GlocalFuse-Depth: Fusing Transformers and CNNs for All-day Self-supervised Monocular Depth Estimation

In recent years, self-supervised monocular depth estimation has drawn much attention since it frees of depth annotations and achieved remarkable results on standard benchmarks. However, most of existing methods only focus on either daytime or nighttime images, thus their performance degrades on the other domain because of the large domain shift between daytime and nighttime images. To address this problem, in this paper we propose a two-branch network named GlocalFuse-Depth for self-supervised depth estimation of all-day images. The daytime and nighttime image in input image pair are fed into the two branches: CNN branch and Transformer branch, respectively, where both fine-grained details and global dependency can be efficiently captured. Besides, a novel fusion module is proposed to fuse multi-dimensional features from the two branches. Extensive experiments demonstrate that GlocalFuse-Depth achieves state-of-the-art results for all-day images on the Oxford RobotCar dataset, which proves the superiority of our method.

GA-MSSR: Genetic Algorithm Maximizing Sharpe and Sterling Ratio Method for RoboTrading

Foreign exchange is the largest financial market in the world, and it is also one of the most volatile markets. Technical analysis plays an important role in the forex market and trading algorithms are designed utilizing machine learning techniques. Most literature used historical price information and technical indicators for training. However, the noisy nature of the market affects the consistency and profitability of the algorithms. To address this problem, we designed trading rule features that are derived from technical indicators and trading rules. The parameters of technical indicators are optimized to maximize trading performance. We also proposed a novel cost function that computes the risk-adjusted return, Sharpe and Sterling Ratio (SSR), in an effort to reduce the variance and the magnitude of drawdowns. An automatic robotic trading (RoboTrading) strategy is designed with the proposed Genetic Algorithm Maximizing Sharpe and Sterling Ratio model (GA-MSSR) model. The experiment was conducted on intraday data of 6 major currency pairs from 2018 to 2019. The results consistently showed significant positive returns and the performance of the trading system is superior using the optimized rule-based features. The highest return obtained was 320% annually using 5-minute AUDUSD currency pair. Besides, the proposed model achieves the best performance on risk factors, including maximum drawdowns and variance in return, comparing to benchmark models. The code can be accessed at https://github.com/zzzac/rule-based-forextrading-system