Search results for: Conditional Generative Adversarial Net

Authors: Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto

Abstract:

Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.

Keywords: Conditional Generative Adversarial Net, market and credit risk management, neural network, time series.

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Authors: Mahmoud Elmezain, Samar El-shinawy

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Many approaches to pattern recognition are founded on probability theory, and can be broadly characterized as either generative or discriminative according to whether or not the distribution of the image features. Generative and discriminative models have very different characteristics, as well as complementary strengths and weaknesses. In this paper, we study these models to recognize the patterns of alphabet characters (A-Z) and numbers (0-9). To handle isolated pattern, generative model as Hidden Markov Model (HMM) and discriminative models like Conditional Random Field (CRF), Hidden Conditional Random Field (HCRF) and Latent-Dynamic Conditional Random Field (LDCRF) with different number of window size are applied on extracted pattern features. The gesture recognition rate is improved initially as the window size increase, but degrades as window size increase further. Experimental results show that the LDCRF is the best in terms of results than CRF, HCRF and HMM at window size equal 4. Additionally, our results show that; an overall recognition rates are 91.52%, 95.28%, 96.94% and 98.05% for CRF, HCRF, HMM and LDCRF respectively.

Keywords: Statistical Pattern Recognition, Generative Model, Discriminative Model, Human Computer Interaction.

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Authors: Jindong Gu, Matthias Schubert, Volker Tresp

Abstract:

In many outlier detection tasks, only training data belonging to one class, i.e., the positive class, is available. The task is then to predict a new data point as belonging either to the positive class or to the negative class, in which case the data point is considered an outlier. For this task, we propose a novel corrupted Generative Adversarial Network (CorGAN). In the adversarial process of training CorGAN, the Generator generates outlier samples for the negative class, and the Discriminator is trained to distinguish the positive training data from the generated negative data. The proposed framework is evaluated using an image dataset and a real-world network intrusion dataset. Our outlier-detection method achieves state-of-the-art performance on both tasks.

Keywords: Outlier detection, generative adversary networks, semi-supervised learning.

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Authors: Jacqueline R. T. Alipo-on, Francesca I. F. Escobar, Myles J. T. Tan, Hezerul Abdul Karim, Nouar AlDahoul

Abstract:

Electrocardiogram (ECG) signal analysis and processing are crucial in the diagnosis of cardiovascular diseases which are considered as one of the leading causes of mortality worldwide. However, the traditional rule-based analysis of large volumes of ECG data is time-consuming, labor-intensive, and prone to human errors. With the advancement of the programming paradigm, algorithms such as machine learning have been increasingly used to perform an analysis on the ECG signals. In this paper, various deep learning algorithms were adapted to classify five classes of heart beat types. The dataset used in this work is the synthetic MIT-Beth Israel Hospital (MIT-BIH) Arrhythmia dataset produced from generative adversarial networks (GANs). Various deep learning models such as ResNet-50 convolutional neural network (CNN), 1-D CNN, and long short-term memory (LSTM) were evaluated and compared. ResNet-50 was found to outperform other models in terms of recall and F1 score using a five-fold average score of 98.88% and 98.87%, respectively. 1-D CNN, on the other hand, was found to have the highest average precision of 98.93%.

Keywords: Heartbeat classification, convolutional neural network, electrocardiogram signals, ECG signals, generative adversarial networks, long short-term memory, LSTM, ResNet-50.

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Authors: Hamed Alqahtani, Manolya Kavakli-Thorne

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The large pose discrepancy is one of the critical challenges in face recognition during video surveillance. Due to the entanglement of pose attributes with identity information, the conventional approaches for pose-independent representation lack in providing quality results in recognizing largely posed faces. In this paper, we propose a practical approach to disentangle the pose attribute from the identity information followed by synthesis of a face using a classifier network in latent space. The proposed approach employs a modified generative adversarial network framework consisting of an encoder-decoder structure embedded with a classifier in manifold space for carrying out factorization on the latent encoding. It can be further generalized to other face and non-face attributes for real-life video frames containing faces with significant attribute variations. Experimental results and comparison with state of the art in the field prove that the learned representation of the proposed approach synthesizes more compelling perceptual images through a combination of adversarial and classification losses.

Keywords: Video surveillance, disentanglement, face detection.

