Semi-Levy Driven Continuous-Time GARCH (SLD-COGARCH) google
We study the class of semi-Levy driven continuous-time GARCH, denoted by SLD-COGARCH, process. The statistical properties of this process are characterized. We show that the state process of such process can be described by a random recurrence equation with the periodic random coeffcients. We establish sufficient conditions for the existence of a strictly periodically stationary solution of the state process which causes the volatility process to be strictly periodically stationary. Furthermore, it is shown that the increments with constant length of such SLD-COGARCH process are themselves a discrete-time periodically correlated (PC) process. We apply some tests to verify the PC behavior of these increments by the simulation studies. Finally, we show that how well this model fits a set of high-frequency financial data. …

Model-Protected Multi-Task Learning google
Multi-task learning (MTL) refers to the paradigm of learning multiple related tasks together. By contrast, single-task learning (STL) learns each individual task independently. MTL often leads to better trained models because they can leverage the commonalities among related tasks. However, because MTL algorithms will ‘transmit’ information on different models across different tasks, MTL poses a potential security risk. Specifically, an adversary may participate in the MTL process through a participating task, thereby acquiring the model information for another task. Previously proposed privacy-preserving MTL methods protect data instances rather than models, and some of them may underperform in comparison with STL methods. In this paper, we propose a privacy-preserving MTL framework to prevent the information on each model from leaking to other models based on a perturbation of the covariance matrix of the model matrix, and we study two popular MTL approaches for instantiation, namely, MTL approaches for learning the low-rank and group-sparse patterns of the model matrix. Our methods are built upon tools for differential privacy. Privacy guarantees and utility bounds are provided. Heterogeneous privacy budgets are considered. Our algorithms can be guaranteed not to underperform comparing with STL methods. Experiments demonstrate that our algorithms outperform existing privacy-preserving MTL methods on the proposed model-protection problem. …

Vaccination Heatmaps google
WSJ graphics team put together a series of interactive visualisations on the impact of vaccination that blew up on twitter and facebook, and were roundly lauded as great-looking and effective dataviz. Some of these had enough data available to look particularly good.