arXiv subjects

Yuqi Liang

Publications and source records attributed to Yuqi Liang.

10 recordsLinked to original sources

arXiv2026

Toward Site-Aware MR Art Exhibitions: A SLAM-Based Deployment Pipeline for Spatial Coherence and Exhibition Experience

Mixed Reality (MR) is increasingly being used in exhibition settings to bring digital artworks into relation with the physical environment. However, existing MR exhibition systems are often confined to prototypes or case-specific deployments, offering limited guidance for large-scale practical implementation. To address this gap, this paper presents a practical pipeline for designing and deploying large-scale MR art exhibitions, treating spatial alignment not only as a technical mechanism but also as an experiential design decision. We first conducted a pilot study comparing marker-based and Simultaneous Localization and Mapping (SLAM)-based alignment methods in an MR exhibition setting. Based on the results, we developed a SLAM-based pipeline for MR exhibitions that integrates technical deployment with exhibition curation. We then evaluated the pipeline through both system overhead measures and users' experiential feedback. The results show that spatial alignment influences not only technical stability, but also overall exhibition coherence, visitors' sense of continuity and immersion, and artwork interpretation. These findings provide an empirically grounded reference for future large-scale MR art exhibition deployment.

cs.MM↗

arXiv2026

TacCoRL: Integrating Tactile Feedback into VLA via Simulation

Vision-language-action (VLA) models provide strong visual, language, and action priors for robot manipulation, but visual observations alone often miss the local contact state required for contact-rich tasks. We present TacCoRL, a scalable framework that injects Tactile feedback into VLA policies and improves them through sim-real Co-training and simulation-based reinforcement learning (RL), without requiring large-scale tactile pretraining or extensive real-world contact exploration. The key idea is not only adding touch as an input, but learning how contact readings should modulate action responses in near-failure states that are rare in demonstrations and risky to collect on hardware. We use a real-aligned simulator as a closed-loop training environment for contact interaction. Mixed simulated and real trajectories first warm-start tactile-conditioned actions in the pretrained policy. Reinforcement learning with verifiable task rewards then optimizes the policy using simulated contact rollouts. It reinforces tactile-conditioned actions that lead to task completion, while a supervised objective on real trajectories keeps the refined policy anchored to deployment visual, tactile, and action distributions. The resulting policy transfers directly to the real robot without privileged simulation state or online real-world RL. Across four bimanual contact-rich tasks, the final visuo-tactile policy achieves an average success rate of 72.5%, compared to baseline of 50.0%. Result videos and more details are available at https://tac-corl.github.io/

cs.RO↗

arXiv2025

Beyond Fixed Patches: Enhancing GPTs for Financial Prediction with Adaptive Segmentation and Learnable Wavelets

The extensive adoption of web technologies in the finance and investment sectors has led to an explosion of financial data, which contributes to the complexity of the forecasting task. Traditional machine learning models exhibit limitations in this forecasting task constrained by their restricted model capacity. Recent advances in Generative Pre-trained Transformers (GPTs), with their greatly expanded parameter spaces, demonstrate promising potential for modeling complex dependencies in temporal sequences. However, existing pretraining-based approaches typically focus on fixed-length patch analysis, ignoring market data's multi-scale pattern characteristics. In this study, we propose $\mathbf{GPT4FTS}$, a novel framework that enhances pretrained transformer capabilities for temporal sequence modeling through dynamic patch segmentation and learnable wavelet transform modules. Specifically, we first employ K-means++ clustering based on DTW distance to identify scale-invariant patterns in market data. Building upon pattern recognition results, we introduce adaptive patch segmentation that partitions temporal sequences while preserving pattern integrity. To accommodate time-varying frequency characteristics, we devise a dynamic wavelet transform module that emulates discrete wavelet transformation with enhanced flexibility in capturing time-frequency features. Extensive experiments on real-world financial datasets substantiate the framework's efficacy. The source code is available: \href{https://anonymous.4open.science/r/GPT4FTS-6BCC/}

cs.LG↗

arXiv2024

An Evaluation Framework for Product Images Background Inpainting based on Human Feedback and Product Consistency

