Forex Trading Volatility Prediction using NeuralNetwork Models

In this paper, we investigate the problem of predicting the future volatility of Forex currency pairs using the deep learning techniques. We show step-by-step how to construct the deep-learning network by the guidance of the empirical patterns of the intra-day volatility. The numerical results show that the multiscale Long Short-Term Memory (LSTM) model with the input of multi-currency pairs consistently achieves the state-of-the-art accuracy compared with both the conventional baselines, i.e. autoregressive and GARCH model, and the other deep learning models.

Attribute-specific Control Units in StyleGAN for Fine-grained Image Manipulation

Image manipulation with StyleGAN has been an increasing concern in recent years.Recent works have achieved tremendous success in analyzing several semantic latent spaces to edit the attributes of the generated images.However, due to the limited semantic and spatial manipulation precision in these latent spaces, the existing endeavors are defeated in fine-grained StyleGAN image manipulation, i.e., local attribute translation.To address this issue, we discover attribute-specific control units, which consist of multiple channels of feature maps and modulation styles. Specifically, we collaboratively manipulate the modulation style channels and feature maps in control units rather than individual ones to obtain the semantic and spatial disentangled controls. Furthermore, we propose a simple yet effective method to detect the attribute-specific control units. We move the modulation style along a specific sparse direction vector and replace the filter-wise styles used to compute the feature maps to manipulate these control units. We evaluate our proposed method in various face attribute manipulation tasks. Extensive qualitative and quantitative results demonstrate that our proposed method performs favorably against the state-of-the-art methods. The manipulation results of real images further show the effectiveness of our method.

A novel multiobjective evolutionary algorithm based on decomposition and multi-reference points strategy

Many real-world optimization problems such as engineering design can be eventually modeled as the corresponding multiobjective optimization problems (MOPs) which must be solved to obtain approximate Pareto optimal fronts. Multiobjective evolutionary algorithm based on decomposition (MOEA/D) has been regarded as a significantly promising approach for solving MOPs. Recent studies have shown that MOEA/D with uniform weight vectors is well-suited to MOPs with regular Pareto optimal fronts, but its performance in terms of diversity usually deteriorates when solving MOPs with irregular Pareto optimal fronts. In this way, the solution set obtained by the algorithm can not provide more reasonable choices for decision makers. In order to efficiently overcome this drawback, we propose an improved MOEA/D algorithm by virtue of the well-known Pascoletti-Serafini scalarization method and a new strategy of multi-reference points. Specifically, this strategy consists of the setting and adaptation of reference points generated by the techniques of equidistant partition and projection. For performance assessment, the proposed algorithm is compared with existing four state-of-the-art multiobjective evolutionary algorithms on benchmark test problems with various types of Pareto optimal fronts. According to the experimental results, the proposed algorithm exhibits better diversity performance than that of the other compared algorithms. Finally, our algorithm is applied to two real-world MOPs in engineering optimization successfully.

A novel decompostion-based multiobjective evolutionary algorithm with an application to engineering optimal design problems

Many real-world optimization problems such as engineering optimal design can be eventually modeled as the corresponding multiobjective optimization problems (MOPs) which must be solved to obtain approximate Pareto optimal fronts. Multiobjective evolutionary algorithm based on decomposition (MOEA/D) has been regarded as a significantly promising approach for solving MOPs. Recent studies have shown that MOEA/D with uniform weight vectors is well-suited to MOPs with regular Pareto optimal fronts, but its performance in terms of diversity usually deteriorates when solving MOPs with irregular Pareto optimal fronts. In this way, the solution set obtained by the algorithm can not provide more reasonable choices for decision makers. In order to efficiently overcome this drawback, we propose an improved MOEA/D algorithm by virtue of the well-known Pascoletti-Serafini scalarization method and a new strategy of multi-reference points. Specifically, this strategy consists of the setting and adaptation of reference points generated by the techniques of equidistant partition and projection. For performance assessment, the proposed algorithm is compared with existing four state-of-the-art multiobjective evolutionary algorithms on both benchmark test problems with various types of Pareto optimal fronts and two real-world MOPs including the hatch cover design and the rocket injector design in engineering optimization. According to the experimental results, the proposed algorithm exhibits better diversity performance than that of the other compared algorithms.

Adaptive Multi-layer Contrastive Graph Neural Networks

We present Adaptive Multi-layer Contrastive Graph Neural Networks (AMC-GNN), a self-supervised learning framework for Graph Neural Network, which learns feature representations of sample data without data labels. AMC-GNN generates two graph views by data augmentation and compares different layers' output embeddings of Graph Neural Network encoders to obtain feature representations, which could be used for downstream tasks. AMC-GNN could learn the importance weights of embeddings in different layers adaptively through the attention mechanism, and an auxiliary encoder is introduced to train graph contrastive encoders better. The accuracy is improved by maximizing the representation's consistency of positive pairs in the early layers and the final embedding space. Our experiments show that the results can be consistently improved by using the AMC-GNN framework, across four established graph benchmarks: Cora, Citeseer, Pubmed, DBLP citation network datasets, as well as four newly proposed datasets: Co-author-CS, Co-author-Physics, Amazon-Computers, Amazon-Photo.

Indoor Localization Using Smartphone Magnetic with Multi-Scale TCN and LSTM

A novel multi-scale temporal convolutional network (TCN) and long short-term memory network (LSTM) based magnetic localization approach is proposed. To enhance the discernibility of geomagnetic signals, the time-series preprocessing approach is constructed at first. Next, the TCN is invoked to expand the feature dimensions on the basis of keeping the time-series characteristics of LSTM model. Then, a multi-scale time-series layer is constructed with multiple TCNs of different dilation factors to address the problem of inconsistent time-series speed between localization model and mobile users. A stacking framework of multi-scale TCN and LSTM is eventually proposed for indoor magnetic localization. Experiment results demonstrate the effectiveness of the proposed algorithm in indoor localization.

Content-Aware Convolutional Neural Networks

Convolutional Neural Networks (CNNs) have achieved great success due to the powerful feature learning ability of convolution layers. Specifically, the standard convolution traverses the input images/features using a sliding window scheme to extract features. However, not all the windows contribute equally to the prediction results of CNNs. In practice, the convolutional operation on some of the windows (e.g., smooth windows that contain very similar pixels) can be very redundant and may introduce noises into the computation. Such redundancy may not only deteriorate the performance but also incur the unnecessary computational cost. Thus, it is important to reduce the computational redundancy of convolution to improve the performance. To this end, we propose a Content-aware Convolution (CAC) that automatically detects the smooth windows and applies a 1x1 convolutional kernel to replace the original large kernel. In this sense, we are able to effectively avoid the redundant computation on similar pixels. By replacing the standard convolution in CNNs with our CAC, the resultant models yield significantly better performance and lower computational cost than the baseline models with the standard convolution. More critically, we are able to dynamically allocate suitable computation resources according to the data smoothness of different images, making it possible for content-aware computation. Extensive experiments on various computer vision tasks demonstrate the superiority of our method over existing methods.