No abstract uploaded!

Opinions and sentiments are essential to human activities and have a wide variety of applications. As many decision makers turn to social media due to large volume of opinion data available, efficient and accurate sentiment analysis is necessary to extract those data. Hence, text sentiment analysis has recently become a popular field and has attracted many researchers. However, extracting sentiments from audio speech remains a challenge. This project explored the possibility of applying supervised Machine Learning in recognizing sentiments in English utterances on a sentence level. In addition, the project also aimed to examine the effect of combining acoustic and linguistic features on classification accuracy. Six audio tracks were randomly selected to be training data from 40 YouTube videos (monologue) with strong presence of sentiments. Speakers expressed sentiments towards products, films, or political events. These sentiments were manually labelled as negative and positive based on independent judgement of 3 experimenters. A wide range of acoustic and linguistic features were then analyzed and extracted using sound editing and text mining tools respectively. A novel approach was proposed, which used a simplified sentiment score to integrate linguistic features and estimate sentiment valence. This approach improved negation analysis and hence increased overall accuracy. Results showed that when both linguistic and acoustic features were used, accuracy of sentiment recognition improved significantly, and that excellent prediction was achieved when the four classifiers were trained respectively, namely kNN, SVM, Neural Network, and Naïve Bayes. Possible sources of error and inherent challenges of audio sentiment analysis were discussed to provide potential directions for future research.

In this paper, we tackle the problem of tiling a domain with a set of deformable templates. A valid solution to this problem completely covers the domain with templates such that the templates do not overlap. We generalize existing specialized solutions and formulate a general layout problem by modeling important constraints and admissible template deformations. Our main idea is to break the layout algorithm into two steps: a discrete step to lay out the approximate template positions and a continuous step to refine the template shapes. Our approach is suitable for a large class of applications, including floorplans, urban layouts, and arts and design.

We introduce symplectic Calabi–Yau caps to obtain new obstructions to exact fillings. In particular, they imply that any exact filling of the standard contact structure on the unit cotangent bundle of a hyperbolic surface has vanishing first Chern class and has the same integral homology and intersection form as its disk cotangent bundle. This gives evidence to a conjecture that all of its exact fillings are diffeomorphic to the disk cotangent bundle. As a result, we also obtain the first infinite family of Stein fillable contact 3-manifolds with uniform bounds on the Betti numbers of its exact fillings but admitting minimal strong fillings of arbitrarily large b2. Moreover, we introduce the notion of symplectic uniruled/adjunction caps and uniruled/ adjunction contact structures to present a unified picture to the existing finiteness results on the topological invariants of exact/strong fillings of a contact 3-manifold. As a byproduct, we find new classes of contact 3-manifolds with the finiteness properties and extend Wand’s obstruction of planar contact 3-manifolds to uniruled/adjunction contact structures with complexity zero.

The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. Financial Signal Processing and Machine Learning unifies a number of recent advances made in signal processing and machine learning for the design and management of investment portfolios and financial engineering. This book bridges the gap between these disciplines, offering the latest information on key topics including characterizing statistical dependence and correlation in high dimensions, constructing effective and robust risk measures, and their use in portfolio optimization and rebalancing. The book focuses on signal processing approaches to model return, momentum, and mean reversion, addressing theoretical and implementation aspects. It highlights the connections between portfolio theory, sparse learning and compressed sensing, sparse eigen-portfolios, robust optimization, non-Gaussian data-driven risk measures, graphical models, causal analysis through temporal-causal modeling, and large-scale copula-based approaches. Key features: Highlights signal processing and machine learning as key approaches to quantitative finance. Offers advanced mathematical tools for high-dimensional portfolio construction, monitoring, and post-trade analysis problems. Presents portfolio theory, sparse learning and compressed sensing, sparsity methods for investment portfolios. including eigen-portfolios, model return, momentum, mean reversion and non-Gaussian data-driven risk measures with real-world applications of these techniques. Includes contributions from leading