Zheng Zhang

Zheng Zhang, Hao Tang, Yingying Hu et al.

Low-count positron emission tomography (PET) reconstruction is a challenging inverse problem due to severe degradations arising from Poisson noise, photon scarcity, and attenuation correction errors. Existing deep learning methods typically address these in the spatial domain with an undifferentiated optimization objective, making it difficult to disentangle overlapping artifacts and limiting correction effectiveness. In this work, we perform a Fourier-domain analysis and reveal that these degradations are spectrally separable: Poisson noise and photon scarcity cause high-frequency phase perturbations, while attenuation errors suppress low-frequency amplitude components. Leveraging this insight, we propose FourierPET, a Fourier-based unrolled reconstruction framework grounded in the Alternating Direction Method of Multipliers. It consists of three tailored modules: a spectral consistency module that enforces global frequency alignment to maintain data fidelity, an amplitude-phase correction module that decouples and compensates for high-frequency phase distortions and low-frequency amplitude suppression, and a dual adjustment module that accelerates convergence during iterative reconstruction. Extensive experiments demonstrate that FourierPET achieves state-of-the-art performance with significantly fewer parameters, while offering enhanced interpretability through frequency-aware correction.

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.