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A structural VAR and VECM modeling method for open-high-low-close data contained in candlestick chart

Financial Innovation 2024年第1期10卷 2017-2045页

作者： Wenyang Huang Huiwen Wang Shanshan Wang College of Economics and Management China Agricultural UniversityBeijingChina School of Economics and Management Beihang UniversityBeijingChina Key Laboratory of Complex System Analysis Management and Decision(Beihang University)Ministry of EducationBeijingChina Beijing Advanced Innovation Center for Big Data and Brain Computing BeijingChina

The structural modeling of open-high-low-close(OHLC)data contained within the candlestick chart is crucial to financial ***,the inherent constraints in OHLC data pose immense challenges to its structural *** that fail to process these constraints may yield results deviating from those of the original OHLC data *** address this issue,a novel unconstrained transformation method,along with its explicit inverse transformation,is proposed to properly handle the inherent constraints of OHLC data.A flexible and effective framework for structurally modeling OHLC data is designed,and the detailed procedure for modeling OHLC data through the vector autoregression and vector error correction model are provided as an example of multivariate time-series *** simulations and three authentic financial datasets from the Kweichow Moutai,CSI 100 index,and 50 ETF of the Chinese stock market demonstrate the effectiveness and stability of the proposed modeling *** modeling results of support vector regression provide further evidence that the proposed unconstrained transformation not only ensures structural forecasting of OHLC data but also is an effective feature-extraction method that can effectively improve the forecasting accuracy of machine-learning models for close prices.

关键词： OHLC data Structural modeling Unconstrained transformation Candlestick chart VAR VECM

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A Study on a Reduced Indicator System for the Network Security Situational Assessment Model

A Study on a Reduced Indicator System for the Network Securi...

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2023 International Conference on Networking and Network Applications, NaNA 2023

作者： Zhang, Hongbin Bai, Yikang Zhao, Dongmei Liu, Bin Xu, Ying Hebei Normal University Hebei Key Laboratory of Network and Information Security Shijiazhuang China Hebei University of Science and Technology School of Information Science and Engineering Shijiazhuang China School of Economics and Management Research Center of Big Data and Social Computing Shijiazhuang China

ISBN: (纸本)9798350327380

It is a challenge to monitor the network security state in a large-scale network environment because the selection of situation assessment indicators is overrun by massive observational information. To address this issue, this paper proposes a network security situational assessment model based on a reduced indicator system. The model categorises the characteristics of network assets and threats into endogenous situational factors and exogenous situational factors. By applying the multi-label extremely random tree algorithm to select the importance of network features, a reduced indicator system with independence and strong comprehensiveness is established. Additionally, the weights of the reduced indicator system are calculated using an improved analytical hierarchy process, which yields the evaluation results for network security situations. The experimental results show that the model improves the accuracy and timeliness of the situation assessment model, and the method can reflect the network situation in real time. © 2023 IEEE.

关键词： Network security

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Polynomial-Time Assignment-Based Cell Association with Generic Utility Functions

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China Communications 2022年第9期19卷 214-228页

作者： Lusheng Wang Chao Fang Hai Lin Min Peng Caihong Kai Key Laboratory of Knowledge Engineering with Big Data Ministry of Education.School of Computer Science and Information EngineeringHefei University of TechnologyHefei 230601China Key Laboratory of Aerospace Information Security and Trusted Computing Ministry of Education.School of Cyber Science and EngineeringWuhan UniversityWuhan 430072China

Cell association is a significant research issue in future mobile communication systems due to the unacceptably large computational time of traditional *** article proposes a polynomial-time cell association scheme which not only completes the association in polynomial time but also fits for a generic optimization objective *** the one hand,traditional cell association as a non-deterministic polynomial(NP)hard problem with a generic utility function is heuristically transformed into a 2-dimensional assignment optimization and solved by a certain polynomial-time algorithm,which significantly saves computational *** the other hand,the scheme jointly considers utility maximization and load balancing among multiple base stations(BSs)by maintaining an experience pool storing a set of weighting factor values and their corresponding *** an association optimization is required,a suitable weighting factor value is taken from the pool to calculate a long square utility matrix and a certain polynomial-time algorithm will be applied for the *** with several representative schemes,the proposed scheme achieves large system capacity and high fairness within a relatively short computational time.

