Xiaojie Li

Ke Jia, Ji Zhou, Hanxin Li et al.

In industrial inspection and component alignment tasks, template matching requires efficient estimation of a target's position and geometric state (rotation and scaling) under complex backgrounds to support precise downstream operations. Traditional methods rely on exhaustive enumeration of angles and scales, leading to low efficiency under compound transformations. Meanwhile, most deep learning-based approaches only estimate similarity scores without explicitly modeling geometric pose, making them inadequate for real-world deployment. To overcome these limitations, we propose a lightweight end-to-end framework that reformulates template matching as joint localization and geometric regression, outputting the center coordinates, rotation angle, and independent horizontal and vertical scales. A Template-Aware Dynamic Convolution Module (TDCM) dynamically injects template features at inference to guide generalizable matching. The compact network integrates depthwise separable convolutions and pixel shuffle for efficient matching. To enable geometric-annotation-free training, we introduce a rotation-shear-based augmentation strategy with structure-aware pseudo labels. A lightweight refinement module further improves angle and scale precision via local optimization. Experiments show our 3.07M model achieves high precision and 14ms inference under compound transformations. It also demonstrates strong robustness in small-template and multi-object scenarios, making it highly suitable for deployment in real-time industrial applications. The code is available at:https://github.com/ZhouJ6610/PoseMatch-TDCM.

Chaoran Cui, Xiaojie Li, Juan Du et al.

Predicting the future price trends of stocks is a challenging yet intriguing problem given its critical role to help investors make profitable decisions. In this paper, we present a collaborative temporal-relational modeling framework for end-to-end stock trend prediction. The temporal dynamics of stocks is firstly captured with an attention-based recurrent neural network. Then, different from existing studies relying on the pairwise correlations between stocks, we argue that stocks are naturally connected as a collective group, and introduce the hypergraph structures to jointly characterize the stock group-wise relationships of industry-belonging and fund-holding. A novel hypergraph tri-attention network (HGTAN) is proposed to augment the hypergraph convolutional networks with a hierarchical organization of intra-hyperedge, inter-hyperedge, and inter-hypergraph attention modules. In this manner, HGTAN adaptively determines the importance of nodes, hyperedges, and hypergraphs during the information propagation among stocks, so that the potential synergies between stock movements can be fully exploited. Extensive experiments on real-world data demonstrate the effectiveness of our approach. Also, the results of investment simulation show that our approach can achieve a more desirable risk-adjusted return. The data and codes of our work have been released at https://github.com/lixiaojieff/HGTAN.