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Forecasting of Forex Time Series Data Based on Deep Learning

Procedia Computer Science 2019年 147卷 647-652页

作者： Lina Ni Yujie Li Xiao Wang Jinquan Zhang Jiguo Yu Chengming Qi College of Computer Science and Engineering Shandong University of Science and Technology Qingdao 266590 China Shandong Province Key Laboratory of Wisdom Mine Information Technology Shandong University of Science and Technology Qingdao 266590 China The Key Laboratory of Embedded System and Service Computing Ministry of Education Tongji University Shanghai 200092 China Qilu University of Technology (Shandong Academy of Sciences) Jinan Shandong 250014 China Shandong Computer Science Center (National Supercomputer Center in Jinan) Jinan Shandong 250014 China Beijing Union University Beijing 100101 China

This paper proposes a C-RNN forecasting method for Forex time series data based on deep-Recurrent Neural Network (RNN) and deep Convolutional Neural Network (CNN), which can further improve the prediction accuracy of deep learning algorithm for the time series data of exchange rate. We fully exploit the spatio-temporal characteristics of forex time series data based on the data-driven method. On the exchange rate data of nine major foreign exchange currencies, the experimental comparison of the forecasting method shows that the C-RNN foreign exchange time series data prediction method constructed in this paper has better applicability and higher accuracy.

关键词： Deep learning Recurrent neural network Convolutional neural network Foreign Exchange Rate Time series analysis

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Maximum delay anonymous clustering feature tree based privacy-preserving data publishing in social networks

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Procedia Computer Science 2019年 147卷 643-646页

作者： Jinquan Zhang Bowen Zhao Guochao Song Lina Ni Jiguo Yu College of Computer Science and Engineering Shandong University of Science and Technology Qingdao 266590 China Shandong Province Key Laboratory of Wisdom Mine Information Technology Shandong University of Science and Technology Qingdao 266590 China The Key Laboratory of Embedded System and Service Computing Ministry of Education Tongji University Shanghai 200092 China Qilu University of Technology (Shandong Academy of Sciences) Jinan Shandong 250014 China Shandong Computer Science Center (National Supercomputer Center in Jinan) Jinan Shandong 250014 China

Clustering analysis has been widely used in pattern recognition and image processing in recent years, which is an important research field of data mining. Data publishing in social networks is threatened by the leakage of private information nowadays. This paper proposes a privacy preservation scheme of sensitive data publishing in social networks based on Balanced Iterative Reducing and Clustering using Hierarchies (BIRCH) algorithm to tackle this issue. The scheme is divided into an online process and an offline process. Specifically, we present the Maximum Delay Anonymous Clustering Feature (MDACF) tree data publishing algorithm.

关键词： Privacy protection Data publishing Social networks (α, L)-diversity K-anonymity Clustering feature (CF) tree

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Multi-task variational information bottleneck

arXiv

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arXiv 2020年

作者： Qian, Weizhu Chen, Bowei Zhang, Yichao Wen, Guanghui Gechter, Franck Le laboratoire Connaissance et Intelligence Artificielle Distribuées Université Bourgogne Franche-Comté France Adam Smith Business School University of Glasgow United Kingdom Department of Computer Science and Technology Tongji University China Key Laboratory of Embedded System and Service Computing Tongji University Ministry of Education Shanghai200092 China Department of Systems Science School of Mathematics Southeast University Nanjing210016 China School of Engineering RMIT University MelbourneVIC3000 Australia Le laboratoire Connaissance et Intelligence Artificielle Distribuées Université Bourgogne Franche-Comté and Mosel LORIA UMR CNRS Université de Lorraine 7503 France

Multi-task learning (MTL) is an important subject in machine learning and artificial intelligence. Its applications to computer vision, signal processing, and speech recognition are ubiquitous. Although this subject has attracted considerable attention recently, the performance and robustness of the existing models to different tasks have not been well balanced. This article proposes an MTL model based on the architecture of the variational information bottleneck (VIB), which can provide a more effective latent representation of the input features for the downstream tasks. Extensive observations on three public data sets under adversarial attacks show that the proposed model is competitive to the state-of-the-art algorithms concerning the prediction accuracy. Experimental results suggest that combining the VIB and the task-dependent uncertainties is a very effective way to abstract valid information from the input features for accomplishing multiple tasks. © 2020, CC BY.