关键词： mobile communication system 2-dimensional assignment problem hungarian algorithm fairness cell association

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Multilingual Sentiment Analysis using Deep-Learning Architectures 5

Multilingual Sentiment Analysis using Deep-Learning Architec...

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5th International Conference on Smart Systems and Inventive Technology, ICSSIT 2023

作者： Dominic, Praveen Purushothaman, Niranjan Kumar, Anish Skanda Anil Prabagaran, A. Blessy, J. Angelin John, A. School of Graduate Studies MSc in Big Data Analytics Trent University Ontario Canada Visa Consolidated Support Services India Pvt. Ltd Bengaluru India School of Computing Science and Engineering Galgotias University Uttar Pradesh Greater Noida India

ISBN: (纸本)9781665474672

Machine learning techniques such as NLP (Natural language processing) play a key role in a context where mining social media data could add great value to governments of the world countries. The posts and tweets shared by the people on social media can be mined to infer the valuable 'mindset' of the people which is much required for any ruling government in the world. The objective of this study is to conduct sentiment analysis to mine the sentiment of the people regarding the ongoing war between Russia and Ukraine, using machine learning techniques. The idea is to analyze and infer if the countries have reacted in some way, considering the sentiment of their citizens, in the context of economic effects. The pipeline of the implementation associated starts with the data collection from social media such as Twitter and Reddit using Snscraper and the PRAW (Python Reddit API Wrapper). The larger posts from Reddit are handled by implementing suitable text summarization techniques. Sentiment analysis is performed for the social media data using the BERT transformer model. The non-English posts are translated to English using neural machine translation. Also, sentiment analysis is performed at various granularities such as the location and the people that are tagged using Named Entity Recognition techniques. Finally, a comparative analysis of the world countries' sentiment and their corresponding reliance on Russian oil is performed. © 2023 IEEE.

关键词： Sentiment analysis

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AUCSeg: AUC-oriented Pixel-level Long-tail Semantic Segmentation 38

AUCSeg: AUC-oriented Pixel-level Long-tail Semantic Segmenta...

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38th Conference on Neural Information Processing Systems, NeurIPS 2024

作者： Han, Boyu Xu, Qianqian Yang, Zhiyong Bao, Shilong Wen, Peisong Jiang, Yangbangyan Huang, Qingming Key Lab. of Intelligent Information Processing Institute of Computing Technology CAS China School of Computer Science and Tech. University of Chinese Academy of Sciences China Peng Cheng Laboratory China Key Laboratory of Big Data Mining and Knowledge Management CAS China

The Area Under the ROC Curve (AUC) is a well-known metric for evaluating instance-level long-tail learning problems. In the past two decades, many AUC optimization methods have been proposed to improve model performance under long-tail distributions. In this paper, we explore AUC optimization methods in the context of pixel-level long-tail semantic segmentation, a much more complicated scenario. This task introduces two major challenges for AUC optimization techniques. On one hand, AUC optimization in a pixel-level task involves complex coupling across loss terms, with structured inner-image and pairwise inter-image dependencies, complicating theoretical analysis. On the other hand, we find that mini-batch estimation of AUC loss in this case requires a larger batch size, resulting in an unaffordable space complexity. To address these issues, we develop a pixel-level AUC loss function and conduct a dependency-graph-based theoretical analysis of the algorithm's generalization ability. Additionally, we design a Tail-Classes Memory Bank (T-Memory Bank) to manage the significant memory demand. Finally, comprehensive experiments across various benchmarks confirm the effectiveness of our proposed AUCSeg method. The code is available at https://***/boyuh/AUCSeg. © 2024 Neural information processing systems foundation. All rights reserved.

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Pheromone Matrix Eigenvalue-based Convergence Assessment Indicator for Ant Colony Optimization 11

Pheromone Matrix Eigenvalue-based Convergence Assessment Ind...

