This paper introduced key aspects of applying Machine Learning (ML) models, improved trading strategies, and the Quasi-Reversibility Method (QRM) to optimize stock option forecasting and trading results. It presented the findings of the follow-up project of the research "Application of Convolutional Neural Networks with Quasi-Reversibility Method Results for Option Forecasting". First, the project included an application of Recurrent Neural Networks (RNN) and Long Short-Term Memory (LSTM) networks to provide a novel way of predicting stock option trends. Additionally, it examined the dependence of the ML models by evaluating the experimental method of combining multiple ML models to improve prediction results and decision-making. Lastly, two improved trading strategies and simulated investing results were presented. The Binomial Asset Pricing Model with discrete time stochastic process analysis and portfolio hedging was applied and suggested an optimized investment expectation. These results can be utilized in real-life trading strategies to optimize stock option investment results based on historical data.
Practical dialog systems need to deal with various knowledge sources, noisy user expressions, and the shortage of annotated data. To better solve the above problems, we propose CGoDial, new challenging and comprehensive Chinese benchmark for multi-domain Goal-oriented Dialog evaluation. It contains 96,763 dialog sessions and 574,949 dialog turns totally, covering three datasets with different knowledge sources: 1) a slot-based dialog (SBD) dataset with table-formed knowledge, 2) a flow-based dialog (FBD) dataset with tree-formed knowledge, and a retrieval-based dialog (RBD) dataset with candidate-formed knowledge. To bridge the gap between academic benchmarks and spoken dialog scenarios, we either collect data from real conversations or add spoken features to existing datasets via crowd-sourcing. The proposed experimental settings include the combinations of training with either the entire training set or a few-shot training set, and testing with either the standard test set or a hard test subset, which can assess model capabilities in terms of general prediction, fast adaptability and reliable robustness.
Deep learning-based autoencoder has shown considerable potential in channel state information (CSI) feedback. However, the excellent feedback performance achieved by autoencoder is at the expense of a high computational complexity. In this paper, a knowledge distillation-based neural network lightweight strategy is introduced to deep learning-based CSI feedback to reduce the computational requirement. The key idea is to transfer the dark knowledge learned by a complicated teacher network to a lightweight student network, thereby improving the performance of the student network. First, an autoencoder distillation method is proposed by forcing the student autoencoder to mimic the output of the teacher autoencoder. Then, given the more limited computational power at the user equipment, an encoder distillation method is proposed where distillation is only performed to student encoder at the user equipment and the teacher decoder is directly used at the base stataion. The numerical simulation results show that the performance of student autoencoder can be considerably improved after knowledge distillation and encoder distillation can further improve the feedback performance and reduce the complexity.
This paper presents a methodology for combining programming and mathematics to optimize elevator wait times. Based on simulated user data generated according to the canonical three-peak model of elevator traffic, we first develop a naive model from an intuitive understanding of the logic behind elevators. We take into consideration a general array of features including capacity, acceleration, and maximum wait time thresholds to adequately model realistic circumstances. Using the same evaluation framework, we proceed to develop a Deep Q Learning model in an attempt to match the hard-coded naive approach for elevator control. Throughout the majority of the paper, we work under a Markov Decision Process (MDP) schema, but later explore how the assumption fails to characterize the highly stochastic overall Elevator Group Control System (EGCS).
Pre-training methods with contrastive learning objectives have shown remarkable success in dialog understanding tasks. However, current contrastive learning solely considers the self-augmented dialog samples as positive samples and treats all other dialog samples as negative ones, which enforces dissimilar representations even for dialogs that are semantically related. In this paper, we propose SPACE-2, a tree-structured pre-trained conversation model, which learns dialog representations from limited labeled dialogs and large-scale unlabeled dialog corpora via semi-supervised contrastive pre-training. Concretely, we first define a general semantic tree structure (STS) to unify the inconsistent annotation schema across different dialog datasets, so that the rich structural information stored in all labeled data can be exploited. Then we propose a novel multi-view score function to increase the relevance of all possible dialogs that share similar STSs and only push away other completely different dialogs during supervised contrastive pre-training. To fully exploit unlabeled dialogs, a basic self-supervised contrastive loss is also added to refine the learned representations. Experiments show that our method can achieve new state-of-the-art results on the DialoGLUE benchmark consisting of seven datasets and four popular dialog understanding tasks. For reproducibility, we release the code and data at https://github.com/AlibabaResearch/DAMO-ConvAI/tree/main/space-2.
This paper presents a novel way to apply mathematical finance and machine learning (ML) to forecast stock options prices. Following results from the paper Quasi-Reversibility Method and Neural Network Machine Learning to Solution of Black-Scholes Equations (appeared on the AMS Contemporary Mathematics journal), we create and evaluate new empirical mathematical models for the Black-Scholes equation to analyze data for 92,846 companies. We solve the Black-Scholes (BS) equation forwards in time as an ill-posed inverse problem, using the Quasi-Reversibility Method (QRM), to predict option price for the future one day. For each company, we have 13 elements including stock and option daily prices, volatility, minimizer, etc. Because the market is so complicated that there exists no perfect model, we apply ML to train algorithms to make the best prediction. The current stage of research combines QRM with Convolutional Neural Networks (CNN), which learn information across a large number of data points simultaneously. We implement CNN to generate new results by validating and testing on sample market data. We test different ways of applying CNN and compare our CNN models with previous models to see if achieving a higher profit rate is possible.
Large-scale pretrained foundation models have been an emerging paradigm for building artificial intelligence (AI) systems, which can be quickly adapted to a wide range of downstream tasks. This paper presents mPLUG, a new vision-language foundation model for both cross-modal understanding and generation. Most existing pre-trained models suffer from the problems of low computational efficiency and information asymmetry brought by the long visual sequence in cross-modal alignment. To address these problems, mPLUG introduces an effective and efficient vision-language architecture with novel cross-modal skip-connections, which creates inter-layer shortcuts that skip a certain number of layers for time-consuming full self-attention on the vision side. mPLUG is pre-trained end-to-end on large-scale image-text pairs with both discriminative and generative objectives. It achieves state-of-the-art results on a wide range of vision-language downstream tasks, such as image captioning, image-text retrieval, visual grounding and visual question answering. mPLUG also demonstrates strong zero-shot transferability when directly transferred to multiple video-language tasks.
Pre-trained models have proved to be powerful in enhancing task-oriented dialog systems. However, current pre-training methods mainly focus on enhancing dialog understanding and generation tasks while neglecting the exploitation of dialog policy. In this paper, we propose GALAXY, a novel pre-trained dialog model that explicitly learns dialog policy from limited labeled dialogs and large-scale unlabeled dialog corpora via semi-supervised learning. Specifically, we introduce a dialog act prediction task for policy optimization during pre-training and employ a consistency regularization term to refine the learned representation with the help of unlabeled dialogs. We also implement a gating mechanism to weigh suitable unlabeled dialog samples. Empirical results show that GALAXY substantially improves the performance of task-oriented dialog systems, and achieves new state-of-the-art results on benchmark datasets: In-Car, MultiWOZ2.0 and MultiWOZ2.1, improving their end-to-end combined scores by 2.5, 5.3 and 5.5 points, respectively. We also show that GALAXY has a stronger few-shot ability than existing models under various low-resource settings.