Yann Soullard, from the Heudiasyc Lab of the University of Compiègne
will give a talk on "Chart Pattern Recognition using Markovian
Models" this Friday, the 15th, at 11am in IDSIA’s meeting room
(Galleria 1 bldg in Manno). Please find the abstract here below.
A chart pattern is a particular shape which appears in financial stock
markets. It is defined by theoretical rules and it has a predictive
power. Detecting such patterns is difficult. There is an important gap
between theory and practice; real patterns do not perfectly respect
the theoretical rules. Moreover, the definition of chart patterns
seems subjective; it depends on the financial expert. Finally, there
are no large labeled datasets of chart patterns. We investigate chart
pattern recognition using statistical Markovian systems. We focused on
generative (Hidden Markov Models) and discriminative (Hidden
Conditional Random Fields) approaches which are standard technologies
for sequential data recognition. We proposed various strategies to
learn accurate systems with small labeled training sets. The first one
blends HMMs and HCRFs in such a way that the modeling ability of the
generative models is used to limit the overfitting of the
discriminative ones. The second strategy is a semi-supervised approach
which combines an HMM and an HCRF system during the learning step.
This second approach has some similarity with a co-training algorithm.
Dalle Molle Institute
for Artificial Intelligence
Via Cantonale (Galleria 2)
CH-6928, Manno-Lugano, CH
tel: +41 916108515
Maser Babazadeh will give us a talk on the streaming framework Web Liquid Streams,
on Monday the 11th at 11h00 in IDSIA’s meeting room (Galleria 1 bldg in Manno).
Masar is a PhD candidate at the Faculty of Informatics at Università della Svizzera Italiana.