关键词： Deep learning

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A Novel Mutual Information based Ant Colony Classifier 5

A Novel Mutual Information based Ant Colony Classifier

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2017 International Conference on Progress in Informatics and computing(PIC)

作者： Hang Yu Xiaoxiao Qian Yang Yu Jiujun Cheng Ying Yu Shangce Gao College of Computer Science and Technology Taizhou University Faculty of Engineering University of Toyama Key Laboratory of Embedded System and Service Computing Ministry of EducationTongji University

ISBN: (纸本)9781538619797;9781538619780

By constructing a list of IF-THEN rules, the traditional ant colony optimization(ACO) has been successfully applied on data classification with not only a promising accuracy but also a user comprehensibility. However, as the collected data to be classified usually contain large volumes and redundant features, it is challenging to further improve the classification accuracy and meanwhile reduce the computational time for *** paper proposes a novel hybrid mutual information based ant colony algorithm(mrAM+) for classification. First, a maximum relevance minimum redundancy feature selection method is used to select the most informative and discriminative attributes in a dataset. Then, we use the enhanced ACO classifier(i.e., AM+)to perform the classification. Experimental results show that the proposed mrAM+ outperforms other seven state-of-art related classification algorithms in terms of accuracy and the size of model.

关键词： ant colony optimization mutual information classification data mining feature selection

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A rich ranking model based on the matthew effect optimization 7th

A rich ranking model based on the matthew effect optimizatio...

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7th International Conference on Computational Data and Social Networks, CSoNet 2018

作者： Li, Jinzhong Liu, Guanjun Department of Computer Science and Technology College of Electronic and Information Engineering Jinggangshan University Ji’an343009 China Network and Data Security Key Laboratory of Sichuan Province University of Electronic Science and Technology of China Chengdu610054 China Department of Computer Science and Technology College of Electronic and Information Engineering Tongji University Shanghai201804 China Key Laboratory of Embedded System and Service Computing Ministry of Education Tongji University Shanghai201804 China

ISBN: (纸本)9783030046477

Most existing approaches of learning to rank treat the effectiveness of each query equally which results in a relatively lower ratio of queries with high effectiveness (i.e. rich queries) in the produced ranking model. Such ranking models need to be further optimized to increase the number of rich queries. In this paper, queries with different effectiveness are distinguished, and the queries with higher effectiveness are given higher weights. We modify the gradient in the LambdaMART algorithm based on a new perspective of Matthew effect to highlight the optimization of the rich queries and to produce the rich ranking model, and we present a consistency theorem for the modified optimization objective. Based on the effectiveness evaluation criteria for information retrieval, we introduce the Gini coefficient, mean-variance and quantity statistics to measure the performances of the ranking models. Experimental results show that the ranking models produced by the gradient-modified LambdaMART algorithm based on Matthew effect exhibit a stronger Matthew effect compared to the original LambdaMART algorithm. © Springer Nature Switzerland AG 2018.

关键词： Artificial intelligence

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A Privacy Preserving Algorithm Based on R-constrained Dummy Trajectory in Mobile Social Network

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Procedia Computer Science 2018年 129卷 420-425页

作者： Lina Ni Yanfeng Yuan Xiao Wang Jiguo Yu Jinquan Zhang College of Computer Science and Engineering Shandong University of Science and Technology Qingdao China The Key Laboratory of Embedded System and Service Computing Ministry of Education Tongji University Shanghai China School of Information Science and Engineering Qufu Normal University Shandong China

Recently the research of location privacy preserving has become a hot spot. Location privacy preserving involves not only a single location privacy but also the trajectory privacy where the mobile users in different locations publish the consecutive query requests. In this paper, we consider the problem of trajectory privacy preserving in MSN. Particularly, we propose privacy preserving algorithms based on R-constraint dummy trajectory (RcDT). By constraining the generating range R of the dummy positions, the generated dummy positions are within a certain range near the real locations. Furthermore, the dummy trajectories which have higher similarity to the real trajectories are generated via constraining both the single location exposure risk and the trajectory exposure risk.

关键词： Privacy preserving mobile social network trajectory privacy location-based service R-constrained dummy trajectory

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Robust Learning to Rank Based on Portfolio Theory and AMOSA Algorithm

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IEEE Transactions on systems, Man, and Cybernetics: systems 2017年第6期47卷 1007-1018页

作者： Li, Jinzhong Liu, Guanjun Yan, Chungang Jiang, Changjun Key Laboratory of the Ministry of Education for Embedded System and Service Computing Department of Computer Science and Technology Tongji University Shanghai201804 China Key Laboratory of Watershed Ecology and Geographical Environment Monitoring NASG Department of Computer Science and Technology Jinggangshan University Ji'an343009 China

