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Jan Broekaert

Publications and source records attributed to Jan Broekaert.

At least 19 recordsLinked to original sources
arXiv2023

Evolution of Neural Architectures for Financial Forecasting: A Note on Data Incompatibility during Crisis Periods

This note focuses on the optimization of neural architectures for stock index movement forecasting following a major market disruption or crisis. Given that such crises may introduce a shift in market dynamics, this study aims to investigate whether the training data from market dynamics prior to the crisis are compatible with the data during the crisis period. To this end, two distinct learning environments are designed to evaluate and reconcile the effects of possibly different market dynamics. These environments differ principally based on the role assigned to the pre-crisis data. In both environments, a set of non-dominated architectures are identified to satisfy the multi-criteria co-evolution problem, which simultaneously addresses the selection issues related to features and hidden layer topology. To test the hypothesis of pre-crisis data incompatibility, the day-ahead movement prediction of the NASDAQ index is considered during two recent and major market disruptions; the 2008 financial crisis and the COVID-19 pandemic. The results of a detailed comparative evaluation convincingly support the incompatibility hypothesis and highlight the need to select re-training windows carefully.

cs.CE↗
arXiv2023

Coevolution of Neural Architectures and Features for Stock Market Forecasting: A Multi-objective Decision Perspective

In a multi objective setting, a portfolio manager's highly consequential decisions can benefit from assessing alternative forecasting models of stock index movement. The present investigation proposes a new approach to identify a set of nondominated neural network models for further selection by the decision maker. A new coevolution approach is proposed to simultaneously select the features and topology of neural networks (collectively referred to as neural architecture), where the features are viewed from a topological perspective as input neurons. Further, the coevolution is posed as a multicriteria problem to evolve sparse and efficacious neural architectures. The well known dominance and decomposition based multiobjective evolutionary algorithms are augmented with a nongeometric crossover operator to diversify and balance the search for neural architectures across conflicting criteria. Moreover, the coevolution is augmented to accommodate the data based implications of distinct market behaviors prior to and during the ongoing COVID 19 pandemic. A detailed comparative evaluation is carried out with the conventional sequential approach of feature selection followed by neural topology design, as well as a scalarized coevolution approach. The results on the NASDAQ index in pre and peri COVID time windows convincingly demonstrate that the proposed coevolution approach can evolve a set of nondominated neural forecasting models with better generalization capabilities.

cs.CE↗
arXiv2021

A Multi-criteria Approach to Evolve Sparse Neural Architectures for Stock Market Forecasting

This study proposes a new framework to evolve efficacious yet parsimonious neural architectures for the movement prediction of stock market indices using technical indicators as inputs. In the light of a sparse signal-to-noise ratio under the Efficient Market hypothesis, developing machine learning methods to predict the movement of a financial market using technical indicators has shown to be a challenging problem. To this end, the neural architecture search is posed as a multi-criteria optimization problem to balance the efficacy with the complexity of architectures. In addition, the implications of different dominant trading tendencies which may be present in the pre-COVID and within-COVID time periods are investigated. An $\epsilon-$ constraint framework is proposed as a remedy to extract any concordant information underlying the possibly conflicting pre-COVID data. Further, a new search paradigm, Two-Dimensional Swarms (2DS) is proposed for the multi-criteria neural architecture search, which explicitly integrates sparsity as an additional search dimension in particle swarms. A detailed comparative evaluation of the proposed approach is carried out by considering genetic algorithm and several combinations of empirical neural design rules with a filter-based feature selection method (mRMR) as baseline approaches. The results of this study convincingly demonstrate that the proposed approach can evolve parsimonious networks with better generalization capabilities.

cs.NE↗
arXiv2018

Episodic source memory over distribution by quantum-like dynamics -- a model exploration

In source memory studies, a decision-maker is concerned with identifying the context in which a given episodic experience occurred. A common paradigm for studying source memory is the `three-list' experimental paradigm, where a subject studies three lists of words and is later asked whether a given word appeared on one or more of the studied lists. Surprisingly, the sum total of the acceptance probabilities generated by asking for the source of a word separately for each list (`list 1?', `list 2?', `list 3?') exceeds the acceptance probability generated by asking whether that word occurred on the union of the lists (`list 1 or 2 or 3?'). The episodic memory for a given word therefore appears over distributed on the disjoint contexts of the lists. A quantum episodic memory model [QEM] was proposed by Brainerd, Wang and Reyna (2013) to explain this type of result. In this paper, we apply a Hamiltonian dynamical extension of QEM for over distribution of source memory. The Hamiltonian operators are simultaneously driven by parameters for re-allocation of gist-based and verbatim-based acceptance support as subjects are exposed to the cue word in the first temporal stage, and are attenuated for description-dependence by the querying probe in the second temporal stage. Overall, the model predicts well the choice proportions in both separate list and union list queries and the over distribution effect, suggesting that a Hamiltonian dynamics for QEM can provide a good account of the acceptance processes involved in episodic memory tasks.