In product advertising applications, the automated inpainting of backgrounds utilizing AI techniques in product images has emerged as a significant task. However, the techniques still suffer from issues such as inappropriate background and inconsistent product in generated product images, and existing approaches for evaluating the quality of generated product images are mostly inconsistent with human feedback causing the evaluation for this task to depend on manual annotation. To relieve the issues above, this paper proposes Human Feedback and Product Consistency (HFPC), which can automatically assess the generated product images based on two modules. Firstly, to solve inappropriate backgrounds, human feedback on 44,000 automated inpainting product images is collected to train a reward model based on multi-modal features extracted from BLIP and comparative learning. Secondly, to filter generated product images containing inconsistent products, a fine-tuned segmentation model is employed to segment the product of the original and generated product images and then compare the differences between the above two. Extensive experiments have demonstrated that HFPC can effectively evaluate the quality of generated product images and significantly reduce the expense of manual annotation. Moreover, HFPC achieves state-of-the-art(96.4% in precision) in comparison to other open-source visual-quality-assessment models. Dataset and code are available at: https://github.com/created-Bi/background_inpainting_products_dataset

cs.CV↗

arXiv2024

MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU

As financial markets grow increasingly complex in the big data era, accurate stock prediction has become more critical. Traditional time series models, such as GRUs, have been widely used but often struggle to capture the intricate nonlinear dynamics of markets, particularly in the flexible selection and effective utilization of key historical information. Recently, methods like Graph Neural Networks and Reinforcement Learning have shown promise in stock prediction but require high data quality and quantity, and they tend to exhibit instability when dealing with data sparsity and noise. Moreover, the training and inference processes for these models are typically complex and computationally expensive, limiting their broad deployment in practical applications. Existing approaches also generally struggle to capture unobservable latent market states effectively, such as market sentiment and expectations, microstructural factors, and participant behavior patterns, leading to an inadequate understanding of market dynamics and subsequently impact prediction accuracy. To address these challenges, this paper proposes a stock prediction model, MCI-GRU, based on a multi-head cross-attention mechanism and an improved GRU. First, we enhance the GRU model by replacing the reset gate with an attention mechanism, thereby increasing the model's flexibility in selecting and utilizing historical information. Second, we design a multi-head cross-attention mechanism for learning unobservable latent market state representations, which are further enriched through interactions with both temporal features and cross-sectional features. Finally, extensive experiments on four main stock markets show that the proposed method outperforms SOTA techniques across multiple metrics. Additionally, its successful application in real-world fund management operations confirms its effectiveness and practicality.

q-fin.ST↗

arXiv2024

LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU

Stock price prediction is a challenging problem in the field of finance and receives widespread attention. In recent years, with the rapid development of technologies such as deep learning and graph neural networks, more research methods have begun to focus on exploring the interrelationships between stocks. However, existing methods mostly focus on the short-term dynamic relationships of stocks and directly integrating relationship information with temporal information. They often overlook the complex nonlinear dynamic characteristics and potential higher-order interaction relationships among stocks in the stock market. Therefore, we propose a stock price trend prediction model named LSR-IGRU in this paper, which is based on long short-term stock relationships and an improved GRU input. Firstly, we construct a long short-term relationship matrix between stocks, where secondary industry information is employed for the first time to capture long-term relationships of stocks, and overnight price information is utilized to establish short-term relationships. Next, we improve the inputs of the GRU model at each step, enabling the model to more effectively integrate temporal information and long short-term relationship information, thereby significantly improving the accuracy of predicting stock trend changes. Finally, through extensive experiments on multiple datasets from stock markets in China and the United States, we validate the superiority of the proposed LSR-IGRU model over the current state-of-the-art baseline models. We also apply the proposed model to the algorithmic trading system of a financial company, achieving significantly higher cumulative portfolio returns compared to other baseline methods. Our sources are released at https://github.com/ZP1481616577/Baselines_LSR-IGRU.

