Shuai Ma

Wenhao Guo, Yuda Wang, Zeqiao Huang et al.

In the complex landscape of traditional futures trading, where vast data and variables like real-time Limit Order Books (LOB) complicate price predictions, we introduce the FutureQuant Transformer model, leveraging attention mechanisms to navigate these challenges. Unlike conventional models focused on point predictions, the FutureQuant model excels in forecasting the range and volatility of future prices, thus offering richer insights for trading strategies. Its ability to parse and learn from intricate market patterns allows for enhanced decision-making, significantly improving risk management and achieving a notable average gain of 0.1193% per 30-minute trade over state-of-the-art models with a simple algorithm using factors such as RSI, ATR, and Bollinger Bands. This innovation marks a substantial leap forward in predictive analytics within the volatile domain of futures trading.

Shuai Ma, Jiahui Dai, Songtao Lu et al.

In this paper, we investigate the design and implementation of machine learning (ML) based demodulation methods in the physical layer of visible light communication (VLC) systems. We build a flexible hardware prototype of an end-to-end VLC system, from which the received signals are collected as the real data. The dataset is available online, which contains eight types of modulated signals. Then, we propose three ML demodulators based on convolutional neural network (CNN), deep belief network (DBN), and adaptive boosting (AdaBoost), respectively. Specifically, the CNN based demodulator converts the modulated signals to images and recognizes the signals by the image classification. The proposed DBN based demodulator contains three restricted Boltzmann machines (RBMs) to extract the modulation features. The AdaBoost method includes a strong classifier that is constructed by the weak classifiers with the k-nearest neighbor (KNN) algorithm. These three demodulators are trained and tested by our online open dataset. Experimental results show that the demodulation accuracy of the three data-driven demodulators drops as the transmission distance increases. A higher modulation order negatively influences the accuracy for a given transmission distance. Among the three ML methods, the AdaBoost modulator achieves the best performance.

Hongmei Wang, Zhenzhen Wu, Shuai Ma et al.

In this paper, we investigate deep learning (DL)-enabled signal demodulation methods and establish the first open dataset of real modulated signals for wireless communication systems. Specifically, we propose a flexible communication prototype platform for measuring real modulation dataset. Then, based on the measured dataset, two DL-based demodulators, called deep belief network (DBN)-support vector machine (SVM) demodulator and adaptive boosting (AdaBoost) based demodulator, are proposed. The proposed DBN-SVM based demodulator exploits the advantages of both DBN and SVM, i.e., the advantage of DBN as a feature extractor and SVM as a feature classifier. In DBN-SVM based demodulator, the received signals are normalized before being fed to the DBN network. Furthermore, an AdaBoost based demodulator is developed, which employs the $k$-Nearest Neighbor (KNN) as a weak classifier to form a strong combined classifier. Finally, experimental results indicate that the proposed DBN-SVM based demodulator and AdaBoost based demodulator are superior to the single classification method using DBN, SVM, and maximum likelihood (MLD) based demodulator.