quant-ph↗
arXiv2016

Generalizing Prototype Theory: A Formal Quantum Framework

Theories of natural language and concepts have been unable to model the flexibility, creativity, context-dependence, and emergence, exhibited by words, concepts and their combinations. The mathematical formalism of quantum theory has instead been successful in capturing these phenomena such as graded membership, situational meaning, composition of categories, and also more complex decision making situations, which cannot be modeled in traditional probabilistic approaches. We show how a formal quantum approach to concepts and their combinations can provide a powerful extension of prototype theory. We explain how prototypes can interfere in conceptual combinations as a consequence of their contextual interactions, and provide an illustration of this using an intuitive wave-like diagram. This quantum-conceptual approach gives new life to original prototype theory, without however making it a privileged concept theory, as we explain at the end of our paper.

cs.AI↗
arXiv2014

Is a `Wirikuta empowerment' of the Huichol measurable on the Internet?

Current social and activist movements find the opportunity in social media to effectively impact on the agenda of governing bodies and create `global' perceptions -- it is often claimed. Content related to the social and activist movements is online, to be accessed, supported or disputed and distributed from virtually anywhere at any time, in the public sphere of the Internet. This activity allows the enlargement of social movements and would increase the empowerment in the concerned communities. The aim of this explorative study is to assess whether the temporal evolution of the Normalised Web Distance (NWD) --as defined by Cilibrasi & Vit\'anyi (2007)-- between identifying terms concerning this activism could be used to measure the progress or decline of social empowerment through the Internet. The NWD relies on the page count number of single and joint queries, which in our study have been registered using a freely available web browser (e.g. Google Search) providing a time search window for temporal query results. To explore this meta-data technique, we introduce the case of a perceived Wirikuta online movement, which originated in Mexico with the aim to protect the Huichols' sacred land and water resources from open mining projects for silver ore. We conducted a small scale Internet study relating the key terms `Wirikuta', `Huichol', and `Wixarika' and their co-occurrence with seven positive qualifiers (e.g. `sacred land'), five negative qualifiers (e.g. `violence') and one neutral qualifier (`table') over time, annually from 1994 till 2013. We confirm close semantic clustering over time of traditional indigeneous identity terms of the Huichol, and observe a slight convergence of key terms to `mines' and less pronounced to `sacred land' and a divergence with respect to `ancestors' indicating a complex image of a tendency of empowerment.

cs.SI↗
arXiv2014

Quantum Structure in Competing Lizard Communities

Almost two decades of research on applications of the mathematical formalism of quantum theory as a modeling tool in domains different from the micro-world has given rise to many successful applications in situations related to human behavior and thought, more specifically in cognitive processes of decision-making and the ways concepts are combined into sentences. In this article, we extend this approach to animal behavior, showing that an analysis of an interactive situation involving a mating competition between certain lizard morphs allows to identify a quantum theoretic structure. More in particular, we show that when this lizard competition is analyzed structurally in the light of a compound entity consisting of subentities, the contextuality provided by the presence of an underlying rock-paper-scissors cyclic dynamics leads to a violation of Bell's inequality, which means it is of a non-classical type. We work out an explicit quantum-mechanical representation in Hilbert space for the lizard situation and show that it faithfully models a set of experimental data collected on three throat-colored morphs of a specific lizard species. Furthermore, we investigate the Hilbert space modeling, and show that the states describing the lizard competitions contain entanglement for each one of the considered confrontations of lizards with different competing strategies, which renders it no longer possible to interpret these states of the competing lizards as compositions of states of the individual lizards.

physics.bio-ph↗
arXiv2013

Intrinsic Contextuality as the Crux of Consciousness

A stream of conscious experience is extremely contextual; it is impacted by sensory stimuli, drives and emotions, and the web of associations that link, directly or indirectly, the subject of experience to other elements of the individual's worldview. The contextuality of one's conscious experience both enhances and constrains the contextuality of one's behavior. Since we cannot know first-hand the conscious experience of another, it is by way of behavioral contextuality that we make judgements about whether or not, and to what extent, a system is conscious. Thus we believe that a deep understanding of contextuality is vital to the study of consciousness. Methods have been developed for handling contextuality in the microworld of quantum particles. Our goal has been to investigate the extent to which these methods can be used to analyze contextuality in conscious experience. This work is the fledgling efforts of a recently-initiated interdisciplinary collaboration.