q-fin.ST↗

arXiv2024

Complete Instances Mining for Weakly Supervised Instance Segmentation

Weakly supervised instance segmentation (WSIS) using only image-level labels is a challenging task due to the difficulty of aligning coarse annotations with the finer task. However, with the advancement of deep neural networks (DNNs), WSIS has garnered significant attention. Following a proposal-based paradigm, we encounter a redundant segmentation problem resulting from a single instance being represented by multiple proposals. For example, we feed a picture of a dog and proposals into the network and expect to output only one proposal containing a dog, but the network outputs multiple proposals. To address this problem, we propose a novel approach for WSIS that focuses on the online refinement of complete instances through the use of MaskIoU heads to predict the integrity scores of proposals and a Complete Instances Mining (CIM) strategy to explicitly model the redundant segmentation problem and generate refined pseudo labels. Our approach allows the network to become aware of multiple instances and complete instances, and we further improve its robustness through the incorporation of an Anti-noise strategy. Empirical evaluations on the PASCAL VOC 2012 and MS COCO datasets demonstrate that our method achieves state-of-the-art performance with a notable margin. Our implementation will be made available at https://github.com/ZechengLi19/CIM.

cs.CV↗

arXiv2023

Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction performance by employing deep learning on company relations. However, existing relation graphs are usually constructed by handcraft human labeling or nature language processing, which are suffering from heavy resource requirement and low accuracy. Besides, they cannot effectively response to the dynamic changes in relation graphs. Therefore, in this paper, we propose a temporal and heterogeneous graph neural network-based (THGNN) approach to learn the dynamic relations among price movements in financial time series. In particular, we first generate the company relation graph for each trading day according to their historic price. Then we leverage a transformer encoder to encode the price movement information into temporal representations. Afterward, we propose a heterogeneous graph attention network to jointly optimize the embeddings of the financial time series data by transformer encoder and infer the probability of target movements. Finally, we conduct extensive experiments on the stock market in the United States and China. The results demonstrate the effectiveness and superior performance of our proposed methods compared with state-of-the-art baselines. Moreover, we also deploy the proposed THGNN in a real-world quantitative algorithm trading system, the accumulated portfolio return obtained by our method significantly outperforms other baselines.

q-fin.ST↗

arXiv2021

Electronic structure and transport properties of sol-gel-derived high-entropy Ba(Zr0.2Sn0.2Ti0.2Hf0.2Nb0.2)O3 thin films

High-entropy perovskite thin films, as the prototypical representative of the high-entropy oxides with novel electrical and magnetic features, have recently attracted great attention. Here, we reported the electronic structure and charge transport properties of sol-gel-derived high-entropy Ba(Zr0.2Sn0.2Ti0.2Hf0.2Nb0.2)O3 thin films annealed at various temperatures. By means of X-ray photoelectron spectroscopy and absorption spectrum, it is found that the conduction-band-minimum shifts downward and the valence-band-maximum shifts upward with the increase of annealing temperature, leading to the narrowed band gap. Electrical resistance measurements confirmed a semiconductor-like behavior for all the thin films. Two charge transport mechanisms, i.e., the thermally-activated transport mechanism at high temperatures and the activation-less transport mechanism at low temperatures, are identified by a self-consistent analysis method. These findings provide a critical insight into the electronic band structure and charge transport behavior of Ba(Zr0.2Sn0.2Ti0.2Hf0.2Nb0.2)O3, validating it as a compelling high-entropy oxide material for future electronic/energy-related technologies.

cond-mat.mtrl-sci↗

arXiv2017

Quantum chaos for nonstandard symmetry classes in the Feingold-Peres model of coupled tops

We consider two coupled quantum tops with angular momentum vectors $\mathbf{L}$ and $\mathbf{M}$. The coupling Hamiltonian defines the Feinberg-Peres model which is a known paradigm of quantum chaos. We show that this model has a nonstandard symmetry with respect to the Altland-Zirnbauer tenfold symmetry classification of quantum systems which extends the well-known threefold way of Wigner and Dyson (referred to as `standard' symmetry classes here). We identify that the nonstandard symmetry classes BD$I_0$ (chiral orthogonal class with no zero modes), BD$I_1$ (chiral orthogonal class with one zero mode) and C$I$ (antichiral orthogonal class) as well as the standard symmetry class A$I$ (orthogonal class). We numerically analyze the specific spectral quantum signatures of chaos related to the nonstandard symmetries. In the microscopic density of states and in the distribution of the lowest positive energy eigenvalue we show that the Feinberg-Peres model follows the predictions of the Gaussian ensembles of random-matrix theory in the appropriate symmetry class if the corresponding classical dynamics is chaotic. In a crossover to mixed and near-integrable classical dynamics we show that these signatures disappear or strongly change.

quant-ph↗