Cascaded 3D Full-body Pose Regression from Single Depth Image at 100 FPS

There are increasing real-time live applications in virtual reality, where it plays an important role in capturing and retargetting 3D human pose. But it is still challenging to estimate accurate 3D pose from consumer imaging devices such as depth camera. This paper presents a novel cascaded 3D full-body pose regression method to estimate accurate pose from a single depth image at 100 fps. The key idea is to train cascaded regressors based on Gradient Boosting algorithm from pre-recorded human motion capture database. By incorporating hierarchical kinematics model of human pose into the learning procedure, we can directly estimate accurate 3D joint angles instead of joint positions. The biggest advantage of this model is that the bone length can be preserved during the whole 3D pose estimation procedure, which leads to more effective features and higher pose estimation accuracy. Our method can be used as an initialization procedure when combining with tracking methods. We demonstrate the power of our method on a wide range of synthesized human motion data from CMU mocap database, Human3.6M dataset and real human movements data captured in real time. In our comparison against previous 3D pose estimation methods and commercial system such as Kinect 2017, we achieve the state-of-the-art accuracy

DeepLOB: Deep Convolutional Neural Networks for Limit Order Books

We develop a large-scale deep learning model to predict price movements from limit order book (LOB) data of cash equities. The architecture utilises convolutional filters to capture the spatial structure of the limit order books as well as LSTM modules to capture longer time dependencies. The proposed network outperforms all existing state-of-the-art algorithms on the benchmark LOB dataset [1]. In a more realistic setting, we test our model by using one year market quotes from the London Stock Exchange and the model delivers a remarkably stable out-of-sample prediction accuracy for a variety of instruments. Importantly, our model translates well to instruments which were not part of the training set, indicating the model's ability to extract universal features. In order to better understand these features and to go beyond a "black box" model, we perform a sensitivity analysis to understand the rationale behind the model predictions and reveal the components of LOBs that are most relevant. The ability to extract robust features which translate well to other instruments is an important property of our model which has many other applications.Comment: 12 pages, 9 figure