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Exploring Candlesticks and Multi-Time Windows for Forecasting Stock-Index Movements 探索烛台和多时间窗口预测股指走势
IF 1 Q4 COMPUTER SCIENCE, INFORMATION SYSTEMS Pub Date : 2023-03-27 DOI: 10.1145/3555776.3577604
Kanghyeon Seo, Jihoon Yang
Stock-index movement prediction is an important research topic in FinTech because the index indicates the economic status of a whole country. With a set of daily candlesticks of the stock-index, investors could gain a meaningful basis for the prediction of the next day's movement. This paper proposes a stock-index price-movement prediction model, Combined Time-View TabNet (CTV-TabNet), a novel approach that utilizes attributes of the candlesticks data with multi-time windows. Our model comprises three modules: TabNet encoder, gated recurrent unit with a sequence control, and multi-time combiner. They work together to forecast the movements based on the sequential attributes of the candlesticks. CTV-TabNet not only outperforms baseline models in prediction performance on 20 stock-indices of 14 different countries but also yields higher returns of index-futures trading simulations when compared to the baselines. Additionally, our model provides comprehensive interpretations of the stock-index related to its inherent properties in predictive performance.
股指走势预测是金融科技领域的一个重要研究课题,因为股指反映了一个国家的经济状况。有了一套每日的股指烛台,投资者就可以为预测第二天的走势提供一个有意义的基础。本文提出了一种利用多时间窗口烛台数据属性的股指价格走势预测模型——组合时间-视图TabNet (Combined Time-View TabNet, CTV-TabNet)。我们的模型包括三个模块:TabNet编码器、带序列控制的门控循环单元和多时间组合器。他们一起工作,根据烛台的顺序属性来预测运动。CTV-TabNet不仅在14个不同国家的20个股票指数的预测表现上优于基准模型,而且与基准模型相比,指数期货交易模拟的回报率更高。此外,我们的模型提供了与股票指数在预测性能中的固有属性相关的全面解释。
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引用次数: 0
A Multi-layered Collaborative Framework for Evidence-driven Data Requirements Engineering for Machine Learning-based Safety-critical Systems 基于机器学习的安全关键系统证据驱动数据需求工程的多层协作框架
IF 1 Q4 COMPUTER SCIENCE, INFORMATION SYSTEMS Pub Date : 2023-03-27 DOI: 10.1145/3555776.3577647
Sangeeta Dey, Seok-Won Lee
In the days of AI, data-centric machine learning (ML) models are increasingly used in various complex systems. While many researchers are focusing on specifying ML-specific performance requirements, not enough guideline is provided to engineer the data requirements systematically involving diverse stakeholders. Lack of written agreement about the training data, collaboration bottlenecks, lack of data validation framework, etc. are posing new challenges to ensuring training data fitness for safety-critical ML components. To reduce these gaps, we propose a multi-layered framework that helps to perceive and elicit data requirements. We provide a template for verifiable data requirements specifications. Moreover, we show how such requirements can facilitate an evidence-driven assessment of the training data quality based on the experts' judgments about the satisfaction of the requirements. We use Dempster Shafer's theory to combine experts' subjective opinions in the process. A preliminary case study on the CityPersons dataset for the pedestrian detection feature of autonomous cars shows the usefulness of the proposed framework for data requirements understanding and the confidence assessment of the dataset.
