Previsão do índice bovespa por meio de redes neurais artificiais: uma análise comparada aos métodos tradicionais de séries de tempo

Forecast is the basis for making strategic, tactical and operational business decisions. In financial economics, several techniques have been used to predict the behavior of assets over the past decades.Thus, there are several methods to assist in the task of time series forecasting, however, conventional modeling techniques such as statistical models and those based on theoretical mathematical models have produced unsatisfactory predictions, increasing the number of studies in more advanced methods of prediction. Among these, the Artificial Neural Networks (ANN) are a relatively new and promising method for predicting business that shows a technique that has caused much interest in the financial environment and has been used successfully in a wide variety of financial modeling systems applications, in many cases proving its superiority over the statistical models ARIMA-GARCH. In this context, this study aimed to examine whether the ANNs are a more appropriate method for predicting the behavior of Indices in Capital Markets than the traditional methods of time series analysis. For this purpose we developed an quantitative study, from financial economic indices, and developed two models of RNA-type feedfoward supervised learning, whose structures consisted of 20 data in the input layer, 90 neurons in one hidden layer and one given as the output layer (Ibovespa). These models used backpropagation, an input activation function based on the tangent sigmoid and a linear output function. Since the aim of analyzing the adherence of the Method of Artificial Neural Networks to carry out predictions of the Ibovespa, we chose to perform this analysis by comparing results between this and Time Series Predictive Model GARCH, developing a GARCH model (1.1).Once applied both methods (ANN and GARCH) we conducted the results' analysis by comparing the results of the forecast with the historical data and by studying the forecast errors by the MSE, RMSE, MAE, Standard Deviation, the Theil's U and forecasting encompassing tests. It was found that the models developed by means of ANNs had lower MSE, RMSE and MAE than the GARCH (1,1) model and Theil U test indicated that the three models have smaller errors than those of a naïve forecast. Although the ANN based on returns have lower precision indicator values than those of ANN based on prices, the forecast encompassing test rejected the hypothesis that this model is better than that, indicating that the ANN models have a similar level of accuracy . It was concluded that for the data series studied the ANN models show a more appropriate Ibovespa forecasting than the traditional models of time series, represented by the GARCH model

Applied web traffic analysis for numerical encoding of SQL Injection attack features.

SQL Injection Attack (SQLIA) remains a technique used by a computer network intruder to pilfer an organisation’s confidential data. This is done by an intruder re-crafting web form’s input and query strings used in web requests with malicious intent to compromise the security of an organisation’s confidential data stored at the back-end database. The database is the most valuable data source, and thus, intruders are unrelenting in constantly evolving new techniques to bypass the signature’s solutions currently provided in Web Application Firewalls (WAF) to mitigate SQLIA. There is therefore a need for an automated scalable methodology in the pre-processing of SQLIA features fit for a supervised learning model. However, obtaining a ready-made scalable dataset that is feature engineered with numerical attributes dataset items to train Artificial Neural Network (ANN) and Machine Leaning (ML) models is a known issue in applying artificial intelligence to effectively address ever evolving novel SQLIA signatures. This proposed approach applies numerical attributes encoding ontology to encode features (both legitimate web requests and SQLIA) to numerical data items as to extract scalable dataset for input to a supervised learning model in moving towards a ML SQLIA detection and prevention model. In numerical attributes encoding of features, the proposed model explores a hybrid of static and dynamic pattern matching by implementing a Non-Deterministic Finite Automaton (NFA). This combined with proxy and SQL parser Application Programming Interface (API) to intercept and parse web requests in transition to the back-end database. In developing a solution to address SQLIA, this model allows processed web requests at the proxy deemed to contain injected query string to be excluded from reaching the target back-end database. This paper is intended for evaluating the performance metrics of a dataset obtained by numerical encoding of features ontology in Microsoft Azure Machine Learning (MAML) studio using Two-Class Support Vector Machines (TCSVM) binary classifier. This methodology then forms the subject of the empirical evaluation.

Numerical encoding to tame SQL injection attacks.

