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Subhasis Dasgupta

Publications and source records attributed to Subhasis Dasgupta.

34 records · Page 2Linked to original sources
arXiv2024

V2CE: Video to Continuous Events Simulator

Dynamic Vision Sensor (DVS)-based solutions have recently garnered significant interest across various computer vision tasks, offering notable benefits in terms of dynamic range, temporal resolution, and inference speed. However, as a relatively nascent vision sensor compared to Active Pixel Sensor (APS) devices such as RGB cameras, DVS suffers from a dearth of ample labeled datasets. Prior efforts to convert APS data into events often grapple with issues such as a considerable domain shift from real events, the absence of quantified validation, and layering problems within the time axis. In this paper, we present a novel method for video-to-events stream conversion from multiple perspectives, considering the specific characteristics of DVS. A series of carefully designed losses helps enhance the quality of generated event voxels significantly. We also propose a novel local dynamic-aware timestamp inference strategy to accurately recover event timestamps from event voxels in a continuous fashion and eliminate the temporal layering problem. Results from rigorous validation through quantified metrics at all stages of the pipeline establish our method unquestionably as the current state-of-the-art (SOTA).

cs.CV↗
arXiv2024

Information Security and Privacy in the Digital World: Some Selected Topics

In the era of generative artificial intelligence and the Internet of Things, while there is explosive growth in the volume of data and the associated need for processing, analysis, and storage, several new challenges are faced in identifying spurious and fake information and protecting the privacy of sensitive data. This has led to an increasing demand for more robust and resilient schemes for authentication, integrity protection, encryption, non-repudiation, and privacy-preservation of data. The chapters in this book present some of the state-of-the-art research works in the field of cryptography and security in computing and communications.

cs.CR↗
arXiv2023

A Portfolio Rebalancing Approach for the Indian Stock Market

This chapter presents a calendar rebalancing approach to portfolios of stocks in the Indian stock market. Ten important sectors of the Indian economy are first selected. For each of these sectors, the top ten stocks are identified based on their free-float market capitalization values. Using the ten stocks in each sector, a sector-specific portfolio is designed. In this study, the historical stock prices are used from January 4, 2021, to September 20, 2023 (NSE Website). The portfolios are designed based on the training data from January 4, 2021 to June 30, 2022. The performances of the portfolios are tested over the period from July 1, 2022, to September 20, 2023. The calendar rebalancing approach presented in the chapter is based on a yearly rebalancing method. However, the method presented is perfectly flexible and can be adapted for weekly or monthly rebalancing. The rebalanced portfolios for the ten sectors are analyzed in detail for their performances. The performance results are not only indicative of the relative performances of the sectors over the training (i.e., in-sample) data and test (out-of-sample) data, but they also reflect the overall effectiveness of the proposed portfolio rebalancing approach.

q-fin.CP↗
arXiv2023

Portfolio Optimization: A Comparative Study

Portfolio optimization has been an area that has attracted considerable attention from the financial research community. Designing a profitable portfolio is a challenging task involving precise forecasting of future stock returns and risks. This chapter presents a comparative study of three portfolio design approaches, the mean-variance portfolio (MVP), hierarchical risk parity (HRP)-based portfolio, and autoencoder-based portfolio. These three approaches to portfolio design are applied to the historical prices of stocks chosen from ten thematic sectors listed on the National Stock Exchange (NSE) of India. The portfolios are designed using the stock price data from January 1, 2018, to December 31, 2021, and their performances are tested on the out-of-sample data from January 1, 2022, to December 31, 2022. Extensive results are analyzed on the performance of the portfolios. It is observed that the performance of the MVP portfolio is the best on the out-of-sample data for the risk-adjusted returns. However, the autoencoder portfolios outperformed their counterparts on annual returns.

q-fin.PM↗
arXiv2023

Adversarial Attacks on Image Classification Models: FGSM and Patch Attacks and their Impact

