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Neural Network–Based Financial Volatility Forecasting: A Systematic Review 基于神经网络的金融波动预测:系统综述
Pub Date : 2022-01-17 DOI: 10.1145/3483596
Wenbo Ge, Pooia Lalbakhsh, L. Isai, Artem Lenskiy, H. Suominen
Volatility forecasting is an important aspect of finance as it dictates many decisions of market players. A snapshot of state-of-the-art neural network–based financial volatility forecasting was generated by examining 35 studies, published after 2015. Several issues were identified, such as the inability for easy and meaningful comparisons, and the large gap between modern machine learning models and those applied to volatility forecasting. A shared task was proposed to evaluate state-of-the-art models, and several promising ways to bridge the gap were suggested. Finally, adequate background was provided to serve as an introduction to the field of neural network volatility forecasting.
波动率预测是金融的一个重要方面,因为它决定了市场参与者的许多决策。通过研究2015年以后发表的35项研究,得出了最先进的基于神经网络的金融波动预测的快照。研究发现了几个问题,例如无法进行简单而有意义的比较,以及现代机器学习模型与应用于波动率预测的模型之间的巨大差距。提出了一项共同的任务来评估最先进的模型,并提出了几种有希望弥合差距的方法。最后,提供了足够的背景,作为神经网络波动率预测领域的介绍。
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引用次数: 14
Software Visualizations to Analyze Memory Consumption: A Literature Review 分析内存消耗的软件可视化:文献综述
Pub Date : 2022-01-17 DOI: 10.1145/3485134
Alison Fernandez Blanco, Alexandre Bergel, Juan Pablo Sandoval Alcocer
Understanding and optimizing memory usage of software applications is a difficult task, usually involving the analysis of large amounts of memory-related complex data. Over the years, numerous software visualizations have been proposed to help developers analyze the memory usage information of their programs. This article reports a systematic literature review of published works centered on software visualizations for analyzing the memory consumption of programs. We have systematically selected 46 articles and categorized them based on the tasks supported, data collected, visualization techniques, evaluations conducted, and prototype availability. As a result, we introduce a taxonomy based on these five dimensions to identify the main challenges of visualizing memory consumption and opportunities for improvement. Despite the effort to evaluate visualizations, we also find that most articles lack evidence regarding how these visualizations perform in practice. We also highlight that few articles are available for developers willing to adopt a visualization for memory consumption analysis. Additionally, we describe a number of research areas that are worth exploring.
理解和优化软件应用程序的内存使用是一项艰巨的任务,通常涉及分析大量与内存相关的复杂数据。多年来,已经提出了许多软件可视化来帮助开发人员分析其程序的内存使用信息。本文系统地回顾了已发表的关于软件可视化分析程序内存消耗的著作。我们系统地选择了46篇文章,并根据支持的任务、收集的数据、可视化技术、进行的评估和原型可用性对它们进行了分类。因此,我们引入基于这五个维度的分类法,以确定可视化内存消耗的主要挑战和改进机会。尽管努力评估可视化,我们也发现大多数文章缺乏关于这些可视化如何在实践中执行的证据。我们还强调,很少有文章可供愿意采用可视化内存消耗分析的开发人员使用。此外,我们描述了一些值得探索的研究领域。
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引用次数: 4
Carpooling in Connected and Autonomous Vehicles: Current Solutions and Future Directions 联网和自动驾驶汽车中的拼车:当前解决方案和未来方向
Pub Date : 2022-01-14 DOI: 10.1145/3501295
Farkhanda Zafar, Hasan Ali Khattak, M. Aloqaily, Rasheed Hussain
Owing to the advancements in communication and computation technologies, the dream of commercialized connected and autonomous cars is becoming a reality. However, among other challenges such as environmental pollution, cost, maintenance, security, and privacy, the ownership of vehicles (especially for Autonomous Vehicles) is the major obstacle in the realization of this technology at the commercial level. Furthermore, the business model of pay-as-you-go type services further attracts the consumer, because there is no need for upfront investment. In this vein, the idea of car-sharing (aka carpooling) is getting ground due to, at least in part, its simplicity, cost-effectiveness, and affordable choice of transportation. Carpooling systems are still in their infancy and face challenges such as scheduling, matching passengers interests, business model, security, privacy, and communication. To date, a plethora of research work has already been done covering different aspects of carpooling services (ranging from applications to communication and technologies); however, there is still a lack of a holistic, comprehensive survey that can be a one-stop-shop for the researchers in this area to (i) find all the relevant information and (ii) identify the future research directions. To fill these research challenges, this article provides a comprehensive survey on carpooling in autonomous and connected vehicles and covers architecture, components, and solutions, including scheduling, matching, mobility, pricing models of carpooling. We also discuss the current challenges in carpooling and identify future research directions. This survey is aimed to spur further discussion among the research community for the effective realization of carpooling.
