scholarly journals Real-Time Detection of Volatility in Liquidity Provision

2020 ◽  
Vol 9 ◽  
pp. 143-156
Author(s):  
Matt Brigida
Keyword(s):  
Neural Network ◽  
Real Time ◽  
High Frequency ◽  
Prediction Error ◽  
Deep Neural Network ◽  
Price Volatility ◽  
Market Participant ◽  
Liquidity Provision ◽  
Real Time Detection

Previous research has found that high-frequency traders will vary the bid or offer price rapidly overperiods of milliseconds. This is a benefit to fast traders who can time thier trades with microsecondprecision, however it is a cost to the average market participant due to increased trade execution priceuncertainty. In this analysis we attempt to construct real-time methods for determining whether theliquidity of a security is being altered by high-frequency traders. We find a four-state Markov switchingmodel identifies a state consistent with high-frequency traders affecting liquidity. Moreover, we find thisstate is positicely corrrelated with the prediction error from a deep neural network. This state can beused as a signal to delay market participant orders until the price volatility subsides. This delay wouldonly last tens of milliseconds, and so would not be noticable by the average market participant.

scholarly journals Real-Time Detection for Wheat Head Applying Deep Neural Network

Sensors ◽  
2020 ◽  
Vol 21 (1) ◽  
pp. 191
Author(s):  
Bo Gong ◽  
Daji Ergu ◽  
Ying Cai ◽  
Bo Ma
Keyword(s):  
Neural Network ◽  
Real Time ◽  
Deep Neural Network ◽  
Data Augmentation ◽  
Detection Methods ◽  
Convolutional Network ◽  
Head Detection ◽  
Real Time Detection ◽  
Low Efficiency ◽  
Basic Network

Wheat head detection can estimate various wheat traits, such as density, health, and the presence of wheat head. However, traditional detection methods have a huge array of problems, including low efficiency, strong subjectivity, and poor accuracy. In this paper, a method of wheat-head detection based on a deep neural network is proposed to enhance the speed and accuracy of detection. The YOLOv4 is taken as the basic network. The backbone part in the basic network is enhanced by adding dual spatial pyramid pooling (SPP) networks to improve the ability of feature learning and increase the receptive field of the convolutional network. Multilevel features are obtained by a multipath neck part using a top-down to bottom-up strategy. Finally, YOLOv3′s head structures are used to predict the boxes of wheat heads. For training images, some data augmentation technologies are used. The experimental results demonstrate that the proposed method has a significant advantage in accuracy and speed. The mean average precision of our method is 94.5%, and the detection speed is 71 FPS that can achieve the effect of real-time detection.

A deep neural network for real-time detection of falling humans in naturally occurring scenes

2017 ◽  
Vol 260 ◽  
pp. 43-58 ◽  
Author(s):  
Yaxiang Fan ◽  
Martin D. Levine ◽  
Gongjian Wen ◽  
Shaohua Qiu
Keyword(s):  
Neural Network ◽  
Real Time ◽  
Deep Neural Network ◽  
Naturally Occurring ◽  
Real Time Detection

Real-time Detection of Aortic Valve in Echocardiography using Convolutional Neural Networks

2020 ◽  
Vol 16 (5) ◽  
pp. 584-591 ◽  
Author(s):  
Muhammad Hanif Ahmad Nizar ◽  
Chow Khuen Chan ◽  
Azira Khalil ◽  
Ahmad Khairuddin Mohamed Yusof ◽  
Khin Wee Lai
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Heart Disease ◽  
Aortic Valve ◽  
Real Time ◽  
Convolutional Neural Networks ◽  
Valvular Heart Disease ◽  
Detection System ◽  
Processing Unit ◽  
Real Time Detection

Background: Valvular heart disease is a serious disease leading to mortality and increasing medical care cost. The aortic valve is the most common valve affected by this disease. Doctors rely on echocardiogram for diagnosing and evaluating valvular heart disease. However, the images from echocardiogram are poor in comparison to Computerized Tomography and Magnetic Resonance Imaging scan. This study proposes the development of Convolutional Neural Networks (CNN) that can function optimally during a live echocardiographic examination for detection of the aortic valve. An automated detection system in an echocardiogram will improve the accuracy of medical diagnosis and can provide further medical analysis from the resulting detection. Methods: Two detection architectures, Single Shot Multibox Detector (SSD) and Faster Regional based Convolutional Neural Network (R-CNN) with various feature extractors were trained on echocardiography images from 33 patients. Thereafter, the models were tested on 10 echocardiography videos. Results: Faster R-CNN Inception v2 had shown the highest accuracy (98.6%) followed closely by SSD Mobilenet v2. In terms of speed, SSD Mobilenet v2 resulted in a loss of 46.81% in framesper- second (fps) during real-time detection but managed to perform better than the other neural network models. Additionally, SSD Mobilenet v2 used the least amount of Graphic Processing Unit (GPU) but the Central Processing Unit (CPU) usage was relatively similar throughout all models. Conclusion: Our findings provide a foundation for implementing a convolutional detection system to echocardiography for medical purposes.