Recent years have seen an astronomical rise in SQL Injection Attacks (SQLIAs) used to compromise the confidentiality, authentication and integrity of organisations’ databases. Intruders becoming smarter in obfuscating web requests to evade detection combined with increasing volumes of web traffic from the Internet of Things (IoT), cloud-hosted and on-premise business applications have made it evident that the existing approaches of mostly static signature lack the ability to cope with novel signatures. A SQLIA detection and prevention solution can be achieved through exploring an alternative bio-inspired supervised learning approach that uses input of labelled dataset of numerical attributes in classifying true positives and negatives. We present in this paper a Numerical Encoding to Tame SQLIA (NETSQLIA) that implements a proof of concept for scalable numerical encoding of features to a dataset attributes with labelled class obtained from deep web traffic analysis. In the numerical attributes encoding: the model leverages proxy in the interception and decryption of web traffic. The intercepted web requests are then assembled for front-end SQL parsing and pattern matching by applying traditional Non-Deterministic Finite Automaton (NFA). This paper is intended for a technique of numerical attributes extraction of any size primed as an input dataset to an Artificial Neural Network (ANN) and statistical Machine Learning (ML) algorithms implemented using Two-Class Averaged Perceptron (TCAP) and Two-Class Logistic Regression (TCLR) respectively. This methodology then forms the subject of the empirical evaluation of the suitability of this model in the accurate classification of both legitimate web requests and SQLIA payloads.

A contribution to semantic description of images and videos: an application of soft biometrics

Humans have a high ability to extract visual data information acquired by sight. Trought a learning process, which starts at birth and continues throughout life, image interpretation becomes almost instinctively. At a glance, one can easily describe a scene with reasonable precision, naming its main components. Usually, this is done by extracting low-level features such as edges, shapes and textures, and associanting them to high level meanings. In this way, a semantic description of the scene is done. An example of this, is the human capacity to recognize and describe other people physical and behavioral characteristics, or biometrics. Soft-biometrics also represents inherent characteristics of human body and behaviour, but do not allow unique person identification. Computer vision area aims to develop methods capable of performing visual interpretation with performance similar to humans. This thesis aims to propose computer vison methods which allows high level information extraction from images in the form of soft biometrics. This problem is approached in two ways, unsupervised and supervised learning methods. The first seeks to group images via an automatic feature extraction learning , using both convolution techniques, evolutionary computing and clustering. In this approach employed images contains faces and people. Second approach employs convolutional neural networks, which have the ability to operate on raw images, learning both feature extraction and classification processes. Here, images are classified according to gender and clothes, divided into upper and lower parts of human body. First approach, when tested with different image datasets obtained an accuracy of approximately 80% for faces and non-faces and 70% for people and non-person. The second tested using images and videos, obtained an accuracy of about 70% for gender, 80% to the upper clothes and 90% to lower clothes. The results of these case studies, show that proposed methods are promising, allowing the realization of automatic high level information image annotation. This opens possibilities for development of applications in diverse areas such as content-based image and video search and automatica video survaillance, reducing human effort in the task of manual annotation and monitoring.

Previsão do índice bovespa por meio de redes neurais artificiais: uma análise comparada aos métodos tradicionais de séries de tempo

Forecast is the basis for making strategic, tactical and operational business decisions. In financial economics, several techniques have been used to predict the behavior of assets over the past decades.Thus, there are several methods to assist in the task of time series forecasting, however, conventional modeling techniques such as statistical models and those based on theoretical mathematical models have produced unsatisfactory predictions, increasing the number of studies in more advanced methods of prediction. Among these, the Artificial Neural Networks (ANN) are a relatively new and promising method for predicting business that shows a technique that has caused much interest in the financial environment and has been used successfully in a wide variety of financial modeling systems applications, in many cases proving its superiority over the statistical models ARIMA-GARCH. In this context, this study aimed to examine whether the ANNs are a more appropriate method for predicting the behavior of Indices in Capital Markets than the traditional methods of time series analysis. For this purpose we developed an quantitative study, from financial economic indices, and developed two models of RNA-type feedfoward supervised learning, whose structures consisted of 20 data in the input layer, 90 neurons in one hidden layer and one given as the output layer (Ibovespa). These models used backpropagation, an input activation function based on the tangent sigmoid and a linear output function. Since the aim of analyzing the adherence of the Method of Artificial Neural Networks to carry out predictions of the Ibovespa, we chose to perform this analysis by comparing results between this and Time Series Predictive Model GARCH, developing a GARCH model (1.1).Once applied both methods (ANN and GARCH) we conducted the results' analysis by comparing the results of the forecast with the historical data and by studying the forecast errors by the MSE, RMSE, MAE, Standard Deviation, the Theil's U and forecasting encompassing tests. It was found that the models developed by means of ANNs had lower MSE, RMSE and MAE than the GARCH (1,1) model and Theil U test indicated that the three models have smaller errors than those of a naïve forecast. Although the ANN based on returns have lower precision indicator values than those of ANN based on prices, the forecast encompassing test rejected the hypothesis that this model is better than that, indicating that the ANN models have a similar level of accuracy . It was concluded that for the data series studied the ANN models show a more appropriate Ibovespa forecasting than the traditional models of time series, represented by the GARCH model