q-bio.NC↗
arXiv2013

The Quantum Challenge in Concept Theory and Natural Language Processing

The mathematical formalism of quantum theory has been successfully used in human cognition to model decision processes and to deliver representations of human knowledge. As such, quantum cognition inspired tools have improved technologies for Natural Language Processing and Information Retrieval. In this paper, we overview the quantum cognition approach developed in our Brussels team during the last two decades, specifically our identification of quantum structures in human concepts and language, and the modeling of data from psychological and corpus-text-based experiments. We discuss our quantum-theoretic framework for concepts and their conjunctions/disjunctions in a Fock-Hilbert space structure, adequately modeling a large amount of data collected on concept combinations. Inspired by this modeling, we put forward elements for a quantum contextual and meaning-based approach to information technologies in which 'entities of meaning' are inversely reconstructed from texts, which are considered as traces of these entities' states.

cs.CL↗
arXiv2013

Meaning-focused and Quantum-inspired Information Retrieval

In recent years, quantum-based methods have promisingly integrated the traditional procedures in information retrieval (IR) and natural language processing (NLP). Inspired by our research on the identification and application of quantum structures in cognition, more specifically our work on the representation of concepts and their combinations, we put forward a 'quantum meaning based' framework for structured query retrieval in text corpora and standardized testing corpora. This scheme for IR rests on considering as basic notions, (i) 'entities of meaning', e.g., concepts and their combinations and (ii) traces of such entities of meaning, which is how documents are considered in this approach. The meaning content of these 'entities of meaning' is reconstructed by solving an 'inverse problem' in the quantum formalism, consisting of reconstructing the full states of the entities of meaning from their collapsed states identified as traces in relevant documents. The advantages with respect to traditional approaches, such as Latent Semantic Analysis (LSA), are discussed by means of concrete examples.

cs.IR↗
arXiv2012

The Guppy Effect as Interference

People use conjunctions and disjunctions of concepts in ways that violate the rules of classical logic, such as the law of compositionality. Specifically, they overextend conjunctions of concepts, a phenomenon referred to as the Guppy Effect. We build on previous efforts to develop a quantum model that explains the Guppy Effect in terms of interference. Using a well-studied data set with 16 exemplars that exhibit the Guppy Effect, we developed a 17-dimensional complex Hilbert space H that models the data and demonstrates the relationship between overextension and interference. We view the interference effect as, not a logical fallacy on the conjunction, but a signal that out of the two constituent concepts, a new concept has emerged.

cs.AI↗
arXiv2011

A Quantum-Conceptual Explanation of Violations of Expected Utility in Economics

The expected utility hypothesis is one of the building blocks of classical economic theory and founded on Savage's Sure-Thing Principle. It has been put forward, e.g. by situations such as the Allais and Ellsberg paradoxes, that real-life situations can violate Savage's Sure-Thing Principle and hence also expected utility. We analyze how this violation is connected to the presence of the 'disjunction effect' of decision theory and use our earlier study of this effect in concept theory to put forward an explanation of the violation of Savage's Sure-Thing Principle, namely the presence of 'quantum conceptual thought' next to 'classical logical thought' within a double layer structure of human thought during the decision process. Quantum conceptual thought can be modeled mathematically by the quantum mechanical formalism, which we illustrate by modeling the Hawaii problem situation, a well-known example of the disjunction effect, and we show how the dynamics in the Hawaii problem situation is generated by the whole conceptual landscape surrounding the decision situation.

physics.soc-ph↗
arXiv2007

A spatially-VSL gravity model with 1-PN limit of GRT

A scalar gravity model is developed according the 'geometric conventionalist' approach introduced by Poincare (Einstein 1921, Poincare 1905, Reichenbach 1957, Gruenbaum1973). In principle this approach allows an alternative interpretation and formulation of General Relativity Theory (GRT), with distinct i) physical congruence standard, and ii) gravitation dynamics according Hamilton-Lagrange mechanics, while iii) retaining empirical indistinguishability with GRT. In this scalar model the congruence standards have been expressed as gravitationally modified Lorentz Transformations (Broekaert 2002). The first type of these transformations relate quantities observed by gravitationally 'affected' (natural geometry) and 'unaffected' (coordinate geometry) observers and explicitly reveal a spatially variable speed of light (VSL). The second type shunts the unaffected perspective and relates affected observers, recovering i) the invariance of the locally observed velocity of light, and ii) the local Minkowski metric (Broekaert 2003). In the case of a static gravitation field the model retrieves the phenomenology implied by the Schwarzschild metric. The case with proper source kinematics is now described by introduction of a 'sweep velocity' field w: The model then provides a hamiltonian description for particles and photons in full accordance with the first Post-Newtonian approximation of GRT (Weinberg 1972, Will 1993).

