arXiv subjects

Abhishek Dutta

Publications and source records attributed to Abhishek Dutta.

At least 19 recordsLinked to original sources

arXiv2026

WISE: A Multimodal Search Engine for Visual Scenes, Audio, Objects, Faces, Speech, and Metadata

In this paper, we present WISE, an open-source audiovisual search engine which integrates a range of multimodal retrieval capabilities into a single, practical tool accessible to users without machine learning expertise. WISE supports natural-language and reverse-image queries at both the scene level (e.g. empty street) and object level (e.g. horse) across images and videos; face-based search for specific individuals; audio retrieval of acoustic events using text (e.g. wood creak) or an audio file; search over automatically transcribed speech; and filtering by user-provided metadata. Rich insights can be obtained by combining queries across modalities -- for example, retrieving German trains from a historical archive by applying the object query "train" and the metadata query "Germany", or searching for a face in a place. By employing vector search techniques, WISE can scale to support efficient retrieval over millions of images or thousands of hours of video. Its modular architecture facilitates the integration of new models. WISE can be deployed locally for private or sensitive collections, and has been applied to various real-world use cases. Our code is open-source and available at https://gitlab.com/vgg/wise/wise.

cs.IR↗

arXiv2025

Unveiling Reasoning Thresholds in Language Models: Scaling, Fine-Tuning, and Interpretability through Attention Maps

This study investigates the in-context learning capabilities of various decoder-only transformer-based language models with different model sizes and training data, including GPT2, SmolLM2, OpenELM, TinyLlama, Stable LM, and Gemma 2. We identify a critical parameter threshold (~1.6 billion), beyond which reasoning performance improves significantly in tasks such as commonsense reasoning in multiple-choice question answering and deductive reasoning. Specifically, models above this threshold achieve better success rates in chain-of-thought (CoT) prompting for deductive reasoning tasks, especially those requiring longer reasoning chains, such as proof by contradiction and disjunction elimination. To address limitations in sub-threshold models, we demonstrate that fine-tuning with task-specific exemplars substantially enhances reasoning performance, enabling accurate CoT generation even without additional exemplars in the prompt for tasks with shorter reasoning chains. Finally, our analysis of attention maps reveals that models capable of generating correct CoTs exhibit higher token-level attention scores on subsequent correct tokens and the correct parts of speech, providing interpretability insights into reasoning processes. These findings collectively advance understanding of reasoning capabilities in decoder-only transformer-based models. The code is available at: https://github.com/AnnonymousForPapers/CoT_Reasoning_Test.

cs.CL↗

arXiv2024

Towards Autonomous Agents: Adaptive-planning, Reasoning, and Acting in Language Models

We propose a novel in-context learning algorithm for building autonomous decision-making language agents. The language agent continuously attempts to solve the same task by self-correcting each time the task fails. Our selected language agent demonstrates the ability to solve tasks in a text-based game environment. Our results show that the gemma-2-9b-it language model, using our proposed method, can successfully complete two of six tasks that failed in the first attempt. This highlights the effectiveness of our approach in enhancing the problem-solving capabilities of a single language model through self-correction, paving the way for more advanced autonomous agents. The code is publicly available at https://github.com/YenCheHsiao/AutonomousLLMAgentwithAdaptingPlanning.

cs.AI↗

arXiv2024

Adaptive Reasoning and Acting in Medical Language Agents

This paper presents an innovative large language model (LLM) agent framework for enhancing diagnostic accuracy in simulated clinical environments using the AgentClinic benchmark. The proposed automatic correction enables doctor agents to iteratively refine their reasoning and actions following incorrect diagnoses, fostering improved decision-making over time. Experiments show that the implementation of the adaptive LLM-based doctor agents achieve correct diagnoses through dynamic interactions with simulated patients. The evaluations highlight the capacity of autonomous agents to adapt and improve in complex medical scenarios. Future enhancements will focus on refining the algorithm and expanding its applicability across a wider range of tasks and different large language models.