Generating Discriminative Objective Proposals via Submodular Ranking

Object recognition has long been a core problem in computer vision. To improve object spatial support and speed up object localization for object recognition, generating high-quality category-independent object proposals as the input for object recognition system has drawn attention recently. Given an image, we generate a limited number of high-quality and category-independent object proposals in advance and used as inputs for many computer vision tasks. We present an efficient dictionary-based model for image classification task. We further extend the work to a discriminative dictionary learning method for tensor sparse coding. In the first part, a multi-scale greedy-based object proposal generation approach is presented. Based on the multi-scale nature of objects in images, our approach is built on top of a hierarchical segmentation. We first identify the representative and diverse exemplar clusters within each scale. Object proposals are obtained by selecting a subset from the multi-scale segment pool via maximizing a submodular objective function, which consists of a weighted coverage term, a single-scale diversity term and a multi-scale reward term. The weighted coverage term forces the selected set of object proposals to be representative and compact; the single-scale diversity term encourages choosing segments from different exemplar clusters so that they will cover as many object patterns as possible; the multi-scale reward term encourages the selected proposals to be discriminative and selected from multiple layers generated by the hierarchical image segmentation. The experimental results on the Berkeley Segmentation Dataset and PASCAL VOC2012 segmentation dataset demonstrate the accuracy and efficiency of our object proposal model. Additionally, we validate our object proposals in simultaneous segmentation and detection and outperform the state-of-art performance. To classify the object in the image, we design a discriminative, structural low-rank framework for image classification. We use a supervised learning method to construct a discriminative and reconstructive dictionary. By introducing an ideal regularization term, we perform low-rank matrix recovery for contaminated training data from all categories simultaneously without losing structural information. A discriminative low-rank representation for images with respect to the constructed dictionary is obtained. With semantic structure information and strong identification capability, this representation is good for classification tasks even using a simple linear multi-classifier.

Bidirectional Helmholtz Machines

L'entraînement sans surveillance efficace et inférence dans les modèles génératifs profonds reste un problème difficile. Une approche assez simple, la machine de Helmholtz, consiste à entraîner du haut vers le bas un modèle génératif dirigé qui sera utilisé plus tard pour l'inférence approximative. Des résultats récents suggèrent que de meilleurs modèles génératifs peuvent être obtenus par de meilleures procédures d'inférence approximatives. Au lieu d'améliorer la procédure d'inférence, nous proposons ici un nouveau modèle, la machine de Helmholtz bidirectionnelle, qui garantit qu'on peut calculer efficacement les distributions de haut-vers-bas et de bas-vers-haut. Nous y parvenons en interprétant à les modèles haut-vers-bas et bas-vers-haut en tant que distributions d'inférence approximative, puis ensuite en définissant la distribution du modèle comme étant la moyenne géométrique de ces deux distributions. Nous dérivons une borne inférieure pour la vraisemblance de ce modèle, et nous démontrons que l'optimisation de cette borne se comporte en régulisateur. Ce régularisateur sera tel que la distance de Bhattacharyya sera minisée entre les distributions approximatives haut-vers-bas et bas-vers-haut. Cette approche produit des résultats de pointe en terme de modèles génératifs qui favorisent les réseaux significativement plus profonds. Elle permet aussi une inférence approximative amérliorée par plusieurs ordres de grandeur. De plus, nous introduisons un modèle génératif profond basé sur les modèles BiHM pour l'entraînement semi-supervisé.

Bidirectional Helmholtz Machines

L'entraînement sans surveillance efficace et inférence dans les modèles génératifs profonds reste un problème difficile. Une approche assez simple, la machine de Helmholtz, consiste à entraîner du haut vers le bas un modèle génératif dirigé qui sera utilisé plus tard pour l'inférence approximative. Des résultats récents suggèrent que de meilleurs modèles génératifs peuvent être obtenus par de meilleures procédures d'inférence approximatives. Au lieu d'améliorer la procédure d'inférence, nous proposons ici un nouveau modèle, la machine de Helmholtz bidirectionnelle, qui garantit qu'on peut calculer efficacement les distributions de haut-vers-bas et de bas-vers-haut. Nous y parvenons en interprétant à les modèles haut-vers-bas et bas-vers-haut en tant que distributions d'inférence approximative, puis ensuite en définissant la distribution du modèle comme étant la moyenne géométrique de ces deux distributions. Nous dérivons une borne inférieure pour la vraisemblance de ce modèle, et nous démontrons que l'optimisation de cette borne se comporte en régulisateur. Ce régularisateur sera tel que la distance de Bhattacharyya sera minisée entre les distributions approximatives haut-vers-bas et bas-vers-haut. Cette approche produit des résultats de pointe en terme de modèles génératifs qui favorisent les réseaux significativement plus profonds. Elle permet aussi une inférence approximative amérliorée par plusieurs ordres de grandeur. De plus, nous introduisons un modèle génératif profond basé sur les modèles BiHM pour l'entraînement semi-supervisé.