由于通信和计算技术的进步,商用化互联汽车和自动驾驶汽车的梦想正在成为现实。然而,在环境污染、成本、维护、安全和隐私等其他挑战中,车辆(特别是自动驾驶汽车)的所有权是该技术在商业层面实现的主要障碍。此外,即付即用型服务的商业模式进一步吸引了消费者,因为不需要预先投资。在这种情况下,汽车共享(又名拼车)的想法正在兴起,至少在一定程度上是因为它的简单、成本效益和负担得起的交通选择。拼车系统仍处于起步阶段,面临着调度、匹配乘客兴趣、商业模式、安全、隐私和沟通等挑战。迄今为止,已经完成了大量的研究工作,涵盖了拼车服务的不同方面(从应用到通信和技术);然而,目前还缺乏一个整体的、全面的调查,可以为这一领域的研究人员提供一站式的服务,以(i)找到所有相关信息,(ii)确定未来的研究方向。为了应对这些研究挑战,本文对自动驾驶和互联汽车中的拼车进行了全面调查,涵盖了拼车的架构、组件和解决方案,包括调度、匹配、移动性和定价模型。我们还讨论了当前拼车面临的挑战,并确定了未来的研究方向。这项调查旨在促进研究界对有效实现拼车的进一步讨论。
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引用次数: 22
Cognition in Software Engineering: A Taxonomy and Survey of a Half-Century of Research 软件工程中的认知:半个世纪研究的分类和综述
Pub Date : 2022-01-14 DOI: 10.1145/3508359
Fabian Fagerholm, M. Felderer, D. Fucci, M. Unterkalmsteiner, Bogdan Marculescu, Markus Martini, Lars Göran Wallgren Tengberg, R. Feldt, Bettina Lehtela, Bal'azs Nagyv'aradi, Jehan Khattak
Cognition plays a fundamental role in most software engineering activities. This article provides a taxonomy of cognitive concepts and a survey of the literature since the beginning of the Software Engineering discipline. The taxonomy comprises the top-level concepts of perception, attention, memory, cognitive load, reasoning, cognitive biases, knowledge, social cognition, cognitive control, and errors, and procedures to assess them both qualitatively and quantitatively. The taxonomy provides a useful tool to filter existing studies, classify new studies, and support researchers in getting familiar with a (sub) area. In the literature survey, we systematically collected and analysed 311 scientific papers spanning five decades and classified them using the cognitive concepts from the taxonomy. Our analysis shows that the most developed areas of research correspond to the four life-cycle stages, software requirements, design, construction, and maintenance. Most research is quantitative and focuses on knowledge, cognitive load, memory, and reasoning. Overall, the state of the art appears fragmented when viewed from the perspective of cognition. There is a lack of use of cognitive concepts that would represent a coherent picture of the cognitive processes active in specific tasks. Accordingly, we discuss the research gap in each cognitive concept and provide recommendations for future research.
