Theses and Dissertations
This collection includes both ASU Theses and Dissertations, submitted by graduate students, and the Barrett, Honors College theses submitted by undergraduate students.
Displaying 1 - 2 of 2
Filtering by
- All Subjects: Neural Networks
- Creators: Li, Baoxin
Description
This dissertation presents novel solutions for improving the generalization capabilities of deep learning based computer vision models. Neural networks are known to suffer a large drop in performance when tested on samples from a different distribution than the one on which they were trained. The proposed solutions, based on latent space geometry and meta-learning, address this issue by improving the robustness of these models to distribution shifts. Through the use of geometrical alignment, state-of-the-art domain adaptation and source-free test-time adaptation strategies are developed. Additionally, geometrical alignment can allow classifiers to be progressively adapted to new, unseen test domains without requiring retraining of the feature extractors. The dissertation also presents algorithms for enabling in-the-wild generalization without needing access to any samples from the target domain. Other causes of poor generalization, such as data scarcity in critical applications and training data with high levels of noise and variance, are also explored. To address data scarcity in fine-grained computer vision tasks such as object detection, novel context-aware augmentations are suggested. While the first four chapters focus on general-purpose computer vision models, strategies are also developed to improve robustness in specific applications. The efficiency of training autonomous agents for visual navigation is improved by incorporating semantic knowledge, and the integration of domain experts' knowledge allows for the realization of a low-cost, minimally invasive generalizable automated rehabilitation system. Lastly, new tools for explainability and model introspection using counter-factual explainers trained through interval-based uncertainty calibration objectives are presented.
ContributorsThopalli, Kowshik (Author) / Turaga, Pavan (Thesis advisor) / Thiagarajan, Jayaraman J (Committee member) / Li, Baoxin (Committee member) / Yang, Yezhou (Committee member) / Arizona State University (Publisher)
Created2023
Description
With the coming advances of computational power, algorithmic trading has become one of the primary strategies to trading on the stock market. To understand why and how these strategies have been effective, this project has taken a look at the complete process of creating tools and applications to analyze and predict stock prices in order to perform low-frequency trading. The project is composed of three main components. The first component is integrating several public resources to acquire and process financial trading data and store it in order to complete the other components. Alpha Vantage API, a free open source application, provides an accurate and comprehensive dataset of features for each stock ticker requested. The second component is researching, prototyping, and implementing various trading algorithms in code. We began by focusing on the Mean Reversion algorithm as a proof of concept algorithm to develop meaningful trading strategies and identify patterns within our datasets. To augment our market prediction power (“alpha”), we implemented a Long Short-Term Memory recurrent neural network. Neural Networks are an incredibly effective but often complex tool used frequently in data science when traditional methods are found lacking. Following the implementation, the last component is to optimize, analyze, compare, and contrast all of the algorithms and identify key features to conclude the overall effectiveness of each algorithm. We were able to identify conclusively which aspects of each algorithm provided better alpha and create an entire pipeline to automate this process for live trading implementation. An additional reason for automation is to provide an educational framework such that any who may be interested in quantitative finance in the future can leverage this project to gain further insight.
ContributorsYurowkin, Alexander (Co-author) / Kumar, Rohit (Co-author) / Welfert, Bruno (Thesis director) / Li, Baoxin (Committee member) / Economics Program in CLAS (Contributor) / School of Mathematical and Statistical Sciences (Contributor) / Barrett, The Honors College (Contributor)
Created2019-05