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Wenlong Hu

Publications and source records attributed to Wenlong Hu.

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Bridging Object Detection and Segmentation with Polygon Detection Transformers

Box detection and mask segmentation are two dominant paradigms for foreground representation: boxes are efficient but too coarse for object shapes, while masks are accurate but over-modeled for compact geometry. To bridge this gap, we present a Polygon Detection Transformer (Poly-DETR) built upon Polar Representation, where object queries regress a starting point and its fixed number of radial distances to directly construct the contour-approximating polygon. This formulation can be integrated into most DETR-like detectors by linear extension, since box is a degenerate case of Polar Representation with four rays. Furthermore, we propose two simple but necessary designs, Polar Deformable Attention and Position-Aware Training Scheme, to align feature sampling and polygon supervision. As a DETR-oriented advancement of Polar Representation, Poly-DETR outperforms existing polar-based methods by 4.7 mAP on MS COCO. Moreover, we explore the application regimes of polygon detection in geometry-driven domains, including remote sensing, medical imaging, and autonomous driving. In particular, Poly-DETR shows stronger scalability than its mask-based counterpart in high-resolution scenarios. Additional experiments show that, owing to its Transformer structure, Poly-DETR can be naturally extended to recent DETR variants equipped with foundation-model priors.

cs.CV

Risk management of guaranteed minimum maturity benefits under stochastic mortality and regime-switching by Fourier space time-stepping framework

In this paper, we adopted a net liability model which assesses both market risk on the liability side and revenue risk on the asset side for a Guaranteed Minimum Maturity Benefit (GMMB) embedded in variable annuity (VA) contracts. Numeric solutions for net liabilities, fair rate of fees and Greeks of GMMB are obtained by a more accurate and fast Fourier Space time-stepping (FST) algorithm. Monte Carlo results are provided for comparative purpose. The unhedged and three statically hedged portfolios are introduced, and their performances are assessed by comparing the short term and long term portfolio's volatility. Recently, we noticed FST algorithm can only be used to hedge the gross liability of GMMB and it leads to an incorrect result when applying FST algorithm to the net liability model. We have modified the method we used in the hedging part and obtained the reliable result now. They will be reported in near future.

q-fin.PR