arXiv subjects

Ruichen Deng

Publications and source records attributed to Ruichen Deng.

9 recordsLinked to original sources

arXiv2026

Lead-Lag Relationships in Financial Markets: A Comparison of Multiple Clustering Algorithms

Lead-lag relationships are widely used in financial time series, and many clustering algorithms based on them have been developed. The traditional DTW-KMedoids algorithm performs well both on the synthetic dataset and the real financial dataset. However, there are still several limitations to these algorithms: low efficiency caused by high time complexity, poor mathematical properties from DTW distance, the clustering effect is sensitive to the number of clusters. To solve the problems above and improve the performance, this paper introduces three clustering algorithms: MiniRocket-KMeans, KShape, Ensemble algorithm (a combination of KShape and DTW-KMedoids) and compares their performance on synthetic and real stock datasets with DTW-KMedoids algorithm under the same trade strategy. In addition, this paper also finds the best number of clusters by maximizing the silhouette coefficient in each clustering algorithm to improve the stability of the experiment results. Our main conclusions are as follows: MiniRocket-KMeans performs best under the lead strategy, achieving a Sharpe ratio of 0.866 with a maximum drawdown controlled at -63.9\%; the ensemble algorithm exhibits excellent stability; the robustness is significantly improved after finding the best number of clusters; the p-values of the hypothesis test on the Sharpe ratio of all strategies are 0.0, verifying the statistical validity of the lead-lag trading strategy. Finally, future improvement directions such as customized lead-lag matrices and optimized ensemble voting mechanisms are proposed.

q-fin.ST↗

arXiv2025

A Multi-Robot Platform for Robotic Triage Combining Onboard Sensing and Foundation Models

This report presents a heterogeneous robotic system designed for remote primary triage in mass-casualty incidents (MCIs). The system employs a coordinated air-ground team of unmanned aerial vehicles (UAVs) and unmanned ground vehicles (UGVs) to locate victims, assess their injuries, and prioritize medical assistance without risking the lives of first responders. The UAV identify and provide overhead views of casualties, while UGVs equipped with specialized sensors measure vital signs and detect and localize physical injuries. Unlike previous work that focused on exploration or limited medical evaluation, this system addresses the complete triage process: victim localization, vital sign measurement, injury severity classification, mental status assessment, and data consolidation for first responders. Developed as part of the DARPA Triage Challenge, this approach demonstrates how multi-robot systems can augment human capabilities in disaster response scenarios to maximize lives saved.

cs.RO↗

arXiv2025

Real-Time ESFP: Estimating, Smoothing, Filtering, and Pose-Mapping

This paper presents ESFP, an end-to-end pipeline that converts monocular RGB video into executable joint trajectories for a low-cost 4-DoF desktop arm. ESFP comprises four sequential modules. (1) Estimating: ROMP lifts each frame to a 24-joint 3-D skeleton. (2) Smoothing: the proposed HPSTM-a sequence-to-sequence Transformer with self-attention-combines long-range temporal context with a differentiable forward-kinematics decoder, enforcing constant bone lengths and anatomical plausibility while jointly predicting joint means and full covariances. (3) Filtering: root-normalized trajectories are variance-weighted according to HPSTM's uncertainty estimates, suppressing residual noise. (4) Pose-Mapping: a geometric retargeting layer transforms shoulder-elbow-wrist triples into the uArm's polar workspace, preserving wrist orientation.

cs.CV↗

arXiv2024

Bridging the Resource Gap: Deploying Advanced Imitation Learning Models onto Affordable Embedded Platforms

Advanced imitation learning with structures like the transformer is increasingly demonstrating its advantages in robotics. However, deploying these large-scale models on embedded platforms remains a major challenge. In this paper, we propose a pipeline that facilitates the migration of advanced imitation learning algorithms to edge devices. The process is achieved via an efficient model compression method and a practical asynchronous parallel method Temporal Ensemble with Dropped Actions (TEDA) that enhances the smoothness of operations. To show the efficiency of the proposed pipeline, large-scale imitation learning models are trained on a server and deployed on an edge device to complete various manipulation tasks.