gr-qc↗
arXiv2004

On a modified-Lorentz-transformation based gravity model confirming basic GRT experiments

Implementing Poincaré's `geometric conventionalism' a scalar Lorentz-covariant gravity model is obtained based on gravitationally modified Lorentz transformations (or GMLT). The modification essentially consists of an appropriate space-time and momentum-energy scaling ("normalization") relative to a nondynamical flat background geometry according to an isotropic, nonsingular gravitational `affecting' function Phi(r). Elimination of the gravitationally `unaffected' S_0 perspective by local composition of space-time GMLT recovers the local Minkowskian metric and thus preserves the invariance of the locally observed velocity of light. The associated energy-momentum GMLT provides a covariant Hamiltonian description for test particles and photons which, in a static gravitational field configuration, endorses the four `basic' experiments for testing General Relativity Theory: gravitational i) deflection of light, ii) precession of perihelia, iii) delay of radar echo, iv) shift of spectral lines. The model recovers the Lagrangian of the Lorentz-Poincaré gravity model by Torgny Sjödin and integrates elements of the precursor gravitational theories, with spatially Variable Speed of Light (VSL) by Einstein and Abraham, and gravitationally variable mass by Nordström.

gr-qc↗
arXiv2004

The Generalised Liar Paradox: A Quantum Model and Interpretation

The formalism of abstracted quantum mechanics is applied in a model of the generalized Liar Paradox. Here, the Liar Paradox, a consistently testable configuration of logical truth properties, is considered a dynamic conceptual entity in the cognitive sphere. Basically, the intrinsic contextuality of the truth-value of the Liar Paradox is appropriately covered by the abstracted quantum mechanical approach. The formal details of the model are explicited here for the generalized case. We prove the possibility of constructing a quantum model of the m-sentence generalizations of the Liar Paradox. This includes (i) the truth-falsehood state of the m-Liar Paradox can be represented by an embedded 2m-dimensional quantum vector in a (2m)^m dimensional complex Hilbert space, with cognitive interactions corresponding to projections, (ii) the construction of a continuous 'time' dynamics is possible: typical truth and falsehood value oscillations are described by Schrodinger evolution, (iii) Kirchoff and von Neumann axioms are satisfied by introduction of 'truth-value by inference' projectors, (iv) time invariance of unmeasured state.

quant-ph↗
arXiv2003

Contextual Random Boolean Networks

We propose the use of Deterministic Generalized Asynchronous Random Boolean Networks [Gershenson, 2002] as models of contextual deterministic discrete dynamical systems. We show that changes in the context have drastic effects on the global properties of the same networks, namely the average number of attractors and the average percentage of states in attractors. We introduce the situation where we lack knowledge on the context as a more realistic model for contextual dynamical systems. We notice that this makes the network non-deterministic in a specific way, namely introducing a non-Kolmogorovian quantum-like structure for the modelling of the network [Aerts, 1986]. In this case, for example, a state of the network has the potentiality (probability) of collapsing into different attractors, depending on the specific form of lack of knowledge on the context.

nlin.AO↗
arXiv2001

A Quantum Structure Description of the Liar Paradox

In this article we propose an approach that models the truth behavior of cognitive entities (i.e. sets of connected propositions) by taking into account in a very explicit way the possible influence of the cognitive person (the one that interacts with the considered cognitive entity). Hereby we specifically apply the mathematical formalism of quantum mechanics because of the fact that this formalism allows the description of real contextual influences, i.e. the influence of the measuring apparatus on the physical entity. We concentrated on the typical situation of the liar paradox and have shown that (1) the truth-false state of this liar paradox can be represented by a quantum vector of the non-product type in a finite dimensional complex Hilbert space and the different cognitive interactions by the actions of the corresponding quantum projections, (2) the typical oscillations between false and truth - the paradox -is now quantum dynamically described by a Schrodinger equation. We analyse possible philosophical implications of this result.

quant-ph↗