Implementation of Real Data for Financial Market Simulation Using Clustering, Deep Learning, and Artificial Financial Market

2021 ◽  
pp. 3-18
Author(s):  
Masanori Hirano ◽  
Hiroyasu Matsushima ◽  
Kiyoshi Izumi ◽  
Hiroki Sakaji
Keyword(s):  
Deep Learning ◽  
Financial Market ◽  
Real Data ◽  
Market Simulation

scholarly journals Deep Learning for Transient Image Reconstruction from ToF Data

Sensors ◽  
2021 ◽  
Vol 21 (6) ◽  
pp. 1962
Author(s):  
Enrico Buratto ◽  
Adriano Simonetto ◽  
Gianluca Agresti ◽  
Henrik Schäfer ◽  
Pietro Zanuttigh
Keyword(s):  
Deep Learning ◽  
State Of The Art ◽  
Light Response ◽  
Real Data ◽  
Depth Image ◽  
Learning Approach ◽  
Multiple Reflections ◽  
Noisy Input ◽  
Novel Approach ◽  
Incoming Light

In this work, we propose a novel approach for correcting multi-path interference (MPI) in Time-of-Flight (ToF) cameras by estimating the direct and global components of the incoming light. MPI is an error source linked to the multiple reflections of light inside a scene; each sensor pixel receives information coming from different light paths which generally leads to an overestimation of the depth. We introduce a novel deep learning approach, which estimates the structure of the time-dependent scene impulse response and from it recovers a depth image with a reduced amount of MPI. The model consists of two main blocks: a predictive model that learns a compact encoded representation of the backscattering vector from the noisy input data and a fixed backscattering model which translates the encoded representation into the high dimensional light response. Experimental results on real data show the effectiveness of the proposed approach, which reaches state-of-the-art performances.

scholarly journals Real UAV-Bird Image Classification Using CNN with a Synthetic Dataset

2021 ◽  
Vol 11 (9) ◽  
pp. 3863
Author(s):  
Ali Emre Öztürk ◽  
Ergun Erçelebi
Keyword(s):  
Deep Learning ◽  
Image Classification ◽  
Synthetic Data ◽  
Real Data ◽  
Corner Detection ◽  
Batch Size ◽  
Test Accuracy ◽  
Classification Problems ◽  
Auc Value ◽  
Classification Test

A large amount of training image data is required for solving image classification problems using deep learning (DL) networks. In this study, we aimed to train DL networks with synthetic images generated by using a game engine and determine the effects of the networks on performance when solving real-image classification problems. The study presents the results of using corner detection and nearest three-point selection (CDNTS) layers to classify bird and rotary-wing unmanned aerial vehicle (RW-UAV) images, provides a comprehensive comparison of two different experimental setups, and emphasizes the significant improvements in the performance in deep learning-based networks due to the inclusion of a CDNTS layer. Experiment 1 corresponds to training the commonly used deep learning-based networks with synthetic data and an image classification test on real data. Experiment 2 corresponds to training the CDNTS layer and commonly used deep learning-based networks with synthetic data and an image classification test on real data. In experiment 1, the best area under the curve (AUC) value for the image classification test accuracy was measured as 72%. In experiment 2, using the CDNTS layer, the AUC value for the image classification test accuracy was measured as 88.9%. A total of 432 different combinations of trainings were investigated in the experimental setups. The experiments were trained with various DL networks using four different optimizers by considering all combinations of batch size, learning rate, and dropout hyperparameters. The test accuracy AUC values for networks in experiment 1 ranged from 55% to 74%, whereas the test accuracy AUC values in experiment 2 networks with a CDNTS layer ranged from 76% to 89.9%. It was observed that the CDNTS layer has considerable effects on the image classification accuracy performance of deep learning-based networks. AUC, F-score, and test accuracy measures were used to validate the success of the networks.

scholarly journals Microwave Dielectric Property Retrieval from Open-Ended Coaxial Probe Response with Deep Learning