Effectiveness is the most important factor considered in the ranking models yielded by algorithms of learning to rank (LTR). Most of the related ranking models only focus on improving the average effectiveness but ignore robustness. When a ranking model ignores robustness, the effectiveness for many queries is possibly very poor although the average effectiveness for all queries is relatively high. Therefore, Wang et al. first consider robustness in their ranking models. However, the robustness formula defined by Wang et al. cannot characterize those queries whose effectiveness are hurt seriously in comparison with the baseline model. In order to overcome this shortcoming, we propose a novel formula of characterizing robustness based on portfolio theory, and construct a multiobjective optimization model of the robust LTR in which the formula is used. Based on this model, we propose an approach of risk-sensitive and robust LTR, named as R2Rank, which is based on the framework of archived multiobjective simulated annealing algorithm and the idea of preference ranking organization method for enrichment evaluation. The experimental results show that the ranking models produced by our proposed R2Rank approach are better in both effectiveness and robustness than those produced by three state-of-the-art LTR approaches. © 2016 IEEE.

关键词： Simulated annealing

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Spatial sparse subspace clustering for compressive spectral imaging

arXiv

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arXiv 2019年

作者： Zhu, Jianchen Zhang, Tong Zhao, Shengjie Hinojosa, Carlos Liu, Zengli Arce, Gonzalo R. Key Laboratory of Embedded System and Service Computing Ministry of Education School of Software Engineering Tongji University Shanghai201804 China School of Electronic and Information Engineering Tongji University Shanghai201804 China Department of System Engineering and Informatics Universidad Industrial de Santander Bucaramanga680002 Colombia Institute of information engineering and automation Computer Center Kunming University of Science and Technology Kunming650500 China Department of Electrical and Computer Engineering University of Delaware NewarkDE19716 United States

This paper aims at developing a clustering approach with spectral images directly from CASSI compressive measurements. The proposed clustering method first assumes that compressed measurements lie in the union of multiple low-dimensional subspaces. Therefore, sparse subspace clustering (SSC) is an unsupervised method that assigns compressed measurements to their respective subspaces. In addition, a 3D spatial regularizer is added into the SSC problem, thus taking full advantages of the spatial information contained in spectral images. The performance of the proposed spectral image clustering approach is improved by taking optimal CASSI measurements obtained when optimal coded apertures are used in CASSI system. Simulation with one real dataset illustrates the accuracy of the proposed spectral image clustering approach. Copyright © 2019, The Authors. All rights reserved.

关键词： Spectroscopy

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Vision-based Semantic Mapping and Localization for Autonomous Indoor Parking

arXiv

引用

arXiv 2018年

作者： Huang, Yewei Zhao, Junqiao He, Xudong Zhang, Shaoming Feng, Tiantian Key Laboratory of Embedded System and Service Computing Ministry of Education Tongji University Shanghai Department of Computer Science and Technology School of Electronics and Information Engineering Tongji University Shanghai School of Surveying and Geo-Informatics Tongji University Shanghai China

In this paper, we proposed a novel and practical solution for the real-time indoor localization of autonomous driving in parking lots. High-level landmarks, the parking slots, are extracted and enriched with labels to avoid the aliasing of low-level visual features. We then proposed a robust method for detecting incorrect data associations between parking slots and further extended the optimization framework by dynamically eliminating suboptimal data associations. Visual fiducial markers are introduced to improve the overall precision. As a result, a semantic map of the parking lot can be established fully automatically and robustly. We experimented the performance of real-time localization based on the map using our autonomous driving platform TiEV, and the average accuracy of 0.3m track tracing can be achieved at a speed of 10kph. Copyright © 2018, The Authors. All rights reserved.

关键词： Indoor positioning systems

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Differential Private Preservation Multi-core DBScan Clustering for Network User Data

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Procedia Computer Science 2018年 129卷 257-262页

作者： Lina Ni Chao Li Haoran Liu Anu G. Bourgeois Jiguo Yu College of Computer Science and Engineering Shandong University of Science and Technology Qingdao China The Key Laboratory of Embedded System and Service Computing Ministry of Education Tongji University Shanghai China Department of Computer Science Georgia State University University Plaza Atlanta GA 30303 USA School of Information Science and Engineering Qufu Normal University Shandong China

Mining rich network user data to extract valuable information becomes the focus and commercial interest of researchers. Differential privacy protection is a new paradigm based on data distortion, which protects sensitive data while maintains a certain statistical properties by adding random noise, and makes up for the shortcomings that traditional schemas require knowledge background assumptions and cannot analyze quantitatively. In this paper, we propose a DP-MCDBScan schema based on the powerful differential privacy. We perform simulation to evaluate our schema, whose results show that our schema has better efficiency, accuracy, and privacy protection effect than previous schemas.

关键词： Private preserving differential privacy MCDBScan clustering data mining Laplace noise

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