1.2CEJan 15, 2025
Dynamic Portfolio Optimization via Augmented DDPG with Quantum Price Levels-Based Trading StrategyRunsheng Lin, Zihan Xing, Mingze Ma et al.
With the development of deep learning, Dynamic Portfolio Optimization (DPO) problem has received a lot of attention in recent years, not only in the field of finance but also in the field of deep learning. Some advanced research in recent years has proposed the application of Deep Reinforcement Learning (DRL) to the DPO problem, which demonstrated to be more advantageous than supervised learning in solving the DPO problem. However, there are still certain unsolved issues: 1) DRL algorithms usually have the problems of slow learning speed and high sample complexity, which is especially problematic when dealing with complex financial data. 2) researchers use DRL simply for the purpose of obtaining high returns, but pay little attention to the problem of risk control and trading strategy, which will affect the stability of model returns. In order to address these issues, in this study we revamped the intrinsic structure of the model based on the Deep Deterministic Policy Gradient (DDPG) and proposed the Augmented DDPG model. Besides, we also proposed an innovative risk control strategy based on Quantum Price Levels (QPLs) derived from Quantum Finance Theory (QFT). Our experimental results revealed that our model has better profitability as well as risk control ability with less sample complexity in the DPO problem compared to the baseline models.
8.4CVApr 17, 2025
Tree-NeRV: A Tree-Structured Neural Representation for Efficient Non-Uniform Video EncodingJiancheng Zhao, Yifan Zhan, Qingtian Zhu et al.
Implicit Neural Representations for Videos (NeRV) have emerged as a powerful paradigm for video representation, enabling direct mappings from frame indices to video frames. However, existing NeRV-based methods do not fully exploit temporal redundancy, as they rely on uniform sampling along the temporal axis, leading to suboptimal rate-distortion (RD) performance. To address this limitation, we propose Tree-NeRV, a novel tree-structured feature representation for efficient and adaptive video encoding. Unlike conventional approaches, Tree-NeRV organizes feature representations within a Binary Search Tree (BST), enabling non-uniform sampling along the temporal axis. Additionally, we introduce an optimization-driven sampling strategy, dynamically allocating higher sampling density to regions with greater temporal variation. Extensive experiments demonstrate that Tree-NeRV achieves superior compression efficiency and reconstruction quality, outperforming prior uniform sampling-based methods. Code will be released.
11.8CVFeb 8, 2025
Robustifying Fourier Features Embeddings for Implicit Neural RepresentationsMingze Ma, Qingtian Zhu, Yifan Zhan et al.
Implicit Neural Representations (INRs) employ neural networks to represent continuous functions by mapping coordinates to the corresponding values of the target function, with applications e.g., inverse graphics. However, INRs face a challenge known as spectral bias when dealing with scenes containing varying frequencies. To overcome spectral bias, the most common approach is the Fourier features-based methods such as positional encoding. However, Fourier features-based methods will introduce noise to output, which degrades their performances when applied to downstream tasks. In response, this paper initially hypothesizes that combining multi-layer perceptrons (MLPs) with Fourier feature embeddings mutually enhances their strengths, yet simultaneously introduces limitations inherent in Fourier feature embeddings. By presenting a simple theorem, we validate our hypothesis, which serves as a foundation for the design of our solution. Leveraging these insights, we propose the use of multi-layer perceptrons (MLPs) without additive