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Authors: Dimitrios Koukopoulos

Abstract:

In this work, we study the impact of dynamically changing link slowdowns on the stability properties of packetswitched networks under the Adversarial Queueing Theory framework. Especially, we consider the Adversarial, Quasi-Static Slowdown Queueing Theory model, where each link slowdown may take on values in the two-valued set of integers {1, D} with D > 1 which remain fixed for a long time, under a (w, ¤ü)-adversary. In this framework, we present an innovative systematic construction for the estimation of adversarial injection rate lower bounds, which, if exceeded, cause instability in networks that use the LIS (Longest-in- System) protocol for contention-resolution. In addition, we show that a network that uses the LIS protocol for contention-resolution may result in dropping its instability bound at injection rates ¤ü > 0 when the network size and the high slowdown D take large values. This is the best ever known instability lower bound for LIS networks.

Keywords: Network stability, quality of service, adversarial queueing theory, greedy scheduling protocols.

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Authors: Sunil Patel, Pallab Maji

Abstract:

To study the effect of adversarial attack environment must be controlled. Autonomous driving includes mainly 5 phases sense, perceive, map, plan, and drive. Autonomous vehicles sense their surrounding with the help of different sensors like cameras, radars, and lidars. Deep learning techniques are considered Blackbox and found to be vulnerable to adversarial attacks. In this research, we study the effect of the various known adversarial attacks with the help of the Unreal Engine-based, high-fidelity, real-time raytraced simulated environment. The goal of this experiment is to find out if adversarial attacks work in moving vehicles and if an unknown network may be targeted. We discovered that the existing Blackbox and Whitebox attacks have varying effects on different traffic signs. We observed that attacks that impair detection in static scenarios do not have the same effect on moving vehicles. It was found that some adversarial attacks with hardly noticeable perturbations entirely blocked the recognition of certain traffic signs. We observed that the daylight condition has a substantial impact on the model's performance by simulating the interplay of light on traffic signs. Our findings have been found to closely resemble outcomes encountered in the real world.

Keywords: Adversarial attack simulation, computer simulation, ray-traced environment, realistic simulation, unreal engine.

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Authors: Olimpia Matarazzo, Ivana Baldassarre

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The main aim of this study was to examine whether people understand indicative conditionals on the basis of syntactic factors or on the basis of subjective conditional probability. The second aim was to investigate whether the conditional probability of q given p depends on the antecedent and consequent sizes or derives from inductive processes leading to establish a link of plausible cooccurrence between events semantically or experientially associated. These competing hypotheses have been tested through a 3 x 2 x 2 x 2 mixed design involving the manipulation of four variables: type of instructions (“Consider the following statement to be true", “Read the following statement" and condition with no conditional statement); antecedent size (high/low); consequent size (high/low); statement probability (high/low). The first variable was between-subjects, the others were within-subjects. The inferences investigated were Modus Ponens and Modus Tollens. Ninety undergraduates of the Second University of Naples, without any prior knowledge of logic or conditional reasoning, participated in this study. Results suggest that people understand conditionals in a syntactic way rather than in a probabilistic way, even though the perception of the conditional probability of q given p is at least partially involved in the conditionals- comprehension. They also showed that, in presence of a conditional syllogism, inferences are not affected by the antecedent or consequent sizes. From a theoretical point of view these findings suggest that it would be inappropriate to abandon the idea that conditionals are naturally understood in a syntactic way for the idea that they are understood in a probabilistic way.

Keywords: Conditionals, conditional probability, conditional syllogism, inferential task.

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Authors: Dimitrios Koukopoulos

Abstract:

In this work, we study the impact of dynamically changing link slowdowns on the stability properties of packetswitched networks under the Adversarial Queueing Theory framework. Especially, we consider the Adversarial, Quasi-Static Slowdown Queueing Theory model, where each link slowdown may take on values in the two-valued set of integers {1, D} with D > 1 which remain fixed for a long time, under a (w, p)-adversary. In this framework, we present an innovative systematic construction for the estimation of adversarial injection rate lower bounds, which, if exceeded, cause instability in networks that use the LIS (Longest-in- System) protocol for contention-resolution. In addition, we show that a network that uses the LIS protocol for contention-resolution may result in dropping its instability bound at injection rates p > 0 when the network size and the high slowdown D take large values. This is the best ever known instability lower bound for LIS networks.

Keywords: Parallel computing, network stability, adversarial queuing theory, greedy scheduling protocols.

