Toward Foundation Model for Multivariate Wearable Sensing of Physiological Signals

Time-series foundation models have the ability to run inference, mainly forecasting, on any type of time series data, thanks to the informative representations comprising waveform features. Wearable sensing data, on the other hand, contain more variability in both patterns and frequency bands of interest and generally emphasize more on the ability to infer healthcare-related outcomes. The main challenge of crafting a foundation model for wearable sensing physiological signals is to learn generalizable representations that support efficient adaptation across heterogeneous sensing configurations and applications. In this work, we propose NormWear, a step toward such a foundation model, aiming to extract generalized and informative wearable sensing representations. NormWear has been pretrained on a large set of physiological signals, including PPG, ECG, EEG, GSR, and IMU, from various public resources. For a holistic assessment, we perform downstream evaluation on 11 public wearable sensing datasets, spanning 18 applications in the areas of mental health, body state inference, biomarker estimations, and disease risk evaluations. We demonstrate that NormWear achieves a better performance improvement over competitive baselines in general time series foundation modeling. In addition, leveraging a novel representation-alignment-match-based method, we align physiological signals embeddings with text embeddings. This alignment enables our proposed foundation model to perform zero-shot inference, allowing it to generalize to previously unseen wearable signal-based health applications. Finally, we perform nonlinear dynamic analysis on the waveform features extracted by the model at each intermediate layer. This analysis quantifies the model's internal processes, offering clear insights into its behavior and fostering greater trust in its inferences among end users.

Agent Performing Autonomous Stock Trading under Good and Bad Situations

Stock trading is one of the popular ways for financial management. However, the market and the environment of economy is unstable and usually not predictable. Furthermore, engaging in stock trading requires time and effort to analyze, create strategies, and make decisions. It would be convenient and effective if an agent could assist or even do the task of analyzing and modeling the past data and then generate a strategy for autonomous trading. Recently, reinforcement learning has been shown to be robust in various tasks that involve achieving a goal with a decision making strategy based on time-series data. In this project, we have developed a pipeline that simulates the stock trading environment and have trained an agent to automate the stock trading process with deep reinforcement learning methods, including deep Q-learning, deep SARSA, and the policy gradient method. We evaluate our platform during relatively good (before 2021) and bad (2021 - 2022) situations. The stocks we've evaluated on including Google, Apple, Tesla, Meta, Microsoft, and IBM. These stocks are among the popular ones, and the changes in trends are representative in terms of having good and bad situations. We showed that before 2021, the three reinforcement methods we have tried always provide promising profit returns with total annual rates around $70\%$ to $90\%$, while maintain a positive profit return after 2021 with total annual rates around 2% to 7%.