Endoscopy Artefact Detection by Deep Transfer Learning of Baseline Models.

To visualise the tumours inside the body on a screen, a long and thin tube is inserted with a light source and a camera at the tip to obtain video frames inside organs in endoscopy. However, multiple artefacts exist in these video frames that cause difficulty during the diagnosis of cancers. In this research, deep learning was applied to detect eight kinds of artefacts: specularity, bubbles, saturation, contrast, blood, instrument, blur, and imaging artefacts. Based on transfer learning with pre-trained parameters and fine-tuning, two state-of-the-art methods were applied for detection: faster region-based convolutional neural networks (Faster R-CNN) and EfficientDet. Experiments were implemented on the grand challenge dataset, Endoscopy Artefact Detection and Segmentation (EAD2020). To validate our approach in this study, we used phase I of 2,200 frames and phase II of 331 frames in the original training dataset with ground-truth annotations as training and testing dataset, respectively. Among the tested methods, EfficientDet-D2 achieves a score of 0.2008 (mAPd[Formula: see text]0.6+mIoUd[Formula: see text]0.4) on the dataset that is better than three other baselines: Faster-RCNN, YOLOv3, and RetinaNet, and competitive to the best non-baseline result scored 0.25123 on the leaderboard although our testing was on phase II of 331 frames instead of the original 200 testing frames. Without extra improvement techniques beyond basic neural networks such as test-time augmentation, we showed that a simple baseline could achieve state-of-the-art performance in detecting artefacts in endoscopy. In conclusion, we proposed the combination of EfficientDet-D2 with suitable data augmentation and pre-trained parameters during fine-tuning training to detect the artefacts in endoscopy.

An Intelligent Model for Pairs Trading Using Genetic Algorithms.

Pairs trading is an important and challenging research area in computational finance, in which pairs of stocks are bought and sold in pair combinations for arbitrage opportunities. Traditional methods that solve this set of problems mostly rely on statistical methods such as regression. In contrast to the statistical approaches, recent advances in computational intelligence (CI) are leading to promising opportunities for solving problems in the financial applications more effectively. In this paper, we present a novel methodology for pairs trading using genetic algorithms (GA). Our results showed that the GA-based models are able to significantly outperform the benchmark and our proposed method is capable of generating robust models to tackle the dynamic characteristics in the financial application studied. Based upon the promising results obtained, we expect this GA-based method to advance the research in computational intelligence for finance and provide an effective solution to pairs trading for investment in practice.