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Hawkes Processes have undergone increasing popularity as default tools for modeling self- and mutually exciting interactions of discrete events in continuous-time event streams. A Maximum Likelihood Estimation (MLE) unconstrained…
Data analytics using machine learning (ML) has become ubiquitous in science, business intelligence, journalism and many other domains. While a lot of work focuses on reducing the training cost, inference runtime and storage cost of ML…
We present a new model for prediction markets, in which we use risk measures to model agents and introduce a market maker to describe the trading process. This specific choice on modelling tools brings us mathematical convenience. The…
MimbleWimble is a privacy-oriented cryptocurrency technology encompassing security and scalability properties that distinguish it from other protocols of the kind. In this paper we present and briefly discuss those properties and outline…
Working on the daily closing prices and logreturns, in this paper we deal with the use of Hidden Markov Models (HMMs) to forecast the price of the EUR/USD Futures. The aim of our work is to understand how the HMMs describe different…
We consider a key-exchange protocol based on matrices over a tropical semiring which was recently proposed in \cite{grig19}. We show that a particular private parameter of that protocol can be recovered with a simple binary search,…
Model ensembling is a well-established technique for improving the performance of machine learning models. Conventionally, this involves averaging the output distributions of multiple models and selecting the most probable label. This idea…
Data-driven machine learning (ML) has witnessed great successes across a variety of application domains. Since ML model training are crucially relied on a large amount of data, there is a growing demand for high quality data to be collected…
International trade policies have recently garnered attention for limiting cross-border exchange of essential goods (e.g. steel, aluminum, soybeans, and beef). Since trade critically affects employment and wages, predicting future patterns…
The explosive growth of data has highlighted its critical role in driving economic growth through data marketplaces, which enable extensive data sharing and access to high-quality datasets. To support effective trading, signaling mechanisms…
This paper focuses on designing a privacy-preserving Machine Learning (ML) inference protocol for a hierarchical setup, where clients own/generate data, model owners (cloud servers) have a pre-trained ML model, and edge servers perform ML…
This paper intends to apply the Hidden Markov Model into stock market and and make predictions. Moreover, four different methods of improvement, which are GMM-HMM, XGB-HMM, GMM-HMM+LSTM and XGB-HMM+LSTM, will be discussed later with the…
We propose a framework to model the distribution of sequential data coming from a set of entities connected in a graph with a known topology. The method is based on a mixture of shared hidden Markov models (HMMs), which are jointly trained…
Modern heterogeneous computing architectures, which couple multi-core CPUs with discrete many-core GPUs (or other specialized hardware accelerators), enable unprecedented peak performance and energy efficiency levels. Unfortunately, though,…
In this paper, we establish a robustification of an on-line algorithm for modelling asset prices within a hidden Markov model (HMM). In this HMM framework, parameters of the model are guided by a Markov chain in discrete time, parameters of…
We present a new key exchange protocol based on circulant matrices acting on matrices over a congruence-simple semiring. We describe how to compute matrices with the necessary properties for the implementation of the protocol. Additionally,…
A generalized continuous economic model is proposed for random markets. In this model, agents interact by pairs and exchange their money in a random way. A parameter controls the effectiveness of the transactions between the agents. We show…
As users increasingly interact with large language models (LLMs) using private information, secure and encrypted communication becomes essential. Homomorphic encryption (HE) provides a principled solution by enabling computation directly on…
This paper proposes a framework for developing forecasting models by streamlining the connections between core components of the developmental process. The proposed framework enables swift and robust integration of new datasets,…
To develop Smart City, the growing popularity of Machine Learning (ML) that appreciates high-quality training datasets generated from diverse IoT devices raises natural questions about the privacy guarantees that can be provided in such…