Paola Velardi

Matteo Prata, Giuseppe Masi, Leonardo Berti et al. · eth-zurich

The recent advancements in Deep Learning (DL) research have notably influenced the finance sector. We examine the robustness and generalizability of fifteen state-of-the-art DL models focusing on Stock Price Trend Prediction (SPTP) based on Limit Order Book (LOB) data. To carry out this study, we developed LOBCAST, an open-source framework that incorporates data preprocessing, DL model training, evaluation and profit analysis. Our extensive experiments reveal that all models exhibit a significant performance drop when exposed to new data, thereby raising questions about their real-world market applicability. Our work serves as a benchmark, illuminating the potential and the limitations of current approaches and providing insight for innovative solutions.

Marianna Maranghi, Aris Anagnostopoulos, Irene Cannistraci et al. · eth-zurich

The Associazione Medici Diabetologi (AMD) collects and manages one of the largest worldwide-available collections of diabetic patient records, also known as the AMD database. This paper presents the initial results of an ongoing project whose focus is the application of Artificial Intelligence and Machine Learning techniques for conceptualizing, cleaning, and analyzing such an important and valuable dataset, with the goal of providing predictive insights to better support diabetologists in their diagnostic and therapeutic choices.

Bardh Prenkaj, Paola Velardi

Real-time monitoring of human behaviours, especially in e-Health applications, has been an active area of research in the past decades. On top of IoT-based sensing environments, anomaly detection algorithms have been proposed for the early detection of abnormalities. Gradual change procedures, commonly referred to as drift anomalies, have received much less attention in the literature because they represent a much more challenging scenario than sudden temporary changes (point anomalies). In this paper, we propose, for the first time, a fully unsupervised real-time drift detection algorithm named DynAmo, which can identify drift periods as they are happening. DynAmo comprises a dynamic clustering component to capture the overall trends of monitored behaviours and a trajectory generation component, which extracts features from the densest cluster centroids. Finally, we apply an ensemble of divergence tests on sliding reference and detection windows to detect drift periods in the behavioural sequence.

Luca Podo, Bardh Prenkaj, Paola Velardi

Visualization Recommendation Systems (VRSs) are a novel and challenging field of study aiming to help generate insightful visualizations from data and support non-expert users in information discovery. Among the many contributions proposed in this area, some systems embrace the ambitious objective of imitating human analysts to identify relevant relationships in data and make appropriate design choices to represent these relationships with insightful charts. We denote these systems as "agnostic" VRSs since they do not rely on human-provided constraints and rules but try to learn the task autonomously. Despite the high application potential of agnostic VRSs, their progress is hindered by several obstacles, including the absence of standardized datasets to train recommendation algorithms, the difficulty of learning design rules, and defining quantitative criteria for evaluating the perceptual effectiveness of generated plots. This paper summarizes the literature on agnostic VRSs and outlines promising future research directions.

Davide Gabrielli, Bardh Prenkaj, Paola Velardi

Monitoring the stress level in patients with neurodegenerative diseases can help manage symptoms, improve patient's quality of life, and provide insight into disease progression. In the literature, ECG, actigraphy, speech, voice, and facial analysis have proven effective at detecting patients' emotions. On the other hand, these tools are invasive and do not integrate smoothly into the patient's daily life. HRV has also been proven to effectively indicate stress conditions, especially in combination with other signals. However, when HRV is derived from less invasive devices than the ECG, like wristbands and smartwatches, the quality of measurements significantly degrades. This paper presents a methodology for stress detection from a wristband based on a universal model for time series, UniTS, which we finetuned for the task and equipped with explainability features. We cast the problem as anomaly detection rather than classification to favor model adaptation to individual patients and allow the clinician to maintain greater control over the system's predictions. We demonstrate that our proposed model considerably surpasses 12 top-performing methods on three benchmark datasets. Furthermore, unlike other state-of-the-art systems, UniTS enables seamless monitoring, as it shows comparable performance when using signals from invasive or lightweight devices.

Leonardo Berti, Bardh Prenkaj, Paola Velardi

Financial markets are complex systems characterized by high statistical noise, nonlinearity, volatility, and constant evolution. Thus, modeling them is extremely hard. Here, we address the task of generating realistic and responsive Limit Order Book (LOB) market simulations, which are fundamental for calibrating and testing trading strategies, performing market impact experiments, and generating synthetic market data. We propose a novel TRAnsformer-based Denoising Diffusion Probabilistic Engine for LOB Simulations (TRADES). TRADES generates realistic order flows as time series conditioned on the state of the market, leveraging a transformer-based architecture that captures the temporal and spatial characteristics of high-frequency market data. There is a notable absence of quantitative metrics for evaluating generative market simulation models in the literature. To tackle this problem, we adapt the predictive score, a metric measured as an MAE, to market data by training a stock price predictive model on synthetic data and testing it on real data. We compare TRADES with previous works on two stocks, reporting a 3.27 and 3.48 improvement over SoTA according to the predictive score, demonstrating that we generate useful synthetic market data for financial downstream tasks. Furthermore, we assess TRADES's market simulation realism and responsiveness, showing that it effectively learns the conditional data distribution and successfully reacts to an experimental agent, giving sprout to possible calibrations and evaluations of trading strategies and market impact experiments. To perform the experiments, we developed DeepMarket, the first open-source Python framework for LOB market simulation with deep learning. In our repository, we include a synthetic LOB dataset composed of TRADES's generated simulations.

Matteo De Sanctis, Riccardo De Sanctis, Stefano Faralli et al.

