The analysis of financial data represents a challenge that researchers had to deal with. The rethinking of the basis of financial markets has led to an urgent demand for developing innovative models to understand financial assets. In the past few decades, researchers have proposed several systems based on traditional approaches, such as autoregressive integrated moving average (ARIMA) and the exponential smoothing model, in order to devise an accurate data representation. Despite their efficacy, the existing works face some drawbacks due to poor performance when managing a large amount of data with intrinsic complexity, high dimensionality and casual dynamicity. Furthermore, these approaches are not suitable for understanding hidden relationships (dependencies) between data. This paper proposes a review of some of the most significant works providing an exhaustive overview of recent machine learning (ML) techniques in the field of quantitative finance showing that these methods outperform traditional approaches. Finally, the paper also presents comparative studies about the effectiveness of several ML-based systems.
Grid algorithmic trading has become quite popular among traders because it shows several advantages with respect to similar approaches. Basically, a grid trading strategy is a method that seeks to make profit on the market movements of the underlying financial instrument by positioning buy and sell orders properly time-spaced (grid distance). The main advantage of the grid trading strategy is the financial sustainability of the algorithm because it provides a robust way to mediate losses in financial transactions even though this also means very complicated trades management algorithm. For these reasons, grid trading is certainly one of the best approaches to be used in high frequency trading (HFT) strategies. Due to the high level of unpredictability of the financial markets, many investment funds and institutional traders are opting for the HFT (high frequency trading) systems, which allow them to obtain high performance due to the large number of financial transactions executed in the short-term timeframe. The combination of HFT strategies with the use of machine learning methods for the financial time series forecast, has significantly improved the capability and overall performance of the modern automated trading systems. Taking this into account, the authors propose an automatic HFT grid trading system that operates in the FOREX (foreign exchange) market. The performance of the proposed algorithm together with the reduced drawdown confirmed the effectiveness and robustness of the proposed approach.
Stock market prediction and trading has attracted the effort of many researchers in several scientific areas because it is a challenging task due to the high complexity of the market. More investors put their effort to the development of a systematic approach, i.e., the so called “Trading System (TS)” for stocks pricing and trend prediction. The introduction of the Trading On-Line (TOL) has significantly improved the overall number of daily transactions on the stock market with the consequent increasing of the market complexity and liquidity. One of the most main consequence of the TOL is the “automatic trading”, i.e., an ad-hoc algorithmic robot able to automatically analyze a lot of financial data with target to open/close several trading operations in such reduced time for increasing the profitability of the trading system. When the number of such automatic operations increase significantly, the trading approach is known as High Frequency Trading (HFT). In this context, recently, the usage of machine learning has improved the robustness of the trading systems including HFT sector. The authors propose an innovative approach based on usage of ad-hoc machine learning approach, starting from historical data analysis, is able to perform careful stock price prediction. The stock price prediction accuracy is further improved by using adaptive correction based on the hypothesis that stock price formation is regulated by Markov stochastic propriety. The validation results applied to such shares and financial instruments confirms the robustness and effectiveness of the proposed automatic trading algorithm.
Pollen grain classification has a remarkable role in many fields from medicine to biology and agronomy. Indeed, automatic pollen grain classification is an important task for all related applications and areas. This work presents the first large-scale pollen grain image dataset, including more than 13 thousands objects. After an introduction to the problem of pollen grain classification and its motivations, the paper focuses on the employed data acquisition steps, which include aerobiological sampling, microscope image acquisition, object detection, segmentation and labelling. Furthermore, a baseline experimental assessment for the task of pollen classification on the built dataset, together with discussion on the achieved results, is presented.
In recent years, the automotive field has been changed by the accelerated rise of new technologies. Specifically, autonomous driving has revolutionized the car manufacturer's approach to design the advanced systems compliant to vehicle environments. As a result, there is a growing demand for the development of intelligent technology in order to make modern vehicles safer and smarter. The impact of such technologies has led to the development of the so-called Advanced Driver Assistance Systems (ADAS), suitable to maintain control of the vehicle in order to avoid potentially dangerous situations while driving. Several studies confirmed that an inadequate driver's physiological condition could compromise the ability to drive safely. For this reason, assessing the car driver's physiological status has become one of the primary targets of the automotive research and development. Although a large number of efforts has been made by researchers to design safety-assessment applications based on the detection of physiological signals, embedding them into a car environment represents a challenging task. These mentioned implications triggered the development of this study in which we proposed an innovative pipeline, that through a combined less invasive Neuro-Visual approach, is able to reconstruct the car driver's physiological status. Specifically, the proposed contribution refers to the sampling and processing of the driver PhotoPlethysmoGraphic (PPG) signal. A parallel enhanced low frame-rate motion magnification algorithm is used to reconstruct such features of the driver's PhotoPlethysmoGraphic (PPG) data when that signal is no longer available from the native embedded sensor platform. A parallel monitoring of the driver's blood pressure levels from the PPG signal as well as the driver's eyes dynamics completes the reconstruction of the driver's physiological status. The proposed pipeline has been tested in one of the major investigated automotive scenarios i.e., the detection and monitoring of pedestrians while driving (pedestrian tracking). The collected performance results confirmed the effectiveness of the proposed approach.
Immunotherapy is regarded as one of the most significant breakthroughs in cancer treatment. Unfortunately, only a small percentage of patients respond properly to the treatment. Moreover, to date, there are no efficient bio-markers able to early discriminate the patients eligible for this treatment. In order to help overcome these limitations, an innovative non-invasive deep pipeline, integrating Computed Tomography (CT) imaging, is investigated for the prediction of a response to immunotherapy treatment. We report preliminary results collected as part of a case study in which we validated the implemented method on a clinical dataset of patients affected by Metastatic Urothelial Carcinoma. The proposed pipeline aims to discriminate patients with high chances of response from those with disease progression. Specifically, the authors propose ad-hoc 3D Deep Networks integrating Self-Attention mechanisms in order to estimate the immunotherapy treatment response from CT-scan images and such hemato-chemical data of the patients. The performance evaluation (average accuracy close to 92%) confirms the effectiveness of the proposed approach as an immunotherapy treatment response biomarker.
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