2.3APNov 30, 2022
Novel Modelling Strategies for High-frequency Stock Trading DataXuekui Zhang, Yuying Huang, Ke Xu et al.
Full electronic automation in stock exchanges has recently become popular, generating high-frequency intraday data and motivating the development of near real-time price forecasting methods. Machine learning algorithms are widely applied to mid-price stock predictions. Processing raw data as inputs for prediction models (e.g., data thinning and feature engineering) can primarily affect the performance of the prediction methods. However, researchers rarely discuss this topic. This motivated us to propose three novel modelling strategies for processing raw data. We illustrate how our novel modelling strategies improve forecasting performance by analyzing high-frequency data of the Dow Jones 30 component stocks. In these experiments, our strategies often lead to statistically significant improvement in predictions. The three strategies improve the F1 scores of the SVM models by 0.056, 0.087, and 0.016, respectively.
An Autonomous Probing System for Collecting Measurements at Depth from Small Surface VehiclesYuying Huang, Yiming Yao, Johanna Hansen et al.
This paper presents the portable autonomous probing system (APS), a low-cost robotic design for collecting water quality measurements at targeted depths from an autonomous surface vehicle (ASV). This system fills an important but often overlooked niche in marine sampling by enabling mobile sensor observations throughout the near-surface water column without the need for advanced underwater equipment. We present a probe delivery mechanism built with commercially available components and describe the corresponding open-source simulator and winch controller. Finally, we demonstrate the system in a field deployment and discuss design trade-offs and areas for future improvement. Project details are available on https://johannah.github.io/publication/sample-at-depth our website
4.1LGJan 6, 2025
Detecting Defective Wafers Via Modular NetworksYifeng Zhang, Bryan Baker, Shi Chen et al.
The growing availability of sensors within semiconductor manufacturing processes makes it feasible to detect defective wafers with data-driven models. Without directly measuring the quality of semiconductor devices, they capture the modalities between diverse sensor readings and can be used to predict key quality indicators (KQI, \textit{e.g.}, roughness, resistance) to detect faulty products, significantly reducing the capital and human cost in maintaining physical metrology steps. Nevertheless, existing models pay little attention to the correlations among different processes for diverse wafer products and commonly struggle with generalizability issues. To enable generic fault detection, in this work, we propose a modular network (MN) trained using time series stage-wise datasets that embodies the structure of the manufacturing process. It decomposes KQI prediction as a combination of stage modules to simulate compositional semiconductor manufacturing, universally enhancing faulty wafer detection among different wafer types and manufacturing processes. Extensive experiments demonstrate the usefulness of our approach, and shed light on how the compositional design provides an interpretable interface for more practical applications.