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Authors: Pankaj Gupta, Amit Kumar Srivastava, Nitesh Pandey

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This article explores the domain of generative design in order to enhance the development of robot designs for innovative and efficient maintenance approaches for tall buildings. This study aims to optimize the design of robotic hands by focusing on minimizing mass and volume while ensuring they can withstand the specified pressure with equal strength. The research procedure is structured and systematic. The purpose of optimization is to enhance the efficiency of the robot and reduce the manufacturing expenses. The project seeks to investigate the application of generative design in order to optimize products. Autodesk Fusion 360 offers the capability to immediately apply the generative design functionality to the solid model. The effort involved creating a solid model of the Smart Glass Cleaning Robot and optimizing one of its components, the Hand, using generative techniques. The article has thoroughly examined the designs, outcomes, and procedure. These loads serve as a benchmark for creating designs that can endure the necessary level of pressure and preserve their structural integrity. The efficacy of the generative design process is contingent upon the selection of materials, as different materials possess distinct physical attributes. The study utilizes five different materials, namely Steel, Stainless Steel, Titanium, Aluminum, and CFRP (Carbon Fiber Reinforced Polymer), in order to investigate a range of design possibilities.

Keywords: Generative design, mass and volume optimization, material strength analysis, generative design, smart glass cleaning robot.

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Authors: R.Sukesh Kumar, Abhisek Verma, Jasprit Singh

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In this work a novel approach for color image segmentation using higher order entropy as a textural feature for determination of thresholds over a two dimensional image histogram is discussed. A similar approach is applied to achieve multi-level thresholding in both grayscale and color images. The paper discusses two methods of color image segmentation using RGB space as the standard processing space. The threshold for segmentation is decided by the maximization of conditional entropy in the two dimensional histogram of the color image separated into three grayscale images of R, G and B. The features are first developed independently for the three ( R, G, B ) spaces, and combined to get different color component segmentation. By considering local maxima instead of the maximum of conditional entropy yields multiple thresholds for the same image which forms the basis for multilevel thresholding.

Keywords: conditional entropy, multi-level thresholding, segmentation, two dimensional image histogram

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Authors: Anita Khadka, Gregory Epiphaniou, Carsten Maple

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There is a dramatic surge in the adoption of Machine Learning (ML) techniques in many areas, including the nuclear industry (such as fault diagnosis and fuel management in nuclear power plants), autonomous systems (including self-driving vehicles), space systems (space debris recovery, for example), medical surgery, network intrusion detection, malware detection, to name a few. Artificial Intelligence (AI) has become a part of everyday modern human life. To date, the predominant focus has been developing underpinning ML algorithms that can improve accuracy, while factors such as resiliency and robustness of algorithms have been largely overlooked. If an adversarial attack is able to compromise the learning method or data, the consequences can be fatal, especially but not exclusively in safety-critical applications. In this paper, we present an in-depth analysis of five adversarial attacks and two defence methods on a crack detection ML model. Our analysis shows that it can be dangerous to adopt ML techniques without rigorous testing, since they may be vulnerable to adversarial attacks, especially in security-critical areas such as the nuclear industry. We observed that while the adopted defence methods can effectively defend against different attacks, none of them could protect against all five adversarial attacks entirely.

Keywords: Resilient Machine Learning, attacks, defences, nuclear industry, crack detection.

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Authors: Mirjana Ruppel, Rajendra Persad, Amit Bahl, Sanja Dogramadzi, Chris Melhuish, Lyndon Smith

Abstract:

Multimodal image registration is a profoundly complex task which is why deep learning has been used widely to address it in recent years. However, two main challenges remain: Firstly, the lack of ground truth data calls for an unsupervised learning approach, which leads to the second challenge of defining a feasible loss function that can compare two images of different modalities to judge their level of alignment. To avoid this issue altogether we implement a generative adversarial network consisting of two registration networks GAB, GBA and two discrimination networks DA, DB connected by spatial transformation layers. GAB learns to generate a deformation field which registers an image of the modality B to an image of the modality A. To do that, it uses the feedback of the discriminator DB which is learning to judge the quality of alignment of the registered image B. GBA and DA learn a mapping from modality A to modality B. Additionally, a cycle-consistency loss is implemented. For this, both registration networks are employed twice, therefore resulting in images ˆA, ˆB which were registered to ˜B, ˜A which were registered to the initial image pair A, B. Thus the resulting and initial images of the same modality can be easily compared. A dataset of liver CT and MRI was used to evaluate the quality of our approach and to compare it against learning and non-learning based registration algorithms. Our approach leads to dice scores of up to 0.80 ± 0.01 and is therefore comparable to and slightly more successful than algorithms like SimpleElastix and VoxelMorph.