在人工智能时代,以数据为中心的机器学习(ML)模型越来越多地用于各种复杂系统。虽然许多研究人员专注于指定特定于ml的性能需求,但没有提供足够的指南来系统地设计涉及不同利益相关者的数据需求。缺乏关于训练数据的书面协议、协作瓶颈、缺乏数据验证框架等,都对确保训练数据适合安全关键的ML组件构成了新的挑战。为了减少这些差距,我们提出了一个多层框架来帮助感知和引出数据需求。我们为可验证的数据需求规范提供了一个模板。此外,我们展示了这些需求如何能够促进基于专家对需求满意度的判断的训练数据质量的证据驱动评估。我们运用Dempster Shafer的理论,结合专家的主观意见。对自动驾驶汽车行人检测特征的CityPersons数据集的初步案例研究表明,所提出的框架对于数据需求理解和数据集置信度评估的有用性。
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引用次数: 0
Exploiting Machine-learning Prediction for Enabling Real-time Pixel-scaling Techniques in Mobile Camera Applications 利用机器学习预测在移动相机应用中实现实时像素缩放技术
IF 1 Q4 COMPUTER SCIENCE, INFORMATION SYSTEMS Pub Date : 2023-03-27 DOI: 10.1145/3555776.3577770
S. Wei, Sheng-Da Tsai, Chun-Han Lin
Modern people are used to recording more and more videos using camera applications for keeping and sharing their life on social media and video-sharing platforms. To capture extensive multimedia materials, reducing the power consumption of recorded videos from camera applications plays an important role for user experience of mobile devices. This paper studies how to process and display power-saving videos recorded by camera applications on mobile devices in a real-time manner. Based on pixel-scaling methods, we design an appropriate feature map and adopt a visual attention model under the real-time limitation to effectively access attention distribution. Then, based on segmentation properties, a parallel design is appropriately applied to exploit available computation power. Next, we propose a frame-ratio predictor using machine-learning methods to efficiently predict frame ratios in a frame. Finally, the results of the comprehensive experiments conducted on a commercial smartphone with four real-world videos to evaluate the performance of the proposed design are very encouraging.
现代人已经习惯了越来越多的使用相机应用录制视频,在社交媒体和视频分享平台上记录和分享自己的生活。为了捕获广泛的多媒体材料,降低相机应用录制视频的功耗对移动设备的用户体验具有重要作用。本文研究了如何在移动设备上实时处理和显示摄像头应用录制的节电视频。基于像素缩放方法,设计合适的特征图,采用实时性限制下的视觉注意力模型,有效获取注意力分布。然后,根据分割特性,适当采用并行设计,充分利用可用的计算能力。接下来,我们提出了一个使用机器学习方法的帧比预测器,以有效地预测帧中的帧比。最后,在商用智能手机上进行的综合实验结果与四个真实世界的视频来评估所提出的设计的性能是非常令人鼓舞的。
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引用次数: 0
The EVIL Machine: Encode, Visualize and Interpret the Leakage 邪恶的机器:编码,可视化和解释泄漏
IF 1 Q4 COMPUTER SCIENCE, INFORMATION SYSTEMS Pub Date : 2023-03-27 DOI: 10.1145/3555776.3577688
Valence Cristiani, Maxime Lecomte, P. Maurine
Unsupervised side-channel attacks allow extracting secret keys manipulated by cryptographic primitives through leakages of their physical implementations. As opposed to supervised attacks, they do not require a preliminary profiling of the target, constituting a broader threat since they imply weaker assumptions on the adversary model. Their downside is their requirement for some a priori knowledge on the leakage model of the device. On one hand, stochastic attacks such as the Linear Regression Analysis (LRA) allow for a flexible a priori, but are mostly limited to a univariate treatment of the traces. On the other hand, model-based attacks require an explicit formulation of the leakage model but have recently been extended to multidimensional versions allowing to benefit from the potential of Deep Learning (DL) techniques. The EVIL Machine Attack (EMA), introduced in this paper, aims at taking the best of both worlds. Inspired by generative adversarial networks, its architecture is able to recover a representation of the leakage model, which is then turned into a key distinguisher allowing flexible a priori. In addition, state-of-the-art DL techniques require 256 network trainings to conduct the attack. EMA requires only one, scaling down the time complexity of such attacks by a considerable factor. Simulations and real experiments show that EMA is applicable in cases where the adversary has very low knowledge on the leakage model, while significantly reducing the required number of traces compared to a classical LRA. Eventually, a generalization of EMA, able to deal with masked implementation is introduced.
