<p>This study is based on three models, Markov model, Hidden Markov model and the Radial basis function neural network. A number of work has been done before about application of these three models to the stock market. Though, individual researchers have developed their own techniques to design and test the Radial basis function neural network. This paper aims to show the different ways and precision of applying these three models to predict price processes of the stock market. By comparing the same group of data, authors get different results. Based on Markov model, authors find a tendency of stock market in future and, the Hidden Markov model behaves better in the financial market. When the fluctuation of the stock price index is not drastic, the Radial basis function neural network has a nice prediction.</p>

This thesis consists of four papers dealing with the futures price process. In the first paper, we propose a two-factor futures volatility model designed for the US natural gas market, but applicable to any futures market where volatility decreases with maturity and varies with the seasons. A closed form analytical expression for European call options is derived within the model and used to calibrate the model to implied market volatilities. The result is used to price swaptions and calendar spread options on the futures curve. In the second paper, a financial market is specified where the underlying asset is driven by a d-dimensional Wiener process and an M dimensional Markov process. On this market, we provide necessary and, in the time homogenous case, sufficient conditions for the futures price to possess a semi-affine term structure. Next, the case when the Markov process is unobservable is considered. We show that the pricing problem in this setting can be viewed as a filtering problem, and we present explicit solutions for futures. Finally, we present explicit solutions for options on futures both in the observable and unobservable case. The third paper is an empirical study of the SABR model, one of the latest contributions to the field of stochastic volatility models. By Monte Carlo simulation we test the accuracy of the approximation the model relies on, and we investigate the stability of the parameters involved. Further, the model is calibrated to market implied volatility, and its dynamic performance is tested. In the fourth paper, co-authored with Tomas Björk and Camilla Landén, we consider HJM type models for the term structure of futures prices, where the volatility is allowed to be an arbitrary smooth functional of the present futures price curve. Using a Lie algebraic approach we investigate when the infinite dimensional futures price process can be realized by a finite dimensional Markovian state space model, and we give general necessary and sufficient conditions, in terms of the volatility structure, for the existence of a finite dimensional realization. We study a number of concrete applications including the model developed in the first paper of this thesis. In particular, we provide necessary and sufficient conditions for when the induced spot price is a Markov process. We prove that the only HJM type futures price models with spot price dependent volatility structures, generically possessing a spot price realization, are the affine ones. These models are thus the only generic spot price models from a futures price term structure point of view. / Diss. Stockholm : Handelshögskolan, 2004

This study is based on three models, Markov model, Hidden Markov model and the Radial basis function neural network. A number of work has been done before about application of these three models to the stock market. Though, individual researchers have developed their own techniques to design and test the Radial basis function neural network. This paper aims to show the different ways and precision of applying these three models to predict price processes of the stock market. By comparing the same group of data, authors get different results. Based on Markov model, authors find a tendency of stock market in future and, the Hidden Markov model behaves better in the financial market. When the fluctuation of the stock price index is not drastic, the Radial basis function neural network has a nice prediction.

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Purinerge P2X3-Rezeptoren spielen eine bedeutende Rolle in der Vermittlung chronischer Schmerzen, welche ein führendes Problem des Gesundheitswesens mit vielen sozioökonomischen Konsequenzen darstellen. Die Tatsache, dass P2X3-Rezeptoren fast ausschließlich von nozizeptiven Neuronen exprimiert werden, macht sie trotz ihres besonderen Desensitisierungsverhaltens zu vielversprechenden Angriffspunkten zukünftiger Schmerztherapien, beispielsweise mithilfe kompetitiver Antagonisten an diesen Rezeptoren. Zur Analyse der Wechselwirkungen zwischen Agonist und kompetitivem Antagonist wird meist der Schild-Plot benutzt. Jedoch ist dieser im Falle der sehr schnell desensitisierenden P2X3-Rezeptoren ungeeignet, da die Vorbedingung eines stabilen Gleichgewichts zwischen Agonist und Antagonist aufgrund der Desensitisierung nicht erfüllt ist. Ziel der vorliegenden Arbeit war es, eine neue Methode zur Analyse der Interaktion kompetitiver Antagonisten mit ihrer Bindungsstelle am Beispiel des P2X3-Rezeptors zu entwickeln und so für die Antagonistenbindung bedeutende Aminosäuren der Bindungsstelle zu identifizieren. Mittels der Patch-Clamp-Technik wurden die Effekte der Antagonisten A-317491, TNP-ATP und PPADS auf die vom P2X1,3-Rezeptor-selektiven Agonisten α,β-MeATP induzierten Ströme am P2X3-Wildtyp-Rezeptor und an fünf Rezeptormutanten mit veränderter Ligandenbindungsstelle untersucht. Alle Rezeptoren wurden in HEK293-Zellen exprimiert. Anhand der gemessenen Daten wurde ein Hidden Markov Model (HMM) erstellt, welches die sequentiellen Übergänge des Rezeptors von geschlossen zu offen und desensitisiert in An- und Abwesenheit des Antagonisten miteinander kombiniert. Die am P2X3-Rezeptor induzierten Ströme konnten mithilfe dieses Modells korrekt gefittet und die für die Antagonistenbindung wichtigen Aminosäuren innerhalb der Bindungsstelle bestimmt werden. Als Resultat dieser Arbeit konnte außerdem gezeigt werden, dass das HMM eine geeignete Methode zur Analyse der Wirkung kompetitiver Antagonisten an schnell desensitisierenden Rezeptoren darstellt. Die untersuchten Antagonisten A-317491 und TNP-ATP haben einen kompetitiven Wirkmechanismus, während PPADS eine pseudoirreversible Blockade verursacht.