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11th International Conference on Machine Intelligence Theory and Applications, MiTA 2024

作者： Li, Xu Shi, Lin Li, Jian-Yu Xu, Jing Zhan, Zhi-Hui South China University of Technology School of Computer Science and Engineering Guangzhou510006 China Guangdong University of Finance and Economics Research Center of Intelligent Computing & Big Data Technology Guangdong Guangzhou510320 China Nankai University College of Artificial Intelligence Tianjin300350 China

ISBN: (纸本)9798350385670

As a crucial member of the evolutionary computation (EC), ant colony optimization (ACO) converges to the optimal result through a continuous process of iterative optimization. However, determining the convergence status of an ant colony remains a challenging task without well-established methods. To this end, this paper proposes a global evaluation indicator - average absolute eigenvalue of pheromone matrix (AAEPM) by constructing a pheromone matrix and analyzing its eigenvalue variations. This indicator aims to assess the convergence status of the ant colony during the evolutionary process. Experimental results show that the AAEPM is correlated with the convergence status of ACO and is not significantly influenced by algorithm parameters and problem scale. © 2024 IEEE.

关键词： Anthropogenic

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Toward High-Performance Delta-Based Iterative Processing with a Group-Based Approach

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Journal of Computer Science & Technology 2022年第4期37卷 797-813页

作者： Hui Yu Xin-Yu Jiang Jin Zhao Hao Qi Yu Zhang Xiao-Fei Liao Hai-Kun Liu Fu-Bing Mao Hai Jin National Engineering Research Center for Big Data Technology and System Huazhong University of Science and TechnologyWuhan 430074China Service Computing Technology and System Laboratory Huazhong University of Science and TechnologyWuhan 430074China Cluster and Grid Computing Laboratory Huazhong University of Science and TechnologyWuhan 430074China School of Computer Science and Technology Huazhong University of Science and TechnologyWuhan 430074China

Many systems have been built to employ the delta-based iterative execution model to support iterative algorithms on distributed platforms by exploiting the sparse computational dependencies between data items of these iterative algorithms in a synchronous or asynchronous approach. However, for large-scale iterative algorithms, existing synchronous solutions suffer from slow convergence speed and load imbalance, because of the strict barrier between iterations;while existing asynchronous approaches induce excessive redundant communication and computation cost as a result of being barrier-free. In view of the performance trade-off between these two approaches, this paper designs an efficient execution manager, called Aiter-R, which can be integrated into existing delta-based iterative processing systems to efficiently support the execution of delta-based iterative algorithms, by using our proposed group-based iterative execution approach. It can efficiently and correctly explore the middle ground of the two extremes. A heuristic scheduling algorithm is further proposed to allow an iterative algorithm to adaptively choose its trade-off point so as to achieve the maximum efficiency. Experimental results show that Aiter-R strikes a good balance between the synchronous and asynchronous policies and outperforms state-of-the-art solutions. It reduces the execution time by up to 54.1% and 84.6% in comparison with existing asynchronous and the synchronous models, respectively.

关键词： iterative algorithm delta-based execution model efficiency

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A novel hyperchaotic multistable heterogeneous neural network with hidden attractors and its application in image encryption

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Chinese Journal of Physics 2025年 96卷 851-874页

作者： Zhi Huang Zhen Li Qiao Wang Weijie Tan Xianming Wu College of Big Data and Information Engineering Guizhou University Guiyang 550025 China State Key Laboratory of Public Big Data Guizhou University Guiyang 550025 China Guizhou Key Laboratory of Artificial Intelligence and Brain-inspired Computing College of Mathematics and Big Data Guizhou Education University Guiyang 550018 China State Key Laboratory of Public Big Data Key Laboratory of Advanced Manufacturing Technology of Ministry of Education Guizhou University Guiyang 550025 China School of Mechanical and Electrical Engineering Guizhou Normal University Guiyang 550025 China