Keywords: Multimodal image registration, GAN, cycle consistency, deep learning.

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Authors: Larisa N. Pop, Irina M. Ban

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This paper aims to present the main instruments used in the economic literature for measuring the price risk, pointing out on the advantages brought by the conditional variance in this respect. The theoretical approach will be exemplified by elaborating an EGARCH model for the price returns of wheat, both on Romanian and on international market. To our knowledge, no previous empirical research, either on price risk measurement for the Romanian markets or studies that use the ARIMA-EGARCH methodology, have been conducted. After estimating the corresponding models, the paper will compare the estimated conditional variance on the two markets.

Keywords: conditional variance, GARCH models, price risk, volatility

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Authors: Hui-Jae You, Sun-Tae Chung, Souhwan Jung

Abstract:

SAD (Sum of Absolute Difference) algorithm is heavily used in motion estimation which is computationally highly demanding process in motion picture encoding. To enhance the performance of motion picture encoding on a VLIW processor, an efficient implementation of SAD algorithm on the VLIW processor is essential. SAD algorithm is programmed as a nested loop with a conditional branch. In VLIW processors, loop is usually optimized by software pipelining, but researches on optimal scheduling of software pipelining for nested loops, especially nested loops with conditional branches are rare. In this paper, we propose an optimal scheduling and implementation of SAD algorithm with conditional branch on a VLIW DSP processor. The proposed optimal scheduling first transforms the nested loop with conditional branch into a single loop with conditional branch with consideration of full utilization of ILP capability of the VLIW processor and realization of earlier escape from the loop. Next, the proposed optimal scheduling applies a modulo scheduling technique developed for single loop. Based on this optimal scheduling strategy, optimal implementation of SAD algorithm on TMS320C67x, a VLIW DSP is presented. Through experiments on TMS320C6713 DSK, it is shown that H.263 encoder with the proposed SAD implementation performs better than other H.263 encoder with other SAD implementations, and that the code size of the optimal SAD implementation is small enough to be appropriate for embedded environments.

Keywords: Optimal implementation, SAD algorithm, VLIW, TMS320C6713.

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Authors: Nada Jasim Habeeb, Rana Saad Mohammed, Muntaha Khudair Abbass

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For more efficient and fast video summarization, this paper presents a surveillance video summarization method. The presented method works to improve video summarization technique. This method depends on temporal differencing to extract most important data from large video stream. This method uses histogram differencing and Sum Conditional Variance which is robust against to illumination variations in order to extract motion objects. The experimental results showed that the presented method gives better output compared with temporal differencing based summarization techniques.

Keywords: Temporal differencing, video summarization, histogram differencing, sum conditional variance.

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Authors: Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem

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This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts.

Keywords: k-factor, GARMA, LLWNN, G-GARCH, electricity price, forecasting.

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Authors: Yifan Fan, Xudong Luo, Pingping Lin

Abstract:

Nowadays, dialogue systems increasingly become the way for humans to access many computer systems. So, humans can interact with computers in natural language. A dialogue system consists of three parts: understanding what humans say in natural language, managing dialogue, and generating responses in natural language. In this paper, we survey deep learning based methods for dialogue management, response generation and dialogue evaluation. Specifically, these methods are based on neural network, long short-term memory network, deep reinforcement learning, pre-training and generative adversarial network. We compare these methods and point out the further research directions.

Keywords: Dialogue management, response generation, reinforcement learning, deep learning, evaluation.

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Authors: Mark Harmon, Abdolghani Ebrahimi, Patrick Lucey, Diego Klabjan

Abstract:

In this paper, we predict the likelihood of a player making a shot in basketball from multiagent trajectories. To approach this problem, we present a convolutional neural network (CNN) approach where we initially represent the multiagent behavior as an image. To encode the adversarial nature of basketball, we use a multichannel image which we then feed into a CNN. Additionally, to capture the temporal aspect of the trajectories we use “fading.” We find that this approach is superior to a traditional FFN model. By using gradient ascent, we were able to discover what the CNN filters look for during training. Last, we find that a combined FFN+CNN is the best performing network with an error rate of 39%.

Keywords: basketball, computer vision, image processing, convolutional neural network

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Authors: Jung–Min Yang

Abstract:

In this paper, fault recovery for parallel interconnected asynchronous sequential machines is studied. An adversarial input can infiltrate into one of two submachines comprising parallel composition of the considered asynchronous sequential machine, causing an unauthorized state transition. The control objective is to elucidate the condition for the existence of a corrective controller that makes the closed-loop system immune against any occurrence of adversarial inputs. In particular, an efficient existence condition is presented that does not need the complete modeling of the interconnected asynchronous sequential machine.