2021 ◽  
Author(s):  
Cemanur Aydinalp ◽  
Sulayman Joof ◽  
Mehmet Nuri Akinci ◽  
Ibrahim Akduman ◽  
Tuba Yilmaz
Keyword(s):  
Deep Learning ◽  
Dielectric Property ◽  
Large Scale ◽  
Real Data ◽  
Learning Model ◽  
Data Generation ◽  
Retrieval Technique ◽  
Design Flexibility ◽  
A New Technique ◽  
Deep Learning Model

In the manuscript, we propose a new technique for determination of Debye parameters, representing the dielectric properties of materials, from the reflection coefficient response of open-ended coaxial probes. The method retrieves the Debye parameters using a deep learning model designed through utilization of numerically generated data. Unlike real data, using synthetically generated input and output data for training purposes provides representation of a wide variety of materials with rapid data generation. Furthermore, the proposed method provides design flexibility and can be applied to any desired probe with intended dimensions and material. Next, we experimentally verified the designed deep learning model using measured reflection coefficients when the probe was terminated with five different standard liquids, four mixtures,and a gel-like material.and compared the results with the literature. Obtained mean percent relative error was ranging from 1.21±0.06 to 10.89±0.08. Our work also presents a large-scale statistical verification of the proposed dielectric property retrieval technique.

scholarly journals A Probability Density Function Generator Based on Deep Learning

2018 ◽  
Author(s):  
Chi-Hua Chen ◽  
Fangying Song ◽  
Feng-Jang Hwang ◽  
Ling Wu
Keyword(s):  
Deep Learning ◽  
Probability Density Function ◽  
Probability Density ◽  
Density Function ◽  
Probability Distributions ◽  
Real Data ◽  
Learning Model ◽  
Cumulative Distribution ◽  
Function Generator ◽  
Deep Learning Model

To generate a probability density function (PDF) for fitting probability distributions of real data, this study proposes a deep learning method which consists of two stages: (1) a training stage for estimating the cumulative distribution function (CDF) and (2) a performing stage for predicting the corresponding PDF. The CDFs of common probability distributions can be adopted as activation functions in the hidden layers of the proposed deep learning model for learning actual cumulative probabilities, and the differential equation of trained deep learning model can be used to estimate the PDF. To evaluate the proposed method, numerical experiments with single and mixed distributions are performed. The experimental results show that the values of both CDF and PDF can be precisely estimated by the proposed method.

Regularization strategies for deep-learning-based salt model building

2019 ◽  
Vol 7 (4) ◽  
pp. T911-T922
Author(s):  
Satyakee Sen ◽  
Sribharath Kainkaryam ◽  
Cen Ong ◽  
Arvind Sharma
Keyword(s):  
Deep Learning ◽  
Large Scale ◽  
Model Building ◽  
Ground Truth ◽  
Real Data ◽  
Test Time ◽  
Generalization Error ◽  
Training Set ◽  
Production Scale ◽  
Ensemble Strategy

Salt model building has long been considered a severe bottleneck for large-scale 3D seismic imaging projects. It is one of the most time-consuming, labor-intensive, and difficult-to-automate processes in the entire depth imaging workflow requiring significant intervention by domain experts to manually interpret the salt bodies on noisy, low-frequency, and low-resolution seismic images at each iteration of the salt model building process. The difficulty and need for automating this task is well-recognized by the imaging community and has propelled the use of deep-learning-based convolutional neural network (CNN) architectures to carry out this task. However, significant challenges remain for reliable production-scale deployment of CNN-based methods for salt model building. This is mainly due to the poor generalization capabilities of these networks. When used on new surveys, never seen by the CNN models during the training stage, the interpretation accuracy of these models drops significantly. To remediate this key problem, we have introduced a U-shaped encoder-decoder type CNN architecture trained using a specialized regularization strategy aimed at reducing the generalization error of the network. Our regularization scheme perturbs the ground truth labels in the training set. Two different perturbations are discussed: one that randomly changes the labels of the training set, flipping salt labels to sediments and vice versa and the second that smooths the labels. We have determined that such perturbations act as a strong regularizer preventing the network from making highly confident predictions on the training set and thus reducing overfitting. An ensemble strategy is also used for test time augmentation that is shown to further improve the accuracy. The robustness of our CNN models, in terms of reduced generalization error and improved interpretation accuracy is demonstrated with real data examples from the Gulf of Mexico.

