Search Results for author: Danilo Mandic

Found 39 papers, 6 papers with code

FinLlama: Financial Sentiment Classification for Algorithmic Trading Applications

no code implementations18 Mar 2024 Thanos Konstantinidis, Giorgos Iacovides, Mingxue Xu, Tony G. Constantinides, Danilo Mandic

This is achieved by fine-tuning the Llama2 7B model on a small portion of supervised financial sentiment analysis data, so as to jointly handle the complexities of financial lexicon and context, and further equipping it with a neural network based decision mechanism.

Algorithmic Trading Classification +3

Tensor Star Decomposition

no code implementations15 Mar 2024 Wuyang Zhou, Yu-Bang Zheng, Qibin Zhao, Danilo Mandic

A novel tensor decomposition framework, termed Tensor Star (TS) decomposition, is proposed which represents a new type of tensor network decomposition based on tensor contractions.

Tensor Decomposition

Detecting gamma-band responses to the speech envelope for the ICASSP 2024 Auditory EEG Decoding Signal Processing Grand Challenge

no code implementations30 Jan 2024 Mike Thornton, Jonas Auernheimer, Constantin Jehn, Danilo Mandic, Tobias Reichenbach

The 2024 ICASSP Auditory EEG Signal Processing Grand Challenge concerns the decoding of electroencephalography (EEG) measurements taken from participants who listened to speech material.

EEG Eeg Decoding

Decoding of Selective Attention to Speech From Ear-EEG Recordings

no code implementations10 Jan 2024 Mike Thornton, Danilo Mandic, Tobias Reichenbach

We show that typical neural responses to the speech envelope, as well as its onsets, can be recovered from such a device, and that the morphology of the recorded responses is indeed modulated by selective attention to speech.

EEG

Decoding Envelope and Frequency-Following EEG Responses to Continuous Speech Using Deep Neural Networks

1 code implementation15 Dec 2023 Mike Thornton, Danilo Mandic, Tobias Reichenbach

The electroencephalogram (EEG) offers a non-invasive means by which a listener's auditory system may be monitored during continuous speech perception.

EEG Robust classification

Improving Diffusion Models for ECG Imputation with an Augmented Template Prior

no code implementations24 Oct 2023 Alexander Jenkins, Zehua Chen, Fu Siong Ng, Danilo Mandic

In this work, to improve the imputation and forecasting accuracy for ECG with probabilistic models, we present a template-guided denoising diffusion probabilistic model (DDPM), PulseDiff, which is conditioned on an informative prior for a range of health conditions.

Denoising Imputation

On the dynamics of multi agent nonlinear filtering and learning

no code implementations7 Sep 2023 Sayed Pouria Talebi, Danilo Mandic

Multiagent systems aim to accomplish highly complex learning tasks through decentralised consensus seeking dynamics and their use has garnered a great deal of attention in the signal processing and computational intelligence societies.

Federated Learning

Graph-based Time Series Clustering for End-to-End Hierarchical Forecasting

no code implementations30 May 2023 Andrea Cini, Danilo Mandic, Cesare Alippi

Existing relationships among time series can be exploited as inductive biases in learning effective forecasting models.

Clustering Time Series +2

Relating EEG recordings to speech using envelope tracking and the speech-FFR

no code implementations11 Mar 2023 Mike Thornton, Danilo Mandic, Tobias Reichenbach

During speech perception, a listener's electroencephalogram (EEG) reflects acoustic-level processing as well as higher-level cognitive factors such as speech comprehension and attention.

EEG Eeg Decoding

AudioLDM: Text-to-Audio Generation with Latent Diffusion Models

3 code implementations29 Jan 2023 Haohe Liu, Zehua Chen, Yi Yuan, Xinhao Mei, Xubo Liu, Danilo Mandic, Wenwu Wang, Mark D. Plumbley

By learning the latent representations of audio signals and their compositions without modeling the cross-modal relationship, AudioLDM is advantageous in both generation quality and computational efficiency.

AudioCaps Audio Generation +2

Generalizing Impermanent Loss on Decentralized Exchanges with Constant Function Market Makers

no code implementations17 Jan 2023 Rohan Tangri, Peter Yatsyshin, Elisabeth A. Duijnstee, Danilo Mandic

To this end, we provide a framework to generalize impermanent loss for multiple asset pools obeying any constant function market maker with optional concentrated liquidity.

