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Optimal investment decisions by institutional investors require accurate predictions with respect to the development of stock markets. Motivated by previous research that revealed the unsatisfactory performance of existing stock market prediction models, this study proposes a novel prediction approach. Our proposed system combines Artificial Intelligence (AI) with data from Virtual Investment Communities (VICs) and leverages VICs’ ability to support the process of predicting stock markets. An empirical study with two different models using real data shows the potential of the AI-based system with VICs information as an instrument for stock market predictions. VICs can be a valuable addition but our results indicate that this type of data is only helpful in certain market phases.
This article discusses the counterpart of interactive machine learning, i.e., human learning while being in the loop in a human-machine collaboration. For such cases we propose the use of a Contradiction Matrix to assess the overlap and the contradictions of human and machine predictions. We show in a small-scaled user study with experts in the area of pneumology (1) that machine-learning based systems can classify X-rays with respect to diseases with a meaningful accuracy, (2) humans partly use contradictions to reconsider their initial diagnosis, and (3) that this leads to a higher overlap between human and machine diagnoses at the end of the collaboration situation. We argue that disclosure of information on diagnosis uncertainty can be beneficial to make the human expert reconsider her or his initial assessment which may ultimately result in a deliberate agreement. In the light of the observations from our project, it becomes apparent that collaborative learning in such a human-in-the-loop scenario could lead to mutual benefits for both human learning and interactive machine learning. Bearing the differences in reasoning and learning processes of humans and intelligent systems in mind, we argue that interdisciplinary research teams have the best chances at tackling this undertaking and generating valuable insights.
The annotation of texts and other material in the field of digital humanities and Natural Language Processing (NLP) is a common task of research projects. At the same time, the annotation of corpora is certainly the most time- and cost-intensive component in research projects and often requires a high level of expertise according to the research interest. However, for the annotation of texts, a wide range of tools is available, both for automatic and manual annotation. Since the automatic pre-processing methods are not error-free and there is an increasing demand for the generation of training data, also with regard to machine learning, suitable annotation tools are required. This paper defines criteria of flexibility and efficiency of complex annotations for the assessment of existing annotation tools. To extend this list of tools, the paper describes TextAnnotator, a browser-based, multi-annotation system, which has been developed to perform platform-independent multimodal annotations and annotate complex textual structures. The paper illustrates the current state of development of TextAnnotator and demonstrates its ability to evaluate annotation quality (inter-annotator agreement) at runtime. In addition, it will be shown how annotations of different users can be performed simultaneously and collaboratively on the same document from different platforms using UIMA as the basis for annotation.
Das Projekt anan ist ein Werkzeug zur Fehlersuche in verteilten Hochleistungsrechnern. Die Neuheit des Beitrags besteht darin, dass die bekannten Methoden, die bereits erfolgreich zum Debuggen von Soft- und Hardware eingesetzt werden, auf Hochleistungs-Rechnen übertragen worden sind. Im Rahmen der vorliegenden Arbeit wurde ein Werkzeug namens anan implementiert, das bei der Fehlersuche hilft. Außerdem kann es als dynamischeres Monitoring eingesetzt werden. Beide Einsatzzwecke sind
getestet worden.
Das Werkzeug besteht aus zwei Teilen:
1. aus einem Teil namens anan, der interaktiv vom Nutzer bedient wird
2. und aus einem Teil namens anand, der automatisiert die verlangten Messwerte erhebt und nötigenfalls Befehle ausführt.
Der Teil anan führt Sensoren aus — kleine mustergesteuerte Algorithmen —, deren Ergebnisse per anan zusammengeführt werden. In erster Näherung lässt anan sich als Monitoring beschreiben, welches (1) schnell umkonfiguriert werden (2) komplexere Werte messen kann, die über Korrelationen einfacher Zeitreihen hinausgehen.
Monitoring is an indispensable tool for the operation of any large installation of grid or cluster computing, be it high energy physics or elsewhere. Usually, monitoring is configured to collect a small amount of data, just enough to enable detection of abnormal conditions. Once detected, the abnormal condition is handled by gathering all information from the affected components. This data is processed by querying it in a manner similar to a database.