scholarly journals Group Lasso Regularized Deep Learning for Cancer Prognosis from Multi-Omics and Clinical Features

Genes ◽  
2019 ◽  
Vol 10 (3) ◽  
pp. 240 ◽  
Author(s):  
Gangcai Xie ◽  
Chengliang Dong ◽  
Yinfei Kong ◽  
Jiang Zhong ◽  
Mingyao Li ◽  
...  
Keyword(s):  
Deep Learning ◽  
Prior Knowledge ◽  
Clinical Features ◽  
Large Scale ◽  
Real Data ◽  
Group Lasso ◽  
Cancer Prognosis ◽  
Survival Prediction ◽  
Omics Data ◽  
Patients With Cancer

Accurate prognosis of patients with cancer is important for the stratification of patients, the optimization of treatment strategies, and the design of clinical trials. Both clinical features and molecular data can be used for this purpose, for instance, to predict the survival of patients censored at specific time points. Multi-omics data, including genome-wide gene expression, methylation, protein expression, copy number alteration, and somatic mutation data, are becoming increasingly common in cancer studies. To harness the rich information in multi-omics data, we developed GDP (Group lass regularized Deep learning for cancer Prognosis), a computational tool for survival prediction using both clinical and multi-omics data. GDP integrated a deep learning framework and Cox proportional hazard model (CPH) together, and applied group lasso regularization to incorporate gene-level group prior knowledge into the model training process. We evaluated its performance in both simulated and real data from The Cancer Genome Atlas (TCGA) project. In simulated data, our results supported the importance of group prior information in the regularization of the model. Compared to the standard lasso regularization, we showed that group lasso achieved higher prediction accuracy when the group prior knowledge was provided. We also found that GDP performed better than CPH for complex survival data. Furthermore, analysis on real data demonstrated that GDP performed favorably against other methods in several cancers with large-scale omics data sets, such as glioblastoma multiforme, kidney renal clear cell carcinoma, and bladder urothelial carcinoma. In summary, we demonstrated that GDP is a powerful tool for prognosis of patients with cancer, especially when large-scale molecular features are available.

scholarly journals A Deep Learning-Based Scatter Correction of Simulated X-ray Images

Electronics ◽  
2019 ◽  
Vol 8 (9) ◽  
pp. 944 ◽  
Author(s):  
Heesin Lee ◽  
Joonwhoan Lee
Keyword(s):  
Deep Learning ◽  
Image Quality ◽  
Imaging System ◽  
Scatter Correction ◽  
Similarity Index ◽  
Real Data ◽  
Correction Method ◽  
Training Data ◽  
X Ray ◽  
Scatter Reduction

X-ray scattering significantly limits image quality. Conventional strategies for scatter reduction based on physical equipment or measurements inevitably increase the dose to improve the image quality. In addition, scatter reduction based on a computational algorithm could take a large amount of time. We propose a deep learning-based scatter correction method, which adopts a convolutional neural network (CNN) for restoration of degraded images. Because it is hard to obtain real data from an X-ray imaging system for training the network, Monte Carlo (MC) simulation was performed to generate the training data. For simulating X-ray images of a human chest, a cone beam CT (CBCT) was designed and modeled as an example. Then, pairs of simulated images, which correspond to scattered and scatter-free images, respectively, were obtained from the model with different doses. The scatter components, calculated by taking the differences of the pairs, were used as targets to train the weight parameters of the CNN. Compared with the MC-based iterative method, the proposed one shows better results in projected images, with as much as 58.5% reduction in root-mean-square error (RMSE), and 18.1% and 3.4% increases in peak signal-to-noise ratio (PSNR) and structural similarity index measure (SSIM), on average, respectively.

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