Jian Guo

Bokai Cao, Xueyuan Lin, Yiyan Qi et al.

Market simulator tries to create high-quality synthetic financial data that mimics real-world market dynamics, which is crucial for model development and robust assessment. Despite continuous advancements in simulation methodologies, market fluctuations vary in terms of scale and sources, but existing frameworks often excel in only specific tasks. To address this challenge, we propose Financial Wind Tunnel (FWT), a retrieval-augmented market simulator designed to generate controllable, reasonable, and adaptable market dynamics for model testing. FWT offers a more comprehensive and systematic generative capability across different data frequencies. By leveraging a retrieval method to discover cross-sectional information as the augmented condition, our diffusion-based simulator seamlessly integrates both macro- and micro-level market patterns. Furthermore, our framework allows the simulation to be controlled with wide applicability, including causal generation through "what-if" prompts or unprecedented cross-market trend synthesis. Additionally, we develop an automated optimizer for downstream quantitative models, using stress testing of simulated scenarios via FWT to enhance returns while controlling risks. Experimental results demonstrate that our approach enables the generalizable and reliable market simulation, significantly improve the performance and adaptability of downstream models, particularly in highly complex and volatile market conditions. Our code and data sample is available at https://anonymous.4open.science/r/fwt_-E852

Jian Guo, He He, Tong He et al.

We present GluonCV and GluonNLP, the deep learning toolkits for computer vision and natural language processing based on Apache MXNet (incubating). These toolkits provide state-of-the-art pre-trained models, training scripts, and training logs, to facilitate rapid prototyping and promote reproducible research. We also provide modular APIs with flexible building blocks to enable efficient customization. Leveraging the MXNet ecosystem, the deep learning models in GluonCV and GluonNLP can be deployed onto a variety of platforms with different programming languages. The Apache 2.0 license has been adopted by GluonCV and GluonNLP to allow for software distribution, modification, and usage.

Jian Guo, Stephen Gould

We report on the methods used in our recent DeepEnsembleCoco submission to the PASCAL VOC 2012 challenge, which achieves state-of-the-art performance on the object detection task. Our method is a variant of the R-CNN model proposed Girshick:CVPR14 with two key improvements to training and evaluation. First, our method constructs an ensemble of deep CNN models with different architectures that are complementary to each other. Second, we augment the PASCAL VOC training set with images from the Microsoft COCO dataset to significantly enlarge the amount training data. Importantly, we select a subset of the Microsoft COCO images to be consistent with the PASCAL VOC task. Results on the PASCAL VOC evaluation server show that our proposed method outperform all previous methods on the PASCAL VOC 2012 detection task at time of submission.