SearcharxivSearch

arXiv subjects

Erdong Chen

Publications and source records attributed to Erdong Chen.

2 recordsLinked to original sources

BioGait-VLM: A Tri-Modal Vision-Language-Biomechanics Framework for Interpretable Clinical Gait Assessment

Video-based Clinical Gait Analysis often suffers from poor generalization as models overfit environmental biases instead of capturing pathological motion. To address this, we propose BioGait-VLM, a tri-modal Vision-Language-Biomechanics framework for interpretable clinical gait assessment. Unlike standard video encoders, our architecture incorporates a Temporal Evidence Distillation branch to capture rhythmic dynamics and a Biomechanical Tokenization branch that projects 3D skeleton sequences into language-aligned semantic tokens. This enables the model to explicitly reason about joint mechanics independent of visual shortcuts. To ensure rigorous benchmarking, we augment the public GAVD dataset with a high-fidelity Degenerative Cervical Myelopathy (DCM) cohort to form a unified 8-class taxonomy, establishing a strict subject-disjoint protocol to prevent data leakage. Under this setting, BioGait-VLM achieves state-of-the-art recognition accuracy. Furthermore, a blinded expert study confirms that biomechanical tokens significantly improve clinical plausibility and evidence grounding, offering a path toward transparent, privacy-enhanced gait assessment.

cs.CV

Exploring the Impact: How Decentralized Exchange Designs Shape Traders' Behavior on Perpetual Future Contracts

In this paper, we analyze traders' behavior within both centralized exchanges (CEXs) and decentralized exchanges (DEXs), focusing on the volatility of Bitcoin prices and the trading activity of investors engaged in perpetual future contracts. We categorize the architecture of perpetual future exchanges into three distinct models, each exhibiting unique patterns of trader behavior in relation to trading volume, open interest, liquidation, and leverage. Our detailed examination of DEXs, especially those utilizing the Virtual Automated Market Making (VAMM) Model, uncovers a differential impact of open interest on long versus short positions. In exchanges which operate under the Oracle Pricing Model, we find that traders primarily act as price takers, with their trading actions reflecting direct responses to price movements of the underlying assets. Furthermore, our research highlights a significant propensity among less informed traders to overreact to positive news, as demonstrated by an increase in long positions. This study contributes to the understanding of market dynamics in digital asset exchanges, offering insights into the behavioral finance for future innovation of decentralized finance.

q-fin.TR