cs.AI↗

arXiv2024

Efficient transformer with reinforced position embedding for language models

In this paper, we propose an efficient transformer architecture that uses reinforced positional embedding to obtain superior performance with half the number of encoder decoder layers. We demonstrate that concatenating positional encoding with trainable token embeddings, normalizing columns in the token embedding matrix, and using the normalized token embedding matrix as the value of the attention layer improve the training and validation loss and the training time in an encoder-decoder Transformer model for a Portuguese-English translation task with 10 epochs or 12 hours of training across 10 trials. Our method, with roughly a threefold parameter reduction compared to the baseline model, yields a mean training loss of 1.21, a mean validation loss of 1.51, and an average training time of 1352.27 seconds per epoch, surpassing the baseline model with the same embedding dimension that employs addition of positional encoding and token embeddings, which achieves a mean training loss of 1.96, a validation loss of 2.18, and an average training time of 4297.79 seconds per epoch. Additionally, we evaluated our proposed architecture and the baseline across 14 diverse translation datasets from TensorFlow. The results indicate that our method consistently achieves lower or comparable training and validation losses, suggesting enhanced learning efficiency.

cs.CL↗

arXiv2024

Hybrid Coordinate Descent for Efficient Neural Network Learning Using Line Search and Gradient Descent

This paper presents a novel coordinate descent algorithm leveraging a combination of one-directional line search and gradient information for parameter updates for a squared error loss function. Each parameter undergoes updates determined by either the line search or gradient method, contingent upon whether the modulus of the gradient of the loss with respect to that parameter surpasses a predefined threshold. Notably, a larger threshold value enhances algorithmic efficiency. Despite the potentially slower nature of the line search method relative to gradient descent, its parallelizability facilitates computational time reduction. Experimental validation conducted on a 2-layer Rectified Linear Unit network with synthetic data elucidates the impact of hyperparameters on convergence rates and computational efficiency.

cs.LG↗

arXiv2024

Derivation of Back-propagation for Graph Convolutional Networks using Matrix Calculus and its Application to Explainable Artificial Intelligence

This paper provides a comprehensive and detailed derivation of the backpropagation algorithm for graph convolutional neural networks using matrix calculus. The derivation is extended to include arbitrary element-wise activation functions and an arbitrary number of layers. The study addresses two fundamental problems, namely node classification and link prediction. To validate our method, we compare it with reverse-mode automatic differentiation. The experimental results demonstrate that the median sum of squared errors of the updated weight matrices, when comparing our method to the approach using reverse-mode automatic differentiation, falls within the range of $10^{-18}$ to $10^{-14}$. These outcomes are obtained from conducting experiments on a five-layer graph convolutional network, applied to a node classification problem on Zachary's karate club social network and a link prediction problem on a drug-drug interaction network. Finally, we show how the derived closed-form solution can facilitate the development of explainable AI and sensitivity analysis.

cs.LG↗

arXiv2022

Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock Market

Portfolio optimization is a challenging problem that has attracted considerable attention and effort from researchers. The optimization of stock portfolios is a particularly hard problem since the stock prices are volatile and estimation of their future volatilities and values, in most cases, is very difficult, if not impossible. This work uses three ratios, the Sharpe ratio, the Sortino ratio, and the Calmar ratio, for designing the mean-variance optimized portfolios for six important sectors listed in the National Stock Exchange (NSE) of India. Three portfolios are designed for each sector maximizing the ratios based on the historical prices of the ten most important stocks of each sector from Jan 1, 2017, to Dec 31, 2020. The evaluation of the portfolios is done based on their cumulative returns over the test period from Jan 1, 2021, to Dec 31, 2021. The ratio that yields the maximum cumulative returns for both the training and the test periods for the majority of the sectors is identified. The sectors that exhibit the maximum cumulative returns for the same ratio are also identified. The results provide useful insights for investors in the stock market in making their investment decisions based on the current return and risks associated with the six sectors and their stocks.

q-fin.PM↗

arXiv2022

A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks

Portfolio optimization has been an area of research that has attracted a lot of attention from researchers and financial analysts. Designing an optimum portfolio is a complex task since it not only involves accurate forecasting of future stock returns and risks but also needs to optimize them. This paper presents a systematic approach to portfolio optimization using two approaches, the hierarchical risk parity algorithm and the Eigen portfolio on seven sectors of the Indian stock market. The portfolios are built following the two approaches to historical stock prices from Jan 1, 2016, to Dec 31, 2020. The portfolio performances are evaluated on the test data from Jan 1, 2021, to Nov 1, 2021. The backtesting results of the portfolios indicate that the performance of the HRP portfolio is superior to that of its Eigen counterpart on both training and test data for the majority of the sectors studied.