认知在大多数软件工程活动中起着基本的作用。这篇文章提供了一个认知概念的分类,并概述了自软件工程学科开始以来的文献。该分类法包括知觉、注意、记忆、认知负荷、推理、认知偏差、知识、社会认知、认知控制和错误等顶层概念,以及定性和定量评估这些概念的程序。分类法提供了一个有用的工具来过滤现有的研究,对新的研究进行分类,并支持研究人员熟悉一个(子)领域。在文献调查中,我们系统地收集和分析了近50年来311篇科学论文,并使用分类学中的认知概念对它们进行了分类。我们的分析表明,最发达的研究领域对应于四个生命周期阶段:软件需求、设计、构建和维护。大多数研究都是定量的,关注知识、认知负荷、记忆和推理。总的来说,从认知的角度来看,目前的技术水平似乎是支离破碎的。缺乏对认知概念的使用,这些概念将代表在特定任务中活跃的认知过程的连贯图景。在此基础上,讨论了各个认知概念的研究空白,并对未来的研究提出了建议。
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引用次数: 11
Dynamic Testing Techniques of Non-functional Requirements in Mobile Apps: A Systematic Mapping Study 移动应用中非功能需求的动态测试技术:系统映射研究
Pub Date : 2022-01-12 DOI: 10.1145/3507903
M. C. Júnior, Domenico Amalfitano, Lina Garcés, A. R. Fasolino, S. Andrade, M. Delamaro
Context: The mobile app market is continually growing offering solutions to almost all aspects of people’s lives, e.g., healthcare, business, entertainment, as well as the stakeholders’ demand for apps that are more secure, portable, easy to use, among other non-functional requirements (NFRs). Therefore, manufacturers should guarantee that their mobile apps achieve high-quality levels. A good strategy is to include software testing and quality assurance activities during the whole life cycle of such solutions. Problem: Systematically warranting NFRs is not an easy task for any software product. Software engineers must take important decisions before adopting testing techniques and automation tools to support such endeavors. Proposal: To provide to the software engineers with a broad overview of existing dynamic techniques and automation tools for testing mobile apps regarding NFRs. Methods: We planned and conducted a Systematic Mapping Study (SMS) following well-established guidelines for executing secondary studies in software engineering. Results: We found 56 primary studies and characterized their contributions based on testing strategies, testing approaches, explored mobile platforms, and the proposed tools. Conclusions: The characterization allowed us to identify and discuss important trends and opportunities that can benefit both academics and practitioners.
背景:移动应用市场正在不断增长,为人们生活的几乎所有方面提供解决方案,例如医疗保健,商业,娱乐,以及利益相关者对更安全,便携,易于使用的应用程序的需求,以及其他非功能需求(nfr)。因此,制造商应该保证他们的移动应用达到高质量的水平。一个好的策略是在这样的解决方案的整个生命周期中包括软件测试和质量保证活动。问题:对任何软件产品来说,系统地保证nfr都不是一件容易的事。软件工程师必须在采用测试技术和自动化工具来支持这样的努力之前做出重要的决定。提案:向软件工程师提供现有动态技术和自动化工具的广泛概述,用于测试有关nfr的移动应用程序。方法:我们计划并执行了一个系统映射研究(SMS),它遵循在软件工程中执行二次研究的完善的指导方针。结果:我们发现了56项初步研究,并根据测试策略、测试方法、探索移动平台和建议的工具对它们的贡献进行了描述。结论:这些特征使我们能够识别和讨论重要的趋势和机会,这些趋势和机会可以使学术界和实践者都受益。
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引用次数: 5
Avoiding Overfitting: A Survey on Regularization Methods for Convolutional Neural Networks 避免过拟合:卷积神经网络正则化方法综述
Pub Date : 2022-01-10 DOI: 10.1145/3510413
C. F. G. Santos, J. Papa
Several image processing tasks, such as image classification and object detection, have been significantly improved using Convolutional Neural Networks (CNN). Like ResNet and EfficientNet, many architectures have achieved outstanding results in at least one dataset by the time of their creation. A critical factor in training concerns the network’s regularization, which prevents the structure from overfitting. This work analyzes several regularization methods developed in the past few years, showing significant improvements for different CNN models. The works are classified into three main areas: the first one is called “data augmentation,” where all the techniques focus on performing changes in the input data. The second, named “internal changes,” aims to describe procedures to modify the feature maps generated by the neural network or the kernels. The last one, called “label,” concerns transforming the labels of a given input. This work presents two main differences comparing to other available surveys about regularization: (i) the first concerns the papers gathered in the manuscript, which are not older than five years, and (ii) the second distinction is about reproducibility, i.e., all works referred here have their code available in public repositories or they have been directly implemented in some framework, such as TensorFlow or Torch.
