arXiv subjects

Md Mosaddek Khan

Publications and source records attributed to Md Mosaddek Khan.

3 recordsLinked to original sources

arXiv2026

CREST: Curvature-Regulated Event-Centric Sampling for Efficient Long-Video Understanding

Selecting informative frames from long videos is a combinatorial problem that existing methods address either through efficient heuristics without explicit modeling of query-conditioned temporal structure, or through multi stage retrieval pipelines with substantial preprocessing cost. We propose \textbf{CREST}, a training-free frame selection method grounded in the temporal geometry of query--frame relevance. CREST is based on the observation that relevance over time exhibits structured local variation: sharp curvature around salient events and flatter regions in redundant segments. By using local curvature to guide selection, CREST allocates a fixed frame budget more effectively across brief decisive events and slowly evolving evidence. Under a fixed backbone and frame budget, CREST achieves higher accuracy than AKS, a lightweight relevance--coverage baseline, on LongVideoBench and VideoMME, while retaining 93--95\% of the accuracy of MIRA, a stronger multi-stage retrieval pipeline, at only 3--4\% of its preprocessing cost.\footnote{Code and implementation details are included in the supplementary material and will be released publicly upon acceptance.} On TempRel, our diagnostic benchmark for temporal frame selection, CREST achieves a 6.88\% relative improvement over AKS. Pairwise LLM-as-a-judge evaluation further shows that CREST-selected frames yield more coherent frame-conditioned descriptions, with win rates of 60.58\% and 54.50\% on the two benchmarks. These results show that local temporal geometry provides a simple and efficient basis for long-video frame selection.

cs.CV↗

arXiv2024

FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics

Time series forecasting is a key tool in financial markets, helping to predict asset prices and guide investment decisions. In highly volatile markets, such as cryptocurrencies like Bitcoin (BTC) and Ethereum (ETH), forecasting becomes more difficult due to extreme price fluctuations driven by market sentiment, technological changes, and regulatory shifts. Traditionally, forecasting relied on statistical methods, but as markets became more complex, deep learning models like LSTM, Bi-LSTM, and the newer FinBERT-LSTM emerged to capture intricate patterns. Building upon recent advancements and addressing the volatility inherent in cryptocurrency markets, we propose a hybrid model that combines Bidirectional Long Short-Term Memory (Bi-LSTM) networks with FinBERT to enhance forecasting accuracy for these assets. This approach fills a key gap in forecasting volatile financial markets by blending advanced time series models with sentiment analysis, offering valuable insights for investors and analysts navigating unpredictable markets.

q-fin.TR↗

arXiv2024

Adaptive Opponent Policy Detection in Multi-Agent MDPs: Real-Time Strategy Switch Identification Using Running Error Estimation

In Multi-agent Reinforcement Learning (MARL), accurately perceiving opponents' strategies is essential for both cooperative and adversarial contexts, particularly within dynamic environments. While Proximal Policy Optimization (PPO) and related algorithms such as Actor-Critic with Experience Replay (ACER), Trust Region Policy Optimization (TRPO), and Deep Deterministic Policy Gradient (DDPG) perform well in single-agent, stationary environments, they suffer from high variance in MARL due to non-stationary and hidden policies of opponents, leading to diminished reward performance. Additionally, existing methods in MARL face significant challenges, including the need for inter-agent communication, reliance on explicit reward information, high computational demands, and sampling inefficiencies. These issues render them less effective in continuous environments where opponents may abruptly change their policies without prior notice. Against this background, we present OPS-DeMo (Online Policy Switch-Detection Model), an online algorithm that employs dynamic error decay to detect changes in opponents' policies. OPS-DeMo continuously updates its beliefs using an Assumed Opponent Policy (AOP) Bank and selects corresponding responses from a pre-trained Response Policy Bank. Each response policy is trained against consistently strategizing opponents, reducing training uncertainty and enabling the effective use of algorithms like PPO in multi-agent environments. Comparative assessments show that our approach outperforms PPO-trained models in dynamic scenarios like the Predator-Prey setting, providing greater robustness to sudden policy shifts and enabling more informed decision-making through precise opponent policy insights.

cs.AI↗