Keywords: Asynchronous sequential machines, parallel composition, corrective control, fault tolerance.

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Authors: Panudet Saengseedam, Nanthachai Kantanantha

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This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.

Keywords: Bayesian method, Linear mixed model, Multivariate conditional autoregressive model, Spatial time series.

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Authors: Thomas I. Kounitis

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The purpose of this paper is to investigate the influence of a number of variables on the conditional mean and conditional variance of credit spread changes. The empirical analysis in this paper is conducted within the context of bivariate GARCH-in- Mean models, using the so-called BEKK parameterization. We show that credit spread changes are determined by interest-rate and equityreturn variables, which is in line with theory as provided by the structural models of default. We also identify the credit spread change volatility as an important determinant of credit spread changes, and provide evidence on the transmission of volatility between the variables under study.

Keywords: Credit spread changes, GARCH-in-Mean models, structural framework, volatility transmission.

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Authors: B. Thiagarajan, R. Bremananth

Abstract:

Tumor is an uncontrolled growth of tissues in any part of the body. Tumors are of different types and they have different characteristics and treatments. Brain tumor is inherently serious and life-threatening because of its character in the limited space of the intracranial cavity (space formed inside the skull). Locating the tumor within MR (magnetic resonance) image of brain is integral part of the treatment of brain tumor. This segmentation task requires classification of each voxel as either tumor or non-tumor, based on the description of the voxel under consideration. Many studies are going on in the medical field using Markov Random Fields (MRF) in segmentation of MR images. Even though the segmentation process is better, computing the probability and estimation of parameters is difficult. In order to overcome the aforementioned issues, Conditional Random Field (CRF) is used in this paper for segmentation, along with the modified artificial bee colony optimization and modified fuzzy possibility c-means (MFPCM) algorithm. This work is mainly focused to reduce the computational complexities, which are found in existing methods and aimed at getting higher accuracy. The efficiency of this work is evaluated using the parameters such as region non-uniformity, correlation and computation time. The experimental results are compared with the existing methods such as MRF with improved Genetic Algorithm (GA) and MRF-Artificial Bee Colony (MRF-ABC) algorithm.

Keywords: Conditional random field, Magnetic resonance, Markov random field, Modified artificial bee colony.

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Authors: Vladimir K. Mukhomorov

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Within the framework of a method of the information theory it is offered statistics and probabilistic model for definition of cause-and-effect relations in the coupled multicomponent subsystems. The quantitative parameter which is defined through conditional and unconditional entropy functions is introduced. The method is applied to the analysis of the experimental data on dynamics of change of the chemical elements composition of plants organs (roots, reproductive organs, leafs and stems). Experiment is directed on studying of temporal processes of primary soil formation and their connection with redistribution dynamics of chemical elements in plant organs. This statistics and probabilistic model allows also quantitatively and unambiguously to specify the directions of the information streams on plant organs.

Keywords: Chemical elements, entropy function, information, plants.

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Authors: Yehjune Heo

Abstract:

Fingerprint Anti-Spoofing approaches have been actively developed and applied in real-world applications. One of the main problems for Fingerprint Anti-Spoofing is not robust to unseen samples, especially in real-world scenarios. A possible solution will be to generate artificial, but realistic fingerprint samples and use them for training in order to achieve good generalization. This paper contains experimental and comparative results with currently popular GAN based methods and uses realistic synthesis of fingerprints in training in order to increase the performance. Among various GAN models, the most popular StyleGAN is used for the experiments. The CNN models were first trained with the dataset that did not contain generated fake images and the accuracy along with the mean average error rate were recorded. Then, the fake generated images (fake images of live fingerprints and fake images of spoof fingerprints) were each combined with the original images (real images of live fingerprints and real images of spoof fingerprints), and various CNN models were trained. The best performances for each CNN model, trained with the dataset of generated fake images and each time the accuracy and the mean average error rate, were recorded. We observe that current GAN based approaches need significant improvements for the Anti-Spoofing performance, although the overall quality of the synthesized fingerprints seems to be reasonable. We include the analysis of this performance degradation, especially with a small number of samples. In addition, we suggest several approaches towards improved generalization with a small number of samples, by focusing on what GAN based approaches should learn and should not learn.

Keywords: Anti-spoofing, CNN, fingerprint recognition, GAN.

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Authors: Yuzhi Cai

Abstract:

In this talk, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.