无监督的侧信道攻击允许通过泄漏加密原语的物理实现来提取由其操纵的秘密密钥。与监督式攻击相反,它们不需要对目标进行初步分析,从而构成更广泛的威胁,因为它们对对手模型的假设较弱。它们的缺点是它们需要一些关于设备泄漏模型的先验知识。一方面,随机攻击,如线性回归分析(LRA)允许灵活的先验,但大多限于对轨迹的单变量处理。另一方面,基于模型的攻击需要明确的泄漏模型公式,但最近已经扩展到多维版本,允许从深度学习(DL)技术的潜力中受益。本文介绍的EVIL Machine Attack (EMA)旨在两全其美。受生成对抗网络的启发,其架构能够恢复泄漏模型的表示,然后将其转换为允许灵活先验的关键区分符。此外,最先进的深度学习技术需要256个网络训练才能进行攻击。EMA只需要一个,这大大降低了此类攻击的时间复杂度。仿真和实际实验表明,EMA适用于对手对泄漏模型的了解非常少的情况,同时与经典的LRA相比,显着减少了所需的走线数量。最后,介绍了一种能够处理掩码实现的泛化算法。
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引用次数: 2
Dynamic Controllability of Parameterized CSTNUs 参数化CSTNUs的动态可控性
IF 1 Q4 COMPUTER SCIENCE, INFORMATION SYSTEMS Pub Date : 2023-03-27 DOI: 10.1145/3555776.3577618
M. Franceschetti, Roberto Posenato, Carlo Combi, Johann Eder
A Conditional Simple Temporal Network with Uncertainty (CSTNU) models temporal constraint satisfaction problems in which the environment sets uncontrollable timepoints and conditions. The executor observes and reacts to such uncontrollable assignments as time advances with the CSTNU execution. However, there exist scenarios in which the occurrence of some future timepoints must be fixed as soon as the execution starts. We call these timepoints parameters. For a correct execution, parameters must assume values that guarantee the possibility of satisfying all temporal constraints, whatever the environment decides the execution time for uncontrollable timepoints and the truth value of conditions, i.e., dynamic controllability (DC). Here, we formalize the extension of the CSTNU with parameters. Furthermore, we define a set of rules to check the DC of such extended CSTNU. These rules additionally solve the problem inverse to checking DC: computing restrictions on parameter values that yield DC guarantees. The proposed rules can be composed into a sound and complete procedure.
一种具有不确定性的条件简单时间网络(CSTNU)对环境设置不可控时间点和条件的时间约束满足问题进行建模。随着CSTNU执行时间的推移,执行者观察并对这些不可控的分配作出反应。但是,在某些情况下,必须在执行开始时立即确定某些未来时间点的出现。我们称这些时间点为参数。为了正确执行,无论环境如何决定不可控时间点的执行时间和条件的真值,即动态可控性(DC),参数必须具有保证满足所有时间约束的可能性的值。在这里,我们用参数形式化了CSTNU的扩展。此外,我们还定义了一套规则来检验这种扩展的CSTNU的DC。这些规则还解决了与检查DC相反的问题:计算产生DC保证的参数值的限制。建议的规则可以组成一个健全完整的程序。
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引用次数: 0
The not-so-easy task of taking heavy-lift ML models to the edge: a performance-watt perspective 将重型ML模型带到边缘的不太容易的任务:性能瓦特的角度
IF 1 Q4 COMPUTER SCIENCE, INFORMATION SYSTEMS Pub Date : 2023-03-27 DOI: 10.1145/3555776.3577742
Lucas Pereira, B. Guterres, Kauê Sbrissa, Amanda Mendes, Francisca Vermeulen, L. Lain, Marié Smith, Javier Martinez, Paulo L. J. Drews-Jr, Nelson Duarte, Vinicus Oliveira, S. Botelho, M. Pias
Edge computing is a new development paradigm that brings computational power to the network edge through novel intelligent end-user services. It allows latency-sensitive applications to be placed where the data is created, thus reducing communication overhead and improving security, mobility and power consumption. There is a plethora of applications benefiting from this type of processing. Of particular interest is emerging edge-based image classification at the microscopic level. The scale and magnitude of the objects to segment, detect and classify are very challenging, with data collected using order of magnitude in magnification. The required data processing is intense, and the wish list of end-users in this space includes tools and solutions that fit into a desk-based device. Taking heavy-lift classification models initially built in the cloud to desk-based image analysis devices is a hard job for application developers. This work looks at the performance limitations and energy consumption footprint in embedding deep learning classification models in a representative edge computing device. Particularly, the dataset and heavy-lift models explored in the case study are phytoplankton images to detect Harmful Algae Blooms (HAB) in aquaculture at early stages. The work takes a deep learning model trained for phytoplankton classification and deploys it at the edge. The embedded model, deployed in a base form alongside optimised options, is submitted to a series of system stress experiments. The performance and power consumption profiling help understand system limitations and their impact on the microscopic grade image classification task.
