1.2QUANT-PHAug 8, 2023
Efficient option pricing with unary-based photonic computing chip and generative adversarial learningHui Zhang, Lingxiao Wan, Sergi Ramos-Calderer et al.
In the modern financial industry system, the structure of products has become more and more complex, and the bottleneck constraint of classical computing power has already restricted the development of the financial industry. Here, we present a photonic chip that implements the unary approach to European option pricing, in combination with the quantum amplitude estimation algorithm, to achieve a quadratic speedup compared to classical Monte Carlo methods. The circuit consists of three modules: a module loading the distribution of asset prices, a module computing the expected payoff, and a module performing the quantum amplitude estimation algorithm to introduce speed-ups. In the distribution module, a generative adversarial network is embedded for efficient learning and loading of asset distributions, which precisely capture the market trends. This work is a step forward in the development of specialized photonic processors for applications in finance, with the potential to improve the efficiency and quality of financial services.
6.5CVMay 17, 2024
Team Samsung-RAL: Technical Report for 2024 RoboDrive Challenge-Robust Map Segmentation TrackXiaoshuai Hao, Yifan Yang, Hui Zhang et al.
In this report, we describe the technical details of our submission to the 2024 RoboDrive Challenge Robust Map Segmentation Track. The Robust Map Segmentation track focuses on the segmentation of complex driving scene elements in BEV maps under varied driving conditions. Semantic map segmentation provides abundant and precise static environmental information crucial for autonomous driving systems' planning and navigation. While current methods excel in ideal circumstances, e.g., clear daytime conditions and fully functional sensors, their resilience to real-world challenges like adverse weather and sensor failures remains unclear, raising concerns about system safety. In this paper, we explored several methods to improve the robustness of the map segmentation task. The details are as follows: 1) Robustness analysis of utilizing temporal information; 2) Robustness analysis of utilizing different backbones; and 3) Data Augmentation to boost corruption robustness. Based on the evaluation results, we draw several important findings including 1) The temporal fusion module is effective in improving the robustness of the map segmentation model; 2) A strong backbone is effective for improving the corruption robustness; and 3) Some data augmentation methods are effective in improving the robustness of map segmentation models. These novel findings allowed us to achieve promising results in the 2024 RoboDrive Challenge-Robust Map Segmentation Track.
Towards High-Resolution 3D Anomaly Detection: A Scalable Dataset and Real-Time Framework for Subtle Industrial DefectsYuqi Cheng, Yihan Sun, Hui Zhang et al.
In industrial point cloud analysis, detecting subtle anomalies demands high-resolution spatial data, yet prevailing benchmarks emphasize low-resolution inputs. To address this disparity, we propose a scalable pipeline for generating realistic and subtle 3D anomalies. Employing this pipeline, we developed MiniShift, the inaugural high-resolution 3D anomaly detection dataset, encompassing 2,577 point clouds, each with 500,000 points and anomalies occupying less than 1\% of the total. We further introduce Simple3D, an efficient framework integrating Multi-scale Neighborhood Descriptors (MSND) and Local Feature Spatial Aggregation (LFSA) to capture intricate geometric details with minimal computational overhead, achieving real-time inference exceeding 20 fps. Extensive evaluations on MiniShift and established benchmarks demonstrate that Simple3D surpasses state-of-the-art methods in both accuracy and speed, highlighting the pivotal role of high-resolution data and effective feature aggregation in advancing practical 3D anomaly detection.