Optimal allocation strategies for the dark pool problem

We study the problem of allocating stocks to dark pools. We propose and analyze an optimal approach for allocations, if continuous-valued allocations are allowed. We also propose a modification for the case when only integer-valued allocations are possible. We extend the previous work on this problem to adversarial scenarios, while also improving on their results in the iid setup. The resulting algorithms are efficient, and perform well in simulations under stochastic and adversarial inputs.

Current AI in games : a review

As the graphics race subsides and gamers grow weary of predictable and deterministic game characters, game developers must put aside their “old faithful” finite state machines and look to more advanced techniques that give the users the gaming experience they crave. The next industry breakthrough will be with characters that behave realistically and that can learn and adapt, rather than more polygons, higher resolution textures and more frames-per-second. This paper explores the various artificial intelligence techniques that are currently being used by game developers, as well as techniques that are new to the industry. The techniques covered in this paper are finite state machines, scripting, agents, flocking, fuzzy logic and fuzzy state machines decision trees, neural networks, genetic algorithms and extensible AI. This paper introduces each of these technique, explains how they can be applied to games and how commercial games are currently making use of them. Finally, the effectiveness of these techniques and their future role in the industry are evaluated.

Emergent task-specific object semantics through distributed experience networks

Autonomous development of sensorimotor coordination enables a robot to adapt and change its action choices to interact with the world throughout its lifetime. The Experience Network is a structure that rapidly learns coordination between visual and haptic inputs and motor action. This paper presents methods which handle the high dimensionality of the network state-space which occurs due to the simultaneous detection of multiple sensory features. The methods provide no significant increase in the complexity of the underlying representations and also allow emergent, task-specific, semantic information to inform action selection. Experimental results show rapid learning in a real robot, beginning with no sensorimotor mappings, to a mobile robot capable of wall avoidance and target acquisition.

Dynamic texture reconstruction from sparse codes for unusual event detection in crowded scenes

Unusual event detection in crowded scenes remains challenging because of the diversity of events and noise. In this paper, we present a novel approach for unusual event detection via sparse reconstruction of dynamic textures over an overcomplete basis set, with the dynamic texture described by local binary patterns from three orthogonal planes (LBPTOP). The overcomplete basis set is learnt from the training data where only the normal items observed. In the detection process, given a new observation, we compute the sparse coefficients using the Dantzig Selector algorithm which was proposed in the literature of compressed sensing. Then the reconstruction errors are computed, based on which we detect the abnormal items. Our application can be used to detect both local and global abnormal events. We evaluate our algorithm on UCSD Abnormality Datasets for local anomaly detection, which is shown to outperform current state-of-the-art approaches, and we also get promising results for rapid escape detection using the PETS2009 dataset.

Aerial SLAM with a single camera using visual expectation

Micro aerial vehicles (MAVs) are a rapidly growing area of research and development in robotics. For autonomous robot operations, localization has typically been calculated using GPS, external camera arrays, or onboard range or vision sensing. In cluttered indoor or outdoor environments, onboard sensing is the only viable option. In this paper we present an appearance-based approach to visual SLAM on a flying MAV using only low quality vision. Our approach consists of a visual place recognition algorithm that operates on 1000 pixel images, a lightweight visual odometry algorithm, and a visual expectation algorithm that improves the recall of place sequences and the precision with which they are recalled as the robot flies along a similar path. Using data gathered from outdoor datasets, we show that the system is able to perform visual recognition with low quality, intermittent visual sensory data. By combining the visual algorithms with the RatSLAM system, we also demonstrate how the algorithms enable successful SLAM.

Unusual Event Detection in Crowded Scenes Using Bag of LBPs in spatio-temporal patches

Modelling events in densely crowded environments remains challenging, due to the diversity of events and the noise in the scene. We propose a novel approach for anomalous event detection in crowded scenes using dynamic textures described by the Local Binary Patterns from Three Orthogonal Planes (LBP-TOP) descriptor. The scene is divided into spatio-temporal patches where LBP-TOP based dynamic textures are extracted. We apply hierarchical Bayesian models to detect the patches containing unusual events. Our method is an unsupervised approach, and it does not rely on object tracking or background subtraction. We show that our approach outperforms existing state of the art algorithms for anomalous event detection in UCSD dataset.

Emergence in games

The future direction of game development is towards more flexible, realistic, and interactive game worlds. However, current methods of game design do not allow for anything other than pre-scripted player exchanges and static objects and environments. An emergent approach to game development involves the creation of a globally designed game system that provides rules and boundaries for player interactions, rather than prescribed paths. Emergence in Games provides a detailed foundation for applying the theory and practice of emergence in games to game design. Emergent narrative, characters and agents, and game worlds are covered and a hands-on tutorial and case study allow the reader to the put the skills and ideas presented into practice.

Visual voice activity detection using frontal versus profile views

Visual activity detection of lip movements can be used to overcome the poor performance of voice activity detection based solely in the audio domain, particularly in noisy acoustic conditions. However, most of the research conducted in visual voice activity detection (VVAD) has neglected addressing variabilities in the visual domain such as viewpoint variation. In this paper we investigate the effectiveness of the visual information from the speaker’s frontal and profile views (i.e left and right side views) for the task of VVAD. As far as we are aware, our work constitutes the first real attempt to study this problem. We describe our visual front end approach and the Gaussian mixture model (GMM) based VVAD framework, and report the experimental results using the freely available CUAVE database. The experimental results show that VVAD is indeed possible from profile views and we give a quantitative comparison of VVAD based on frontal and profile views The results presented are useful in the development of multi-modal Human Machine Interaction (HMI) using a single camera, where the speaker’s face may not always be frontal.

