Learning the Market: Sentiment-Based Ensemble Trading Agents

We propose the integration of sentiment analysis and deep-reinforcement learning ensemble algorithms for stock trading, and design a strategy capable of dynamically altering its employed agent given concurrent market sentiment. In particular, we create a simple-yet-effective method for extracting news sentiment and combine this with general improvements upon existing works, resulting in automated trading agents that effectively consider both qualitative market factors and quantitative stock data. We show that our approach results in a strategy that is profitable, robust, and risk-minimal -- outperforming the traditional ensemble strategy as well as single agent algorithms and market metrics. Our findings determine that the conventional practice of switching ensemble agents every fixed-number of months is sub-optimal, and that a dynamic sentiment-based framework greatly unlocks additional performance within these agents. Furthermore, as we have designed our algorithm with simplicity and efficiency in mind, we hypothesize that the transition of our method from historical evaluation towards real-time trading with live data should be relatively simple.

From GPT-4 to Gemini and Beyond: Assessing the Landscape of MLLMs on Generalizability, Trustworthiness and Causality through Four Modalities

Multi-modal Large Language Models (MLLMs) have shown impressive abilities in generating reasonable responses with respect to multi-modal contents. However, there is still a wide gap between the performance of recent MLLM-based applications and the expectation of the broad public, even though the most powerful OpenAI's GPT-4 and Google's Gemini have been deployed. This paper strives to enhance understanding of the gap through the lens of a qualitative study on the generalizability, trustworthiness, and causal reasoning capabilities of recent proprietary and open-source MLLMs across four modalities: ie, text, code, image, and video, ultimately aiming to improve the transparency of MLLMs. We believe these properties are several representative factors that define the reliability of MLLMs, in supporting various downstream applications. To be specific, we evaluate the closed-source GPT-4 and Gemini and 6 open-source LLMs and MLLMs. Overall we evaluate 230 manually designed cases, where the qualitative results are then summarized into 12 scores (ie, 4 modalities times 3 properties). In total, we uncover 14 empirical findings that are useful to understand the capabilities and limitations of both proprietary and open-source MLLMs, towards more reliable downstream multi-modal applications.

Explaining Time Series via Contrastive and Locally Sparse Perturbations

Explaining multivariate time series is a compound challenge, as it requires identifying important locations in the time series and matching complex temporal patterns. Although previous saliency-based methods addressed the challenges, their perturbation may not alleviate the distribution shift issue, which is inevitable especially in heterogeneous samples. We present ContraLSP, a locally sparse model that introduces counterfactual samples to build uninformative perturbations but keeps distribution using contrastive learning. Furthermore, we incorporate sample-specific sparse gates to generate more binary-skewed and smooth masks, which easily integrate temporal trends and select the salient features parsimoniously. Empirical studies on both synthetic and real-world datasets show that ContraLSP outperforms state-of-the-art models, demonstrating a substantial improvement in explanation quality for time series data. The source code is available at \url{https://github.com/zichuan-liu/ContraLSP}.

One for All: Toward Unified Foundation Models for Earth Vision

Foundation models characterized by extensive parameters and trained on large-scale datasets have demonstrated remarkable efficacy across various downstream tasks for remote sensing data. Current remote sensing foundation models typically specialize in a single modality or a specific spatial resolution range, limiting their versatility for downstream datasets. While there have been attempts to develop multi-modal remote sensing foundation models, they typically employ separate vision encoders for each modality or spatial resolution, necessitating a switch in backbones contingent upon the input data. To address this issue, we introduce a simple yet effective method, termed OFA-Net (One-For-All Network): employing a single, shared Transformer backbone for multiple data modalities with different spatial resolutions. Using the masked image modeling mechanism, we pre-train a single Transformer backbone on a curated multi-modal dataset with this simple design. Then the backbone model can be used in different downstream tasks, thus forging a path towards a unified foundation backbone model in Earth vision. The proposed method is evaluated on 12 distinct downstream tasks and demonstrates promising performance.

HiMTM: Hierarchical Multi-Scale Masked Time Series Modeling for Long-Term Forecasting

Time series forecasting is crucial and challenging in the real world. The recent surge in interest regarding time series foundation models, which cater to a diverse array of downstream tasks, is noteworthy. However, existing methods often overlook the multi-scale nature of time series, an aspect crucial for precise forecasting. To bridge this gap, we propose HiMTM, a hierarchical multi-scale masked time series modeling method designed for long-term forecasting. Specifically, it comprises four integral components: (1) hierarchical multi-scale transformer (HMT) to capture temporal information at different scales; (2) decoupled encoder-decoder (DED) forces the encoder to focus on feature extraction, while the decoder to focus on pretext tasks; (3) multi-scale masked reconstruction (MMR) provides multi-stage supervision signals for pre-training; (4) cross-scale attention fine-tuning (CSA-FT) to capture dependencies between different scales for forecasting. Collectively, these components enhance multi-scale feature extraction capabilities in masked time series modeling and contribute to improved prediction accuracy. We conduct extensive experiments on 7 mainstream datasets to prove that HiMTM has obvious advantages over contemporary self-supervised and end-to-end learning methods. The effectiveness of HiMTM is further showcased by its application in the industry of natural gas demand forecasting.