Improving understandability in consumer health information search: Uevora @ 2016 fire chis

This paper presents our work at 2016 FIRE CHIS. Given a CHIS query and a document associated with that query, the task is to classify the sentences in the document as relevant to the query or not; and further classify the relevant sentences to be supporting, neutral or opposing to the claim made in the query. In this paper, we present two different approaches to do the classification. With the first approach, we implement two models to satisfy the task. We first implement an information retrieval model to retrieve the sentences that are relevant to the query; and then we use supervised learning method to train a classification model to classify the relevant sentences into support, oppose or neutral. With the second approach, we only use machine learning techniques to learn a model and classify the sentences into four classes (relevant & support, relevant & neutral, relevant & oppose, irrelevant & neutral). Our submission for CHIS uses the first approach.

On the Democratization of AI: Bridging the Gap with AutoML

Riding the wave of recent groundbreaking achievements, artificial intelligence (AI) is currently the buzzword on everybody’s lips and, allowing algorithms to learn from historical data, Machine Learning (ML) emerged as its pinnacle. The multitude of algorithms, each with unique strengths and weaknesses, highlights the absence of a universal solution and poses a challenging optimization problem. In response, automated machine learning (AutoML) navigates vast search spaces within minimal time constraints. By lowering entry barriers, AutoML emerged as promising the democratization of AI, yet facing some challenges. In data-centric AI, the discipline of systematically engineering data used to build an AI system, the challenge of configuring data pipelines is rather simple. We devise a methodology for building effective data pre-processing pipelines in supervised learning as well as a data-centric AutoML solution for unsupervised learning. In human-centric AI, many current AutoML tools were not built around the user but rather around algorithmic ideas, raising ethical and social bias concerns. We contribute by deploying AutoML tools aiming at complementing, instead of replacing, human intelligence. In particular, we provide solutions for single-objective and multi-objective optimization and showcase the challenges and potential of novel interfaces featuring large language models. Finally, there are application areas that rely on numerical simulators, often related to earth observations, they tend to be particularly high-impact and address important challenges such as climate change and crop life cycles. We commit to coupling these physical simulators with (Auto)ML solutions towards a physics-aware AI. Specifically, in precision farming, we design a smart irrigation platform that: allows real-time monitoring of soil moisture, predicts future moisture values, and estimates water demand to schedule the irrigation.

LAWSU-IT: Un Nuovo Dataset Giudiziario italiano per Long Document Summarization con Baseline Estrattive e Astrattive

L'avanzamento nel campo della long document summarization dipende interamente dalla disponibilità di dataset pubblici di alta qualità e con testi di lunghezza considerevole. Risulta pertanto problematico il fatto che tali dataset risultino spesso solo in lingua inglese, comportandone una limitazione notevole se ci si rivolge a linguaggi le cui risorse sono limitate. A tal scopo, si propone LAWSU-IT, un nuovo dataset giudiziario per long document summarization italiana. LAWSU-IT è il primo dataset italiano di summarization ad avere documenti di grandi dimensioni e a trattare il dominio giudiziario, ed è stato costruito attuando procedure di cleaning dei dati e selezione mirata delle istanze, con lo scopo di ottenere un dataset di long document summarization di alta qualità. Inoltre, sono proposte molteplici baseline sperimentali di natura estrattiva e astrattiva con modelli stato dell'arte e approcci di segmentazione del testo. Si spera che tale risultato possa portare a ulteriori ricerche e sviluppi nell'ambito della long document summarization italiana.

