Abnormal fluctuations in financial markets may signal significant risks or market manipulation, so efficient time series anomaly detection methods are crucial for risk management. However, traditional statistical methods (e.g., ARIMA, GARCH) are difficult to adapt to the nonlinear and multi-scale characteristics of financial data, while single deep learning models (e.g., LSTM, Transformer) have limitations in capturing long-term trends and short-term fluctuations. In this paper, we propose WaveLST-Trans, a financial time series anomaly detection model based on the combination of wavelet transform (WT), LSTM and Transformer. The model first uses wavelet transform to perform multi-scale decomp... More >

Predicting personality traits automatically has emerged as a challenging problem in computer vision. This paper introduces an innovative multimodal feature learning framework for personality analysis in short video clips. For visual processing, we construct a facial graph and design a Geo-based two-stream network incorporating an attention mechanism, leveraging both Graph Convolutional Networks (GCN) and Convolutional Neural Networks (CNN) to capture static facial expressions. Additionally, ResNet18 and VGGFace networks are employed to extract global scene and facial appearance features at the frame level. To capture dynamic temporal information, we integrate a BiGRU with a temporal attentio... More >