cs.LG↗

arXiv2019

Channel Fingerprint Based Beam Tracking for Millimeter Wave Communications

Beamforming structures with fixed beam codebooks provide economical solutions for millimeter wave (mmWave) communications due to the low hardware cost. However, the training overhead to search for the optimal beamforming configuration is proportional to the codebook size. To improve the efficiency of beam tracking, we propose a beam tracking scheme based on the channel fingerprint database, which comprises mappings between statistical beamforming gains and user locations. The scheme tracks user movement by utilizing the trained beam configurations and estimating the gains of beam configurations that are not trained. Simulations show that the proposed scheme achieves significant beamforming performance gains over existing beam tracking schemes.

cs.IT↗

arXiv2018

A Two-Step Learning and Interpolation Method for Location-Based Channel Database

Timely and accurate knowledge of channel state information (CSI) is necessary to support scheduling operations at both physical and network layers. In order to support pilot-free channel estimation in cell sleeping scenarios, we propose to adopt a channel database that stores the CSI as a function of geographic locations. Such a channel database is generated from historical user records, which usually can not cover all the locations in the cell. Therefore, we develop a two-step interpolation method to infer the channels at the uncovered locations. The method firstly applies the K-nearest-neighbor method to form a coarse database and then refines it with a deep convolutional neural network. When applied to the channel data generated by ray tracing software, our method shows a great advantage in performance over the conventional interpolation methods.

cs.IT↗

arXiv2017

How Often Should CSI be Updated for Massive MIMO Systems with Massive Connectivity?

Massive multiple-input multiple-output (MIMO) systems need to support massive connectivity for the application of the Internet of things (IoT). The overhead of channel state information (CSI) acquisition becomes a bottleneck in the system performance due to the increasing number of users. An intermittent estimation scheme is proposed to ease the burden of channel estimation and maximize the sum capacity. In the scheme, we exploit the temporal correlation of MIMO channels and analyze the influence of the age of CSI on the downlink transmission rate using linear precoders. We show the CSI updating interval should follow a quasi-periodic distribution and reach a trade-off between the accuracy of CSI estimation and the overhead of CSI acquisition by optimizing the CSI updating frequency of each user. Numerical results show that the proposed intermittent scheme provides significant capacity gains over the conventional continuous estimation scheme.

cs.IT↗

arXiv2015

Seeing the Unobservable: Channel Learning for Wireless Communication Networks

Wireless communication networks rely heavily on channel state information (CSI) to make informed decision for signal processing and network operations. However, the traditional CSI acquisition methods is facing many difficulties: pilot-aided channel training consumes a great deal of channel resources and reduces the opportunities for energy saving, while location-aided channel estimation suffers from inaccurate and insufficient location information. In this paper, we propose a novel channel learning framework, which can tackle these difficulties by inferring unobservable CSI from the observable one. We formulate this framework theoretically and illustrate a special case in which the learnability of the unobservable CSI can be guaranteed. Possible applications of channel learning are then described, including cell selection in multi-tier networks, device discovery for device-to-device (D2D) communications, as well as end-to-end user association for load balancing. We also propose a neuron-network-based algorithm for the cell selection problem in multi-tier networks. The performance of this algorithm is evaluated using geometry-based stochastic channel model (GSCM). In settings with 5 small cells, the average cell-selection accuracy is 73% - only a 3.9% loss compared with a location-aided algorithm which requires genuine location information.

cs.IT↗

arXiv2013

Software Defined Radio Implementation of Signaling Splitting in Hyper-Cellular Network

This paper presents the design and implementation of signaling splitting scheme in hyper-cellular network on a software defined radio platform. Hyper-cellular network is a novel architecture of future mobile communication systems in which signaling and data are decoupled at the air interface to mitigate the signaling overhead and allow energy efficient operation of base stations. On an open source software defined radio platform, OpenBTS, we investigate the feasibility of signaling splitting for GSM protocol and implement a novel system which can prove the proposed concept. Standard GSM handsets can camp on the network with the help of signaling base station, and data base station will be appointed to handle phone calls on demand. Our work initiates the systematic approach to study hyper-cellular concept in real wireless environment with both software and hardware implementations.

cs.NI↗