q-fin.PM↗

arXiv2022

Software Resurrection: Discovering Programming Pearls by Showing Modernity to Historical Software

Reading computer program code and documentation written by others is, we are told, one of the best ways to learn the art of writing intelligible and maintainable code and documentation. The software resurrection exercise, introduced in this paper, requires a motivated learner to compile and test a historical release (e.g. 20 years old) version of a well maintained and widely adopted open source software on a modern hardware and software platform. This exercise concludes by writing a critique based on issues encountered while compiling and testing a historical software release on a hardware and software platform that could not have been foreseen at the time of release. The learner is also required to fix the issues as a part of the software resurrection exercise. The seemingly pointless exercise of resurrecting a historical software allows motivated learners to experience the pain and joy of software maintenance which is essential for understanding the factors that contribute to intelligibility and maintainability of program code and documentation. The concept of software resurrection exercise is illustrated using a version of the SQLite database engine that was released 20 years ago. This illustration shows that software engineering principles (or programming pearls) emerge when a historical software release is adapted to run successfully on a modern platform. The software resurrection exercise also has the potential to lay foundations for a lifelong willingness to explore and learn from existing program code.

cs.SE↗

arXiv2022

Precise Stock Price Prediction for Optimized Portfolio Design Using an LSTM Model

Accurate prediction of future prices of stocks is a difficult task to perform. Even more challenging is to design an optimized portfolio of stocks with the identification of proper weights of allocation to achieve the optimized values of return and risk. We present optimized portfolios based on the seven sectors of the Indian economy. The past prices of the stocks are extracted from the web from January 1, 2016, to December 31, 2020. Optimum portfolios are designed on the selected seven sectors. An LSTM regression model is also designed for predicting future stock prices. Five months after the construction of the portfolios, i.e., on June 1, 2021, the actual and predicted returns and risks of each portfolio are computed. The predicted and the actual returns indicate the very high accuracy of the LSTM model.

q-fin.PM↗

arXiv2022

Hierarchical Risk Parity and Minimum Variance Portfolio Design on NIFTY 50 Stocks

Portfolio design and optimization have been always an area of research that has attracted a lot of attention from researchers from the finance domain. Designing an optimum portfolio is a complex task since it involves accurate forecasting of future stock returns and risks and making a suitable tradeoff between them. This paper proposes a systematic approach to designing portfolios using two algorithms, the critical line algorithm, and the hierarchical risk parity algorithm on eight sectors of the Indian stock market. While the portfolios are designed using the stock price data from Jan 1, 2016, to Dec 31, 2020, they are tested on the data from Jan 1, 2021, to Aug 26, 2021. The backtesting results of the portfolios indicate while the performance of the CLA algorithm is superior on the training data, the HRP algorithm has outperformed the CLA algorithm on the test data.

q-fin.PM↗

arXiv2022

Machine Learning: Algorithms, Models, and Applications

Recent times are witnessing rapid development in machine learning algorithm systems, especially in reinforcement learning, natural language processing, computer and robot vision, image processing, speech, and emotional processing and understanding. In tune with the increasing importance and relevance of machine learning models, algorithms, and their applications, and with the emergence of more innovative uses cases of deep learning and artificial intelligence, the current volume presents a few innovative research works and their applications in real world, such as stock trading, medical and healthcare systems, and software automation. The chapters in the book illustrate how machine learning and deep learning algorithms and models are designed, optimized, and deployed. The volume will be useful for advanced graduate and doctoral students, researchers, faculty members of universities, practicing data scientists and data engineers, professionals, and consultants working on the broad areas of machine learning, deep learning, and artificial intelligence.

cs.LG↗

arXiv2021

Stock Portfolio Optimization Using a Deep Learning LSTM Model

Predicting future stock prices and their movement patterns is a complex problem. Hence, building a portfolio of capital assets using the predicted prices to achieve the optimization between its return and risk is an even more difficult task. This work has carried out an analysis of the time series of the historical prices of the top five stocks from the nine different sectors of the Indian stock market from January 1, 2016, to December 31, 2020. Optimum portfolios are built for each of these sectors. For predicting future stock prices, a long-and-short-term memory (LSTM) model is also designed and fine-tuned. After five months of the portfolio construction, the actual and the predicted returns and risks of each portfolio are computed. The predicted and the actual returns of each portfolio are found to be high, indicating the high precision of the LSTM model.

