| 1. |
- Tran, Khanh-Tung, et al.
(författare)
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NeuProNet: neural profiling networks for sound classification
- 2024
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Ingår i: Neural Computing & Applications. - : Springer Nature. - 0941-0643 .- 1433-3058. ; 36:11, s. 5873-5887
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Tidskriftsartikel (refereegranskat)abstract
- Real-world sound signals exhibit various aspects of grouping and profiling behaviors, such as being recorded from identical sources, having similar environmental settings, or encountering related background noises. In this work, we propose novel neural profiling networks (NeuProNet) capable of learning and extracting high-level unique profile representations from sounds. An end-to-end framework is developed so that any backbone architectures can be plugged in and trained, achieving better performance in any downstream sound classification tasks. We introduce an in-batch profile grouping mechanism based on profile awareness and attention pooling to produce reliable and robust features with contrastive learning. Furthermore, extensive experiments are conducted on multiple benchmark datasets and tasks to show that neural computing models under the guidance of our framework gain significant performance gaps across all evaluation tasks. Particularly, the integration of NeuProNet surpasses recent state-of-the-art (SoTA) approaches on UrbanSound8K and VocalSound datasets with statistically significant improvements in benchmarking metrics, up to 5.92% in accuracy compared to the previous SoTA method and up to 20.19% compared to baselines. Our work provides a strong foundation for utilizing neural profiling for machine learning tasks.
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| 2. |
- Tran, Khanh-Tung, et al.
(författare)
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Personalization for robust voice pathology detection in sound waves
- 2023
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Ingår i: Proceedings of the annual conference of the international speech communication association, INTERSPEECH. - : International Speech Communication Association. ; , s. 1708-1712
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Konferensbidrag (refereegranskat)abstract
- Automatic voice pathology detection is promising for noninvasive screening and early intervention using sound signals. Nevertheless, existing methods are susceptible to covariate shifts due to background noises, human voice variations, and data selection biases leading to severe performance degradation in real-world scenarios. Hence, we propose a non-invasive framework that contrastively learns personalization from sound waves as a pre-train and predicts latent-spaced profile features through semi-supervised learning. It allows all subjects from various distributions (e.g., regionality, gender, age) to benefit from personalized predictions for robust voice pathology in a privacy-fulfilled manner. We extensively evaluate the framework on four real-world respiratory illnesses datasets, including Coswara, COUGHVID, ICBHI, and our private dataset - ASound under multiple covariate shift settings (i.e., cross-dataset), improving up to 4.12% in overall performance.
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| 3. |
- Andreasson, Pierre, et al.
(författare)
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Impact of speculation and economic uncertainty on commodity markets
- 2016
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Ingår i: International Review of Financial Analysis. - : Elsevier. - 1057-5219 .- 1873-8079. ; 43, s. 115-127
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Tidskriftsartikel (refereegranskat)abstract
- Abstract We examine the interactions between commodity futures returns and five driving factors (financial speculation, exchange rate, stock market dynamics, implied volatility for the US equity market, and economic policy uncertainty). Nonlinear causality tests are implemented after controlling for cointegration and conditional heteroscedasticity in the data over the period May 1990 – April 2014. Our results show strong evidence of unidirectional linear causality from commodity returns to excess speculation for the majority of the considered commodities, in particular for agriculture commodities. This evidence casts doubt on the claim that speculation is driving food prices. We also find unidirectional linear causality from energy futures markets to exchange rates and strong evidence of nonlinear causal dependence between commodity futures returns, on the one hand, and stock market returns and implied volatility, on the other hand. Overall, the new evidence found in this paper can be utilized for policy and investment decision-making.
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| 4. |
- Bekiros, Stelios, et al.
