arXiv subjects

Zhengmeng Xu

Publications and source records attributed to Zhengmeng Xu.

3 recordsLinked to original sources

arXiv2023

Quantum-Enhanced Forecasting: Leveraging Quantum Gramian Angular Field and CNNs for Stock Return Predictions

We propose a time series forecasting method named Quantum Gramian Angular Field (QGAF). This approach merges the advantages of quantum computing technology with deep learning, aiming to enhance the precision of time series classification and forecasting. We successfully transformed stock return time series data into two-dimensional images suitable for Convolutional Neural Network (CNN) training by designing specific quantum circuits. Distinct from the classical Gramian Angular Field (GAF) approach, QGAF's uniqueness lies in eliminating the need for data normalization and inverse cosine calculations, simplifying the transformation process from time series data to two-dimensional images. To validate the effectiveness of this method, we conducted experiments on datasets from three major stock markets: the China A-share market, the Hong Kong stock market, and the US stock market. Experimental results revealed that compared to the classical GAF method, the QGAF approach significantly improved time series prediction accuracy, reducing prediction errors by an average of 25% for Mean Absolute Error (MAE) and 48% for Mean Squared Error (MSE). This research confirms the potential and promising prospects of integrating quantum computing with deep learning techniques in financial time series forecasting.

cs.LG↗

arXiv2023

Honest Score Client Selection Scheme: Preventing Federated Learning Label Flipping Attacks in Non-IID Scenarios

Federated Learning (FL) is a promising technology that enables multiple actors to build a joint model without sharing their raw data. The distributed nature makes FL vulnerable to various poisoning attacks, including model poisoning attacks and data poisoning attacks. Today, many byzantine-resilient FL methods have been introduced to mitigate the model poisoning attack, while the effectiveness when defending against data poisoning attacks still remains unclear. In this paper, we focus on the most representative data poisoning attack - "label flipping attack" and monitor its effectiveness when attacking the existing FL methods. The results show that the existing FL methods perform similarly in Independent and identically distributed (IID) settings but fail to maintain the model robustness in Non-IID settings. To mitigate the weaknesses of existing FL methods in Non-IID scenarios, we introduce the Honest Score Client Selection (HSCS) scheme and the corresponding HSCSFL framework. In the HSCSFL, The server collects a clean dataset for evaluation. Under each iteration, the server collects the gradients from clients and then perform HSCS to select aggregation candidates. The server first evaluates the performance of each class of the global model and generates the corresponding risk vector to indicate which class could be potentially attacked. Similarly, the server evaluates the client's model and records the performance of each class as the accuracy vector. The dot product of each client's accuracy vector and global risk vector is generated as the client's host score; only the top p\% host score clients are included in the following aggregation. Finally, server aggregates the gradients and uses the outcome to update the global model. The comprehensive experimental results show our HSCSFL effectively enhances the FL robustness and defends against the "label flipping attack."

cs.CR↗

arXiv2021

Switching magnon chirality in artificial antiferromagnet

Magnons in antiferromagnets can support both right-handed and left-handed chiralities, which shed a light on the chirality-based spintronics. Here we demonstrate the switching and reading of magnon chirality in an artificial antiferromagnet. The coexisting antiferromagnetic and ferromagnetic characteristic resonance modes are discovered, which permits a high tunability in the modulation of magnon chirality. The reading of the chirality is accomplished via the chirality-dependent spin pumping as well as spin rectification effect. Our result illustrates an ideal antiferromagnetic platform for handling magnon chirality and paves the way for chirality-based spintronics.

physics.app-ph↗