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We apply machine learning models to forecast intraday realized volatility (RV), by exploiting commonality in intraday volatility via pooling stock data together, and by incorporating a proxy for the market volatility. Neural networks…

Statistical Finance · Quantitative Finance 2023-02-28 Chao Zhang , Yihuang Zhang , Mihai Cucuringu , Zhongmin Qian

A number of challenges exist for the analysis of mHealth data: maintaining participant engagement over extended time periods and therefore understanding what constitutes an acceptable threshold of missing data; distinguishing between the…

In many specific scenarios, accurate and effective system identification is a commonly encountered challenge in the model predictive control (MPC) formulation. As a consequence, the overall system performance could be significantly weakened…

Multiagent Systems · Computer Science 2023-03-21 Jun Ma , Zilong Cheng , Wenxin Wang , Abdullah Al Mamun , Clarence W. de Silva , Tong Heng Lee

Continuous collection of physiological data from wearable sensors enables temporal characterization of individual behaviors. Understanding the relation between an individual's behavioral patterns and psychological states can help identify…

Most existing sensor-based monitoring frameworks presume that a large available labeled dataset is processed to train accurate detection models. However, in settings where personalization is necessary at deployment time to fine-tune the…

Machine Learning · Computer Science 2023-05-02 Ali Tazarv , Sina Labbaf , Amir Rahmani , Nikil Dutt , Marco Levorato

Automatic recognition of human activities from time-series sensor data (referred to as HAR) is a growing area of research in ubiquitous computing. Most recent research in the field adopts supervised deep learning paradigms to automate…

Machine Learning · Computer Science 2018-11-21 Alireza Abedin Varamin , Ehsan Abbasnejad , Qinfeng Shi , Damith Ranasinghe , Hamid Rezatofighi

Identifying stimulus-driven neural activity patterns is critical for studying the neural basis of cognition. This can be particularly challenging in intracranial datasets, where electrode locations typically vary across patients. This…

Neurons and Cognition · Quantitative Biology 2022-02-07 Jeremy R. Manning

SleepioTM is a digital mobile phone and web platform that uses techniques from cognitive behavioural therapy (CBT) to improve sleep in people with sleep difficulty. As part of this process, Sleepio captures data about the sleep behaviour of…

Neurons can display highly variable dynamics. While such variability presumably supports the wide range of behaviors generated by the organism, their gene expressions are relatively stable in the adult brain. This suggests that neuronal…

Neurons and Cognition · Quantitative Biology 2023-11-07 Lu Mi , Trung Le , Tianxing He , Eli Shlizerman , Uygar Sümbül

The utilization of digital health has increased recently, and these services provide extensive guidance to encourage users to exercise frequently by setting daily exercise goals to promote a healthy lifestyle. These comprehensive guides…

Machine Learning · Computer Science 2024-03-05 Ji Fang , Vincent CS Lee , Hao Ji , Haiyan Wang

Activity generation plays an important role in activity-based demand modelling systems. While machine learning, especially deep learning, has been increasingly used for mode choice and traffic flow prediction, much less research exploiting…

Machine Learning · Computer Science 2021-04-07 Danh T. Phan , Hai L. Vu

There has been significant amount of research work on human activity classification relying either on Inertial Measurement Unit (IMU) data or data from static cameras providing a third-person view. Using only IMU data limits the variety and…

Computer Vision and Pattern Recognition · Computer Science 2019-06-03 Yantao Lu , Senem Velipasalar

Timely implementation of interventions to slow cognitive decline among older adults requires accurate monitoring to detect changes in cognitive function. Data gathered using wearable devices that can continuously monitor factors known to be…

Signal Processing · Electrical Eng. & Systems 2024-03-26 Collin Sakal , Tingyou Li , Juan Li , Xinyue Li

In this article, we present a survey of recent advances in passive human behaviour recognition in indoor areas using the channel state information (CSI) of commercial WiFi systems. Movement of human body causes a change in the wireless…

Artificial Intelligence · Computer Science 2017-08-25 Siamak Yousefi , Hirokazu Narui , Sankalp Dayal , Stefano Ermon , Shahrokh Valaee

Early detection of chronic diseases is beneficial to healthcare by providing a golden opportunity for timely interventions. Although numerous prior studies have successfully used machine learning (ML) models for disease diagnoses, they…

Computers and Society · Computer Science 2024-10-07 Di Wang , Yidan Hu , Eng Sing Lee , Hui Hwang Teong , Ray Tian Rui Lai , Wai Han Hoi , Chunyan Miao

Deciphering human behaviors to predict their future paths/trajectories and what they would do from videos is important in many applications. Motivated by this idea, this paper studies predicting a pedestrian's future path jointly with…

Computer Vision and Pattern Recognition · Computer Science 2019-06-04 Junwei Liang , Lu Jiang , Juan Carlos Niebles , Alexander Hauptmann , Li Fei-Fei

Wearable devices such as smartwatches are becoming increasingly popular tools for objectively monitoring physical activity in free-living conditions. To date, research has primarily focused on the purely supervised task of human activity…

Signal Processing · Electrical Eng. & Systems 2021-05-26 Dimitris Spathis , Ignacio Perez-Pozuelo , Soren Brage , Nicholas J. Wareham , Cecilia Mascolo

The aim of this study is developing an automatic system for detection of gait-related health problems using Deep Neural Networks (DNNs). The proposed system takes a video of patients as the input and estimates their 3D body pose using a DNN…

Computer Vision and Pattern Recognition · Computer Science 2020-01-28 Rahil Mehrizi , Xi Peng , Shaoting Zhang , Ruisong Liao , Kang Li

Personal health devices can enable continuous monitoring of health parameters. However, the benefit of these devices is often directly related to the frequency of use. Therefore, adherence to personal health devices is critical. This paper…

Computers and Society · Computer Science 2020-06-11 Sudip Vhaduri , Temiloluwa Prioleau

In this study, we propose a method for single sensor-based activity recognition, trained with data from multiple sensors. There is no doubt that the performance of complex activity recognition systems increases when we use enough sensors…

Human-Computer Interaction · Computer Science 2020-02-27 Paula Lago , Moe Matsuki , Sozo Inoue