4,395 research outputs found

    Building trainable taggers in a web-based, UIMA-supported NLP workbench

    Get PDF
    Argo is a web-based NLP and text mining workbench with a convenient graphical user interface for designing and executing processing workflows of various complexity. The workbench is intended for specialists and nontechnical audiences alike, and provides the ever expanding library of analytics compliant with the Unstructured Information Management Architecture, a widely adopted interoperability framework. We explore the flexibility of this framework by demonstrating workflows involving three processing components capable of performing self-contained machine learning-based tagging. The three components are responsible for the three distinct tasks of 1) generating observations or features, 2) training a statistical model based on the generated features, and 3) tagging unlabelled data with the model. The learning and tagging components are based on an implementation of conditional random fields (CRF); whereas the feature generation component is an analytic capable of extending basic token information to a comprehensive set of features. Users define the features of their choice directly from Argo’s graphical interface, without resorting to programming (a commonly used approach to feature engineering). The experimental results performed on two tagging tasks, chunking and named entity recognition, showed that a tagger with a generic set of features built in Argo is capable of competing with taskspecific solutions.

    Collaborative Development and Evaluation of Text-processing Workflows in a UIMA-supported Web-based Workbench

    Get PDF
    Challenges in creating comprehensive text-processing worklows include a lack of the interoperability of individual components coming from different providers and/or a requirement imposed on the end users to know programming techniques to compose such workflows. In this paper we demonstrate Argo, a web-based system that addresses these issues in several ways. It supports the widely adopted Unstructured Information Management Architecture (UIMA), which handles the problem of interoperability; it provides a web browser-based interface for developing workflows by drawing diagrams composed of a selection of available processing components; and it provides novel user-interactive analytics such as the annotation editor which constitutes a bridge between automatic processing and manual correction. These features extend the target audience of Argo to users with a limited or no technical background. Here, we focus specifically on the construction of advanced workflows, involving multiple branching and merging points, to facilitate various comparative evalutions. Together with the use of user-collaboration capabilities supported in Argo, we demonstrate several use cases including visual inspections, comparisions of multiple processing segments or complete solutions against a reference standard, inter-annotator agreement, and shared task mass evaluations. Ultimetely, Argo emerges as a one-stop workbench for defining, processing, editing and evaluating text processing tasks

    Probing jet properties via two particle correlation method

    Full text link
    The formulae for calculating jet fragmentation momentum, ,andpartontransversemomentum,, and parton transverse momentum, , and conditional yield are discussed in two particle correlation framework. Additional corrections are derived to account for the limited detector acceptance and inefficiency, for cases when the event mixing technique is used. The validity of our approach is confirmed with Monte-carlo simulation.Comment: Proceeding for HotQuarks2004 conference. 11 pages, 8 figures, corrected for typo

    Different fractal properties of positive and negative returns

    Full text link
    We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using Multifractal Detrended Fluctuation Analysis (MFDFA). By calculating the singularity spectra f(α)f(\alpha) we show that returns of both signs reveal multiscaling. Curiously, these spectra display a significant difference in the scaling properties of returns with opposite sign. The negative price changes are ruled by stronger temporal correlations than the positive ones, what is manifested by larger values of the corresponding H\"{o}lder exponents. As regards the properties of dominant trends, a bear market is more persistent than the bull market irrespective of the sign of fluctuations.Comment: presented at FENS2007 conference, 8 pages, 4 Fig

    Web-based Model of Engineering Studies Developed by Warsaw University of Technology.

