SearcharxivSearch

arXiv subjects

Kai-Hsin Chen

Publications and source records attributed to Kai-Hsin Chen.

2 recordsLinked to original sources

Dynamic Grid Trading Strategy: From Zero Expectation to Market Outperformance

We propose a profitable trading strategy for the cryptocurrency market based on grid trading. Starting with an analysis of the expected value of the traditional grid strategy, we show that under simple assumptions, its expected return is essentially zero. We then introduce a novel Dynamic Grid-based Trading (DGT) strategy that adapts to market conditions by dynamically resetting grid positions. Our backtesting results using minute-level data from Bitcoin and Ethereum between January 2021 and July 2024 demonstrate that the DGT strategy significantly outperforms both the traditional grid and buy-and-hold strategies in terms of internal rate of return and risk control.

q-fin.TR

DeNVeR: Deformable Neural Vessel Representations for Unsupervised Video Vessel Segmentation

This paper presents Deformable Neural Vessel Representations (DeNVeR), an unsupervised approach for vessel segmentation in X-ray angiography videos without annotated ground truth. DeNVeR utilizes optical flow and layer separation techniques, enhancing segmentation accuracy and adaptability through test-time training. Key contributions include a novel layer separation bootstrapping technique, a parallel vessel motion loss, and the integration of Eulerian motion fields for modeling complex vessel dynamics. A significant component of this research is the introduction of the XACV dataset, the first X-ray angiography coronary video dataset with high-quality, manually labeled segmentation ground truth. Extensive evaluations on both XACV and CADICA datasets demonstrate that DeNVeR outperforms current state-of-the-art methods in vessel segmentation accuracy and generalization capability while maintaining temporal coherency.

cs.CV