Negative determinant of Hessian features

Local image feature extractors that select local maxima of the determinant of Hessian function have been shown to perform well and are widely used. This paper introduces the negative local minima of the determinant of Hessian function for local feature extraction. The properties and scale-space behaviour of these features are examined and found to be desirable for feature extraction. It is shown how this new feature type can be implemented along with the existing local maxima approach at negligible extra processing cost. Applications to affine covariant feature extraction and sub-pixel precise corner extraction are demonstrated. Experimental results indicate that the new corner detector is more robust to image blur and noise than existing methods. It is also accurate for a broader range of corner geometries. An affine covariant feature extractor is implemented by combining the minima of the determinant of Hessian with existing scale and shape adaptation methods. This extractor can be implemented along side the existing Hessian maxima extractor simply by finding both minima and maxima during the initial extraction stage. The minima features increase the number of correspondences by two to four fold. The additional minima features are very distinct from the maxima features in descriptor space and do not make the matching process more ambiguous.

Vision based control for fixed wing UAVs inspecting locally linear infrastructure using skid-to-turn maneuvers

The following paper proposes a novel application of Skid-to-Turn maneuvers for fixed wing Unmanned Aerial Vehicles (UAVs) inspecting locally linear infrastructure. Fixed wing UAVs, following the design of manned aircraft, traditionally employ Bank-to-Turn maneuvers to change heading and thus direction of travel. Commonly overlooked is the effect these maneuvers have on downward facing body fixed sensors, which as a result of bank, point away from the feature during turns. By adopting Skid-to-Turn maneuvers, the aircraft is able change heading whilst maintaining wings level flight, thus allowing body fixed sensors to maintain a downward facing orientation. Eliminating roll also helps to improve data quality, as sensors are no longer subjected to the swinging motion induced as they pivot about an axis perpendicular to their line of sight. Traditional tracking controllers that apply an indirect approach of capturing ground based data by flying directly overhead can also see the feature off center due to steady state pitch and roll required to stay on course. An Image Based Visual Servo controller is developed to address this issue, allowing features to be directly tracked within the image plane. Performance of the proposed controller is tested against that of a Bank-to-Turn tracking controller driven by GPS derived cross track error in a simulation environment developed to simulate the field of view of a body fixed camera.

Towards condition-invariant sequence-based route recognition

In this paper we present a novel algorithm for localization during navigation that performs matching over local image sequences. Instead of calculating the single location most likely to correspond to a current visual scene, the approach finds candidate matching locations within every section (subroute) of all learned routes. Through this approach, we reduce the demands upon the image processing front-end, requiring it to only be able to correctly pick the best matching image from within a short local image sequence, rather than globally. We applied this algorithm to a challenging downhill mountainbiking visual dataset where there was significant perceptual or environment change between repeated traverses of the environment, and compared performance to applying the feature-based algorithm FAB-MAP. The results demonstrate the potential for localization using visual sequences, even when there are no visual features that can be reliably detected.

A suspicious behaviour detection using a context space model for smart surveillance systems

Video surveillance systems using Closed Circuit Television (CCTV) cameras, is one of the fastest growing areas in the field of security technologies. However, the existing video surveillance systems are still not at a stage where they can be used for crime prevention. The systems rely heavily on human observers and are therefore limited by factors such as fatigue and monitoring capabilities over long periods of time. This work attempts to address these problems by proposing an automatic suspicious behaviour detection which utilises contextual information. The utilisation of contextual information is done via three main components: a context space model, a data stream clustering algorithm, and an inference algorithm. The utilisation of contextual information is still limited in the domain of suspicious behaviour detection. Furthermore, it is nearly impossible to correctly understand human behaviour without considering the context where it is observed. This work presents experiments using video feeds taken from CAVIAR dataset and a camera mounted on one of the buildings Z-Block) at the Queensland University of Technology, Australia. From these experiments, it is shown that by exploiting contextual information, the proposed system is able to make more accurate detections, especially of those behaviours which are only suspicious in some contexts while being normal in the others. Moreover, this information gives critical feedback to the system designers to refine the system.

The RatSLAM project : robot spatial navigation

Rats are superior to the most advanced robots when it comes to creating and exploiting spatial representations. A wild rat can have a foraging range of hundreds of meters, possibly kilometers, and yet the rodent can unerringly return to its home after each foraging mission, and return to profitable foraging locations at a later date (Davis, et al., 1948). The rat runs through undergrowth and pipes with few distal landmarks, along paths where the visual, textural, and olfactory appearance constantly change (Hardy and Taylor, 1980; Recht, 1988). Despite these challenges the rat builds, maintains, and exploits internal representations of large areas of the real world throughout its two to three year lifetime. While algorithms exist that allow robots to build maps, the questions of how to maintain those maps and how to handle change in appearance over time remain open. The robotic approach to map building has been dominated by algorithms that optimise the geometry of the map based on measurements of distances to features. In a robotic approach, measurements of distance to features are taken with range-measuring devices such as laser range finders or ultrasound sensors, and in some cases estimates of depth from visual information. The features are incorporated into the map based on previous readings of other features in view and estimates of self-motion. The algorithms explicitly model the uncertainty in measurements of range and the measurement of self-motion, and use probability theory to find optimal solutions for the geometric configuration of the map features (Dissanayake, et al., 2001; Thrun and Leonard, 2008). Some of the results from the application of these algorithms have been impressive, ranging from three-dimensional maps of large urban strucutures (Thrun and Montemerlo, 2006) to natural environments (Montemerlo, et al., 2003).