By simulating the unique properties of different types of neurons and their interconnecting patterns, heterogeneous neural networks can more accurately reflect the structural and functional characteristics of biological neural systems. Therefore, a novel hyperbolic non-volatile locally active memristor is proposed, enabling the construction of a heterogeneous Hindmarsh–Rose neuron memristive synapse-coupled Hopfield neural network (HR-M-HNN) via synaptic characteristic emulation. Dynamic analysis reveals that the HR-M-HNN exhibits hidden attractor characteristics due to the absence of equilibrium points and can generate complex dynamics behaviors, including hyperchaos, chaos, periodic and quasi-periodic, and multistability. Further research reveals a strong correlation between the chaotic state of HR-M-HNN and the locally active control parameter of the memristor. To verify the accuracy of the dynamic analysis, the corresponding analog circuit is designed. Furthermore, based on the HR-M-HNN hyperchaotic system, a novel image encryption scheme is proposed, which utilizes the position index of the Latin square to perform synchronous permutation and diffusion on the plain image, reducing redundant operations and effectively enhancing the encryption speed. Security analyses demonstrate that the proposed image encryption scheme offers excellent performance and robustness.

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OpticE: A Coherence Theory-Based Model for Link Prediction 29

OpticE: A Coherence Theory-Based Model for Link Prediction

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29th International Conference on Computational Linguistics, COLING 2022

作者： Gui, Xiangyu Zhao, Feng Jin, Langjunqing Jin, Hai National Engineering Research Center for Big Data Technology and System Services Computing Technology and System Lab Cluster and Grid Computing Lab School of Computer Science and Technology Huazhong University of Science and Technology China

Knowledge representation learning is a key step required for link prediction tasks with knowledge graphs (KGs). During the learning process, the semantics of each entity are embedded by a vector or a point in a feature space. The distance between these points is a measure of semantic similarity. However, in a KG, while two entities may have similar semantics in some relations, they have different semantics in others. It is ambiguous to assign a fixed distance to depict the variant semantic similarity of entities. To alleviate the semantic ambiguity in KGs, we design a new embedding approach named OpticE, which is derived from the well-known physical phenomenon of optical interference. It is a lightweight and relation-adaptive model based on coherence theory, in which each entity’s semantics vary automatically regarding different relations. In addition, a unique negative sampling method is proposed to combine the multimapping properties and self-adversarial learning during the training process. The experimental results obtained on practical KG benchmarks show that the OpticE model, with elegant structures, can compete with existing link prediction methods. © 2022 Proceedings - International Conference on Computational Linguistics, COLING. All rights reserved.

关键词： Semantics

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Discovering Cohesive Temporal Subgraphs with Temporal Density Aware Exploration

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Journal of Computer Science & Technology 2022年第5期37卷 1068-1085页

作者： Chun-Xue Zhu Long-Long Lin Ping-Peng Yuan Hai Jin National Engineering Research Center for Big Data Technology and System Huazhong University of Science and TechnologyWuhan 430074China Service Computing Technology and System Laboratory Huazhong University of Science and TechnologyWuhan 430074China Cluster and Grid Computing Laboratory Huazhong University of Science and TechnologyWuhan 430074China School of Computer Science and Technology Huazhong University of Science and TechnologyWuhan 430074China

Real-world networks,such as social networks,cryptocurrency networks,and e-commerce networks,always have occurrence time of interactions between *** networks are typically modeled as temporal *** cohesive subgraphs from temporal graphs is practical and essential in numerous data mining applications,since mining cohesive subgraphs gets insights into the time-varying nature of temporal ***,existing studies on mining cohesive subgraphs,such as Densest-Exact and k-truss,are mainly tailored for static graphs(whose edges have no temporal information).Therefore,those cohesive subgraph models cannot indicate both the temporal and the structural characteristics of *** this end,we explore the model of cohesive temporal subgraphs by incorporating both the evolving and the structural characteristics of temporal ***,the volume of time intervals in a temporal network is *** a result,the time complexity of mining temporal cohesive subgraphs is *** efficiently address the problem,we first mine the temporal density distribution of temporal *** by the distribution,we can safely prune many unqualified time intervals with the linear time ***,the remaining time intervals where cohesive temporal subgraphs fall in are examined using the greedy *** results of the experiments on nine real-world temporal graphs indicate that our model outperforms state-of-the-art solutions in efficiency and ***,our model only takes less than two minutes on a million-vertex DBLP and has the highest overall average ranking in EDB and TC metrics.

关键词： temporal network temporal feature distribution cohesive subgraph convex property

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