Talk starting in 15 minutes (in the IDSIA conference room).
_________________________________
Alessandro Antonucci
IDSIA
Dalle Molle Institute
for Artificial Intelligence
Via Cantonale (Galleria 2)
CH-6928, Manno-Lugano, CH
mail: alessandro(a)idsia.ch
skype: alessandro.antonucci
tel: +41 916108515
web:
www.idsia.ch/~alessandro
_________________________________
2016-01-13 10:41 GMT+01:00 Announcements of talks at IDSIA <talks(a)idsia.ch>:
Dear All,
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.
Abstract.
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.
Best regards,
Alessandro
_________________________________
Alessandro Antonucci
IDSIA
Dalle Molle Institute
for Artificial Intelligence
Via Cantonale (Galleria 2)
CH-6928, Manno-Lugano, CH
mail: alessandro(a)idsia.ch
skype: alessandro.antonucci
tel: +41 916108515
web:
www.idsia.ch/~alessandro
_________________________________
_______________________________________________
Talks mailing list
Talks(a)idsia.ch
http://mailman2.ti-edu.ch/mailman/listinfo/talks