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Jieming Zhou

Publications and source records attributed to Jieming Zhou.

7 recordsLinked to original sources
arXiv2026

Systemic risk measures with markets volatility

Systemic risk measures are crucial for the stability of financial markets, yet classical formulations fail to capture the complexity of market volatility. We propose a new framework for systemic risk measurement on the variable-exponent Bochner-Lebesgue space $L^{p(\cdot)}$, where the exponent $p(\cdot)$ is a random variable rather than a deterministic constant parameter, thereby inherently encoding latent market volatility. By constructing suitable deterministic auxiliary functions and single-firm risk measures, we decompose the quantification of systemic risk in $L^{p(\cdot)}$ into two sequential steps, ultimately deriving its dual representations. Several examples are provided to illustrate the theoretical results.

q-fin.RM↗
arXiv2026

Dynamic risk measures for fluctuations in market volatility under Bochner-Lebesgue spaces

Starting from the global financial crisis to the more recent disruptions brought about by geopolitical tensions and public health crises, the volatility of risk in financial markets has increased significantly. This underscores the necessity for comprehensive risk measures capable of capturing the complexity and heightened fluctuations in market volatility. This need is crucial not only for new financial assets but also for the traditional financial market in the face of a rapidly changing financial environment and global landscape. In this paper, we consider the risk measures on a special space $L^{p(\cdot)}$, where the variable exponent $p(\cdot)$ is no longer a given real number as in the conventional risk measure space $L^{p}$, but rather a random variable reflecting potential fluctuations in volatility within financial markets. Through further development of axioms related to this class of risk measures, we also establish dual representations for them.

q-fin.RM↗
arXiv2024

Latent-based Diffusion Model for Long-tailed Recognition

Long-tailed imbalance distribution is a common issue in practical computer vision applications. Previous works proposed methods to address this problem, which can be categorized into several classes: re-sampling, re-weighting, transfer learning, and feature augmentation. In recent years, diffusion models have shown an impressive generation ability in many sub-problems of deep computer vision. However, its powerful generation has not been explored in long-tailed problems. We propose a new approach, the Latent-based Diffusion Model for Long-tailed Recognition (LDMLR), as a feature augmentation method to tackle the issue. First, we encode the imbalanced dataset into features using the baseline model. Then, we train a Denoising Diffusion Implicit Model (DDIM) using these encoded features to generate pseudo-features. Finally, we train the classifier using the encoded and pseudo-features from the previous two steps. The model's accuracy shows an improvement on the CIFAR-LT and ImageNet-LT datasets by using the proposed method.

cs.CV↗
arXiv2021

Feature Correlation Aggregation: on the Path to Better Graph Neural Networks

Prior to the introduction of Graph Neural Networks (GNNs), modeling and analyzing irregular data, particularly graphs, was thought to be the Achilles' heel of deep learning. The core concept of GNNs is to find a representation by recursively aggregating the representations of a central node and those of its neighbors. The core concept of GNNs is to find a representation by recursively aggregating the representations of a central node and those of its neighbor, and its success has been demonstrated by many GNNs' designs. However, most of them only focus on using the first-order information between a node and its neighbors. In this paper, we introduce a central node permutation variant function through a frustratingly simple and innocent-looking modification to the core operation of a GNN, namely the Feature cOrrelation aGgregation (FOG) module which learns the second-order information from feature correlation between a node and its neighbors in the pipeline. By adding FOG into existing variants of GNNs, we empirically verify this second-order information complements the features generated by original GNNs across a broad set of benchmarks. A tangible boost in performance of the model is observed where the model surpasses previous state-of-the-art results by a significant margin while employing fewer parameters. (e.g., 33.116% improvement on a real-world molecular dataset using graph convolutional networks).

cs.LG↗
arXiv2020

Channel Recurrent Attention Networks for Video Pedestrian Retrieval

Full attention, which generates an attention value per element of the input feature maps, has been successfully demonstrated to be beneficial in visual tasks. In this work, we propose a fully attentional network, termed {\it channel recurrent attention network}, for the task of video pedestrian retrieval. The main attention unit, \textit{channel recurrent attention}, identifies attention maps at the frame level by jointly leveraging spatial and channel patterns via a recurrent neural network. This channel recurrent attention is designed to build a global receptive field by recurrently receiving and learning the spatial vectors. Then, a \textit{set aggregation} cell is employed to generate a compact video representation. Empirical experimental results demonstrate the superior performance of the proposed deep network, outperforming current state-of-the-art results across standard video person retrieval benchmarks, and a thorough ablation study shows the effectiveness of the proposed units.

cs.CV↗
arXiv2020

Cross-Correlated Attention Networks for Person Re-Identification

Deep neural networks need to make robust inference in the presence of occlusion, background clutter, pose and viewpoint variations -- to name a few -- when the task of person re-identification is considered. Attention mechanisms have recently proven to be successful in handling the aforementioned challenges to some degree. However previous designs fail to capture inherent inter-dependencies between the attended features; leading to restricted interactions between the attention blocks. In this paper, we propose a new attention module called Cross-Correlated Attention (CCA); which aims to overcome such limitations by maximizing the information gain between different attended regions. Moreover, we also propose a novel deep network that makes use of different attention mechanisms to learn robust and discriminative representations of person images. The resulting model is called the Cross-Correlated Attention Network (CCAN). Extensive experiments demonstrate that the CCAN comfortably outperforms current state-of-the-art algorithms by a tangible margin.

cs.CV↗