q-fin.PM↗

arXiv2021

Machine Learning in Finance-Emerging Trends and Challenges

The paradigm of machine learning and artificial intelligence has pervaded our everyday life in such a way that it is no longer an area for esoteric academics and scientists putting their effort to solve a challenging research problem. The evolution is quite natural rather than accidental. With the exponential growth in processing speed and with the emergence of smarter algorithms for solving complex and challenging problems, organizations have found it possible to harness a humongous volume of data in realizing solutions that have far-reaching business values. This introductory chapter highlights some of the challenges and barriers that organizations in the financial services sector at the present encounter in adopting machine learning and artificial intelligence-based models and applications in their day-to-day operations.

q-fin.ST↗

arXiv2021

Volatility Modeling of Stocks from Selected Sectors of the Indian Economy Using GARCH

Volatility clustering is an important characteristic that has a significant effect on the behavior of stock markets. However, designing robust models for accurate prediction of future volatilities of stock prices is a very challenging research problem. We present several volatility models based on generalized autoregressive conditional heteroscedasticity (GARCH) framework for modeling the volatility of ten stocks listed in the national stock exchange (NSE) of India. The stocks are selected from the auto sector and the banking sector of the Indian economy, and they have a significant impact on the sectoral index of their respective sectors in the NSE. The historical stock price records from Jan 1, 2010, to Apr 30, 2021, are scraped from the Yahoo Finance website using the DataReader API of the Pandas module in the Python programming language. The GARCH modules are built and fine-tuned on the training data and then tested on the out-of-sample data to evaluate the performance of the models. The analysis of the results shows that asymmetric GARCH models yield more accurate forecasts on the future volatility of stocks.

q-fin.CP↗

arXiv2021

Profitability Analysis in Stock Investment Using an LSTM-Based Deep Learning Model

Designing robust systems for precise prediction of future prices of stocks has always been considered a very challenging research problem. Even more challenging is to build a system for constructing an optimum portfolio of stocks based on the forecasted future stock prices. We present a deep learning-based regression model built on a long-and-short-term memory network (LSTM) network that automatically scraps the web and extracts historical stock prices based on a stock's ticker name for a specified pair of start and end dates, and forecasts the future stock prices. We deploy the model on 75 significant stocks chosen from 15 critical sectors of the Indian stock market. For each of the stocks, the model is evaluated for its forecast accuracy. Moreover, the predicted values of the stock prices are used as the basis for investment decisions, and the returns on the investments are computed. Extensive results are presented on the performance of the model. The analysis of the results demonstrates the efficacy and effectiveness of the system and enables us to compare the profitability of the sectors from the point of view of the investors in the stock market.

q-fin.ST↗

arXiv2020

Stock Price Prediction Using Machine Learning and LSTM-Based Deep Learning Models

Prediction of stock prices has been an important area of research for a long time. While supporters of the efficient market hypothesis believe that it is impossible to predict stock prices accurately, there are formal propositions demonstrating that accurate modeling and designing of appropriate variables may lead to models using which stock prices and stock price movement patterns can be very accurately predicted. In this work, we propose an approach of hybrid modeling for stock price prediction building different machine learning and deep learning-based models. For the purpose of our study, we have used NIFTY 50 index values of the National Stock Exchange (NSE) of India, during the period December 29, 2014 till July 31, 2020. We have built eight regression models using the training data that consisted of NIFTY 50 index records during December 29, 2014 till December 28, 2018. Using these regression models, we predicted the open values of NIFTY 50 for the period December 31, 2018 till July 31, 2020. We, then, augment the predictive power of our forecasting framework by building four deep learning-based regression models using long-and short-term memory (LSTM) networks with a novel approach of walk-forward validation. We exploit the power of LSTM regression models in forecasting the future NIFTY 50 open values using four different models that differ in their architecture and in the structure of their input data. Extensive results are presented on various metrics for the all the regression models. The results clearly indicate that the LSTM-based univariate model that uses one-week prior data as input for predicting the next week open value of the NIFTY 50 time series is the most accurate model.

q-fin.ST↗