Mitigating non-Lambertian surfaces issues in Stereo Matching with Neural Radiance Fields

Depth estimation from images has long been regarded as a preferable alternative compared to expensive and intrusive active sensors, such as LiDAR and ToF. The topic has attracted the attention of an increasingly wide audience thanks to the great amount of application domains, such as autonomous driving, robotic navigation and 3D reconstruction. Among the various techniques employed for depth estimation, stereo matching is one of the most widespread, owing to its robustness, speed and simplicity in setup. Recent developments has been aided by the abundance of annotated stereo images, which granted to deep learning the opportunity to thrive in a research area where deep networks can reach state-of-the-art sub-pixel precision in most cases. Despite the recent findings, stereo matching still begets many open challenges, two among them being finding pixel correspondences in presence of objects that exhibits a non-Lambertian behaviour and processing high-resolution images. Recently, a novel dataset named Booster, which contains high-resolution stereo pairs featuring a large collection of labeled non-Lambertian objects, has been released. The work shown that training state-of-the-art deep neural network on such data improves the generalization capabilities of these networks also in presence of non-Lambertian surfaces. Regardless being a further step to tackle the aforementioned challenge, Booster includes a rather small number of annotated images, and thus cannot satisfy the intensive training requirements of deep learning. This thesis work aims to investigate novel view synthesis techniques to augment the Booster dataset, with ultimate goal of improving stereo matching reliability in presence of high-resolution images that displays non-Lambertian surfaces.

A Survey of Active Learning Algorithms for Supervised Remote Sensing Image Classification

Defining an efficient training set is one of the most delicate phases for the success of remote sensing image classification routines. The complexity of the problem, the limited temporal and financial resources, as well as the high intraclass variance can make an algorithm fail if it is trained with a suboptimal dataset. Active learning aims at building efficient training sets by iteratively improving the model performance through sampling. A user-defined heuristic ranks the unlabeled pixels according to a function of the uncertainty of their class membership and then the user is asked to provide labels for the most uncertain pixels. This paper reviews and tests the main families of active learning algorithms: committee, large margin, and posterior probability-based. For each of them, the most recent advances in the remote sensing community are discussed and some heuristics are detailed and tested. Several challenging remote sensing scenarios are considered, including very high spatial resolution and hyperspectral image classification. Finally, guidelines for choosing the good architecture are provided for new and/or unexperienced user.

Sentence Compression with Supervised Machine Learning

The subject of the thesis is automatic sentence compression with machine learning, so that the compressed sentences remain both grammatical and retain their essential meaning. There are multiple possible uses for the compression of natural language sentences. In this thesis the focus is generation of television program subtitles, which often are compressed version of the original script of the program. The main part of the thesis consists of machine learning experiments for automatic sentence compression using different approaches to the problem. The machine learning methods used for this work are linear-chain conditional random fields and support vector machines. Also we take a look which automatic text analysis methods provide useful features for the task. The data used for machine learning is supplied by Lingsoft Inc. and consists of subtitles in both compressed an uncompressed form. The models are compared to a baseline system and comparisons are made both automatically and also using human evaluation, because of the potentially subjective nature of the output. The best result is achieved using a CRF - sequence classification using a rich feature set. All text analysis methods help classification and most useful method is morphological analysis. Tutkielman aihe on suomenkielisten lauseiden automaattinen tiivistäminen koneellisesti, niin että lyhennetyt lauseet säilyttävät olennaisen informaationsa ja pysyvät kieliopillisina. Luonnollisen kielen lauseiden tiivistämiselle on monta käyttötarkoitusta, mutta tässä tutkielmassa aihetta lähestytään television ohjelmien tekstittämisen kautta, johon käytännössä kuuluu alkuperäisen tekstin lyhentäminen televisioruudulle paremmin sopivaksi. Tutkielmassa kokeillaan erilaisia koneoppimismenetelmiä tekstin automaatiseen lyhentämiseen ja tarkastellaan miten hyvin erilaiset luonnollisen kielen analyysimenetelmät tuottavat informaatiota, joka auttaa näitä menetelmiä lyhentämään lauseita. Lisäksi tarkastellaan minkälainen lähestymistapa tuottaa parhaan lopputuloksen. Käytetyt koneoppimismenetelmät ovat tukivektorikone ja lineaarisen sekvenssin mallinen CRF. Koneoppimisen tukena käytetään tekstityksiä niiden eri käsittelyvaiheissa, jotka on saatu Lingsoft OY:ltä. Luotuja malleja vertaillaan Lopulta mallien lopputuloksia evaluoidaan automaattisesti ja koska teksti lopputuksena on jossain määrin subjektiivinen myös ihmisarviointiin perustuen. Vertailukohtana toimii kirjallisuudesta poimittu menetelmä. Tutkielman tuloksena paras lopputulos saadaan aikaan käyttäen CRF sekvenssi-luokittelijaa laajalla piirrejoukolla. Kaikki kokeillut teksin analyysimenetelmät auttavat luokittelussa, joista tärkeimmän panoksen antaa morfologinen analyysi.

Supervised variational relevance learning, an analytic geometric feature selection with applications to omic datasets

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)