Keywords: DJIA, Financial returns, predictive distribution, quantile function model.

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Authors: Yifan Fan, Xudong Luo, Pingping Lin

Abstract:

An essential task in the field of artificial intelligence is to allow computers to interact with people through natural language. Therefore, researches such as virtual assistants and dialogue systems have received widespread attention from industry and academia. The response generation plays a crucial role in dialogue systems, so to push forward the research on this topic, this paper surveys various methods for response generation. We sort out these methods into three categories. First one includes finite state machine methods, framework methods, and instance methods. The second contains full-text indexing methods, ontology methods, vast knowledge base method, and some other methods. The third covers retrieval methods and generative methods. We also discuss some hybrid methods based knowledge and deep learning. We compare their disadvantages and advantages and point out in which ways these studies can be improved further. Our discussion covers some studies published in leading conferences such as IJCAI and AAAI in recent years.

Keywords: Retrieval, generative, deep learning, response generation, knowledge.

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Authors: Shahlan Surat, Saemah Rahman, Saadiah Kummin

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When teachers reflect and evaluate whether their teaching methods actually have an impact on students’ learning, they will adjust their practices accordingly. This inevitably improves their students’ learning and performance. The approach in meta-teaching can invigorate and create a passion for teaching. It thus helps to increase the commitment and love for the teaching profession. This study was conducted to determine the level of metacognitive thinking of teachers in the process of teaching and learning in the classroom. Metacognitive thinking teachers include the use of metacognitive knowledge which consists of different types of knowledge: declarative, procedural and conditional. The ability of the teachers to plan, monitor and evaluate the teaching process can also be determined. This study was conducted on 377 graduate teachers in Klang Valley, Malaysia. The stratified sampling method was selected for the purpose of this study. The metacognitive teaching inventory consisting of 24 items is called InKePMG (Teacher Indicators of Effectiveness Meta-Teaching). The results showed the level of mean is high for two components of metacognitive knowledge; declarative knowledge (mean = 4.16) and conditional (mean = 4.11) whereas, the mean of procedural knowledge is 4.00 (moderately high). Similarly, the level of knowledge in monitoring (mean = 4.11), evaluating (mean = 4.00) which indicate high score and planning (mean = 4.00) are moderately high score among teachers. In conclusion, this study shows that the planning and procedural knowledge is an important element in improving the quality of teachers teaching in the classroom. Thus, the researcher recommended that further studies should focus on training programs for teachers on metacognitive skills and also on developing creative thinking among teachers.

Keywords: Metacognitive thinking skills, procedural knowledge, conditional knowledge, declarative knowledge, meta-teaching and regulation of cognitive.

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Authors: Ivo Jánský, Milan Rippel

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The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.

Keywords: VaR, risk analysis, conditional volatility, garch, egarch, tarch, moving average process, autoregressive process

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Authors: Olimpia Matarazzo, Fabrizio Ferrara

Abstract:

In two studies we tested the hypothesis that the appropriate linguistic formulation of a deontic rule – i.e. the formulation which clarifies the monadic nature of deontic operators - should produce more correct responses than the conditional formulation in Wason selection task. We tested this assumption by presenting a prescription rule and a prohibition rule in conditional vs. proper deontic formulation. We contrasted this hypothesis with two other hypotheses derived from social contract theory and relevance theory. According to the first theory, a deontic rule expressed in terms of cost-benefit should elicit a cheater detection module, sensible to mental states attributions and thus able to discriminate intentional rule violations from accidental rule violations. We tested this prevision by distinguishing the two types of violations. According to relevance theory, performance in selection task should improve by increasing cognitive effect and decreasing cognitive effort. We tested this prevision by focusing experimental instructions on the rule vs. the action covered by the rule. In study 1, in which 480 undergraduates participated, we tested these predictions through a 2 x 2 x 2 x 2 (type of the rule x rule formulation x type of violation x experimental instructions) between-subjects design. In study 2 – carried out by means of a 2 x 2 (rule formulation x type of violation) between-subjects design - we retested the hypothesis of rule formulation vs. the cheaterdetection hypothesis through a new version of selection task in which intentional vs. accidental rule violations were better discriminated. 240 undergraduates participated in this study. Results corroborate our hypothesis and challenge the contrasting assumptions. However, they show that the conditional formulation of deontic rules produces a lower performance than what is reported in literature.

Keywords: Deontic reasoning; Evolutionary, linguistic, logical, pragmatic factors; Wason selection task

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