LOok More than Once (LOMO) google
Previous scene text detection methods have progressed substantially over the past years. However, limited by the receptive field of CNNs and the simple representations like rectangle bounding box or quadrangle adopted to describe text, previous methods may fall short when dealing with more challenging text instances, such as extremely long text and arbitrarily shaped text. To address these two problems, we present a novel text detector namely LOMO, which localizes the text progressively for multiple times (or in other word, LOok More than Once). LOMO consists of a direct regressor (DR), an iterative refinement module (IRM) and a shape expression module (SEM). At first, text proposals in the form of quadrangle are generated by DR branch. Next, IRM progressively perceives the entire long text by iterative refinement based on the extracted feature blocks of preliminary proposals. Finally, a SEM is introduced to reconstruct more precise representation of irregular text by considering the geometry properties of text instance, including text region, text center line and border offsets. The state-of-the-art results on several public benchmarks including ICDAR2017-RCTW, SCUT-CTW1500, Total-Text, ICDAR2015 and ICDAR17-MLT confirm the striking robustness and effectiveness of LOMO. …

Time Series Momentum google
We document significant ‘time series momentum’ in equity index, currency, commodity, and bond futures for each of the 58 liquid instruments we consider. We find persistence in returns for one to 12 months that partially reverses over longer horizons, consistent with sentiment theories of initial under-reaction and delayed over-reaction. A diversified portfolio of time series momentum strategies across all asset classes delivers substantial abnormal returns with little exposure to standard asset pricing factors and performs best during extreme markets. Examining the trading activities of speculators and hedgers, we find that speculators profit from time series momentum at the expense of hedgers.
Time Series Momentum (aka Trend-Following): A Good Time for a Refresh
Enhancing Time Series Momentum Strategies Using Deep Neural Networks

Memory Time-Series Network (MTNet) google
Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of modeling complex patterns or dependencies lying in real word data. To address such concerns, various deep learning models, mainly Recurrent Neural Network (RNN) based methods, are proposed. Nevertheless, capturing extremely long-term patterns while effectively incorporating information from other variables remains a challenge for time-series forecasting. Furthermore, lack-of-explainability remains one serious drawback for deep neural network models. Inspired by Memory Network proposed for solving the question-answering task, we propose a deep learning based model named Memory Time-series network (MTNet) for time series forecasting. MTNet consists of a large memory component, three separate encoders, and an autoregressive component to train jointly. Additionally, the attention mechanism designed enable MTNet to be highly interpretable. We can easily tell which part of the historic data is referenced the most. …

QuaNet google
Quantification is a supervised learning task that consists in predicting, given a set of classes C and a set D of unlabelled items, the prevalence (or relative frequency) p(c|D) of each class c in C. Quantification can in principle be solved by classifying all the unlabelled items and counting how many of them have been attributed to each class. However, this ‘classify and count’ approach has been shown to yield suboptimal quantification accuracy; this has established quantification as a task of its own, and given rise to a number of methods specifically devised for it. We propose a recurrent neural network architecture for quantification (that we call QuaNet) that observes the classification predictions to learn higher-order ‘quantification embeddings’, which are then refined by incorporating quantification predictions of simple classify-and-count-like methods. We test {QuaNet on sentiment quantification on text, showing that it substantially outperforms several state-of-the-art baselines. …