This contribution shows how the metaphor of a debugger (for software applications) can be transferred to a compute cluster. The concepts of variables, assertions and breakpoints that are used in debugging can be applied to monitoring by defining variables as the quantities recorded by monitoring and breakpoints as invariants formulated via these variables. It is found that embedding fragments of a data extracting and reporting tool such as the UNIX tool awk facilitates concise notations for commonly used variables since tools like awk are designed to process large event streams (in textual representations) with bounded memory. A functional notation similar to both the pipe notation used in the UNIX shell and the point-free style used in functional programming simplify the combination of variables that commonly occur when formulating breakpoints.
We introduce tree-width for first order formulae φ, fotw(φ). We show that computing fotw is fixed-parameter tractable with parameter fotw. Moreover, we show that on classes of formulae of bounded fotw, model checking is fixed parameter tractable, with parameter the length of the formula. This is done by translating a formula φ with fotw(φ)<k into a formula of the k-variable fragment Lk of first order logic. For fixed k, the question whether a given first order formula is equivalent to an Lk formula is undecidable. In contrast, the classes of first order formulae with bounded fotw are fragments of first order logic for which the equivalence is decidable. Our notion of tree-width generalises tree-width of conjunctive queries to arbitrary formulae of first order logic by taking into account the quantifier interaction in a formula. Moreover, it is more powerful than the notion of elimination-width of quantified constraint formulae, defined by Chen and Dalmau (CSL 2005): for quantified constraint formulae, both bounded elimination-width and bounded fotw allow for model checking in polynomial time. We prove that fotw of a quantified constraint formula φ is bounded by the elimination-width of φ, and we exhibit a class of quantified constraint formulae with bounded fotw, that has unbounded elimination-width. A similar comparison holds for strict tree-width of non-recursive stratified datalog as defined by Flum, Frick, and Grohe (JACM 49, 2002). Finally, we show that fotw has a characterization in terms of a cops and robbers game without monotonicity cost.
In the recent past, we are making huge progress in the field of Artificial Intelligence. Since the rise of neural networks, astonishing new frontiers are continuously being discovered. The development is so fast that overall no major technical limits are in sight. Hence, digitization has expanded from the base of academia and industry to such an extent that it is prevalent in the politics, mass media and even popular arts. The DFG-funded project Specialized Information Service for Biodiversity Research and the BMBF-funded project Linked Open Tafsir can be placed exactly in that overall development. Both projects aim to build an intelligent, up-to-date, modern research infrastructure on biodiversity and theological studies for scholars researching in these respective fields of historical science. Starting from digitized German and Arabic historical literature containing so far unavailable valuable knowledge on biodiversity and theological studies, at its core, our dissertation targets to incorporate state-of-the-art Machine Learning methods for analyzing natural language texts of low-resource languages and enabling foundational Natural Language Processing tasks on them, such as Sentence Boundary Detection, Named Entity Recognition, and Topic Modeling. This ultimately leads to paving the way for new scientific discoveries in the historical disciplines of natural science and humanities. By enriching the landscape of historical low-resource languages with valuable annotation data, our work becomes part of the greater movement of digitizing the society, thus allowing people to focus on things which really matter in science and industry.
The thesis deals with the analysis and modeling of point processes emerging from different experiments in neuroscience. In particular, the description and detection of different types of variability changes in point processes is of interest.
A non-stationary rate or variance of life times is a well-known problem in the description of point processes like neuronal spike trains and can affect the results of further analyses requiring stationarity. Moreover, non-stationary parameters might also contain important information themselves. The goal of the first part of the thesis is the (further) development of a technique to detect both rate and variance changes that may occur in multiple time scales separately or simultaneously. A two-step procedure building on the multiple filter test (Messer et al., 2014) is used that first tests the null hypothesis of rate homogeneity allowing for an inhomogeneous variance and that estimates change points in the rate if the null hypothesis is rejected. In the second step, the null hypothesis of variance homogeneity is tested and variance change points are estimated. Rate change points are used as input. The main idea is the comparison of estimated variances in adjacent windows of different sizes sliding over the process. To determine the rejection threshold functionals of the Brownian motion are identified as limit processes under the null of variance homogeneity. The non-parametric procedure is not restricted to the case of at most one change point. It is shown in simulation studies that the corresponding test keeps the asymptotic significance level for a wide range of parameters and that the test power is remarkable. The practical applicability of the procedure is underlined by the analysis of neuronal spike trains.
