The success of deep neural networks (DNN) in machine perception applications such as image classification and speech recognition comes at the cost of high computation and storage complexity. Inference of uncompressed large scale DNN models can only run in the cloud with extra communication latency back and forth between cloud and end devices, while compressed DNN models achieve real-time inference on end devices at the price of lower predictive accuracy. In order to have the best of both worlds (latency and accuracy), we propose CacheNet, a model caching framework. CacheNet caches low-complexity models on end devices and high-complexity (or full) models on edge or cloud servers. By exploiting temporal locality in streaming data, high cache hit and consequently shorter latency can be achieved with no or only marginal decrease in prediction accuracy. Experiments on CIFAR-10 and FVG have shown CacheNet is 58 − 217% faster than baseline approaches that run inference tasks on end devices or edge servers alone.

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Financial time series have been extensively studied within the past decades; however, the advent of machine learning and deep neural networks opened new horizons to apply supercomputing techniques to extract more insights from the underlying patterns of price data. This paper presents a tri-state labeling approach to classify the underlying patterns in price data into up, down and no-action classes. The introduction of a no-action state in our novel approach alleviates the burden of denoising the dataset as a preprocessing task. The performance of our labeling algorithm is experimented with using machine learning and deep learning models. The framework is augmented by applying the Bayesian optimization technique for the selection of the best tuning values of the hyperparameters. The price trend prediction module generates the required trading signals. The results show that the average annualized Sharpe ratio as the trading performance metric is about 2.823, indicating the framework produces excellent cumulative returns.

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