Forecasting currency covariances using machine learning tree-based algorithms with low and high prices

We combine machine learning tree-based algorithms with the usage of low and high prices and suggest a new approach to forecasting currency covariances. We apply three algorithms: Random Forest Regression, Gradient Boosting Regression Trees and Extreme Gradient Boosting with a tree learner. We conduct an empirical evaluation of this procedure on the three most heavily traded currency pairs in the Forex market: EUR/USD, USD/JPY and GBP/USD. The forecasts of covariances formulated on the three applied algorithms are predominantly more accurate than the Dynamic Conditional Correlation model based on closing prices. The results of the analyses indicate that the GBRT algorithm is the bestperforming method.

Combining Measures of Signal Complexity and Machine Learning for Time Series Analyis: A Review

Measures of signal complexity, such as the Hurst exponent, the fractal dimension, and the Spectrum of Lyapunov exponents, are used in time series analysis to give estimates on persistency, anti-persistency, fluctuations and predictability of the data under study. They have proven beneficial when doing time series prediction using machine and deep learning and tell what features may be relevant for predicting time-series and establishing complexity features. Further, the performance of machine learning approaches can be improved, taking into account the complexity of the data under study, e.g., adapting the employed algorithm to the inherent long-term memory of the data. In this article, we provide a review of complexity and entropy measures in combination with machine learning approaches. We give a comprehensive review of relevant publications, suggesting the use of fractal or complexity-measure concepts to improve existing machine or deep learning approaches. Additionally, we evaluate applications of these concepts and examine if they can be helpful in predicting and analyzing time series using machine and deep learning. Finally, we give a list of a total of six ways to combine machine learning and measures of signal complexity as found in the literature.

Dissemination of portable combining machine as appropriate technological adoption for corn farming in sloping region Study case: Gorontalo Province, Indonesia

Corn is vital crop cultivation in Gorontalo Province and becomes major export comodity from the agricultural sector. Most of corn farms are located in hilly and mountainous area known as sloping agriculture. The main aim of this study was to analyze the advantages of portable combine machine, peeling-thresher corn as appropriate technology, to support sloping agriculture, reduce cost production, and generate farmers income. This research was conducted in Tutuwoto village that involves two farmers group association (POKTAN) namely POKTAN Dusun Beringin and POKTAN Dusun Puncak. The POKTAN members stated that labour budget is the most expensive for corn production in their region. Dissemination of peeling-thresher machine is proven shorten of harvest and post-harvest steps in the current pattern. Results revealed that the technological input decreased 34.50% operational cost of harvest and post-harvest from Rp8,520,000 to Rp2,940,000. Furthermore, its application improved the farmers net profit 51.67% ha−1 and 85.01% ha−1 for own and loan capital respectively, in one growing season about 4 month. It is concluded that the proper equipment implemented in hilly farming reduces cost production and its implication redoubles revenue of the corn farmers.

A model of symbiomemesis: machine education and communication as pillars for human-autonomy symbiosis

Symbiosis is a physiological phenomenon where organisms of different species develop social interdependencies through partnerships. Artificial agents need mechanisms to build their capacity to develop symbiotic relationships. In this paper, we discuss two pillars for these mechanisms: machine education (ME) and bi-directional communication. ME is a new revolution in artificial intelligence (AI) which aims at structuring the learning journey of AI-enabled autonomous systems. In addition to the design of a systematic curriculum, ME embeds the body of knowledge necessary for the social integration of AI, such as ethics, moral values and trust, into the evolutionary design and learning of the AI. ME promises to equip AI with skills to be ready to develop logic-based symbiosis with humans and in a manner that leads to a trustworthy and effective steady-state through the mental interaction between humans and autonomy; a state we name symbiomemesis to differentiate it from ecological symbiosis. The second pillar, bi-directional communication as a discourse enables information to flow between the AI systems and humans. We combine machine education and communication theory as the two prerequisites for symbiosis of AI agents and present a formal computational model of symbiomemesis to enable symbiotic human-autonomy teaming. This article is part of the theme issue ‘Towards symbiotic autonomous systems’.

Self-validating deep learning of continental hydrology through satellite gravimetry and altimetry

<p>Space-borne observations of terrestrial water storage (TWS) are an essential ingredient for understanding the Earth's global water cycle, its susceptibility to climate change, and for risk assessments of ecosystems, agriculture, and water management. However, the complex distribution of water masses in rivers, lakes, or groundwater basins remains elusive in coarse-resolution gravimetry observations. We combine machine learning, numerical modeling, and satellite altimetry to build and train a downscaling neural network that recovers simulated TWS from synthetic space-borne gravity observations. The neural network is designed to adapt and validate its training progress by considering independent satellite altimetry records. We show that the neural network can accurately derive TWS anomalies in 2019 after being trained over the years 2003 to 2018. Specifically for validated regions in the Amazonas, we highlight that the neural network can outperform the numerical hydrology model used in the network training.</p><p>https://agupubs.onlinelibrary.wiley.com/doi/10.1029/2020GL089258</p>

