Tiago A. E. Ferreira

Ademir Batista dos Santos Neto, Tiago Alessandro Espinola Ferreira, Paulo Renato Alves Firmino

Accurate trend forecasting in healthcare time series is essential for planning and resource allocation. This paper proposes a Bayesian framework for predicting oncology demand trends, modeling weekly appointments as a Poisson process with a Gamma prior to the demand rate. To enhance adaptability and capture persistent directional patterns, we incorporate a residual-based boosting mechanism grounded in a Gamma-Log-Normal conjugate structure. This boosting approach allows the model to track both short- and long-term trend shifts while maintaining the analytical tractability of conjugate Bayesian updating. The methodology was evaluated on real oncology service data from Cariri, Ceara, Brazil, and compared against established baselines, including linear regression, ARIMA, naive forecasting, LSTM neural networks, and XGBoost. Results showed that the proposed model outperforms competing methods in trend detection accuracy, with gains in terms of percentage of correct direction of 38.25% in relation to the second best approach in some cases.

Izavan dos S. Correia, Henrique C. T. Santos, Tiago A. E. Ferreira

This study proposes a deep learning-based approach for discovering loops in programming code according to their potential for parallelization. Two genetic algorithm-based code generators were developed to produce two distinct types of code: (i) independent loops, which are parallelizable, and (ii) ambiguous loops, whose dependencies are unclear, making them impossible to define if the loop is parallelizable or not. The generated code snippets were tokenized and preprocessed to ensure a robust dataset. Two deep learning models - a Deep Neural Network (DNN) and a Convolutional Neural Network (CNN) - were implemented to perform the classification. Based on 30 independent runs, a robust statistical analysis was employed to verify the expected performance of both models, DNN and CNN. The CNN showed a slightly higher mean performance, but the two models had a similar variability. Experiments with varying dataset sizes highlighted the importance of data diversity for model performance. These results demonstrate the feasibility of using deep learning to automate the identification of parallelizable structures in code, offering a promising tool for software optimization and performance improvement.

Daniel de Souza Santos, Tiago Alessandro Espinola Ferreira

One of the most discussed problems in the financial world is stock option pricing. The Black-Scholes Equation is a Parabolic Partial Differential Equation which provides an option pricing model. The present work proposes an approach based on Neural Networks to solve the Black-Scholes Equations. Real-world data from the stock options market were used as the initial boundary to solve the Black-Scholes Equation. In particular, times series of call options prices of Brazilian companies Petrobras and Vale were employed. The results indicate that the network can learn to solve the Black-Sholes Equation for a specific real-world stock options time series. The experimental results showed that the Neural network option pricing based on the Black-Sholes Equation solution can reach an option pricing forecasting more accurate than the traditional Black-Sholes analytical solutions. The experimental results making it possible to use this methodology to make short-term call option price forecasts in options markets.

Tiago A. E. Ferreira, Marios Mattheakis, Pavlos Protopapas

The activation function plays a fundamental role in the artificial neural network learning process. However, there is no obvious choice or procedure to determine the best activation function, which depends on the problem. This study proposes a new artificial neuron, named global-local neuron, with a trainable activation function composed of two components, a global and a local. The global component term used here is relative to a mathematical function to describe a general feature present in all problem domain. The local component is a function that can represent a localized behavior, like a transient or a perturbation. This new neuron can define the importance of each activation function component in the learning phase. Depending on the problem, it results in a purely global, or purely local, or a mixed global and local activation function after the training phase. Here, the trigonometric sine function was employed for the global component and the hyperbolic tangent for the local component. The proposed neuron was tested for problems where the target was a purely global function, or purely local function, or a composition of two global and local functions. Two classes of test problems were investigated, regression problems and differential equations solving. The experimental tests demonstrated the Global-Local Neuron network's superior performance, compared with simple neural networks with sine or hyperbolic tangent activation function, and with a hybrid network that combines these two simple neural networks.

Gerson R. Santos, Marcela P. Figueiredo, Antonio de Pádua Santos et al.

Laser Interferometer Gravitational-Wave Observatory (LIGO) was the first laboratory to measure the gravitational waves. It was needed an exceptional experimental design to measure distance changes much less than a radius of a proton. In the same way, the data analyses to confirm and extract information is a tremendously hard task. Here, it is shown a computational procedure base on artificial neural networks to detect a gravitation wave event and extract the knowledge of its ring-down time from the LIGO data. With this proposal, it is possible to make a probabilistic thermometer for gravitational wave detection and obtain physical information about the astronomical body system that created the phenomenon. Here, the ring-down time is determined with a direct data measure, without the need to use numerical relativity techniques and high computational power.

Juan C. Rodriguez Gamboa, Eva Susana Albarracin E., Adenilton J. da Silva et al.

It is crucial for the wine industry to have methods like electronic nose systems (E-Noses) for real-time monitoring thresholds of acetic acid in wines, preventing its spoilage or determining its quality. In this paper, we prove that the portable and compact self-developed E-Nose, based on thin film semiconductor (SnO2) sensors and trained with an approach that uses deep Multilayer Perceptron (MLP) neural network, can perform early detection of wine spoilage thresholds in routine tasks of wine quality control. To obtain rapid and online detection, we propose a method of rising-window focused on raw data processing to find an early portion of the sensor signals with the best recognition performance. Our approach was compared with the conventional approach employed in E-Noses for gas recognition that involves feature extraction and selection techniques for preprocessing data, succeeded by a Support Vector Machine (SVM) classifier. The results evidence that is possible to classify three wine spoilage levels in 2.7 seconds after the gas injection point, implying in a methodology 63 times faster than the results obtained with the conventional approach in our experimental setup.