arXiv research

New model forecasts stock market volatility better than existing methods.

HAR model outperforms ML in stock forecasting with correct fitting schemes.

RNN-HAR model improves VaR forecasting with long-memory and non-linear dynamics.

Wearable computing and context awareness are the focuses of study in the field of artificial intelligence recently. One of the most appealing as well as challenging applications is the Human Activity Recognition (HAR) utilizing smart phones. Conventional HAR based on Support Vector Machine relies on subjective manually…

The study compares econometric and deep learning models for forecasting COMEX copper futures volatility.

Paper compares three regularization-based methods for HAR, highlighting their strengths and limitations.

Human Activity Recognition (HAR) based on motion sensors has drawn a lot of attention over the last few years, since perceiving the human status enables context-aware applications to adapt their services on users' needs. However, motion sensor fusion and feature extraction have not reached their full potentials, remain…

Automatic recognition of human activities from time-series sensor data (referred to as HAR) is a growing area of research in ubiquitous computing. Most recent research in the field adopts supervised deep learning paradigms to automate extraction of intrinsic features from raw signal inputs and addresses HAR as a multi-…

HAR regression improves performance on small datasets.

PCHAL and PCHAR use principal components to speed up HAL and HAR methods.

Graph Signal Processing improves stock market volatility forecasting.

Enhanced volatility forecasting using options data and rough volatility model.

Study forecasts volatility and risk in electricity markets using matrix-HAR models.

MEx: Multi-modal Exercises Dataset is a multi-sensor, multi-modal dataset, implemented to benchmark Human Activity Recognition(HAR) and Multi-modal Fusion algorithms. Collection of this dataset was inspired by the need for recognising and evaluating quality of exercise performance to support patients with Musculoskelet…

Deep learning model classifies concurrent human interactions from WiFi data with high accuracy.

Human activity recognition (HAR) is a classification task that aims to classify human activities or predict human behavior by means of features extracted from sensors data. Typical HAR systems use wearable sensors and/or handheld and mobile devices with built-in sensing capabilities. Due to the widespread use of smartp…

Graph-based multimodal federated learning for HAR improves accuracy and privacy.

HARNet improves volatility forecasting using deep neural networks.

A new deep learning framework improves HAR with user adaptation.

Combining deep neural networks with structured logic rules is desirable to harness flexibility and reduce uninterpretability of the neural models. We propose a general framework capable of enhancing various types of neural networks (e.g., CNNs and RNNs) with declarative first-order logic rules. Specifically, we develop…

New feature representation improves HAR model accuracy.

Neuromorphic Computing is a nascent research field in which models and devices are designed to process information by emulating biological neural systems. Thanks to their superior energy efficiency, analog neuromorphic systems are highly promising for embedded, wearable, and implantable systems. However, optimizing neu…

Foundation models improve on econometric benchmarks for forecasting volatility, but vary widely across models.

Various health-care applications such as assisted living, fall detection etc., require modeling of user behavior through Human Activity Recognition (HAR). HAR using mobile- and wearable-based deep learning algorithms have been on the rise owing to the advancements in pervasive computing. However, there are two other ch…

In the last few years there has been a growing interest in Human Activity Recognition~(HAR) topic. Sensor-based HAR approaches, in particular, has been gaining more popularity owing to their privacy preserving nature. Furthermore, due to the widespread accessibility of the internet, a broad range of streaming-based app…

The paper evaluates forecast accuracy of realized volatility measures in large cross-sections.

VOLARE provides standardized realized volatility measures from financial data.

VFDS selects dynamic features for efficient HAR tasks, optimizing performance-cost trade-offs.

While machine learning is rapidly being developed and deployed in health settings such as influenza prediction, there are critical challenges in using data from one environment in another due to variability in features; even within disease labels there can be differences (e.g. "fever" may mean something different repor…

Deep learning methods are successfully used in applications pertaining to ubiquitous computing, health, and well-being. Specifically, the area of human activity recognition (HAR) is primarily transformed by the convolutional and recurrent neural networks, thanks to their ability to learn semantic representations from r…

Improved heart rate and activity recognition with low-power wrist sensors.

Human activity recognition (HAR) in ubiquitous computing is beginning to adopt deep learning to substitute for well-established analysis techniques that rely on hand-crafted feature extraction and classification techniques. From these isolated applications of custom deep architectures it is, however, difficult to gain …

Paper proposes a deep learning method for better covariance matrix forecasting.

Self-attention model improves HAR from wearable sensors.

This thesis builds a real-time VaR calculation workflow for crypto derivatives.

Bayesian optimization (BO) is a powerful paradigm for derivative-free global optimization of a black-box objective function (BOF) that is expensive to evaluate. However, the overhead of BO can still be prohibitive for problems with highly expensive function evaluations. In this paper, we investigate how to reduce the r…

Study examines asymmetry impacts on Japanese stock market volatility modeling and forecasting.

Traditional human activity recognition (HAR) based on time series adopts sliding window analysis method. This method faces the multi-class window problem which mistakenly labels different classes of sampling points within a window as a class. In this paper, a HAR algorithm based on U-Net is proposed to perform activity…

New approach improves human activity recognition with wearables.

Computational chemists typically assay drug candidates by virtually screening compounds against crystal structures of a protein despite the fact that some targets, like the $μ$ Opioid Receptor and other members of the GPCR family, traverse many non-crystallographic states. We discover new conformational states of $μOR$…

The holy grail of deep learning is to come up with an automatic method to design optimal architectures for different applications. In other words, how can we effectively dimension and organize neurons along the network layers based on the computational resources, input size, and amount of training data? We outline prom…

The paper benchmarks data stream classifiers for human activity recognition on connected devices.

Popular online enrichment analysis tools from the field of molecular systems biology provide users with the ability to submit their experimental results as gene sets for individual analysis. Such queries are kept private, and have never before been considered as a resource for integrative analysis. By harnessing gene s…

This work bridges federated learning and contextual bandits, enhancing FL's utility.

Data on human spatial distribution and movement is essential for understanding and analyzing social systems. However existing sources for this data are lacking in various ways; difficult to access, biased, have poor geographical or temporal resolution, or are significantly delayed. In this paper, we describe how geoloc…

A-FADMM improves FL scalability and privacy via wireless channel perturbations and interference.

Multimodal fusion frameworks for Human Action Recognition (HAR) using depth and inertial sensor data have been proposed over the years. In most of the existing works, fusion is performed at a single level (feature level or decision level), missing the opportunity to fuse rich mid-level features necessary for better cla…

Combines curvature descriptors with TDA for graph model evaluation.