The field of speech recognition has during the last decade left the re- search stage and found its way in to the public market. Most computers and mobile phones sold today support dictation and transcription in a number of chosen languages.  Swedish is often not one of them. In this thesis, which is executed on behalf of the Swedish Radio, an Automatic Speech Recognition model for Swedish is trained and the performance evaluated. The model is built using the open source toolkit Kaldi.  Two approaches of training the acoustic part of the model is investigated. Firstly, using Hidden Markov Model and Gaussian Mixture Models and secondly, using Hidden Markov Models and Deep Neural Networks. The later approach using deep neural networks is found to achieve a better performance in terms of Word Error Rate. / De senaste åren har olika tillämpningar inom människa-dator interaktion och främst taligenkänning hittat sig ut på den allmänna marknaden. Många system och tekniska produkter stöder idag tjänsterna att transkribera tal och diktera text. Detta gäller dock främst de större språken och sällan finns samma stöd för mindre språk som exempelvis svenskan. I detta examensprojekt har en modell för taligenkänning på svenska ut- vecklas. Det är genomfört på uppdrag av Sveriges Radio som skulle ha stor nytta av en fungerande taligenkänningsmodell på svenska. Modellen är utvecklad i ramverket Kaldi. Två tillvägagångssätt för den akustiska träningen av modellen är implementerade och prestandan för dessa två är evaluerade och jämförda. Först tränas en modell med användningen av Hidden Markov Models och Gaussian Mixture Models och slutligen en modell där Hidden Markov Models och Deep Neural Networks an- vänds, det visar sig att den senare uppnår ett bättre resultat i form av måttet Word Error Rate.

Indiana University-Purdue University Indianapolis (IUPUI) / Automotive technology has grown from strength to strength in the recent years. The main focus of research in the near past and the immediate future are autonomous vehicles. Autonomous vehicles range from level 1 to level 5, depending on the percentage of machine intervention while driving. To make a smooth transition from human driving and machine intervention, the prediction of human driving behavior is critical. This thesis is a subset of driving behavior prediction. The objective of this thesis is to predict the possibility of crash and implement an appropriate active safety system to prevent the same. The prediction of crash requires data of transition between lanes, and speed ranges. This is achieved through a variation of hidden Markov model. With the crash prediction and analysis of the Markov models, the required ADAS system is activated. The above concept is divided into sections and an algorithm was developed. The algorithm is then scripted into MATLAB for simulation. The results of the simulation is recorded and analyzed to prove the idea.