This chapter introduces the concept of adversarial attacks on image classification models built on convolutional neural networks (CNN). CNNs are very popular deep-learning models which are used in image classification tasks. However, very powerful and pre-trained CNN models working very accurately on image datasets for image classification tasks may perform disastrously when the networks are under adversarial attacks. In this work, two very well-known adversarial attacks are discussed and their impact on the performance of image classifiers is analyzed. These two adversarial attacks are the fast gradient sign method (FGSM) and adversarial patch attack. These attacks are launched on three powerful pre-trained image classifier architectures, ResNet-34, GoogleNet, and DenseNet-161. The classification accuracy of the models in the absence and presence of the two attacks are computed on images from the publicly accessible ImageNet dataset. The results are analyzed to evaluate the impact of the attacks on the image classification task.

cs.CV↗
arXiv2023

An Optimized Tri-store System for Multi-model Data Analytics

Data science applications increasingly rely on heterogeneous data sources and analytics. This has led to growing interest in polystore systems, especially analytical polystores. In this work, we focus on a class of emerging multi-data model analytics workloads that fluidly straddle relational, graph, and text analytics. Instead of a generic polystore, we build a ``tri-store'' system that is more aware of the underlying data models to better optimize execution to improve scalability and runtime efficiency. We name our system AWESOME (Analytics WorkbEnch for SOcial MEdia). It features a powerful domain-specific language named ADIL. ADIL builds on top of underlying query engines (e.g., SQL and Cypher) and features native data types for succinctly specifying cross-engine queries and NLP operations, as well as automatic in-memory and query optimizations. Using real-world tri-model analytical workloads and datasets, we empirically demonstrate the functionalities of AWESOME for scalable data science applications and evaluate its efficiency.

cs.DB↗
arXiv2023

Data Privacy Preservation on the Internet of Things

Recent developments in hardware and information technology have enabled the emergence of billions of connected, intelligent devices around the world exchanging information with minimal human involvement. This paradigm, known as the Internet of Things (IoT) is progressing quickly with an estimated 27 billion devices by 2025. This growth in the number of IoT devices and successful IoT services has generated a tremendous amount of data. However, this humongous volume of data poses growing concerns for user privacy. This introductory chapter has presented a brief survey of some of the existing data privacy-preservation schemes proposed by researchers in the field of the Internet of Things.

cs.CR↗
arXiv2022

A Framework of Customer Review Analysis Using the Aspect-Based Opinion Mining Approach

Opinion mining is the branch of computation that deals with opinions, appraisals, attitudes, and emotions of people and their different aspects. This field has attracted substantial research interest in recent years. Aspect-level (called aspect-based opinion mining) is often desired in practical applications as it provides detailed opinions or sentiments about different aspects of entities and entities themselves, which are usually required for action. Aspect extraction and entity extraction are thus two core tasks of aspect-based opinion mining. his paper has presented a framework of aspect-based opinion mining based on the concept of transfer learning. on real-world customer reviews available on the Amazon website. The model has yielded quite satisfactory results in its task of aspect-based opinion mining.

cs.CL↗
arXiv2022

AWESOME: Empowering Scalable Data Science on Social Media Data with an Optimized Tri-Store Data System

Modern data science applications increasingly use heterogeneous data sources and analytics. This has led to growing interest in polystore systems, especially analytical polystores. In this work, we focus on emerging multi-data model analytics workloads over social media data that fluidly straddle relational, graph, and text analytics. Instead of a generic polystore, we build a "tri-store" system that is more aware of the underlying data models to better optimize execution to improve scalability and runtime efficiency. We name our system AWESOME (Analytics WorkbEnch for SOcial MEdia). It features a powerful domain-specific language named ADIL. ADIL builds on top of underlying query engines (e.g., SQL and Cypher) and features native data types for succinctly specifying cross-engine queries and NLP operations, as well as automatic in-memory and query optimizations. Using real-world tri-model analytical workloads and datasets, we empirically demonstrate the functionalities of AWESOME for scalable data science over social media data and evaluate its efficiency.

cs.DB↗
arXiv2021

Discovering Technology Gaps using the IntSight Knowledge Navigator

Knowledge analysis is an important application of knowledge graphs. In this paper, we present a complex knowledge analysis problem that discovers the gaps in the technology areas of interest to an organization. Our knowledge graph is developed on a heterogeneous data management platform. The analysis combines semantic search, graph analytics, and polystore query optimization.

