Brazil

Um conjunto de estratégias automatizadas de negociação em mercados de capitais pode ser disposto em um portfólio buscando maximização de rendimentos e minimização de perdas. A melhor combinação para o portfólio requer a atribuição de pesos ótimos para cada estratégia, considerando diferentes indicadores financeiros. Neste artigo é proposta a aplicação de um algoritmo evolutivo com abordagem lexicográfica para otimizar um portfólio de estratégias automatizadas aplicadas ao mercado futuro brasileiro. Os experimentos consideram diferentes funções-objetivo de indicadores financeiros, com diferentes ordenações, além de condições de otimização e de variações temporais, aplicando dados históricos de minicontratos do índice futuro do Ibovespa e do dólar.

BRACIS 2021

Otimização evolutiva lexicográfica de um portfólio de estratégias automatizadas no mercado futuro brasileiro

abordagem lexicográfica

contratos futuros

mercado financeiro

algoritmos evolutivos

otimização

**BRACIS** originated from the combination of the two most important scientific events in Brazil in Artificial Intelligence (AI) and Computational Intelligence (CI): the Brazilian Symposium on Artificial Intelligence – **SBIA** (22 editions), and the Brazilian Symposium on Neural Networks – **SBRN** (13 editions). **ENIAC** is a national forum for researchers, practitioners, educators and students to present and discuss innovations, trends, experiences, developments and work in progress in the fields of Artificial and Computational Intelligence. **STIL** is the bi-annual Language Technology event.
All events are supported by the Brazilian Computer Society – Special Interest Groups: **CE-IA**, **CE-IC** and **CE-PLN**.

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BRACIS originated from the combination of the two most important scientific events in Brazil in Artificial Intelligence (AI) and Computational Intelligence (CI): the Brazilian Symposium on Artificial Intelligence – SBIA (22 editions), and the Brazilian Symposium on Neural Networks – SBRN (13 editions). 
ENIAC is a national forum for researchers, practitioners, educators and students to present and discuss innovations, trends, experiences, developments and work in progress in the fields of Artificial and Computational Intelligence. 
STIL is the bi-annual Language Technology event.
All events are supported by the Brazilian Computer Society – Special Interest Groups: CE-IA, CE-IC and CE-PLN

technical paper

Event Extraction (EE) is the task of identifying mentions of
particular event types and their arguments in text, and it constitutes an
important and challenging task within the area of Information Extraction
(IE). However, in the context of the Portuguese language, very little work
has been conducted on this topic. In this paper, we propose a neural-
based method for EE, as well as a data resource to mitigate this research
gap. We also present a data augmentation strategy for EE, employing
an Open Information Extraction (OIE) system, aiming to overcome the
shortage in annotated data for the problem in the Portuguese language.
Our experimental results show that our method is able to predict event
types and arguments automatically, and the proposed method of data
augmentation, in one of the two evaluated samples, contributes to the
performance of the tested models in the subtask of argument role pre-
diction. Further, an implementation of our method is available to the
community, as the models trained in our experiments.

Joint Event Extraction with Contextualized Word Embeddings for the Portuguese Language

Automatic Text Simplification (ATS) has played a significant role in the Natural Language Processing (NLP) field.
ATS is a sequence-to-sequence problem aiming to create a new version of the original text removing complex and domain-specific words. 
It can improve communication and understanding of documents from specific domains, as well as support second language learning. 
This paper presents an empirical study on the use of state-of-the-art ATS methods to simplify texts in Portuguese. It is important to remark that the literature reports the challenge in analyzing Portuguese texts due to the lack of resources compared to other languages (i.e., English).
More specifically, this work evaluated different Neural Machine Translation (NMT) techniques for ATS in Portuguese. The experiments showed that NMT achieved promising results in Portuguese texts, obtaining 40.89 BLEU score using multiple parallel corpora and raising the overall readability score by more than 5 points.

Portuguese Neural Text Simplification using Machine Translation

This paper presents a technique that employs linguistic resources to refine PoS tagging using the Universal Dependencies (UD) model.
The technique is based on the development and use of lists of non-ambiguous single tokens and non-ambiguous co-occuring tokens in Portuguese (regardless of whether they constitute multiword expressions or not). These lists are meant to automatilly correct the tags for such tokens after tagging. The technique is applied over the output of two well-known state of the art systems - UDPipe and UDify - and the results for a real data set have shown a significant improvement of annotation accuracy. Overall, we improve tagging accuracy by up to 1.4%, and, in terms of the number of fully correct tagged sentences, our technique produces results that are 13.9% more accurate than the corresponding original system.

Universal Dependencies-based PoS Tagging Refinement through Linguistic Resources

Forced phonetic alignment (FPA) is the task of associating a given phonetic unit to a timestamp interval in the speech waveform. Phoneticians are able mark the boundaries with precision, but as the corpus grows it becomes infeasible to do it by hand. For Brazilian Portuguese (BP) in particular, only three tools appear to perform FPA: EasyAlign, Montreal Forced Aligner (MFA), and UFPAlign. Therefore, this work aims to develop resources based on Kaldi toolkit for UFPAlign, including their release alongside all scripts under open licenses; and to bring forth a comparison to the other two aforementioned aligners. Evaluation took place in terms of the phone boundary metric over a dataset of 385 hand-aligned utterances, and results show that Kaldi-based aligners perform better overall, and that UFPAlign models are more accurate than MFA's. Furthermore, complex deep-learning-based approaches did not seem to improve performance compared to simpler models.