Fair and skill-diverse student group formation via constrained k-way graph partitioning

no code implementations12 Jan 2023 Alexander Jenkins, Imad Jaimoukha, Ljubisa Stankovic, Danilo Mandic

Forming the right combination of students in a group promises to enable a powerful and effective environment for learning and collaboration.

Attribute Dimensionality Reduction +2

ResGrad: Residual Denoising Diffusion Probabilistic Models for Text to Speech

1 code implementation30 Dec 2022 Zehua Chen, Yihan Wu, Yichong Leng, Jiawei Chen, Haohe Liu, Xu Tan, Yang Cui, Ke Wang, Lei He, Sheng Zhao, Jiang Bian, Danilo Mandic

Denoising Diffusion Probabilistic Models (DDPMs) are emerging in text-to-speech (TTS) synthesis because of their strong capability of generating high-fidelity samples.

Denoising

Hyper-GST: Predict Metro Passenger Flow Incorporating GraphSAGE, Hypergraph, Social-meaningful Edge Weights and Temporal Exploitation

no code implementations9 Nov 2022 Yuyang Miao, Yao Xu, Danilo Mandic

Graph-based deep learning algorithms could utilise the graph structure but raise a few challenges, such as how to determine the weights of the edges and the shallow receptive field caused by the over-smoothing issue.

Demystifying CNNs for Images by Matched Filters

no code implementations16 Oct 2022 Shengxi Li, Xinyi Zhao, Ljubisa Stankovic, Danilo Mandic

The success of convolution neural networks (CNN) has been revolutionising the way we approach and use intelligent machines in the Big Data era.

Comprehensive Graph Gradual Pruning for Sparse Training in Graph Neural Networks

no code implementations18 Jul 2022 Chuang Liu, Xueqi Ma, Yibing Zhan, Liang Ding, Dapeng Tao, Bo Du, Wenbin Hu, Danilo Mandic

However, the LTH-based methods suffer from two major drawbacks: 1) they require exhaustive and iterative training of dense models, resulting in an extremely large training computation cost, and 2) they only trim graph structures and model parameters but ignore the node feature dimension, where significant redundancy exists.

Node Classification

BinauralGrad: A Two-Stage Conditional Diffusion Probabilistic Model for Binaural Audio Synthesis

1 code implementation30 May 2022 Yichong Leng, Zehua Chen, Junliang Guo, Haohe Liu, Jiawei Chen, Xu Tan, Danilo Mandic, Lei He, Xiang-Yang Li, Tao Qin, Sheng Zhao, Tie-Yan Liu

Combining this novel perspective of two-stage synthesis with advanced generative models (i. e., the diffusion models), the proposed BinauralGrad is able to generate accurate and high-fidelity binaural audio samples.

Audio Synthesis

Last-iterate convergence analysis of stochastic momentum methods for neural networks

no code implementations30 May 2022 Dongpo Xu, Jinlan Liu, Yinghua Lu, Jun Kong, Danilo Mandic

The stochastic momentum method is a commonly used acceleration technique for solving large-scale stochastic optimization problems in artificial neural networks.

Stochastic Optimization

InferGrad: Improving Diffusion Models for Vocoder by Considering Inference in Training

no code implementations8 Feb 2022 Zehua Chen, Xu Tan, Ke Wang, Shifeng Pan, Danilo Mandic, Lei He, Sheng Zhao

In this paper, we propose InferGrad, a diffusion model for vocoder that incorporates inference process into training, to reduce the inference iterations while maintaining high generation quality.

Denoising

Bayesian autoregressive spectral estimation

no code implementations5 Oct 2021 Alejandro Cuevas, Sebastián López, Danilo Mandic, Felipe Tobar

Autoregressive (AR) time series models are widely used in parametric spectral estimation (SE), where the power spectral density (PSD) of the time series is approximated by that of the \emph{best-fit} AR model, which is available in closed form.

Time Series Time Series Analysis

Learning to Classify and Imitate Trading Agents in Continuous Double Auction Markets

no code implementations4 Oct 2021 Mahmoud Mahfouz, Tucker Balch, Manuela Veloso, Danilo Mandic

Continuous double auctions such as the limit order book employed by exchanges are widely used in practice to match buyers and sellers of a variety of financial instruments.

Behavioural cloning

Understanding the Basis of Graph Convolutional Neural Networks via an Intuitive Matched Filtering Approach

no code implementations23 Aug 2021 Ljubisa Stankovic, Danilo Mandic

Graph Convolutional Neural Networks (GCNN) are becoming a preferred model for data processing on irregular domains, yet their analysis and principles of operation are rarely examined due to the black box nature of NNs.

