Longfei Lu

h-index13
2papers
504citations

2 Papers

3.7CVMay 5, 2024Code
Invertible Residual Rescaling Models

Jinmin Li, Tao Dai, Yaohua Zha et al.

Invertible Rescaling Networks (IRNs) and their variants have witnessed remarkable achievements in various image processing tasks like image rescaling. However, we observe that IRNs with deeper networks are difficult to train, thus hindering the representational ability of IRNs. To address this issue, we propose Invertible Residual Rescaling Models (IRRM) for image rescaling by learning a bijection between a high-resolution image and its low-resolution counterpart with a specific distribution. Specifically, we propose IRRM to build a deep network, which contains several Residual Downscaling Modules (RDMs) with long skip connections. Each RDM consists of several Invertible Residual Blocks (IRBs) with short connections. In this way, RDM allows rich low-frequency information to be bypassed by skip connections and forces models to focus on extracting high-frequency information from the image. Extensive experiments show that our IRRM performs significantly better than other state-of-the-art methods with much fewer parameters and complexity. Particularly, our IRRM has respectively PSNR gains of at least 0.3 dB over HCFlow and IRN in the x4 rescaling while only using 60% parameters and 50% FLOPs. The code will be available at https://github.com/THU-Kingmin/IRRM.

4.1LGJul 27, 2025
Technical Indicator Networks (TINs): An Interpretable Neural Architecture Modernizing Classic al Technical Analysis for Adaptive Algorithmic Trading

Longfei Lu

This work proposes that a vast majority of classical technical indicators in financial analysis are, in essence, special cases of neural networks with fixed and interpretable weights. It is shown that nearly all such indicators, such as moving averages, momentum-based oscillators, volatility bands, and other commonly used technical constructs, can be reconstructed topologically as modular neural network components. Technical Indicator Networks (TINs) are introduced as a general neural architecture that replicates and structurally upgrades traditional indicators by supporting n-dimensional inputs such as price, volume, sentiment, and order book data. By encoding domain-specific knowledge into neural structures, TINs modernize the foundational logic of technical analysis and propel algorithmic trading into a new era, bridging the legacy of proven indicators with the potential of contemporary AI systems.