The analysis of financial data represents a challenge that researchers had to deal with. The rethinking of the basis of financial markets has led to an urgent demand for developing innovative models to understand financial assets. In the past few decades, researchers have proposed several systems based on traditional approaches, such as autoregressive integrated moving average (ARIMA) and the exponential smoothing model, in order to devise an accurate data representation. Despite their efficacy, the existing works face some drawbacks due to poor performance when managing a large amount of data with intrinsic complexity, high dimensionality and casual dynamicity. Furthermore, these approaches are not suitable for understanding hidden relationships (dependencies) between data. This paper proposes a review of some of the most significant works providing an exhaustive overview of recent machine learning (ML) techniques in the field of quantitative finance showing that these methods outperform traditional approaches. Finally, the paper also presents comparative studies about the effectiveness of several ML-based systems.

Physiological signals are widely used to perform medical assessment for monitoring an extensive range of pathologies, usually related to cardio-vascular diseases. Among these, both PhotoPlethysmoGraphy (PPG) and Electrocardiography (ECG) signals are those more employed. PPG signals are an emerging non-invasive measurement technique used to study blood volume pulsations through the detection and analysis of the back-scattered optical radiation coming from the skin. ECG is the process of recording the electrical activity of the heart over a period of time using electrodes placed on the skin. In the present paper we propose a physiological ECG/PPG “combo” pipeline using an innovative bio-inspired nonlinear system based on a reaction-diffusion mathematical model, implemented by means of the Cellular Neural Network (CNN) methodology, to filter PPG signal by assigning a recognition score to the waveforms in the time series. The resulting “clean” PPG signal exempts from distortion and artifacts is used to validate for diagnostic purpose an EGC signal simultaneously detected for a same patient. The multisite combo PPG-ECG system proposed in this work overpasses the limitations of the state of the art in this field providing a reliable system for assessing the above-mentioned physiological parameters and their monitoring over time for robust medical assessment. The proposed system has been validated and the results confirmed the robustness of the proposed approach.

High-frequency trading is a method of intervention on the financial markets that uses sophisticated software tools, and sometimes also hardware, with which to implement high-frequency negotiations, guided by mathematical algorithms, that act on markets for shares, options, bonds, derivative instruments, commodities, and so on. HFT strategies have reached considerable volumes of commercial traffic, so much so that it is estimated that they are responsible for most of the transaction traffic of some stock exchanges, with percentages that, in some cases, exceed 70% of the total. One of the main issues of the HFT systems is the prediction of the medium-short term trend. For this reason, many algorithms have been proposed in literature. The author proposes in this work the use of an algorithm based both on supervised Deep Learning and on a Reinforcement Learning algorithm for forecasting the short-term trend in the currency FOREX (FOReign EXchange) market to maximize the return on investment in an HFT algorithm. With an average accuracy of about 85%, the proposed algorithm is able to predict the medium-short term trend of a currency cross based on the historical trend of this and by means of correlation data with other currency crosses using techniques known in the financial field with the term arbitrage. The final part of the proposed pipeline includes a grid trading engine which, based on the aforementioned trend predictions, will perform high frequency operations in order to maximize profit and minimize drawdown. The trading system has been validated over several financial years and on the EUR/USD cross confirming the high performance in terms of Return of Investment (98.23%) in addition to a reduced drawdown (15.97 %) which confirms its financial sustainability.

The development of detection methodologies for reliable drowsiness tracking is a challenging task requiring both appropriate signal inputs and accurate and robust algorithms of analysis. The aim of this research is to develop an advanced method to detect the drowsiness stage in electroencephalogram (EEG), the most reliable physiological measurement, using the promising Machine Learning methodologies. The methods used in this paper are based on Machine Learning methodologies such as stacked autoencoder with softmax layers. Results obtained from 62 volunteers indicate 100% accuracy in drowsy/wakeful discrimination, proving that this approach can be very promising for use in the next generation of medical devices. This methodology can be extended to other uses in everyday life in which the maintaining of the level of vigilance is critical. Future works aim to perform extended validation of the proposed pipeline with a wide-range training set in which we integrate the photoplethysmogram (PPG) signal and visual information with EEG analysis in order to improve the robustness of the overall approach.

Blood Pressure (BP) is one of the most important physiological indicators that provides useful information in the field of health-care monitoring. Blood pressure may be measured by both invasive and non-invasive methods. A novel algorithmic approach is presented to estimate systolic and diastolic blood pressure accurately in a way that does not require any explicit user calibration, i.e., it is non-invasive and cuff-less. The approach herein described can be applied in a medical device, as well as in commercial mobile smartphones by an ad hoc developed software based on the proposed algorithm. The authors propose a system suitable for blood pressure estimation based on the PhotoPlethysmoGraphy (PPG) physiological signal sampling time-series. Photoplethysmography is a simple optical technique that can be used to detect blood volume changes in the microvascular bed of tissue. It is non-invasive since it takes measurements at the skin surface. In this paper, the authors present an easy and smart method to measure BP through careful neural and mathematical analysis of the PPG signals. The PPG data are processed with an ad hoc bio-inspired mathematical model that estimates systolic and diastolic pressure values through an innovative analysis of the collected physiological data. We compared our results with those measured using a classical cuff-based blood pressure measuring device with encouraging results of about 97% accuracy.

Grid algorithmic trading has become quite popular among traders because it shows several advantages with respect to similar approaches. Basically, a grid trading strategy is a method that seeks to make profit on the market movements of the underlying financial instrument by positioning buy and sell orders properly time-spaced (grid distance). The main advantage of the grid trading strategy is the financial sustainability of the algorithm because it provides a robust way to mediate losses in financial transactions even though this also means very complicated trades management algorithm. For these reasons, grid trading is certainly one of the best approaches to be used in high frequency trading (HFT) strategies. Due to the high level of unpredictability of the financial markets, many investment funds and institutional traders are opting for the HFT (high frequency trading) systems, which allow them to obtain high performance due to the large number of financial transactions executed in the short-term timeframe. The combination of HFT strategies with the use of machine learning methods for the financial time series forecast, has significantly improved the capability and overall performance of the modern automated trading systems. Taking this into account, the authors propose an automatic HFT grid trading system that operates in the FOREX (foreign exchange) market. The performance of the proposed algorithm together with the reduced drawdown confirmed the effectiveness and robustness of the proposed approach.