Jin Zheng

Pengcheng Zhang, Xiao Bai, Jin Zheng et al.

End-to-end person search aims to jointly detect and re-identify a target person in raw scene images with a unified model. The detection task unifies all persons while the re-id task discriminates different identities, resulting in conflict optimal objectives. Existing works proposed to decouple end-to-end person search to alleviate such conflict. Yet these methods are still sub-optimal on one or two of the sub-tasks due to their partially decoupled models, which limits the overall person search performance. In this paper, we propose to fully decouple person search towards optimal person search. A task-incremental person search network is proposed to incrementally construct an end-to-end model for the detection and re-id sub-task, which decouples the model architecture for the two sub-tasks. The proposed task-incremental network allows task-incremental training for the two conflicting tasks. This enables independent learning for different objectives thus fully decoupled the model for persons earch. Comprehensive experimental evaluations demonstrate the effectiveness of the proposed fully decoupled models for end-to-end person search.

Zinuo You, Pengju Zhang, Jin Zheng et al.

Stock trend classification remains a fundamental yet challenging task, owing to the intricate time-evolving dynamics between and within stocks. To tackle these two challenges, we propose a graph-based representation learning approach aimed at predicting the future movements of multiple stocks. Initially, we model the complex time-varying relationships between stocks by generating dynamic multi-relational stock graphs. This is achieved through a novel edge generation algorithm that leverages information entropy and signal energy to quantify the intensity and directionality of inter-stock relations on each trading day. Then, we further refine these initial graphs through a stochastic multi-relational diffusion process, adaptively learning task-optimal edges. Subsequently, we implement a decoupled representation learning scheme with parallel retention to obtain the final graph representation. This strategy better captures the unique temporal features within individual stocks while also capturing the overall structure of the stock graph. Comprehensive experiments conducted on real-world datasets from two US markets (NASDAQ and NYSE) and one Chinese market (Shanghai Stock Exchange: SSE) validate the effectiveness of our method. Our approach consistently outperforms state-of-the-art baselines in forecasting next trading day stock trends across three test periods spanning seven years. Datasets and code have been released (https://github.com/pixelhero98/MGDPR).

Pengcheng Zhang, Xiaohan Yu, Xiao Bai et al.

The development of person search techniques has been greatly promoted in recent years for its superior practicality and challenging goals. Despite their significant progress, existing person search models still lack the ability to continually learn from increaseing real-world data and adaptively process input from different domains. To this end, this work introduces the continual person search task that sequentially learns on multiple domains and then performs person search on all seen domains. This requires balancing the stability and plasticity of the model to continually learn new knowledge without catastrophic forgetting. For this, we propose a Prompt-based Continual Person Search (PoPS) model in this paper. First, we design a compositional person search transformer to construct an effective pre-trained transformer without exhaustive pre-training from scratch on large-scale person search data. This serves as the fundamental for prompt-based continual learning. On top of that, we design a domain incremental prompt pool with a diverse attribute matching module. For each domain, we independently learn a set of prompts to encode the domain-oriented knowledge. Meanwhile, we jointly learn a group of diverse attribute projections and prototype embeddings to capture discriminative domain attributes. By matching an input image with the learned attributes across domains, the learned prompts can be properly selected for model inference. Extensive experiments are conducted to validate the proposed method for continual person search. The source code is available at https://github.com/PatrickZad/PoPS.

Yunhua Pei, Jin Zheng, John Cartlidge

Temporal Graph Learning (TGL) is crucial for capturing the evolving nature of stock markets. Traditional methods often ignore the interplay between dynamic temporal changes and static relational structures between stocks. To address this issue, we propose the Dynamic Graph Representation with Contrastive Learning (DGRCL) framework, which integrates dynamic and static graph relations to improve the accuracy of stock trend prediction. Our framework introduces two key components: the Embedding Enhancement (EE) module and the Contrastive Constrained Training (CCT) module. The EE module focuses on dynamically capturing the temporal evolution of stock data, while the CCT module enforces static constraints based on stock relations, refined within contrastive learning. This dual-relation approach allows for a more comprehensive understanding of stock market dynamics. Our experiments on two major U.S. stock market datasets, NASDAQ and NYSE, demonstrate that DGRCL significantly outperforms state-of-the-art TGL baselines. Ablation studies indicate the importance of both modules. Overall, DGRCL not only enhances prediction ability but also provides a robust framework for integrating temporal and relational data in dynamic graphs. Code and data are available for public access.

Weibin Feng, Ran Tao, John Cartlidge et al.

In time series forecasting, capturing recurrent temporal patterns is essential; decomposition techniques make such structure explicit and thereby improve predictive performance. Variational Mode Decomposition (VMD) is a powerful signal-processing method for periodicity-aware decomposition and has seen growing adoption in recent years. However, existing studies often suffer from information leakage and rely on inappropriate hyperparameter tuning. To address these issues, we propose VMDNet, a causality-preserving framework that (i) applies sample-wise VMD to avoid leakage; (ii) represents each decomposed mode with frequency-aware embeddings and decodes it using parallel temporal convolutional networks (TCNs), ensuring mode independence and efficient learning; and (iii) introduces a bilevel, Stackelberg-inspired optimisation to adaptively select VMD's two core hyperparameters: the number of modes (K) and the bandwidth penalty (alpha). Experiments on two energy-related datasets demonstrate that VMDNet achieves state-of-the-art results when periodicity is strong, showing clear advantages in capturing structured periodic patterns while remaining robust under weak periodicity.

Rongwei Liu, Jin Zheng, John Cartlidge

The optimal asset allocation between risky and risk-free assets is a persistent challenge due to the inherent volatility in financial markets. Conventional methods rely on strict distributional assumptions or non-additive reward ratios, which limit their robustness and applicability to investment goals. To overcome these constraints, this study formulates the optimal two-asset allocation problem as a sequential decision-making task within a Markov Decision Process (MDP). This framework enables the application of reinforcement learning (RL) mechanisms to develop dynamic policies based on simulated financial scenarios, regardless of prerequisites. We use the Kelly criterion to balance immediate reward signals against long-term investment objectives, and we take the novel step of integrating the Time-series Dense Encoder (TiDE) into the Deep Deterministic Policy Gradient (DDPG) RL framework for continuous decision-making. We compare DDPG-TiDE with a simple discrete-action Q-learning RL framework and a passive buy-and-hold investment strategy. Empirical results show that DDPG-TiDE outperforms Q-learning and generates higher risk adjusted returns than buy-and-hold. These findings suggest that tackling the optimal asset allocation problem by integrating TiDE within a DDPG reinforcement learning framework is a fruitful avenue for further exploration.

Guanjun Guo, Hanzi Wang, Yan Yan et al.

Current face or object detection methods via convolutional neural network (such as OverFeat, R-CNN and DenseNet) explicitly extract multi-scale features based on an image pyramid. However, such a strategy increases the computational burden for face detection. In this paper, we propose a fast face detection method based on discriminative complete features (DCFs) extracted by an elaborately designed convolutional neural network, where face detection is directly performed on the complete feature maps. DCFs have shown the ability of scale invariance, which is beneficial for face detection with high speed and promising performance. Therefore, extracting multi-scale features on an image pyramid employed in the conventional methods is not required in the proposed method, which can greatly improve its efficiency for face detection. Experimental results on several popular face detection datasets show the efficiency and the effectiveness of the proposed method for face detection.