Graph Neural Networks (GNNs) are increasingly adopted across domains such as molecular biology and social network analysis, yet their black-box nature hinders interpretability and trust. This is especially problematic in high-stakes applications, such as predicting molecule toxicity, drug discovery, or guiding financial fraud detections, where transparent explanations are essential. Counterfactual explanations - minimal changes that flip a model's prediction - offer a transparent lens into GNNs' behavior. In this work, we introduce XPlore, a novel technique that significantly broadens the counterfactual search space. It consists of gradient-guided perturbations to adjacency and node feature matrices. Unlike most prior methods, which focus solely on edge deletions, our approach belongs to the growing class of techniques that optimize edge insertions and node-feature perturbations, here jointly performed under a unified gradient-based framework, enabling a richer and more nuanced exploration of counterfactuals. To quantify both structural and semantic fidelity, we introduce a cosine similarity metric for learned graph embeddings that addresses a key limitation of traditional distance-based metrics, and demonstrate that XPlore produces more coherent and minimal counterfactuals. Empirical results on 13 real-world and 5 synthetic benchmarks show up to +56.3% improvement in validity and +52.8% in fidelity over state-of-the-art baselines, while retaining competitive runtime.

Davide Gabrielli, Paola Velardi, Stefano Faralli et al.

Continuous physiological monitoring is central to emergency care, yet deploying trustworthy AI is challenging. While LLMs can translate complex physiological signals into clinical narratives, it is unclear how agentic systems perform relative to zero-shot inference. To address these questions, we present Vivaldi, a role-structured multi-agent system that explains multivariate physiological time series. Due to regulatory constraints that preclude live deployment, we instantiate Vivaldi in a controlled, clinical pilot to a small, highly qualified cohort of emergency medicine experts, whose evaluations reveal a context-dependent picture that contrasts with prevailing assumptions that agentic reasoning uniformly improves performance. Our experiments show that agentic pipelines substantially benefit non-thinking and medically fine-tuned models, improving expert-rated explanation justification and relevance by +6.9 and +9.7 points, respectively. Contrarily, for thinking models, agentic orchestration often degrades explanation quality, including a 14-point drop in relevance, while improving diagnostic precision (ESI F1 +3.6). We also find that explicit tool-based computation is decisive for codifiable clinical metrics, whereas subjective targets, such as pain scores and length of stay, show limited or inconsistent changes. Expert evaluation further indicates that gains in clinical utility depend on visualization conventions, with medically specialized models achieving the most favorable trade-offs between utility and clarity. Together, these findings show that the value of agentic AI lies in the selective externalization of computation and structure rather than in maximal reasoning complexity, and highlight concrete design trade-offs and learned lessons, broadly applicable to explainable AI in safety-critical healthcare settings.

Davide Gabrielli, Bardh Prenkaj, Paola Velardi et al.

We introduce AI on the Pulse, a real-world-ready anomaly detection system that continuously monitors patients using a fusion of wearable sensors, ambient intelligence, and advanced AI models. Powered by UniTS, a state-of-the-art (SoTA) universal time-series model, our framework autonomously learns each patient's unique physiological and behavioral patterns, detecting subtle deviations that signal potential health risks. Unlike classification methods that require impractical, continuous labeling in real-world scenarios, our approach uses anomaly detection to provide real-time, personalized alerts for reactive home-care interventions. Our approach outperforms 12 SoTA anomaly detection methods, demonstrating robustness across both high-fidelity medical devices (ECG) and consumer wearables, with a ~ 22% improvement in F1 score. However, the true impact of AI on the Pulse lies in @HOME, where it has been successfully deployed for continuous, real-world patient monitoring. By operating with non-invasive, lightweight devices like smartwatches, our system proves that high-quality health monitoring is possible without clinical-grade equipment. Beyond detection, we enhance interpretability by integrating LLMs, translating anomaly scores into clinically meaningful insights for healthcare professionals.

Luca Podo, Marco Angelini, Paola Velardi

NL2VIS (natural language to visualization) is a promising and recent research area that involves interpreting natural language queries and translating them into visualizations that accurately represent the underlying data. As we navigate the era of big data, NL2VIS holds considerable application potential since it greatly facilitates data exploration by non-expert users. Following the increasingly widespread usage of generative AI in NL2VIS applications, in this paper we present V-RECS, the first LLM-based Visual Recommender augmented with explanations(E), captioning(C), and suggestions(S) for further data exploration. V-RECS' visualization narratives facilitate both response verification and data exploration by non-expert users. Furthermore, our proposed solution mitigates computational, controllability, and cost issues associated with using powerful LLMs by leveraging a methodology to effectively fine-tune small models. To generate insightful visualization narratives, we use Chain-of-Thoughts (CoT), a prompt engineering technique to help LLM identify and generate the logical steps to produce a correct answer. Since CoT is reported to perform poorly with small LLMs, we adopted a strategy in which a large LLM (GPT-4), acting as a Teacher, generates CoT-based instructions to fine-tune a small model, Llama-2-7B, which plays the role of a Student. Extensive experiments-based on a framework for the quantitative evaluation of AI-based visualizations and on manual assessment by a group of participants-show that V-RECS achieves performance scores comparable to GPT-4, at a much lower cost. The efficacy of the V-RECS teacher-student paradigm is also demonstrated by the fact that the un-tuned Llama fails to perform the task in the vast majority of test cases. We release V-RECS for the visualization community to assist visualization designers throughout the entire visualization generation process.