    Get PDF
    In: A.J. Kallenberg and M.J.J.M. van de Ven (Eds), 2002, The New Educational Benefits of ICT in Higher Education: Proceedings. Rotterdam: Erasmus Plus BV, OECR ISBN 90-9016127-9The article gives a review of reasons for developing and adopting a new web-based model of studies by Warsaw University of Technology. That is followed by a description of the Internet and multimedia-based educational model, known as SPRINT. The article presents also a structure of the four-year engineering studies offered by Electrical Faculty, Faculty of Electronics and Information Technology and Faculty of Mechatronics for given specializations. Then follows a description of the structure and tools of the electronic books. Finally, the article discusses briefly ways of further development

    Stock market return distributions: from past to present

    Full text link
    We show that recent stock market fluctuations are characterized by the cumulative distributions whose tails on short, minute time scales exhibit power scaling with the scaling index alpha > 3 and this index tends to increase quickly with decreasing sampling frequency. Our study is based on high-frequency recordings of the S&P500, DAX and WIG20 indices over the interval May 2004 - May 2006. Our findings suggest that dynamics of the contemporary market may differ from the one observed in the past. This effect indicates a constantly increasing efficiency of world markets.Comment: to appear in Physica

    The foreign exchange market: return distributions, multifractality, anomalous multifractality and Epps effect

    Full text link
    We present a systematic study of various statistical characteristics of high-frequency returns from the foreign exchange market. This study is based on six exchange rates forming two triangles: EUR-GBP-USD and GBP-CHF-JPY. It is shown that the exchange rate return fluctuations for all the pairs considered are well described by the nonextensive statistics in terms of q-Gaussians. There exist some small quantitative variations in the nonextensivity q-parameter values for different exchange rates and this can be related to the importance of a given exchange rate in the world's currency trade. Temporal correlations organize the series of returns such that they develop the multifractal characteristics for all the exchange rates with a varying degree of symmetry of the singularity spectrum f(alpha) however. The most symmetric spectrum is identified for the GBP/USD. We also form time series of triangular residual returns and find that the distributions of their fluctuations develop disproportionately heavier tails as compared to small fluctuations which excludes description in terms of q-Gaussians. The multifractal characteristics for these residual returns reveal such anomalous properties like negative singularity exponents and even negative singularity spectra. Such anomalous multifractal measures have so far been considered in the literature in connection with the diffusion limited aggregation and with turbulence. We find that market inefficiency on short time scales leads to the occurrence of the Epps effect on much longer time scales. Although the currency market is much more liquid than the stock markets and it has much larger transaction frequency, the building-up of correlations takes up to several hours - time that does not differ much from what is observed in the stock markets. This may suggest that non-synchronicity of transactions is not the unique source of the observed effect

    Measurement of the dynamic charge response of materials using low-energy, momentum-resolved electron energy-loss spectroscopy (M-EELS)

    Get PDF
    One of the most fundamental properties of an interacting electron system is its frequency- and wave-vector-dependent density response function, χ(q,ω)\chi({\bf q},\omega). The imaginary part, χ(q,ω)\chi''({\bf q},\omega), defines the fundamental bosonic charge excitations of the system, exhibiting peaks wherever collective modes are present. χ\chi quantifies the electronic compressibility of a material, its response to external fields, its ability to screen charge, and its tendency to form charge density waves. Unfortunately, there has never been a fully momentum-resolved means to measure χ(q,ω)\chi({\bf q},\omega) at the meV energy scale relevant to modern elecronic materials. Here, we demonstrate a way to measure χ\chi with quantitative momentum resolution by applying alignment techniques from x-ray and neutron scattering to surface high-resolution electron energy-loss spectroscopy (HR-EELS). This approach, which we refer to here as "M-EELS," allows direct measurement of χ(q,ω)\chi''({\bf q},\omega) with meV resolution while controlling the momentum with an accuracy better than a percent of a typical Brillouin zone. We apply this technique to finite-q excitations in the optimally-doped high temperature superconductor, Bi2_2Sr2_2CaCu2_2O8+x_{8+x} (Bi2212), which exhibits several phonons potentially relevant to dispersion anomalies observed in ARPES and STM experiments. Our study defines a path to studying the long-sought collective charge modes in quantum materials at the meV scale and with full momentum control.Comment: 26 pages, 10 sections, 7 figures, and an appendi
    corecore