Im2Flow: Motion Hallucination from Static Images for Action Recognition

Existing methods to recognize actions in static images take the images at their face value, learning the appearances---objects, scenes, and body poses---that distinguish each action class. However, such models are deprived of the rich dynamic structure and motions that also define human activity. We propose an approach that hallucinates the unobserved future motion implied by a single snapshot to help static-image action recognition. The key idea is to learn a prior over short-term dynamics from thousands of unlabeled videos, infer the anticipated optical flow on novel static images, and then train discriminative models that exploit both streams of information. Our main contributions are twofold. First, we devise an encoder-decoder convolutional neural network and a novel optical flow encoding that can translate a static image into an accurate flow map. Second, we show the power of hallucinated flow for recognition, successfully transferring the learned motion into a standard two-stream network for activity recognition. On seven datasets, we demonstrate the power of the approach. It not only achieves state-of-the-art accuracy for dense optical flow prediction, but also consistently enhances recognition of actions and dynamic scenes.Comment: Published in CVPR 2018, project page: http://vision.cs.utexas.edu/projects/im2flow

Empirical properties of inter-cancellation durations in the Chinese stock market

Order cancellation process plays a crucial role in the dynamics of price formation in order-driven stock markets and is important in the construction and validation of computational finance models. Based on the order flow data of 18 liquid stocks traded on the Shenzhen Stock Exchange in 2003, we investigate the empirical statistical properties of inter-cancellation durations in units of events defined as the waiting times between two consecutive cancellations. The inter-cancellation durations for both buy and sell orders of all the stocks favor a $q$-exponential distribution when the maximum likelihood estimation method is adopted; In contrast, both cancelled buy orders of 6 stocks and cancelled sell orders of 3 stocks prefer Weibull distribution when the nonlinear least-square estimation is used. Applying detrended fluctuation analysis (DFA), centered detrending moving average (CDMA) and multifractal detrended fluctuation analysis (MF-DFA) methods, we unveil that the inter-cancellation duration time series process long memory and multifractal nature for both buy and sell cancellations of all the stocks. Our findings show that order cancellation processes exhibit long-range correlated bursty behaviors and are thus not Poissonian.Comment: 14 pages, 7 figures and 5 table