Von Mises-Fisher Elliptical Distribution

no code implementations14 Mar 2021 Shengxi Li, Danilo Mandic

A large class of modern probabilistic learning systems assumes symmetric distributions, however, real-world data tend to obey skewed distributions and are thus not always adequately modelled through symmetric distributions.

Improved Coherence Index-Based Bound in Compressive Sensing

no code implementations11 Mar 2021 Ljubisa Stankovic, Milos Brajovic, Danilo Mandic, Isidora Stankovic, Milos Dakovic

Within the Compressive Sensing (CS) paradigm, sparse signals can be reconstructed based on a reduced set of measurements.

Compressive Sensing

Reciprocal Adversarial Learning via Characteristic Functions

1 code implementation NeurIPS 2020 Shengxi Li, Zeyang Yu, Min Xiang, Danilo Mandic

For rigour, we first establish the physical meaning of the phase and amplitude in CF, and show that this provides a feasible way of balancing the accuracy and diversity of generation.

Methods of Adaptive Signal Processing on Graphs Using Vertex-Time Autoregressive Models

no code implementations10 Mar 2020 Thiernithi Variddhisai, Danilo Mandic

The concept of a random process has been recently extended to graph signals, whereby random graph processes are a class of multivariate stochastic processes whose coefficients are matrices with a \textit{graph-topological} structure.

Graph Signal Processing -- Part III: Machine Learning on Graphs, from Graph Topology to Applications

no code implementations2 Jan 2020 Ljubisa Stankovic, Danilo Mandic, Milos Dakovic, Milos Brajovic, Bruno Scalzo, Shengxi Li, Anthony G. Constantinides

Many modern data analytics applications on graphs operate on domains where graph topology is not known a priori, and hence its determination becomes part of the problem definition, rather than serving as prior knowledge which aids the problem solution.

BIG-bench Machine Learning

On the Importance of Opponent Modeling in Auction Markets

no code implementations28 Nov 2019 Mahmoud Mahfouz, Angelos Filos, Cyrine Chtourou, Joshua Lockhart, Samuel Assefa, Manuela Veloso, Danilo Mandic, Tucker Balch

The dynamics of financial markets are driven by the interactions between participants, as well as the trading mechanisms and regulatory frameworks that govern these interactions.

Solving general elliptical mixture models through an approximate Wasserstein manifold

1 code implementation9 Jun 2019 Shengxi Li, Zeyang Yu, Min Xiang, Danilo Mandic

To relieve this issue, we introduce an efficient optimisation method on a statistical manifold defined under an approximate Wasserstein distance, which allows for explicit metrics and computable operations, thus significantly stabilising and improving the EMM estimation.

Widely Linear Complex-valued Autoencoder: Dealing with Noncircularity in Generative-Discriminative Models

no code implementations5 Mar 2019 Zeyang Yu, Shengxi Li, Danilo Mandic

To resolve this issue, we design a new cost function, which is capable of controlling the balance between the phase and the amplitude contribution to the solution.

Tensor Ring Decomposition with Rank Minimization on Latent Space: An Efficient Approach for Tensor Completion

no code implementations7 Sep 2018 Longhao Yuan, Chao Li, Danilo Mandic, Jianting Cao, Qibin Zhao

In this paper, by exploiting the low-rank structure of the TR latent space, we propose a novel tensor completion method which is robust to model selection.

Model Selection Tensor Decomposition

Rank Minimization on Tensor Ring: A New Paradigm in Scalable Tensor Decomposition and Completion

no code implementations22 May 2018 Longhao Yuan, Chao Li, Danilo Mandic, Jianting Cao, Qibin Zhao

In low-rank tensor completion tasks, due to the underlying multiple large-scale singular value decomposition (SVD) operations and rank selection problem of the traditional methods, they suffer from high computational cost and high sensitivity of model complexity.

Tensor Decomposition

A universal framework for learning the elliptical mixture model

no code implementations21 May 2018 Shengxi Li, Zeyang Yu, Danilo Mandic

Mixture modelling using elliptical distributions promises enhanced robustness, flexibility and stability over the widely employed Gaussian mixture model (GMM).

Quadratic Programming Over Ellipsoids (with Applications to Constrained Linear Regression and Tensor Decomposition)

no code implementations13 Nov 2017 Anh-Huy Phan, Masao Yamagishi, Danilo Mandic, Andrzej Cichocki

A novel algorithm to solve the quadratic programming problem over ellipsoids is proposed.

Optimization and Control

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