Quantum-mechanical exploration of the phase diagram of water

The set of known stable phases of water may not be complete, and some of the phase boundaries between them are fuzzy. Starting from liquid water and a comprehensive set of 50 ice structures, we compute the phase diagram at three hybrid density-functional-theory levels of approximation, accounting for thermal and nuclear fluctuations as well as proton disorder. Such calculations are only made tractable because we combine machine-learning methods and advanced free-energy techniques. The computed phase diagram is in qualitative agreement with experiment, particularly at pressures ≲ 8000 bar, and the discrepancy in chemical potential is comparable with the subtle uncertainties introduced by proton disorder and the spread between the three hybrid functionals. None of the hypothetical ice phases considered is thermodynamically stable in our calculations, suggesting the completeness of the experimental water phase diagram in the region considered. Our work demonstrates the feasibility of predicting the phase diagram of a polymorphic system from first principles and provides a thermodynamic way of testing the limits of quantum-mechanical calculations.

Argumentation and explainable artificial intelligence: a survey

Argumentation and eXplainable Artificial Intelligence (XAI) are closely related, as in the recent years, Argumentation has been used for providing Explainability to AI. Argumentation can show step by step how an AI System reaches a decision; it can provide reasoning over uncertainty and can find solutions when conflicting information is faced. In this survey, we elaborate over the topics of Argumentation and XAI combined, by reviewing all the important methods and studies, as well as implementations that use Argumentation to provide Explainability in AI. More specifically, we show how Argumentation can enable Explainability for solving various types of problems in decision-making, justification of an opinion, and dialogues. Subsequently, we elaborate on how Argumentation can help in constructing explainable systems in various applications domains, such as in Medical Informatics, Law, the Semantic Web, Security, Robotics, and some general purpose systems. Finally, we present approaches that combine Machine Learning and Argumentation Theory, toward more interpretable predictive models.

Machine learning and algebraic approaches towards complete matter spectra in 4d F-theory

Motivated by engineering vector-like (Higgs) pairs in the spectrum of 4d F-theory compactifications, we combine machine learning and algebraic geometry techniques to analyze line bundle cohomologies on families of holomorphic curves. To quantify jumps of these cohomologies, we first generate 1.8 million pairs of line bundles and curves embedded in dP3, for which we compute the cohomologies. A white-box machine learning approach trained on this data provides intuition for jumps due to curve splittings, which we use to construct additional vector-like Higgs-pairs in an F-Theory toy model. We also find that, in order to explain quantitatively the full dataset, further tools from algebraic geometry, in particular Brill-Noether theory, are required. Using these ingredients, we introduce a diagrammatic way to express cohomology jumps across the parameter space of each family of matter curves, which reflects a stratification of the F-theory complex structure moduli space in terms of the vector-like spectrum. Furthermore, these insights provide an algorithmically efficient way to estimate the possible cohomology dimensions across the entire parameter space.

Artificial intelligence and thermodynamics help solving arson cases

In arson cases, evidence such as DNA or fingerprints is often destroyed. One of the most important evidence modalities left is relating fire accelerants to a suspect. When gasoline is used as accelerant, the aim is to find a strong indication that a gasoline sample from a fire scene is related to a sample of a suspect. Gasoline samples from a fire scene are weathered, which prohibits a straightforward comparison. We combine machine learning, thermodynamic modeling, and quantum mechanics to predict the composition of unweathered gasoline samples starting from weathered ones. Our approach predicts the initial (unweathered) composition of the sixty main components in a weathered gasoline sample, with error bars of ca. 4% when weathered up to 80% w/w. This shows that machine learning is a valuable tool for predicting the initial composition of a weathered gasoline, and thereby relating samples to suspects.

Trialstreamer: a living, automatically updated database of clinical trial reports

Objective Randomized controlled trials (RCTs) are the gold standard method for evaluating whether a treatment works in healthcare, but can be difficult to find and make use of. We describe the development and evaluation of a system to automatically find and categorize all new RCT reports. Materials and Methods Trialstreamer, continuously monitors PubMed and the WHO International Clinical Trials Registry Platform (ICTRP), looking for new RCTs in humans using a validated classifier. We combine machine learning and rule-based methods to extract information from the RCT abstracts, including free-text descriptions of trial populations, interventions and outcomes (the 'PICO') and map these snippets to normalised MeSH vocabulary terms. We additionally identify sample sizes, predict the risk of bias, and extract text conveying key findings. We store all extracted data in a database which we make freely available for download, and via a search portal, which allows users to enter structured clinical queries. Results are ranked automatically to prioritize larger and higher-quality studies. Results As of May 2020, we have indexed 669,895 publications of RCTs, of which 18,485 were published in the first four months of 2020 (144/day). We additionally include 303,319 trial registrations from ICTRP. The median trial sample size in the RCTs was 66. Conclusions We present an automated system for finding and categorising RCTs. This yields a novel resource: A database of structured information automatically extracted for all published RCTs in humans. We make daily updates of this database available on our website (trialstreamer.robotreviewer.net).