Experiments on Kaldi-based Forced Phonetic Alignment for Brazilian Portuguese

The challenge of climate change and biome conservation is one of the most 
pressing issues of our time -- particularly in Brazil, where key environmental reserves are located. Given the availability of large textual databases on ecological themes, it is natural to resort to question answering (QA) systems to increase social awareness and understanding about these topics. In this work, we introduce multiple QA systems that combine in novel ways the BM25 algorithm, a sparse retrieval technique, with PTT5, a pre-trained state-of-the-art language model. Our QA systems focus on the Portuguese language, thus offering resources not found elsewhere in the literature. As training data, we collected questions from open-domain datasets, as well as content from the Portuguese Wikipedia and news from the press. We thus contribute with innovative architectures and novel applications, attaining an F1-score of 36.2 with our best model.

DEEPAGÉ: Answering Questions in Portuguese about the Brazilian Environment

The translation of natural language questions to SQL queries has attracted growing attention, in particular in connection with transformers and similar language models. A large number of techniques are geared towards the English language; in this work, we thus investigated translation to SQL when input questions are given in the Portuguese language. To do so, we properly adapted state-of-the-art tools and resources. We changed the RAT-SQL+GAP system by relying on a multilingual BART model (we report tests with other language models), and we produced a translated version of the Spider dataset. Our experiments expose interesting phenomena that arise when non-English languages are targeted; in particular, it is better to train with original and translated training datasets together, even if a single target language is desired. This multilingual BART model fine-tuned with a double-size training dataset (English and Portuguese) achieved 83\% of the baseline, making inferences for the Portuguese test dataset. This investigation can help other researchers to produce results in Machine Learning in a language different from English. Our multilingual ready version of RAT-SQL+GAP and the data are available, open-sourced as mRAT-SQL+GAP at: https://github.com/C4AI/gap-text2sql

mRAT-SQL+GAP: A Portuguese Text-to-SQL Transformer

As one of the most primitive pattern organization tasks, clustering is a hard grouping problem in exploratory data analysis. Most standard clustering algorithms are easily trapped into local minima points from the problem search space, once such models lack good global search capabilities. In this work, a memetic Swarm Intelligence (SIs) algorithm is presented, based on Group Search Optimization and K-Means, called MGSO, that attempts both finding the best number of final clusters and the best distribution among patterns in clusters, simultaneously. The proposed MGSO showed to be able to find good global solutions through a testing bed of nine real-world data sets, in comparison to other SIs and Evolutionary Algorithms from the literature.

Uma Abordagem de Agrupamento Automático de Dados Baseada na Otimização por Busca em Grupo Memética

Os Sistemas de Multi-Classificadores (MCSs) constituem um dos paradigmas mais competitivos para a obtenção de classificações precisas no campo do aprendizado de máquina. Este artigo busca avaliar se a utilização de algoritmos híbridos de enxames pode melhorar a performance dos MCSs por meio da otimização de pesos em combinações por voto majoritário ponderado. A metodologia proposta rendeu resultados competitivos em 25 conjuntos de dados de referência. Adotou-se a acurácia como função objetivo a ser maximizada pelas seguintes meta-heurísticas: otimização do exame de partículas (PSO), a colônia artificial de abelhas (ABC), e a alternativa híbrida das anteriores usando a técnica de multi enxames dinâmicos (DM-PSO-ABC).

Hybrid Swarm Enhanced Classifier Ensembles

Este trabalho descreve a exploração dos efeitos de adicionar ergodicidade a um Algoritmo Evolucionário com inspiração Quântica (QiEA) utilizando sequências caóticas em dois operadores: crossover uniforme caótico e porta quântica de atualização caótica. O algoritmo é aplicado na seleção de atributos de uma aplicação de interface cérebro-computador (BCI) que emprega o eletroencefalograma (EEG) da imaginação do movimento das mãos direita ou esquerda. Os resultados são comparados com os de um QiEA e Algoritmo Genético (GA) tradicionais, demonstrando que o QiEA caótico pode aperfeiçoar significativamente o tempo de convergência do modelo com só uma pequena perda na acurácia final do modelo.

Algoritmo Evolucionário com Inspiração Quântica e Sequências Caóticas para Seleção de Atributos em Interfaces Cérebro-Computador

Esta apresentação demonstra uma nova metodologia de incorporação de preferências em problemas multiobjetivo através da definição de uma região de interesse na forma de um hiper-elipsoide. A adição dessa camada ao algoritmo de otimização visa auxiliar a tomada de decisão, selecionando soluções de acordo com as preferências definidas pelo tomador de decisão. Além disso, a forma hiper-elipsoide permite que o usuário altere a quantidade de elementos selecionados ao se modificar o foco do hiper-elipsoide, ampliando ou reduzindo a área de cobertura da fronteira Pareto.

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Otimização evolutiva lexicográfica de um portfólio de estratégias automatizadas no mercado futuro brasileiro

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