Seamless and multi-resolution energy forecasting

Energy forecasting is pivotal in energy systems, by providing fundamentals for operation, with different horizons and resolutions. Though energy forecasting has been widely studied for capturing temporal information, very few works concentrate on the frequency information provided by forecasts. They are consequently often limited to single-resolution applications (e.g., hourly). Here, we propose a unified energy forecasting framework based on Laplace transform in the multi-resolution context. The forecasts can be seamlessly produced at different desired resolutions without re-training or post-processing. Case studies on both energy demand and supply data show that the forecasts from our proposed method can provide accurate information in both time and frequency domains. Across the resolutions, the forecasts also demonstrate high consistency. More importantly, we explore the operational effects of our produced forecasts in the day-ahead and intra-day energy scheduling. The relationship between (i) errors in both time and frequency domains and (ii) operational value of the forecasts is analysed. Significant operational benefits are obtained.

RimSet: Quantitatively Identifying and Characterizing Chronic Active Multiple Sclerosis Lesion on Quantitative Susceptibility Maps

Background: Rim+ lesions in multiple sclerosis (MS), detectable via Quantitative Susceptibility Mapping (QSM), correlate with increased disability. Existing literature lacks quantitative analysis of these lesions. We introduce RimSet for quantitative identification and characterization of rim+ lesions on QSM. Methods: RimSet combines RimSeg, an unsupervised segmentation method using level-set methodology, and radiomic measurements with Local Binary Pattern texture descriptors. We validated RimSet using simulated QSM images and an in vivo dataset of 172 MS subjects with 177 rim+ and 3986 rim-lesions. Results: RimSeg achieved a 78.7% Dice score against the ground truth, with challenges in partial rim lesions. RimSet detected rim+ lesions with a partial ROC AUC of 0.808 and PR AUC of 0.737, surpassing existing methods. QSMRim-Net showed the lowest mean square error (0.85) and high correlation (0.91; 95% CI: 0.88, 0.93) with expert annotations at the subject level.

Enabling Mammography with Co-Robotic Ultrasound

Ultrasound (US) imaging is a vital adjunct to mammography in breast cancer screening and diagnosis, but its reliance on hand-held transducers often lacks repeatability and heavily depends on sonographers' skills. Integrating US systems from different vendors further complicates clinical standards and workflows. This research introduces a co-robotic US platform for repeatable, accurate, and vendor-independent breast US image acquisition. The platform can autonomously perform 3D volume scans or swiftly acquire real-time 2D images of suspicious lesions. Utilizing a Universal Robot UR5 with an RGB camera, a force sensor, and an L7-4 linear array transducer, the system achieves autonomous navigation, motion control, and image acquisition. The calibrations, including camera-mammogram, robot-camera, and robot-US, were rigorously conducted and validated. Governed by a PID force control, the robot-held transducer maintains a constant contact force with the compression plate during the scan for safety and patient comfort. The framework was validated on a lesion-mimicking phantom. Our results indicate that the developed co-robotic US platform promises to enhance the precision and repeatability of breast cancer screening and diagnosis. Additionally, the platform offers straightforward integration into most mammographic devices to ensure vendor-independence.

Dataset Distillation via Adversarial Prediction Matching

Dataset distillation is the technique of synthesizing smaller condensed datasets from large original datasets while retaining necessary information to persist the effect. In this paper, we approach the dataset distillation problem from a novel perspective: we regard minimizing the prediction discrepancy on the real data distribution between models, which are respectively trained on the large original dataset and on the small distilled dataset, as a conduit for condensing information from the raw data into the distilled version. An adversarial framework is proposed to solve the problem efficiently. In contrast to existing distillation methods involving nested optimization or long-range gradient unrolling, our approach hinges on single-level optimization. This ensures the memory efficiency of our method and provides a flexible tradeoff between time and memory budgets, allowing us to distil ImageNet-1K using a minimum of only 6.5GB of GPU memory. Under the optimal tradeoff strategy, it requires only 2.5$\times$ less memory and 5$\times$ less runtime compared to the state-of-the-art. Empirically, our method can produce synthetic datasets just 10% the size of the original, yet achieve, on average, 94% of the test accuracy of models trained on the full original datasets including ImageNet-1K, significantly surpassing state-of-the-art. Additionally, extensive tests reveal that our distilled datasets excel in cross-architecture generalization capabilities.

DGNet: Dynamic Gradient-guided Network with Noise Suppression for Underwater Image Enhancement

Underwater image enhancement (UIE) is a challenging task due to the complex degradation caused by underwater environments. To solve this issue, previous methods often idealize the degradation process, and neglect the impact of medium noise and object motion on the distribution of image features, limiting the generalization and adaptability of the model. Previous methods use the reference gradient that is constructed from original images and synthetic ground-truth images. This may cause the network performance to be influenced by some low-quality training data. Our approach utilizes predicted images to dynamically update pseudo-labels, adding a dynamic gradient to optimize the network's gradient space. This process improves image quality and avoids local optima. Moreover, we propose a Feature Restoration and Reconstruction module (FRR) based on a Channel Combination Inference (CCI) strategy and a Frequency Domain Smoothing module (FRS). These modules decouple other degradation features while reducing the impact of various types of noise on network performance. Experiments on multiple public datasets demonstrate the superiority of our method over existing state-of-the-art approaches, especially in achieving performance milestones: PSNR of 25.6dB and SSIM of 0.93 on the UIEB dataset. Its efficiency in terms of parameter size and inference time further attests to its broad practicality. The code will be made publicly available.