Md Mosaddek Khan

AI
h-index1
3papers
11citations
Novelty52%
AI Score38

3 Papers

CVMay 9
CATS: Curvature Aware Temporal Selection for efficient long video understanding

Mehrajul Abadin Miraj, Abdul Mohaimen Al Radi, Shariful Islam Rayhan et al.

Understanding long videos with multimodal large language models (MLLMs) requires selecting a small subset of informative frames under strict computational budgets, where exhaustive processing is infeasible and optimal selection is combinatorial. We propose CATS, a curvature-aware frame selection method that explicitly models the temporal geometry of query-frame relevance to identify salient events and their surrounding context. By leveraging temporal curvature to adapt selection density, CATS captures both abrupt transitions and gradually evolving content while suppressing redundant frames. Under a fixed backbone and frame budget, CATS consistently outperforms prior lightweight approaches such as AKS on LongVideoBench and VideoMME. While multi-stage methods such as MIRA achieve higher absolute accuracy, they incur substantial computational overhead; in contrast, CATS retains approximately 93-95% of MIRA's performance while requiring only 3-4% of its preprocessing cost, yielding a favorable efficiency-accuracy trade-off. Beyond answer accuracy, we evaluate description generation using an LLM-as-a-judge protocol, and the obtained results show that CATS produces more coherent and informative outputs, indicating improved grounding in visual evidence. These results position CATS as a computationally efficient and principled approach to long-video understanding.

TRNov 2, 2024
FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics

Mabsur Fatin Bin Hossain, Lubna Zahan Lamia, Md Mahmudur Rahman et al.

Time series forecasting is a key tool in financial markets, helping to predict asset prices and guide investment decisions. In highly volatile markets, such as cryptocurrencies like Bitcoin (BTC) and Ethereum (ETH), forecasting becomes more difficult due to extreme price fluctuations driven by market sentiment, technological changes, and regulatory shifts. Traditionally, forecasting relied on statistical methods, but as markets became more complex, deep learning models like LSTM, Bi-LSTM, and the newer FinBERT-LSTM emerged to capture intricate patterns. Building upon recent advancements and addressing the volatility inherent in cryptocurrency markets, we propose a hybrid model that combines Bidirectional Long Short-Term Memory (Bi-LSTM) networks with FinBERT to enhance forecasting accuracy for these assets. This approach fills a key gap in forecasting volatile financial markets by blending advanced time series models with sentiment analysis, offering valuable insights for investors and analysts navigating unpredictable markets.

AIJun 10, 2024
Adaptive Opponent Policy Detection in Multi-Agent MDPs: Real-Time Strategy Switch Identification Using Running Error Estimation

Mohidul Haque Mridul, Mohammad Foysal Khan, Redwan Ahmed Rizvee et al.

In Multi-agent Reinforcement Learning (MARL), accurately perceiving opponents' strategies is essential for both cooperative and adversarial contexts, particularly within dynamic environments. While Proximal Policy Optimization (PPO) and related algorithms such as Actor-Critic with Experience Replay (ACER), Trust Region Policy Optimization (TRPO), and Deep Deterministic Policy Gradient (DDPG) perform well in single-agent, stationary environments, they suffer from high variance in MARL due to non-stationary and hidden policies of opponents, leading to diminished reward performance. Additionally, existing methods in MARL face significant challenges, including the need for inter-agent communication, reliance on explicit reward information, high computational demands, and sampling inefficiencies. These issues render them less effective in continuous environments where opponents may abruptly change their policies without prior notice. Against this background, we present OPS-DeMo (Online Policy Switch-Detection Model), an online algorithm that employs dynamic error decay to detect changes in opponents' policies. OPS-DeMo continuously updates its beliefs using an Assumed Opponent Policy (AOP) Bank and selects corresponding responses from a pre-trained Response Policy Bank. Each response policy is trained against consistently strategizing opponents, reducing training uncertainty and enabling the effective use of algorithms like PPO in multi-agent environments. Comparative assessments show that our approach outperforms PPO-trained models in dynamic scenarios like the Predator-Prey setting, providing greater robustness to sudden policy shifts and enabling more informed decision-making through precise opponent policy insights.