<p>Next generation sequencing technologies have provided us with a wealth of data profiling a diverse range of biological processes. In an effort to better understand the process of gene regulation, two predictive machine learning models specifically tailored for analyzing gene transcription and polyadenylation are presented.</p><p>Transcriptional enhancers are specific DNA sequences that act as ``information integration hubs" to confer regulatory requirements on a given cell. These non-coding DNA sequences can regulate genes from long distances, or across chromosomes, and their relationships with their target genes are not limited to one-to-one. With thousands of putative enhancers and less than 14,000 protein-coding genes, detecting enhancer-gene pairs becomes a very complex machine learning and data analysis challenge. </p><p>In order to predict these specific-sequences and link them to genes they regulate, we developed McEnhancer. Using DNAseI sensitivity data and annotated in-situ hybridization gene expression clusters, McEnhancer builds interpolated Markov models to learn enriched sequence content of known enhancer-gene pairs and predicts unknown interactions in a semi-supervised learning algorithm. Classification of predicted relationships were 73-98% accurate for gene sets with varying levels of initial known examples. Predicted interactions showed a great overlap when compared to Hi-C identified interactions. Enrichment of known functionally related TF binding motifs, enhancer-associated histone modification marks, along with corresponding developmental time point was highly evident.</p><p>On the other hand, pre-mRNA cleavage and polyadenylation is an essential step for 3'-end maturation and subsequent stability and degradation of mRNAs. This process is highly controlled by cis-regulatory elements surrounding the cleavage site (polyA site), which are frequently constrained by sequence content and position. More than 50\% of human transcripts have multiple functional polyA sites, and the specific use of alternative polyA sites (APA) results in isoforms with variable 3'-UTRs, thus potentially affecting gene regulation. Elucidating the regulatory mechanisms underlying differential polyA preferences in multiple cell types has been hindered by the lack of appropriate tests for determining APAs with significant differences across multiple libraries. </p><p>We specified a linear effects regression model to identify tissue-specific biases indicating regulated APA; the significance of differences between tissue types was assessed by an appropriately designed permutation test. This combination allowed us to identify highly specific subsets of APA events in the individual tissue types. Predictive kernel-based SVM models successfully classified constitutive polyA sites from a biologically relevant background (auROC = 99.6%), as well as tissue-specific regulated sets from each other. The main cis-regulatory elements described for polyadenylation were found to be a strong, and highly informative, hallmark for constitutive sites only. Tissue-specific regulated sites were found to contain other regulatory motifs, with the canonical PAS signal being nearly absent at brain-specific sites. We applied this model on SRp20 data, an RNA binding protein that might be involved in oncogene activation and obtained interesting insights. </p><p>Together, these two models contribute to the understanding of enhancers and the key role they play in regulating tissue-specific expression patterns during development, as well as provide a better understanding of the diversity of post-transcriptional gene regulation in multiple tissue types.</p> / Dissertation

Structure is one of the fundamentals of music, yet the complexity arising from the vast number of possible variations of musical elements such as rhythm, melody, harmony, key, texture and form, along with their combinations, makes music modelling a particularly challenging task for machine learning. The research presented in this thesis focuses on the problem of learning a generative model for melody directly from musical sequences belonging to the same genre. Our goal is to develop probabilistic models that can automatically capture the complex statistical dependencies evident in music without the need to incorporate significant domain-specifc knowledge. At all stages we avoid making assumptions explicit to music and consider models that can can be readily applied in different music genres and can easily be adapted for other sequential data domains. We develop the Dirichlet Variable-Length Markov Model (Dirichlet-VMM), a Bayesian formulation of the Variable-Length Markov Model (VMM), where smoothing is performed in a systematic probabilistic manner. The model is a general-purpose, dictionary-based predictor with a formal smoothing technique and is shown to perform significantly better than the standard VMM in melody modelling. Motivated by the ability of the Restricted Boltzmann Machine (RBM) to extract high quality latent features in an unsupervised manner, we next develop the Time-Convolutional Restricted Boltzmann Machine (TC-RBM), a novel adaptation of the Convolutional RBM for modelling sequential data. We show that the TC-RBM learns descriptive musical features such as chords, octaves and typical melody movement patterns. To deal with the non-stationarity of music, we develop the Variable-gram Topic model, which employs the Dirichlet-VMM for the parametrisation of the topic distributions. The Dirichlet-VMM models the local temporal structure, while the latent topics represent di erent music regimes. The model does not make any assumptions explicit to music, but it is particularly suitable in this context, as it couples the latent topic formalism with an expressive model of contextual information.

Proteins are the fundamental unit of computation and signal processing in biological systems. A quantitative understanding of protein biophysics is of paramount importance, since even slight malfunction of proteins can lead to diverse and severe disease states. However, developing accurate and useful mechanistic models of protein function can be strikingly elusive. I demonstrate that the adoption of Bayesian statistical methods can greatly aid in modeling protein systems. I first discuss the pitfall of parameter non-identifiability and how a Bayesian approach to modeling can yield reliable and meaningful models of molecular systems. I then delve into a particular case of non-identifiability within the context of an emerging experimental technique called single molecule photobleaching. I show that the interpretation of this data is non-trivial and provide a rigorous inference model for the analysis of this pervasive experimental tool. Finally, I introduce the use of nonparametric Bayesian inference for the analysis of single molecule time series. These methods aim to circumvent problems of model selection and parameter identifiability and are demonstrated with diverse applications in single molecule biophysics. The adoption of sophisticated inference methods will lead to a more detailed understanding of biophysical systems. / text