(författare)
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Black swan events and safe havens: The role of gold in globally integrated emerging markets
- 2017
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Ingår i: Journal of International Money and Finance. - : ELSEVIER SCI LTD. - 0261-5606 .- 1873-0639. ; 73, s. 317-334
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Tidskriftsartikel (refereegranskat)abstract
- There is evidence to suggest that gold acts as both a hedge and a safe haven for equity markets over recent years, and particularly during crises periods. Our work extends the recent literature on hedging and diversification roles of gold by analyzing its interaction with the stock markets of the leading emerging economies, the BRICS. While they generally exhibit a high growth rate, these economies still experience a pronounced vulnerability to external shocks, particularly to commodity price fluctuations. Using a multi-scale wavelet approach and a GARCH-based copula methodology, we mainly show evidence of: (i) the time-scale co-evolvement patterns between BRICS stock markets and gold market, with some profound regions of concentrated extreme variations; and (ii) a strong time-varying asymmetric dependence structure between those markets. These findings are essential for risk diversification and portfolio hedging strategies among the investigated markets. (C) 2017 Elsevier Ltd. All rights reserved.
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| 5. |
- Bekiros, Stelios, et al.
(författare)
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BUSINESS CYCLE (DE)SYNCHRONIZATION IN THE AFTERMATH OF THE GLOBAL FINANCIAL CRISIS: IMPLICATIONS FOR THE EURO AREA
- 2015
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Ingår i: Studies in Nonlinear Dynamics and Econometrics. - : De Gruyter. - 1081-1826 .- 1558-3708. ; 19:5, s. 609-624
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Tidskriftsartikel (refereegranskat)abstract
- The introduction of Euro currency was a game-changing event intended to induce convergence of Eurozone business cycles on the basis of greater monetary and fiscal integration. The benefit of participating into a common currency area exceeds the cost of losing autonomy in national monetary policy only in case of cycle co-movement. However, synchronization was put back mainly due to country-specific differences and asymmetries in terms of trade and fiscal policies that became profound at the outset of the global financial crisis. As opposed to previous studies that are mostly based on linear correlation or causality modeling, we utilize the cross-wavelet coherence measure to detect and identify the scale-dependent time-varying (de)synchronization effects amongst Eurozone and the broad Euro area business cycles before and after the financial crisis. Our results suggest that the inforcement of an active monetary policy by the ECB during crisis periods could provide an effective stabilization instrument for the entire Euro area. However, as dynamic patterns in the lead-lag relationships of the European economies are revealed, (de)synchronization varies across different frequency bands and time horizons.
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| 6. |
- Bekiros, Stelios, et al.
(författare)
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Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets
- 2017
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Ingår i: European Journal of Operational Research. - : Elsevier. - 0377-2217 .- 1872-6860. ; 256:3, s. 945-961
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Tidskriftsartikel (refereegranskat)abstract
- This paper investigates the dynamic causal linkages among U.S. equity and commodity futures markets via the utilization of complex network theory. We make use of rolling estimations of extended matrices and time-varying network topologies to reveal the temporal dimension of correlation and entropy relationships. A simulation analysis using randomized time series is also implemented to assess the impact of de-noising on the data dependence structure. We mainly show evidence of emphasized disparity of correlation and entropy-based centrality measurements for all markets between pre- and post-crisis periods. Our results enable the robust mapping of network influences and contagion effects while incorporating agent expectations.
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| 7. |
- Bekiros, Stelios, et al.
(författare)
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On the time scale behavior of equity-commodity links: Implications for portfolio management
- 2016
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Ingår i: Journal of international financial markets, institutions, and money. - : Elsevier. - 1042-4431 .- 1873-0612. ; 41, s. 30-46
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Tidskriftsartikel (refereegranskat)abstract
- We investigate the time-scale relationships between US equity and commodity markets. The empirical evidence from the risk-return profitability analysis based on the wavelet coherence measure shows that equity and commodity markets exhibit time-varying comovement patterns and behave differently across investment horizons. Moreover, we find evidence of time-frequency causality between the two investigated markets. Our results can have important implications for optimal asset allocation and portfolio diversification.
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| 8. |
- Campbell, M. P., et al.
