Zhongheng Yang

Yu Tian, Zhongheng Yang, Chenshi Liu et al.

Brain lesion segmentation remains challenging due to small, low-contrast lesions, anisotropic sampling, and cross-slice discontinuities. We propose CenterMamba-SAM, an end-to-end framework that freezes a pretrained backbone and trains only lightweight adapters for efficient fine-tuning. At its core is the CenterMamba encoder, which employs a novel 3x3 corner-axis-center short-sequence scanning strategy to enable center-prioritized, axis-reinforced, and diagonally compensated information aggregation. This design enhances sensitivity to weak boundaries and tiny foci while maintaining sparse yet effective feature representation. A memory-driven structural prompt generator maintains a prototype bank across neighboring slices, enabling automatic synthesis of reliable prompts without user interaction, thereby improving inter-slice coherence. The memory-augmented multi-scale decoder integrates memory attention modules at multiple levels, combining deep supervision with progressive refinement to restore fine details while preserving global consistency. Extensive experiments on public benchmarks demonstrate that CenterMamba-SAM achieves state-of-the-art performance in brain lesion segmentation.

Chang Yu, Fang Liu, Jie Zhu et al. · amazon-science

This paper proposes a hybrid framework combining LSTM (Long Short-Term Memory) networks with LightGBM and CatBoost for stock price prediction. The framework processes time-series financial data and evaluates performance using seven models: Artificial Neural Networks (ANNs), Convolutional Neural Networks (CNNs), Bidirectional LSTM (BiLSTM), vanilla LSTM, XGBoost, LightGBM, and standard Neural Networks (NNs). Key metrics, including MAE, R-squared, MSE, and RMSE, are used to establish benchmarks across different time scales. Building on these benchmarks, we develop an ensemble model that combines the strengths of sequential and tree-based approaches. Experimental results show that the proposed framework improves accuracy by 10 to 15 percent compared to individual models and reduces error during market changes. This study highlights the potential of ensemble methods for financial forecasting and provides a flexible design for integrating new machine learning techniques.