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Jingchao Li

Publications and source records attributed to Jingchao Li.

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SphereDrag: Spherical Geometry-Aware Panoramic Image Editing

Image editing has made great progress on planar images, but panoramic image editing remains underexplored. Due to their spherical geometry and projection distortions, panoramic images present three key challenges: boundary discontinuity, trajectory deformation, and uneven pixel density. To tackle these issues, we propose SphereDrag, a novel panoramic editing framework utilizing spherical geometry knowledge for accurate and controllable editing. Specifically, adaptive reprojection (AR) uses adaptive spherical rotation to deal with discontinuity; great-circle trajectory adjustment (GCTA) tracks the movement trajectory more accurate; spherical search region tracking (SSRT) adaptively scales the search range based on spherical location to address uneven pixel density. Also, we construct PanoBench, a panoramic editing benchmark, including complex editing tasks involving multiple objects and diverse styles, which provides a standardized evaluation framework. Experiments show that SphereDrag gains a considerable improvement compared with existing methods in geometric consistency and image quality, achieving up to 10.5% relative improvement.

cs.CV

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