一些图像处理任务,如图像分类和目标检测,已经使用卷积神经网络(CNN)得到了显着改善。像ResNet和EfficientNet一样,许多架构在创建时至少在一个数据集上取得了出色的结果。训练中的一个关键因素是网络的正则化,它可以防止结构过拟合。这项工作分析了过去几年开发的几种正则化方法,对不同的CNN模型显示了显著的改进。这些工作分为三个主要领域:第一个被称为“数据增强”,其中所有的技术都专注于对输入数据进行更改。第二种称为“内部变化”,旨在描述修改神经网络或内核生成的特征映射的过程。最后一个称为“label”,涉及转换给定输入的标签。与其他可用的关于正则化的调查相比,这项工作呈现出两个主要区别:(i)第一个涉及手稿中收集的论文,这些论文不超过五年,(ii)第二个区别是关于可重复性,即这里提到的所有作品的代码都可以在公共存储库中获得,或者它们已经直接在某些框架中实现,例如TensorFlow或Torch。
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引用次数: 55
Gait Recognition Based on Deep Learning: A Survey 基于深度学习的步态识别研究进展
Pub Date : 2022-01-10 DOI: 10.1145/3490235
Claudio Filipi Gonçalves dos Santos, Diego de Souza Oliveira, Leandro A. Passos, Rafael Gonçalves Pires, Daniel Felipe Silva Santos, Lucas Pascotti Valem, Thierry P. Moreira, Marcos Cleison S. Santana, Mateus Roder, Jo Paulo Papa, Danilo Colombo
In general, biometry-based control systems may not rely on individual expected behavior or cooperation to operate appropriately. Instead, such systems should be aware of malicious procedures for unauthorized access attempts. Some works available in the literature suggest addressing the problem through gait recognition approaches. Such methods aim at identifying human beings through intrinsic perceptible features, despite dressed clothes or accessories. Although the issue denotes a relatively long-time challenge, most of the techniques developed to handle the problem present several drawbacks related to feature extraction and low classification rates, among other issues. However, deep learning-based approaches recently emerged as a robust set of tools to deal with virtually any image and computer-vision-related problem, providing paramount results for gait recognition as well. Therefore, this work provides a surveyed compilation of recent works regarding biometric detection through gait recognition with a focus on deep learning approaches, emphasizing their benefits and exposing their weaknesses. Besides, it also presents categorized and characterized descriptions of the datasets, approaches, and architectures employed to tackle associated constraints.
一般来说,基于生物特征的控制系统可能不依赖于个人预期行为或合作来适当运行。相反,这样的系统应该意识到恶意程序的未经授权的访问尝试。文献中的一些工作建议通过步态识别方法来解决这个问题。这种方法的目的是通过内在的可感知特征来识别人,而不管穿着的衣服或配饰。虽然这个问题是一个相对长期的挑战,但大多数为处理这个问题而开发的技术都存在一些缺点,包括特征提取和低分类率等问题。然而,基于深度学习的方法最近作为一套强大的工具出现,几乎可以处理任何图像和计算机视觉相关的问题,也为步态识别提供了重要的结果。因此,这项工作提供了最近关于通过步态识别进行生物特征检测的研究汇编,重点是深度学习方法,强调它们的优点并暴露它们的弱点。此外,它还提供了用于处理相关约束的数据集、方法和体系结构的分类和特征描述。
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引用次数: 34
A Systematic Review on Data Scarcity Problem in Deep Learning: Solution and Applications 深度学习中数据稀缺问题的系统综述:解决方案与应用
Pub Date : 2022-01-06 DOI: 10.1145/3502287
Ms. Aayushi Bansal, Dr. Rewa Sharma, Dr. Mamta Kathuria
Recent advancements in deep learning architecture have increased its utility in real-life applications. Deep learning models require a large amount of data to train the model. In many application domains, there is a limited set of data available for training neural networks as collecting new data is either not feasible or requires more resources such as in marketing, computer vision, and medical science. These models require a large amount of data to avoid the problem of overfitting. One of the data space solutions to the problem of limited data is data augmentation. The purpose of this study focuses on various data augmentation techniques that can be used to further improve the accuracy of a neural network. This saves the cost and time consumption required to collect new data for the training of deep neural networks by augmenting available data. This also regularizes the model and improves its capability of generalization. The need for large datasets in different fields such as computer vision, natural language processing, security, and healthcare is also covered in this survey paper. The goal of this paper is to provide a comprehensive survey of recent advancements in data augmentation techniques and their application in various domains.