(författare)
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Validation of the curation pipeline of UniCarb-DB: Building a global glycan reference MS/MS repository
- 2014
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Ingår i: Biochimica et Biophysica Acta - Proteins and Proteomics. - : Elsevier BV. - 1570-9639. ; 1844:1 PART A, s. 108-116
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Tidskriftsartikel (refereegranskat)abstract
- The UniCarb-DB database is an emerging public glycomics data repository, containing over 500 tandem mass spectra (as of March 2013) of glycans released from glycoproteins. A major challenge in glycomics research is to provide and maintain high-quality datasets that will offer the necessary diversity to support the development of accurate bioinformatics tools for data deposition and analysis. The role of UniCarb-DB, as an archival database, is to provide the glycomics community with open-access to a comprehensive LC MS/MS library of N- and O- linked glycans released from glycoproteins that have been annotated with glycosidic and cross-ring fragmentation ions, retention times, and associated experimental metadata descriptions. Here, we introduce the UniCarb-DB data submission pipeline and its practical application to construct a library of LC-MS/MS glycan standards that forms part of this database. In this context, an independent consortium of three laboratories was established to analyze the same 23 commercially available oligosaccharide standards, all by using graphitized carbon-liquid chromatography (LC) electrospray ionization (ESI) ion trap mass spectrometry in the negative ion mode. A dot product score was calculated for each spectrum in the three sets of data as a measure of the comparability that is necessary for use of such a collection in library-based spectral matching and glycan structural identification. The effects of charge state, de-isotoping and threshold levels on the quality of the input data are shown. The provision of well-characterized oligosaccharide fragmentation data provides the opportunity to identify determinants of specific glycan structures, and will contribute to the confidence level of algorithms that assign glycan structures to experimental MS/MS spectra. This article is part of a Special Issue entitled: Computational Proteomics in the Post-Identification Era. Guest Editors: Martin Eisenacher and Christian Stephan. © 2013 Elsevier B.V.
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| 9. |
- Chevallier, Julien, et al.
(författare)
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Market integration and financial linkages among stock markets in Pacific Basin countries
- 2018
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Ingår i: Journal of Empirical Finance. - : ELSEVIER SCIENCE BV. - 0927-5398 .- 1879-1727. ; 46, s. 77-92
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Tidskriftsartikel (refereegranskat)abstract
- Financial development and globalization have significantly integrated stock markets around the world. This higher degree of interdependence and integration not only provides firms with higher access to international capital markets with lower cost of equity but also generates upward vulnerabilities for local markets due to their exposure to global and regional shocks. This article focuses on the level of interdependence across the Pacific Basin stock markets using the return spillover measure proposed by Diebold and Yilmaz (2009, 2012), given their increasing role in global trade and finance. We are also interested in investigating the effect of shocks affecting the United States and the Japanese stock markets as well as their transmission to the emerging markets. We mainly find that: (1) the interdependence of the emerging stock markets in the ASEAN countries is driven by a higher exposure to the US shocks than to shocks affecting the developed economies of East Asia, and (ii) the cross-market linkages in the Pacific Basin region have become stronger over time, which may reduce the benefit of regional diversification strategies and expose the countries of the region to increasing contagion risk. These results have important implications for public policies related to the issue of regional and global financial integration. (C) 2017 Elsevier B.V. All rights reserved.
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| 10. |
- Hussaini, Mussa, 1985, et al.
(författare)
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Is corporate social responsibility an agency problem? An empirical note from takeovers
- 2021
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Ingår i: Finance Research Letters. - : Elsevier BV. - 1544-6123. ; 43
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Tidskriftsartikel (refereegranskat)abstract
- We rely on the agency motives of the takeover premium to empirically examine whether and how the acquirer's corporate social responsibility (CSR) performance influences the premiums paid in takeovers. Using a large sample of US takeovers that took place over the period from 1992 to 2014, our results mainly reveal that higher CSR performance at the acquirer level is associated with higher takeover premium which is consistent with the shareholder expense view. Our results continue to hold after a battery of additional analyses.
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