scholarly journals A Frequency Pattern Mining Model Based on Deep Neural Network for Real-Time Classification of Heart Conditions

Healthcare ◽  
2020 ◽  
Vol 8 (3) ◽  
pp. 234 ◽  
Author(s):  
Hyun Yoo ◽  
Soyoung Han ◽  
Kyungyong Chung
Keyword(s):  
Neural Network ◽  
Big Data ◽  
Fourier Transform ◽  
Fast Fourier Transform ◽  
Real Time ◽  
Normal Control ◽  
Input Data ◽  
Deep Neural Network ◽  
Pattern Mining ◽  
F Measure

Recently, a massive amount of big data of bioinformation is collected by sensor-based IoT devices. The collected data are also classified into different types of health big data in various techniques. A personalized analysis technique is a basis for judging the risk factors of personal cardiovascular disorders in real-time. The objective of this paper is to provide the model for the personalized heart condition classification in combination with the fast and effective preprocessing technique and deep neural network in order to process the real-time accumulated biosensor input data. The model can be useful to learn input data and develop an approximation function, and it can help users recognize risk situations. For the analysis of the pulse frequency, a fast Fourier transform is applied in preprocessing work. With the use of the frequency-by-frequency ratio data of the extracted power spectrum, data reduction is performed. To analyze the meanings of preprocessed data, a neural network algorithm is applied. In particular, a deep neural network is used to analyze and evaluate linear data. A deep neural network can make multiple layers and can establish an operation model of nodes with the use of gradient descent. The completed model was trained by classifying the ECG signals collected in advance into normal, control, and noise groups. Thereafter, the ECG signal input in real time through the trained deep neural network system was classified into normal, control, and noise. To evaluate the performance of the proposed model, this study utilized a ratio of data operation cost reduction and F-measure. As a result, with the use of fast Fourier transform and cumulative frequency percentage, the size of ECG reduced to 1:32. According to the analysis on the F-measure of the deep neural network, the model had 83.83% accuracy. Given the results, the modified deep neural network technique can reduce the size of big data in terms of computing work, and it is an effective system to reduce operation time.

scholarly journals Robust Approach to Supervised Deep Neural Network Training for Real-Time Object Classification in Cluttered Indoor Environment

2021 ◽  
Vol 11 (15) ◽  
pp. 7148
Author(s):  
Bedada Endale ◽  
Abera Tullu ◽  
Hayoung Shi ◽  
Beom-Soo Kang
Keyword(s):  
Neural Network ◽  
Deep Learning ◽  
Real Time ◽  
Network Architecture ◽  
Input Data ◽  
Deep Neural Network ◽  
Data Augmentation ◽  
Object Classification ◽  
Training Data ◽  
Gradient Descent Algorithm

Unmanned aerial vehicles (UAVs) are being widely utilized for various missions: in both civilian and military sectors. Many of these missions demand UAVs to acquire artificial intelligence about the environments they are navigating in. This perception can be realized by training a computing machine to classify objects in the environment. One of the well known machine training approaches is supervised deep learning, which enables a machine to classify objects. However, supervised deep learning comes with huge sacrifice in terms of time and computational resources. Collecting big input data, pre-training processes, such as labeling training data, and the need for a high performance computer for training are some of the challenges that supervised deep learning poses. To address these setbacks, this study proposes mission specific input data augmentation techniques and the design of light-weight deep neural network architecture that is capable of real-time object classification. Semi-direct visual odometry (SVO) data of augmented images are used to train the network for object classification. Ten classes of 10,000 different images in each class were used as input data where 80% were for training the network and the remaining 20% were used for network validation. For the optimization of the designed deep neural network, a sequential gradient descent algorithm was implemented. This algorithm has the advantage of handling redundancy in the data more efficiently than other algorithms.

Real-Time Modular Deep Neural Network-Based Adaptive Control of Nonlinear Systems

2021 ◽  
pp. 1-1
Author(s):  
Duc M. Le ◽  
Max L. Greene ◽  
Wanjiku A. Makumi ◽  
Warren E. Dixon
Keyword(s):  
Neural Network ◽  
Adaptive Control ◽  
Nonlinear Systems ◽  
Real Time ◽  
Deep Neural Network
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