arXiv subjects

Lingbo Li

Publications and source records attributed to Lingbo Li.

23 records · Page 2Linked to original sources

arXiv2020

Prediction Model Based on Integrated Political Economy System: The Case of US Presidential Election

This paper studies an integrated system of political and economic systems from a systematic perspective to explore the complex interaction between them, and specially analyzes the case of the US presidential election forecasting. Based on the signed association networks of industrial structure constructed by economic data, our framework simulates the diffusion and evolution of opinions during the election through a kinetic model called the Potts Model. Remarkably, we propose a simple and efficient prediction model for the US presidential election, and meanwhile inspire a new way to model the economic structure. Findings also highlight the close relationship between economic structure and political attitude. Furthermore, the case analysis in terms of network and economy demonstrates the specific features and the interaction between political tendency and industrial structure in a particular period, which is consistent with theories in politics and economics.

physics.soc-ph↗

arXiv2020

Ascertaining price formation in cryptocurrency markets with DeepLearning

The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger volatility and illiquidity. This paper is inspired by the recent success of using deep learning for stock market prediction. In this work, we analyze and present the characteristics of the cryptocurrency market in a high-frequency setting. In particular, we applied a deep learning approach to predict the direction of the mid-price changes on the upcoming tick. We monitored live tick-level data from $8$ cryptocurrency pairs and applied both statistical and machine learning techniques to provide a live prediction. We reveal that promising results are possible for cryptocurrencies, and in particular, we achieve a consistent $78\%$ accuracy on the prediction of the mid-price movement on live exchange rate of Bitcoins vs US dollars.

q-fin.GN↗

arXiv2018

Darwinian Data Structure Selection

Data structure selection and tuning is laborious but can vastly improve an application's performance and memory footprint. Some data structures share a common interface and enjoy multiple implementations. We call them Darwinian Data Structures (DDS), since we can subject their implementations to survival of the fittest. We introduce ARTEMIS a multi-objective, cloud-based search-based optimisation framework that automatically finds optimal, tuned DDS modulo a test suite, then changes an application to use that DDS. ARTEMIS achieves substantial performance improvements for \emph{every} project in $5$ Java projects from DaCapo benchmark, $8$ popular projects and $30$ uniformly sampled projects from GitHub. For execution time, CPU usage, and memory consumption, ARTEMIS finds at least one solution that improves \emph{all} measures for $86\%$ ($37/43$) of the projects. The median improvement across the best solutions is $4.8\%$, $10.1\%$, $5.1\%$ for runtime, memory and CPU usage. These aggregate results understate ARTEMIS's potential impact. Some of the benchmarks it improves are libraries or utility functions. Two examples are gson, a ubiquitous Java serialization framework, and xalan, Apache's XML transformation tool. ARTEMIS improves gson by $16.5$\%, $1\%$ and $2.2\%$ for memory, runtime, and CPU; ARTEMIS improves xalan's memory consumption by $23.5$\%. \emph{Every} client of these projects will benefit from these performance improvements.

cs.SE↗

arXiv2012

Nested Dictionary Learning for Hierarchical Organization of Imagery and Text

A tree-based dictionary learning model is developed for joint analysis of imagery and associated text. The dictionary learning may be applied directly to the imagery from patches, or to general feature vectors extracted from patches or superpixels (using any existing method for image feature extraction). Each image is associated with a path through the tree (from root to a leaf), and each of the multiple patches in a given image is associated with one node in that path. Nodes near the tree root are shared between multiple paths, representing image characteristics that are common among different types of images. Moving toward the leaves, nodes become specialized, representing details in image classes. If available, words (text) are also jointly modeled, with a path-dependent probability over words. The tree structure is inferred via a nested Dirichlet process, and a retrospective stick-breaking sampler is used to infer the tree depth and width.

cs.LG↗

arXiv2012

Lognormal and Gamma Mixed Negative Binomial Regression

In regression analysis of counts, a lack of simple and efficient algorithms for posterior computation has made Bayesian approaches appear unattractive and thus underdeveloped. We propose a lognormal and gamma mixed negative binomial (NB) regression model for counts, and present efficient closed-form Bayesian inference; unlike conventional Poisson models, the proposed approach has two free parameters to include two different kinds of random effects, and allows the incorporation of prior information, such as sparsity in the regression coefficients. By placing a gamma distribution prior on the NB dispersion parameter r, and connecting a lognormal distribution prior with the logit of the NB probability parameter p, efficient Gibbs sampling and variational Bayes inference are both developed. The closed-form updates are obtained by exploiting conditional conjugacy via both a compound Poisson representation and a Polya-Gamma distribution based data augmentation approach. The proposed Bayesian inference can be implemented routinely, while being easily generalizable to more complex settings involving multivariate dependence structures. The algorithms are illustrated using real examples.

stat.AP↗