Qi Bao

Qiuliuyang Bao, Jiawei Wang, Hao Gong et al.

This paper proposes an algorithm based on a staged sliding window Transformer architecture to detect abnormal behaviors in the microstructure of the foreign exchange market, focusing on high-frequency EUR/USD trading data. The method captures multi-scale temporal features through a staged sliding window, extracts global and local dependencies by combining the self-attention mechanism and weighted attention mechanism of the Transformer, and uses a classifier to identify abnormal events. Experimental results on a real high-frequency dataset containing order book depth, spread, and trading volume show that the proposed method significantly outperforms traditional machine learning (such as decision trees and random forests) and deep learning methods (such as MLP, CNN, RNN, LSTM) in terms of accuracy (0.93), F1-Score (0.91), and AUC-ROC (0.95). Ablation experiments verify the contribution of each component, and the visualization of order book depth and anomaly detection further reveals the effectiveness of the model under complex market dynamics. Despite the false positive problem, the model still provides important support for market supervision. In the future, noise processing can be optimized and extended to other markets to improve generalization and real-time performance.

Bohan Huang, Qianyun Bao, Haoyuan Ma

Medical image segmentation faces significant challenges in preserving fine-grained details and precise boundaries due to complex anatomical structures and pathological regions. These challenges primarily stem from two key limitations of conventional U-Net architectures: (1) their simple skip connections ignore the encoder-decoder semantic gap between various features, and (2) they lack the capability for multi-scale feature extraction in deep layers. To address these challenges, we propose the U-Net with Multi-scale Adaptive KAN (U-MAN), a novel architecture that enhances the emerging Kolmogorov-Arnold Network (KAN) with two specialized modules: Progressive Attention-Guided Feature Fusion (PAGF) and the Multi-scale Adaptive KAN (MAN). Our PAGF module replaces the simple skip connection, using attention to fuse features from the encoder and decoder. The MAN module enables the network to adaptively process features at multiple scales, improving its ability to segment objects of various sizes. Experiments on three public datasets (BUSI, GLAS, and CVC) show that U-MAN outperforms state-of-the-art methods, particularly in defining accurate boundaries and preserving fine details.