Roman Chertovskih

Rui Gonçalves, Vitor Miguel Ribeiro, Roman Chertovskih et al.

This study presents the implementation of a short-term forecasting system for price movements in exchange markets, using market depth data and a systematic procedure to enable a fully automated trading system. The case study focuses on the UK to Win Horse Racing market during the pre-live stage on the world's leading betting exchange, Betfair. Innovative convolutional attention mechanisms are introduced and applied to multiple recurrent neural networks and bi-dimensional convolutional recurrent neural network layers. Additionally, a novel padding method for convolutional layers is proposed, specifically designed for multivariate time series processing. These innovations are thoroughly detailed, along with their execution process. The proposed architectures follow a standard supervised learning approach, involving model training and subsequent testing on new data, which requires extensive pre-processing and data analysis. The study also presents a complete end-to-end framework for automated feature engineering and market interactions using the developed models in production. The key finding of this research is that all proposed innovations positively impact the performance metrics of the classification task under examination, thereby advancing the current state-of-the-art in convolutional attention mechanisms and padding methods applied to multivariate time series problems.

Ugo Boscain, Roman Chertovskih, Jean-Paul Gauthier et al.

In this paper we review several algorithms for image inpainting based on the hypoelliptic diffusion naturally associated with a mathematical model of the primary visual cortex. In particular, we present one algorithm that does not exploit the information of where the image is corrupted, and others that do it. While the first algorithm is able to reconstruct only images that our visual system is still capable of recognize, we show that those of the second type completely transcend such limitation providing reconstructions at the state-of-the-art in image inpainting. This can be interpreted as a validation of the fact that our visual cortex actually encodes the first type of algorithm.

Ugo Boscain, Roman Chertovskih, Jean-Paul Gauthier et al.

We present a new image inpainting algorithm, the Averaging and Hypoelliptic Evolution (AHE) algorithm, inspired by the one presented in [SIAM J. Imaging Sci., vol. 7, no. 2, pp. 669--695, 2014] and based upon a semi-discrete variation of the Citti-Petitot-Sarti model of the primary visual cortex V1. The AHE algorithm is based on a suitable combination of sub-Riemannian hypoelliptic diffusion and ad-hoc local averaging techniques. In particular, we focus on reconstructing highly corrupted images (i.e. where more than the 80% of the image is missing), for which we obtain reconstructions comparable with the state-of-the-art.