Lijuan Duan

Wenjian Wang, Lijuan Duan, Yuxi Wang et al.

Few-Shot transfer learning has become a major focus of research as it allows recognition of new classes with limited labeled data. While it is assumed that train and test data have the same data distribution, this is often not the case in real-world applications. This leads to decreased model transfer effects when the new class distribution differs significantly from the learned classes. Research into Cross-Domain Few-Shot (CDFS) has emerged to address this issue, forming a more challenging and realistic setting. In this survey, we provide a detailed taxonomy of CDFS from the problem setting and corresponding solutions view. We summarise the existing CDFS network architectures and discuss the solution ideas for each direction the taxonomy indicates. Furthermore, we introduce various CDFS downstream applications and outline classification, detection, and segmentation benchmarks and corresponding standards for evaluation. We also discuss the challenges of CDFS research and explore potential directions for future investigation. Through this review, we aim to provide comprehensive guidance on CDFS research, enabling researchers to gain insight into the state-of-the-art while allowing them to build upon existing solutions to develop their own CDFS models.

Jun-Cheng Chen, Cong-Xiao Chen, Li-Juan Duan et al.

With the development of artificial intelligence,more and more financial practitioners apply deep reinforcement learning to financial trading strategies.However,It is difficult to extract accurate features due to the characteristics of considerable noise,highly non-stationary,and non-linearity of single-scale time series,which makes it hard to obtain high returns.In this paper,we extract a multi-scale feature matrix on multiple time scales of financial time series,according to the classic financial theory-Chan Theory,and put forward to an approach of multi-scale stroke deep deterministic policy gradient reinforcement learning model(MSSDDPG)to search for the optimal trading strategy.We carried out experiments on the datasets of the Dow Jones,S&P 500 of U.S. stocks, and China's CSI 300,SSE Composite,evaluate the performance of our approach compared with turtle trading strategy, Deep Q-learning(DQN)reinforcement learning strategy,and deep deterministic policy gradient (DDPG) reinforcement learning strategy.The result shows that our approach gets the best performance in China CSI 300,SSE Composite,and get an outstanding result in Dow Jones,S&P 500 of U.S.