边缘计算是一种新的发展模式,通过新颖的智能终端用户服务将计算能力带到网络边缘。它允许将对延迟敏感的应用程序放在创建数据的位置,从而减少通信开销,提高安全性、移动性和功耗。有大量的应用程序受益于这种类型的处理。特别令人感兴趣的是在微观水平上新兴的基于边缘的图像分类。要分割、检测和分类的物体的规模和大小是非常具有挑战性的,数据收集使用的是数量级的放大。所需的数据处理非常密集,该领域的最终用户的愿望清单包括适合基于桌面的设备的工具和解决方案。对于应用程序开发人员来说,将最初在云中构建的重型分类模型应用到基于桌面的图像分析设备上是一项艰巨的工作。这项工作着眼于在代表性边缘计算设备中嵌入深度学习分类模型的性能限制和能耗足迹。特别是,案例研究中探索的数据集和重型模型是浮游植物图像,用于在早期阶段检测水产养殖中的有害藻华(HAB)。这项工作采用了一个经过浮游植物分类训练的深度学习模型,并将其部署在边缘。嵌入式模型以基本形式与优化选项一起部署,并提交给一系列系统压力实验。性能和功耗分析有助于了解系统限制及其对微观级图像分类任务的影响。
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引用次数: 0
Detecting and Measuring the Polarization Effects of Adversarial Botnets on Twitter Twitter上对抗性僵尸网络极化效应的检测和测量
IF 1 Q4 COMPUTER SCIENCE, INFORMATION SYSTEMS Pub Date : 2023-03-27 DOI: 10.1145/3555776.3577730
Yeonjung Lee, M. Ozer, S. Corman, H. Davulcu
In this paper we use a Twitter dataset collected between December 8, 2021 and February 18, 2022 towards the 2022 Russian invasion of Ukraine to design a data processing pipeline featuring a high accuracy Graph Convolutional Network (GCN) based political camp classifier, a botnet detection algorithm and a robust measure of botnet effects. Our experiments reveal that while the pro-Russian botnet contributes significantly to network polarization, the pro-Ukrainian botnet contributes with moderating effects. In order to understand the factors leading to different effects, we analyze the interactions between the botnets and the barrier-crossing vs. barrier-bound users on their own camps. We observe that, where as the pro-Russian botnet amplifies barrier-bound partisan users on their own camp majority of the time, the pro-Ukrainian botnet amplifies barrier-crossing users on their own camp alongside themselves majority of the time.
在本文中,我们使用2021年12月8日至2022年2月18日期间收集的Twitter数据集,针对2022年俄罗斯入侵乌克兰设计了一个数据处理管道,该管道具有基于高精度图卷积网络(GCN)的政治阵营分类器,僵尸网络检测算法和僵尸网络效应的鲁棒度量。我们的实验表明,亲俄僵尸网络对网络极化有显著贡献,而亲乌克兰僵尸网络对网络极化有调节作用。为了了解导致不同影响的因素,我们分析了僵尸网络与跨越障碍的用户与自己阵营中的障碍限制用户之间的相互作用。我们观察到,亲俄罗斯的僵尸网络在大多数时候放大了自己阵营中跨越障碍的党派用户,亲乌克兰的僵尸网络在大多数时候放大了自己阵营中跨越障碍的用户。
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引用次数: 0
G-HIN2Vec: Distributed heterogeneous graph representations for cardholder transactions G-HIN2Vec:持卡人交易的分布式异构图形表示
IF 1 Q4 COMPUTER SCIENCE, INFORMATION SYSTEMS Pub Date : 2023-03-27 DOI: 10.1145/3555776.3577740
Farouk Damoun, H. Seba, Jean Hilger, R. State
Graph related tasks, such as graph classification and clustering, have been substantially improved with the advent of graph neural networks (GNNs). However, existing graph embedding models focus on homogeneous graphs that ignore the heterogeneity of the graphs. Therefore, using homogeneous graph embedding models on heterogeneous graphs discards the rich semantics of graphs and achieves average performance, especially by utilizing unlabeled information. However, limited work has been done on whole heterogeneous graph embedding as a supervised task. In light of this, we investigate unsupervised distributed representations learning on heterogeneous graphs and propose a novel model named G-HIN2Vec, Graph-Level Heterogeneous Information Network to Vector. Inspired by recent advances of unsupervised learning in natural language processing, G-HIN2Vec utilizes negative sampling technique as an unlabeled approach and learns graph embedding matrix from different pre-defined meta-paths. We conduct a variety of experiments on three main graph downstream applications on different socio-demographic cardholder features, graph regression, graph clustering, and graph classification, such as gender classification, age, and income prediction, which shows superior performance of our proposed GNN model on real-world financial credit card data.
