Sina Montazeri

Sina Montazeri, Haseebullah Jumakhan, Sonia Abrasiabian et al.

Building on our prior explorations of convolutional neural networks (CNNs) for financial data processing, this paper introduces two significant enhancements to refine our CNN model's predictive performance and robustness for financial tabular data. Firstly, we integrate a normalization layer at the input stage to ensure consistent feature scaling, addressing the issue of disparate feature magnitudes that can skew the learning process. This modification is hypothesized to aid in stabilizing the training dynamics and improving the model's generalization across diverse financial datasets. Secondly, we employ a Gradient Reduction Architecture, where earlier layers are wider and subsequent layers are progressively narrower. This enhancement is designed to enable the model to capture more complex and subtle patterns within the data, a crucial factor in accurately predicting financial outcomes. These advancements directly respond to the limitations identified in previous studies, where simpler models struggled with the complexity and variability inherent in financial applications. Initial tests confirm that these changes improve accuracy and model stability, suggesting that deeper and more nuanced network architectures can significantly benefit financial predictive tasks. This paper details the implementation of these enhancements and evaluates their impact on the model's performance in a controlled experimental setting.

Sina Montazeri, Yunhe Feng, Kewei Sha

Open data repositories hold potential for evidence-based decision-making, yet are inaccessible to non-experts lacking expertise in dataset discovery, schema mapping, and statistical analysis. Large language models show promise for individual tasks, but end-to-end analytical workflows expose fundamental limitations: attention dilutes across growing contexts, specialized reasoning patterns interfere, and errors propagate undetected. We present PublicAgent, a multi-agent framework that addresses these limitations through decomposition into specialized agents for intent clarification, dataset discovery, analysis, and reporting. This architecture maintains focused attention within agent contexts and enables validation at each stage. Evaluation across five models and 50 queries derives five design principles for multi-agent LLM systems. First, specialization provides value independent of model strength--even the strongest model shows 97.5% agent win rates, with benefits orthogonal to model scale. Second, agents divide into universal (discovery, analysis) and conditional (report, intent) categories. Universal agents show consistent effectiveness (std dev 12.4%) while conditional agents vary by model (std dev 20.5%). Third, agents mitigate distinct failure modes--removing discovery or analysis causes catastrophic failures (243-280 instances), while removing report or intent causes quality degradation. Fourth, architectural benefits persist across task complexity with stable win rates (86-92% analysis, 84-94% discovery), indicating workflow management value rather than reasoning enhancement. Fifth, wide variance in agent effectiveness across models (42-96% for analysis) requires model-aware architecture design. These principles guide when and why specialization is necessary for complex analytical workflows while enabling broader access to public data through natural language interfaces.

Sina Montazeri, Akram Mirzaeinia, Haseebullah Jumakhan et al.

The published MLP-based DRL in finance has difficulties in learning the dynamics of the environment when the action scale increases. If the buying and selling increase to one thousand shares, the MLP agent will not be able to effectively adapt to the environment. To address this, we designed a CNN agent that concatenates the data from the last ninety days of the daily feature vector to create the CNN input matrix. Our extensive experiments demonstrate that the MLP-based agent experiences a loss corresponding to the initial environment setup, while our designed CNN remains stable, effectively learns the environment, and leads to an increase in rewards.

Sina Montazeri, Waltenegus Dargie, Yunhe Feng et al.

Human activity recognition is critical for applications such as early intervention and health analytics. Traditional activity recognition relies on inertial measurement units (IMUs), which are resource intensive and require calibration. Although electrocardiogram (ECG)-based methods have been explored, these have typically served as supplements to IMUs or have been limited to broad categorical classification such as fall detection or active vs. inactive in daily activities. In this paper, we advance the field by demonstrating, for the first time, robust recognition of activity only with ECG in six distinct activities, which is beyond the scope of previous work. We design and evaluate three new deep learning models, including a CNN classifier with Squeeze-and-Excitation blocks for channel-wise feature recalibration, a ResNet classifier with dilated convolutions for multiscale temporal dependency capture, and a novel CNNTransformer hybrid combining convolutional feature extraction with attention mechanisms for long-range temporal relationship modeling. Tested on data from 54 subjects for six activities, all three models achieve over 94% accuracy for seen subjects, while CNNTransformer hybrid reaching the best accuracy of 72% for unseen subjects, a result that can be further improved by increasing the training population. This study demonstrates the first successful ECG-only activity classification in multiple physical activities, offering significant potential for developing next-generation wearables capable of simultaneous cardiac monitoring and activity recognition without additional motion sensors.