Point processes resulting from experiments on bistable perception are analyzed in the second part of the thesis. Visual illusions allowing for than more possible perception lead to unpredictable changes of perception. In the thesis data from (Schmack et al., 2015) are used. A rotating sphere with switching perceived rotation direction was presented to the participants of the study. The stimulus was presented continuously and intermittently, i.e., with short periods of „blank display“ between the presentation periods. There are remarkable differences in the response patterns between the two types of presentation. During continuous presentation the distribution of dominance times, i.e., the intervals of constant perception, is a right-skewed and unimodal distribution with a mean of about five seconds. In contrast, during intermittent presentation one observes very long, stable dominance times of more than one minute interchanging with very short, unstable dominance times of less than five seconds, i.e., an increase of variability.
The main goal of the second part is to develop a model for the response patterns to bistable perception that builds a bridge between empirical data analysis and mechanistic modeling. Thus, the model should be able to describe both the response patterns to continuous presentation and to intermittent presentation. Moreover, the model should be fittable to typically short experimental data, and the model should allow for neuronal correlates. Current approaches often use detailed assumptions and large parameter sets, which complicate parameter estimation.
First, a Hidden Markov Model is applied. Second, to allow for neuronal correlates, a Hierarchical Brownian Model (HBM) is introduced, where perception is modeled by the competition of two neuronal populations. The activity difference between these two populations is described by a Brownian motion with drift fluctuating between two borders, where each first hitting time causes a perceptual change. To model the response patterns to intermittent presentation a second layer with competing neuronal populations (coding a stable and an unstable state) is assumed. Again, the data are described very well, and the hypothesis that the relative time in the stable state is identical in a group of patients with schizophrenia and a control group is rejected. To sum up, the HBM intends to link empirical data analysis and mechanistic modeling and provides interesting new hypotheses on potential neuronal mechanisms of cognitive phenomena.
The ALICE High-Level-Trigger (HLT) is a large scale computing farm designed and constructed for the purpose of the realtime reconstruction of particle interactions (events) inside the ALICE detector. The reconstruction of such events is based on the raw data produced in collisions inside the ALICE at the Large Hadron Collider. The online reconstruction in the HLT allows the triggering on certain event topologies and a significant data reduction by applying compression algorithms. Moreover, it enables a real-time verification of the quality of the data.
To receive the raw data from the various sub-detectors of ALICE, the HLT is equipped with 226 custom built FPGA-based PCI-X cards, the H-RORCs. The H-RORC interfaces the detector readout electronics to the nodes of the HLT farm. In addition to the transfer of raw data, 108 H-RORCs host 216 Fast-Cluster-Finder (FCF) processors for the Time-Projection-Chamber (TPC). The TPC is the main tracking detector of ALICE and contributes with up to 16 GB/s to over 90% of the overall data volume. The FCF processor implements the first of two steps in the data reconstruction of the TPC. It calculates the space points and their properties from charge clouds (clusters) created by charged particles traversing the TPCs gas volume. Those space points are not only the base for the tracking algorithm, but also allow for a Huffman-based data compression, which reduces the data volume by a factor of 4 to 6.
The FCF processor is designed to cope with any incoming data rate up to the maximum bandwidth of the incoming optical link (160 MB/s) without creating back-pressure to the detectors readout electronics. A performance comparison with the software implementation of the algorithm shows a speedup factor of about 20 compared with one AMD Opteron 6172 Core @ 2.1 GHz, the CPU type used in the HLT during the LHC Run1 campaign. Comparison with an Intel E5-2690 Core @ 3.0 GHz, the CPU type used by the HLT for the LHC Run2 campaign, results in a speedup factor of 8.5. In total numbers, the 216 FCF processors provide the computing performance of 4255 AMD Opteron cores or 2203 Intel cores of the previously mentioned type. The performance of the reconstruction with respect to the physics analysis is equivalent or better than the official ALICE Offline clusterizer. Therefore, ALICE data taking was switched in 2011 to FCF cluster recording and compression only, discarding the raw data from the TPC. Due to the capability to compress the clusters, the recorded data volume could be increased by a factor of 4 to 6.
For the LHC Run3 campaign, starting in 2020, the FCF builds the foundation of the ALICE data taking and processing strategy. The raw data volume (before processing) of the upgraded TPC will exceed 3 TB/s. As a consequence, online processing of the raw data and compression of the results before it enters the online computing farms is an essential and crucial part of the computing model.
Within the scope of this thesis, the H-RORC card and the FCF processor were developed and built from scratch. It covers the conceptual design, the optimisation and implementation, as well as the verification. It is completed by performance benchmarks and experiences from real data taking.