Proof of concept of acoustic detection of boiling inception and state transition using deep neural network

2021 ◽  
Vol 129 ◽  
pp. 105675
Author(s):  
Yoshitaka Ueki ◽  
Kuniaki Ara
Keyword(s):  
Neural Network ◽  
Deep Neural Network ◽  
State Transition ◽  
Acoustic Detection ◽  
Proof Of Concept

scholarly journals Can we imitate stock price behavior to reinforcement learn option price?

2021 ◽  
Author(s):  
Xin Jin
Keyword(s):  
Neural Network ◽  
Decision Making ◽  
Stock Price ◽  
Deep Neural Network ◽  
State Transition ◽  
Option Price ◽  
The State ◽  
Spot Price ◽  
Price Behavior ◽  
State Action

This paper presents a framework of imitating the price behavior of the underlying stock for reinforcement learning option price. We use accessible features of the equities pricing data to construct a non-deterministic Markov decision process for modeling stock price behavior driven by principal investor's decision making. However, low signal-to-noise ratio and instability that appear immanent in equity markets pose challenges to determine the state transition (price change) after executing an action (principal investor's decision) as well as decide an action based on current state (spot price). In order to conquer these challenges, we resort to a Bayesian deep neural network for computing the predictive distribution of the state transition led by an action. Additionally, instead of exploring a state-action relationship to formulate a policy, we seek for an episode based visible-hidden state-action relationship to probabilistically imitate principal investor's successive decision making. Our algorithm then maps imitative principal investor's decisions to simulated stock price paths by a Bayesian deep neural network. Eventually the optimal option price is reinforcement learned through maximizing the cumulative risk-adjusted return of a dynamically hedged portfolio over simulated price paths of the underlying.

scholarly journals Can we imitate stock price behavior to reinforcement learn option price?

2021 ◽  
Author(s):  
Xin Jin
Keyword(s):  
Neural Network ◽  
Decision Making ◽  
Stock Price ◽  
Deep Neural Network ◽  
State Transition ◽  
Option Price ◽  
The State ◽  
Spot Price ◽  
Price Behavior ◽  
State Action

This paper presents a framework of imitating the price behavior of the underlying stock for reinforcement learning option price. We use accessible features of the equities pricing data to construct a non-deterministic Markov decision process for modeling stock price behavior driven by principal investor's decision making. However, low signal-to-noise ratio and instability that appear immanent in equity markets pose challenges to determine the state transition (price change) after executing an action (principal investor's decision) as well as decide an action based on current state (spot price). In order to conquer these challenges, we resort to a Bayesian deep neural network for computing the predictive distribution of the state transition led by an action. Additionally, instead of exploring a state-action relationship to formulate a policy, we seek for an episode based visible-hidden state-action relationship to probabilistically imitate principal investor's successive decision making. Our algorithm then maps imitative principal investor's decisions to simulated stock price paths by a Bayesian deep neural network. Eventually the optimal option price is reinforcement learned through maximizing the cumulative risk-adjusted return of a dynamically hedged portfolio over simulated price paths of the underlying.

Deep Neural Network Classification of I-123 Ioflupane SPECT

2020 ◽  
Author(s):  
David T. Wang ◽  
Brady Williamson ◽  
Thomas Eluvathingal ◽  
Bruce Mahoney ◽  
Jennifer Scheler
Keyword(s):  
Neural Network ◽  
Deep Neural Network ◽  
Neural Network Classification

Method of determination of the text direction on the image with the use of convolutional neural network

2020 ◽  
pp. 96-99
Author(s):  
P.L. Nikolaev
Keyword(s):  
Neural Network ◽  
Convolutional Neural Network ◽  
Deep Neural Network ◽  
Binary Classification ◽  
Synthetic Data ◽  
Real Data ◽  
Method Of Determination ◽  
Classification Of Images

This article deals with method of binary classification of images with small text on them Classification is based on the fact that the text can have 2 directions – it can be positioned horizontally and read from left to right or it can be turned 180 degrees so the image must be rotated to read the sign. This type of text can be found on the covers of a variety of books, so in case of recognizing the covers, it is necessary first to determine the direction of the text before we will directly recognize it. The article suggests the development of a deep neural network for determination of the text position in the context of book covers recognizing. The results of training and testing of a convolutional neural network on synthetic data as well as the examples of the network functioning on the real data are presented.

Underwater Fish Images Classification by Deep Neural Network

2020 ◽  
Author(s):  
Ala Supriya ◽  
Chiluka Venkat ◽  
Aliketti Deepak ◽  
GV Hari Prasad
Keyword(s):  
Neural Network ◽  
Deep Neural Network
Sign in / Sign up

Export Citation Format

Share Document