Search Results for author: Asef Nazari

Found 7 papers, 0 papers with code

SALSA: Sequential Approximate Leverage-Score Algorithm with Application in Analyzing Big Time Series Data

no code implementations30 Dec 2023 Ali Eshragh, Luke Yerbury, Asef Nazari, Fred Roosta, Michael W. Mahoney

We demonstrate that, with high probability, the accuracy of SALSA's approximations is within $(1 + O({\varepsilon}))$ of the true leverage scores.

Time Series

A Framework for Empowering Reinforcement Learning Agents with Causal Analysis: Enhancing Automated Cryptocurrency Trading

no code implementations14 Oct 2023 Rasoul Amirzadeh, Dhananjay Thiruvady, Asef Nazari, Mong Shan Ee

Designed as the foundational architecture of the trading system, the CausalReinforceNet framework enhances the capabilities of the reinforcement learning agent through causal analysis.

Decision Making Feature Engineering +1

Causal Feature Engineering of Price Directions of Cryptocurrencies using Dynamic Bayesian Networks

no code implementations13 Jun 2023 Rasoul Amirzadeh, Asef Nazari, Dhananjay Thiruvady, Mong Shan Ee

The efficacy of the proposed model in predicting cryptocurrency price directions is evaluated from two perspectives.

Feature Engineering

Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach

no code implementations26 Mar 2023 Rasoul Amirzadeh, Asef Nazari, Dhananjay Thiruvady, Mong Shan Ee

The ensuing networks are used for causal reasoning and diagnosis, and the results indicate that social media (in particular Twitter data in this study) is the most significant influencing factor of the prices of altcoins.

Incorporating the Barzilai-Borwein Adaptive Step Size into Sugradient Methods for Deep Network Training

no code implementations27 May 2022 Antonio Robles-Kelly, Asef Nazari

In this paper, we incorporate the Barzilai-Borwein step size into gradient descent methods used to train deep networks.

A hybrid deep-learning approach for complex biochemical named entity recognition

no code implementations20 Dec 2020 Jian Liu, Lei Gao, Sujie Guo, Rui Ding, Xin Huang, Long Ye, Qinghua Meng, Asef Nazari, Dhananjay Thiruvady

In this approach, the MHATT mechanism aims to improve the recognition accuracy of abbreviations to efficiently deal with the problem of inconsistency in full-text labels.

Attribute Attribute Extraction +4

LSAR: Efficient Leverage Score Sampling Algorithm for the Analysis of Big Time Series Data

no code implementations27 Nov 2019 Ali Eshragh, Fred Roosta, Asef Nazari, Michael W. Mahoney

We first develop a new fast algorithm to estimate the leverage scores of an autoregressive (AR) model in big data regimes.

Time Series Time Series Analysis

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