cs.DB↗
arXiv2021

A Query-Driven System for Discovering Interesting Subgraphs in Social Media

Social media data are often modeled as heterogeneous graphs with multiple types of nodes and edges. We present a discovery algorithm that first chooses a "background" graph based on a user's analytical interest and then automatically discovers subgraphs that are structurally and content-wise distinctly different from the background graph. The technique combines the notion of a \texttt{group-by} operation on a graph and the notion of subjective interestingness, resulting in an automated discovery of interesting subgraphs. Our experiments on a socio-political database show the effectiveness of our technique.

cs.SI↗
arXiv2021

Robust Analysis of Stock Price Time Series Using CNN and LSTM-Based Deep Learning Models

Prediction of stock price and stock price movement patterns has always been a critical area of research. While the well-known efficient market hypothesis rules out any possibility of accurate prediction of stock prices, there are formal propositions in the literature demonstrating accurate modeling of the predictive systems that can enable us to predict stock prices with a very high level of accuracy. In this paper, we present a suite of deep learning-based regression models that yields a very high level of accuracy in stock price prediction. To build our predictive models, we use the historical stock price data of a well-known company listed in the National Stock Exchange (NSE) of India during the period December 31, 2012 to January 9, 2015. The stock prices are recorded at five minutes intervals of time during each working day in a week. Using these extremely granular stock price data, we build four convolutional neural network (CNN) and five long- and short-term memory (LSTM)-based deep learning models for accurate forecasting of the future stock prices. We provide detailed results on the forecasting accuracies of all our proposed models based on their execution time and their root mean square error (RMSE) values.

q-fin.ST↗
arXiv2020

Discovering Interesting Subgraphs in Social Media Networks

Social media data are often modeled as heterogeneous graphs with multiple types of nodes and edges. We present a discovery algorithm that first chooses a "background" graph based on a user's analytical interest and then automatically discovers subgraphs that are structurally and content-wise distinctly different from the background graph. The technique combines the notion of a \texttt{group-by} operation on a graph and the notion of subjective interestingness, resulting in an automated discovery of interesting subgraphs. Our experiments on a socio-political database show the effectiveness of our technique.

cs.SI↗
arXiv2019

Multi-Model Investigative Exploration of Social Media Data with boutique: A Case Study in Public Health

We present our experience with a data science problem in Public Health, where researchers use social media (Twitter) to determine whether the public shows awareness of HIV prevention measures offered by Public Health campaigns. To help the researcher, we develop an investigative exploration system called boutique that allows a user to perform a multi-step visualization and exploration of data through a dashboard interface. Unique features of boutique includes its ability to handle heterogeneous types of data provided by a polystore, and its ability to use computation as part of the investigative exploration process. In this paper, we present the design of the boutique middleware and walk through an investigation process for a real-life problem.

cs.DB↗
arXiv2019

Ingesting High-Velocity Streaming Graphs from Social Media Sources

Many data science applications like social network analysis use graphs as their primary form of data. However, acquiring graph-structured data from social media presents some interesting challenges. The first challenge is the high data velocity and bursty nature of the social media data. The second challenge is that the complex nature of the data makes the ingestion process expensive. If we want to store the streaming graph data in a graph database, we face a third challenge -- the database is very often unable to sustain the ingestion of high-velocity, high-burst data. We have developed an adaptive buffering mechanism and a graph compression technique that effectively mitigates the problem. A novel aspect of our method is that the adaptive buffering algorithm uses the data rate, the data content as well as the CPU resources of the database machine to determine an optimal data ingestion mechanism. We further show that an ingestion-time graph-compression strategy improves the efficiency of the data ingestion into the database. We have verified the efficacy of our ingestion optimization strategy through extensive experiments.

cs.DB↗
arXiv2018

Answering Analytical Queries on Text Data with Temporal Term Histograms

Temporal text, i.e., time-stamped text data are found abundantly in a variety of data sources like newspapers, blogs and social media posts. While today's data management systems provide facilities for searching full-text data, they do not provide any simple primitives for performing analytical operations with text. This paper proposes the temporal term histograms (TTH) as an intermediate primitive that can be used for analytical tasks. We propose an algebra, with operators and equivalence rules for TTH and present a reference implementation on a relational database system.

cs.DB↗