深度学习架构的最新进展增加了其在现实应用中的实用性。深度学习模型需要大量的数据来训练模型。在许多应用领域,可用于训练神经网络的数据集有限,因为收集新数据要么不可行,要么需要更多的资源,例如市场营销、计算机视觉和医学科学。这些模型需要大量的数据来避免过拟合的问题。解决数据有限问题的数据空间解决方案之一是数据增强。本研究的目的集中在各种数据增强技术,可用于进一步提高神经网络的准确性。通过增加可用数据,节省了为深度神经网络训练收集新数据所需的成本和时间。这也使模型规范化,提高了模型的泛化能力。本调查报告还涵盖了计算机视觉、自然语言处理、安全和医疗保健等不同领域对大型数据集的需求。本文的目的是对数据增强技术的最新进展及其在各个领域的应用进行全面的综述。
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引用次数: 33
Constraint Enforcement on Decision Trees: A Survey 决策树的约束执行:综述
Pub Date : 2022-01-06 DOI: 10.1145/3506734
Géraldin Nanfack, Paul Temple, Benoît Frénay
Decision trees have the particularity of being machine learning models that are visually easy to interpret and understand. Therefore, they are primarily suited for sensitive domains like medical diagnosis, where decisions need to be explainable. However, if used on complex problems, then decision trees can become large, making them hard to grasp. In addition to this aspect, when learning decision trees, it may be necessary to consider a broader class of constraints, such as the fact that two variables should not be used in a single branch of the tree. This motivates the need to enforce constraints in learning algorithms of decision trees. We propose a survey of works that attempted to solve the problem of learning decision trees under constraints. Our contributions are fourfold. First, to the best of our knowledge, this is the first survey that deals with constraints on decision trees. Second, we define a flexible taxonomy of constraints applied to decision trees and methods for their treatment in the literature. Third, we benchmark state-of-the art depth-constrained decision tree learners with respect to predictive accuracy and computational time. Fourth, we discuss potential future research directions that would be of interest for researchers who wish to conduct research in this field.
决策树具有作为机器学习模型的特殊性,它在视觉上易于解释和理解。因此,它们主要适用于医疗诊断等敏感领域,在这些领域中,决策需要解释。然而,如果用于复杂的问题,那么决策树可能会变得很大,使它们难以掌握。除了这个方面之外,在学习决策树时,可能需要考虑更广泛的约束类别,例如两个变量不应该在树的单个分支中使用。这激发了在决策树的学习算法中加强约束的需要。我们提出了一些尝试解决约束下学习决策树问题的研究成果。我们的贡献是四倍的。首先,据我们所知,这是第一个涉及决策树约束的调查。其次,我们定义了一种灵活的约束分类,适用于决策树,并在文献中对其进行了处理。第三,我们在预测精度和计算时间方面对最先进的深度约束决策树学习器进行基准测试。第四,我们讨论了希望在这一领域进行研究的研究人员感兴趣的潜在未来研究方向。
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引用次数: 15
A Survey on Differential Privacy for Unstructured Data Content 非结构化数据内容的差异隐私研究
Pub Date : 2022-01-06 DOI: 10.1145/3490237
Ying Zhao, Jinjun Chen
Huge amounts of unstructured data including image, video, audio, and text are ubiquitously generated and shared, and it is a challenge to protect sensitive personal information in them, such as human faces, voiceprints, and authorships. Differential privacy is the standard privacy protection technology that provides rigorous privacy guarantees for various data. This survey summarizes and analyzes differential privacy solutions to protect unstructured data content before it is shared with untrusted parties. These differential privacy methods obfuscate unstructured data after they are represented with vectors and then reconstruct them with obfuscated vectors. We summarize specific privacy models and mechanisms together with possible challenges in them. We also discuss their privacy guarantees against AI attacks and utility losses. Finally, we discuss several possible directions for future research.
包括图像、视频、音频和文本在内的大量非结构化数据无处不在地生成和共享,保护其中的敏感个人信息(如人脸、声纹和作者)是一项挑战。差分隐私是标准的隐私保护技术,为各种数据提供严格的隐私保障。本调查总结并分析了不同的隐私解决方案,以在非结构化数据内容与不受信任的各方共享之前保护它们。这些差分隐私方法在用向量表示非结构化数据后对其进行模糊处理,然后用模糊处理后的向量对其进行重构。我们总结了具体的隐私模型和机制,以及它们可能面临的挑战。我们还讨论了他们对人工智能攻击和效用损失的隐私保障。最后,讨论了未来研究的几个可能方向。
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引用次数: 103
期刊
ACM Computing Surveys (CSUR)
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