs tend to currently grow at higher altitudes and larger shrubs at lower altitudes. © 2024, The Authors. All rights reserved.

关键词： Remote sensing

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Improvement of Low-Contrast Objective Detecting Capability for YOLOv5 Based on Receptive Field Enhancement and Redundant Feature Reuse

Improvement of Low-Contrast Objective Detecting Capability f...

引用

International Joint Conference on Neural networks (IJCNN)

作者： Qingyu Xu Jiguo Yu Anming Dong Key Laboratory of Computing Power Network and Information Security Ministry of Education Shandong Computer Science Center (National Supercomputer Center in Jinan) Qilu University of Technology (Shandong Academy of Sciences) Jinan China School of Computer Science and Technology Qilu University of Technology (Shandong Academy of Sciences) Jinan China Big Data Institute Qilu University of Technology (Shandong Academy of Sciences) Jinan China Shandong Provincial Key Laboratory of Computer Networks Shandong Fundamental Research Center for Computer Science Jinan China

ISBN: (数字)9798350359312

ISBN: (纸本)9798350359329

YOLOv5s is a classic deep learning target detection framework with balanced speed and performance in recognition, which is widely used in industrial defect inspections. YOLOv5s relies on the residual structure in the C3 module for feature extraction, but due to its simple structure and the small, fixed convolution kernel, it is difficult to accurately and completely extract target features when applied to the detection of defects with inconspicuous features and irregular shapes, which results in a decrease in recognition accuracy. To solve this problem, this paper proposes an improved YOLO architecture based on receptive field enhancement and redundant feature reuse. Firstly, the method designs a redundant feature reuse module (RFRM) to replace the residual structure in the C3 module for feature extraction. This module can deepen the network with a smaller cost and enhance the network’s ability to extract features. Furthermore, the feature reuse process allows the network to deepen while retaining detailed information, enabling the network to classify and localize more accurately. Secondly, a simplified convolutional block attention module (SCBAM) is designed and embedded into the neck of the detection network. This module directs the detection network to focus more on inconspicuous defect features and reduce interference from background noise in the feature map, thereby improving the accuracy of defect classification and localization. Finally, a receptive field enhancement module (RFEM) is designed and inserted between the neck and head of the detection network. This module adds only a small computational cost to expand the receptive field of the network, enabling it to further extract and comb irregular features from the neck in a comprehensive manner, making the features reaching the detection head more complete. Applying the above improvements to defect detection, the experimental results show that the improved YOLO architecture based on receptive field enhancem

关键词： YOLO Head Accuracy Target recognition Shape computer architecture Feature extraction

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