Fan Zhang

Xiaofan Wang, Junyi Wang, Yuqian Chen et al.

Multimodal image registration between diffusion MRI (dMRI) and T1-weighted (T1w) MRI images is a critical step for aligning diffusion-weighted imaging (DWI) data with structural anatomical space. Traditional registration methods often struggle to ensure accuracy due to the large intensity differences between diffusion data and high-resolution anatomical structures. This paper proposes an unsupervised registration framework based on a generative registration network, which transforms the original multimodal registration problem between b0 and T1w images into a unimodal registration task between a generated image and the real T1w image. This effectively reduces the complexity of cross-modal registration. The framework first employs an image synthesis model to generate images with T1w-like contrast, and then learns a deformation field from the generated image to the fixed T1w image. The registration network jointly optimizes local structural similarity and cross-modal statistical dependency to improve deformation estimation accuracy. Experiments conducted on two independent datasets demonstrate that the proposed method outperforms several state-of-the-art approaches in multimodal registration tasks.

Fan Zhang, Jiabin Luo, Zheng Zhang et al.

Generative models for financial time series often create data that look realistic and even reproduce stylized facts such as fat tails or volatility clustering. However, these apparent successes break down under trading backtests: models like GANs or WGAN-GP frequently collapse, yielding extreme and unrealistic results that make the synthetic data unusable in practice. We identify the root cause in the neglect of financial asymmetry and rare tail events, which strongly affect market risk but are often overlooked by objectives focusing on distribution matching. To address this, we introduce the Stylized Facts Alignment GAN (SFAG), which converts key stylized facts into differentiable structural constraints and jointly optimizes them with adversarial loss. This multi-constraint design ensures that generated series remain aligned with market dynamics not only in plots but also in backtesting. Experiments on the Shanghai Composite Index (2004--2024) show that while baseline GANs produce unstable and implausible trading outcomes, SFAG generates synthetic data that preserve stylized facts and support robust momentum strategy performance. Our results highlight that structure-preserving objectives are essential to bridge the gap between superficial realism and practical usability in financial generative modeling.