Sina Montazeri, Haseebullah Jumakhan, Amir Mirzaeinia

This paper investigates the optimization of temporal windows in Financial Deep Reinforcement Learning (DRL) models using 2D Convolutional Neural Networks (CNNs). We introduce a novel approach to treating the temporal field as a hyperparameter and examine its impact on model performance across various datasets and feature arrangements. We introduce a new hyperparameter for the CNN policy, proposing that this temporal field can and should be treated as a hyperparameter for these models. We examine the significance of this temporal field by iteratively expanding the window of observations presented to the CNN policy during the deep reinforcement learning process. Our iterative process involves progressively increasing the observation period from two weeks to twelve weeks, allowing us to examine the effects of different temporal windows on the model's performance. This window expansion is implemented in two settings. In one setting, we rearrange the features in the dataset to group them by company, allowing the model to have a full view of company data in its observation window and CNN kernel. In the second setting, we do not group the features by company, and features are arranged by category. Our study reveals that shorter temporal windows are most effective when no feature rearrangement to group per company is in effect. However, the model will utilize longer temporal windows and yield better performance once we introduce the feature rearrangement. To examine the consistency of our findings, we repeated our experiment on two datasets containing the same thirty companies from the Dow Jones Index but with different features in each dataset and consistently observed the above-mentioned patterns. The result is a trading model significantly outperforming global financial services firms such as the Global X Guru by the established Mirae Asset.

Sina Montazeri, Akram Mirzaeinia, Amir Mirzaeinia

In prior methods, it was observed that the application of Convolutional Neural Networks agent in Deep Reinforcement Learning to financial data resulted in an enhanced reward. In this study, a specific permutation was applied to the feature vector, thereby generating a CNN matrix that strategically positions more pertinent features in close proximity. Our comprehensive experimental evaluations unequivocally demonstrate a substantial enhancement in reward attainment.

Yao Sun, Lichao Mou, Yuanyuan Wang et al.

Building height retrieval from synthetic aperture radar (SAR) imagery is of great importance for urban applications, yet highly challenging owing to the complexity of SAR data. This paper addresses the issue of building height retrieval in large-scale urban areas from a single TerraSAR-X spotlight or stripmap image. Based on the radar viewing geometry, we propose that this problem can be formulated as a bounding box regression problem and therefore allows for integrating height data from multiple data sources in generating ground truth on a larger scale. We introduce building footprints from geographic information system (GIS) data as complementary information and propose a bounding box regression network that exploits the location relationship between a building's footprint and its bounding box, allowing for fast computation. This is important for large-scale applications. The method is validated on four urban data sets using TerraSAR-X images in both high-resolution spotlight and stripmap modes. Experimental results show that the proposed network can reduce the computation cost significantly while keeping the height accuracy of individual buildings compared to a Faster R-CNN based method. Moreover, we investigate the impact of inaccurate GIS data on our proposed network, and this study shows that the bounding box regression network is robust against positioning errors in GIS data. The proposed method has great potential to be applied to regional or even global scales.

Xiao Xiang Zhu, Sina Montazeri, Mohsin Ali et al.

Deep learning in remote sensing has become an international hype, but it is mostly limited to the evaluation of optical data. Although deep learning has been introduced in Synthetic Aperture Radar (SAR) data processing, despite successful first attempts, its huge potential remains locked. In this paper, we provide an introduction to the most relevant deep learning models and concepts, point out possible pitfalls by analyzing special characteristics of SAR data, review the state-of-the-art of deep learning applied to SAR in depth, summarize available benchmarks, and recommend some important future research directions. With this effort, we hope to stimulate more research in this interesting yet under-exploited research field and to pave the way for use of deep learning in big SAR data processing workflows.