Ben Moews — Page 2 | Searcharxiv

arXiv2019

Forging new worlds: high-resolution synthetic galaxies with chained generative adversarial networks

Astronomy of the 21st century increasingly finds itself with extreme quantities of data. This growth in data is ripe for modern technologies such as deep image processing, which has the potential to allow astronomers to automatically identify, classify, segment and deblend various astronomical objects. In this paper, we explore the use of chained generative adversarial networks (GANs), a class of generative models that learn mappings from latent spaces to data distributions by modelling the joint distribution of the data, to produce physically realistic galaxy images as one use case of such models. In cosmology, such datasets can aid in the calibration of shape measurements for weak lensing by augmenting data with synthetic images. By measuring the distributions of multiple physical properties, we show that images generated with our approach closely follow the distributions of real galaxies, further establishing state-of-the-art GAN architectures as a valuable tool for modern-day astronomy.

astro-ph.IM↗

arXiv2018

Lagged correlation-based deep learning for directional trend change prediction in financial time series

Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach predictions of directional trend changes via complex lagged correlations between them, excluding any information about the target series from the respective inputs to achieve predictions purely based on such correlations with other series. We propose the use of deep neural networks that employ step-wise linear regressions with exponential smoothing in the preparatory feature engineering for this task, with regression slopes as trend strength indicators for a given time interval. We apply this method to historical stock market data from 2011 to 2016 as a use case example of lagged correlations between large numbers of time series that are heavily influenced by externally arising new information as a random factor. The results demonstrate the viability of the proposed approach, with state-of-the-art accuracies and accounting for the statistical significance of the results for additional validation, as well as important implications for modern financial economics.

q-fin.CP↗