随着图神经网络(gnn)的出现,与图相关的任务,如图分类和聚类,已经得到了很大的改进。然而,现有的图嵌入模型侧重于同构图,忽略了图的异质性。因此,在异构图上使用同构图嵌入模型抛弃了图的丰富语义,实现了平均性能,特别是利用了未标记的信息。然而,将全异构图嵌入作为一种监督任务进行研究的工作有限。鉴于此,我们研究了异构图上的无监督分布式表示学习,并提出了一种新的模型G-HIN2Vec(图级异构信息网络到向量)。受自然语言处理中无监督学习的最新进展的启发,G-HIN2Vec利用负采样技术作为一种无标记方法,从不同的预定义元路径中学习图嵌入矩阵。我们针对不同社会人口持卡人特征、图回归、图聚类和图分类(如性别分类、年龄和收入预测)三种主要的图下游应用进行了各种实验,结果表明我们提出的GNN模型在真实金融信用卡数据上具有优越的性能。
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引用次数: 0
Comparative Study on Fuchsia and Linux Device Driver Architecture Fuchsia与Linux设备驱动架构的比较研究
IF 1 Q4 COMPUTER SCIENCE, INFORMATION SYSTEMS Pub Date : 2023-03-27 DOI: 10.1145/3555776.3577828
Taejoon Song, Youngjin Kim
In this paper, we study device driver architectures on two different operating systems, Fuchsia and Linux. Fuchsia is a relatively new operating system developed by Google and it is based on a microkernel named Zircon, while Linux-based operating system is based on a monolithic kernel. This paper examines technical details of device driver on Fuchsia and Linux operating systems with the focus on different kernel designs. We also quantitatively evaluate the performance of device drivers on both operating systems by measuring I/O throughput in a real device.
在本文中,我们研究了Fuchsia和Linux两种不同操作系统上的设备驱动架构。Fuchsia是谷歌开发的一个相对较新的操作系统,它基于一个名为Zircon的微内核,而基于linux的操作系统是基于一个单片内核。本文研究了Fuchsia和Linux操作系统上设备驱动程序的技术细节,重点关注不同的内核设计。我们还通过测量实际设备中的I/O吞吐量来定量评估两个操作系统上设备驱动程序的性能。
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引用次数: 0
CEM: an Ontology for Crime Events in Newspaper Articles 报纸文章中犯罪事件的本体
IF 1 Q4 COMPUTER SCIENCE, INFORMATION SYSTEMS Pub Date : 2023-03-27 DOI: 10.1145/3555776.3577862
Federica Rollo, Laura Po, Alessandro Castellucci
The adoption of semantic technologies for the representation of crime events can help law enforcement agencies (LEAs) in crime prevention and investigation. Moreover, online newspapers and social networks are valuable sources for crime intelligence gathering. In this paper, we propose a new lightweight ontology to model crime events as they are usually described in online news articles. The Crime Event Model (CEM) can integrate specific data about crimes, i.e., where and when they occurred, who is involved (author, victim, and other subjects involved), which is the reason for the occurrence, and details about the source of information (e.g., the news article). Extracting structured data from multiple online sources and interconnecting them in a Knowledge Graph using CEM allow events relationships extraction, patterns and trends identification, and event recommendation. The CEM ontology is available at https://w3id.org/CEMontology.
采用语义技术表示犯罪事件可以帮助执法机构预防和调查犯罪。此外,在线报纸和社交网络是收集犯罪情报的宝贵来源。在本文中,我们提出了一种新的轻量级本体来建模犯罪事件,因为它们通常在在线新闻文章中描述。犯罪事件模型(CEM)可以集成有关犯罪的具体数据,即,犯罪发生的地点和时间,涉及的对象(作者、受害者和涉及的其他主体),发生的原因,以及有关信息来源的详细信息(例如,新闻文章)。从多个在线资源中提取结构化数据,并使用CEM将它们连接到知识图中,从而可以提取事件关系、识别模式和趋势以及推荐事件。CEM本体可在https://w3id.org/CEMontology上获得。
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引用次数: 1
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Applied Computing Review
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