ConMo: Controllable Motion Disentanglement and Recomposition for Zero-Shot Motion Transfer

The development of Text-to-Video (T2V) generation has made motion transfer possible, enabling the control of video motion based on existing footage. However, current methods have two limitations: 1) struggle to handle multi-subjects videos, failing to transfer specific subject motion; 2) struggle to preserve the diversity and accuracy of motion as transferring to subjects with varying shapes. To overcome these, we introduce \textbf{ConMo}, a zero-shot framework that disentangle and recompose the motions of subjects and camera movements. ConMo isolates individual subject and background motion cues from complex trajectories in source videos using only subject masks, and reassembles them for target video generation. This approach enables more accurate motion control across diverse subjects and improves performance in multi-subject scenarios. Additionally, we propose soft guidance in the recomposition stage which controls the retention of original motion to adjust shape constraints, aiding subject shape adaptation and semantic transformation. Unlike previous methods, ConMo unlocks a wide range of applications, including subject size and position editing, subject removal, semantic modifications, and camera motion simulation. Extensive experiments demonstrate that ConMo significantly outperforms state-of-the-art methods in motion fidelity and semantic consistency. The code is available at https://github.com/Andyplus1/ConMo.

Optimizing Stock Option Forecasting with the Assembly of Machine Learning Models and Improved Trading Strategies

This paper introduced key aspects of applying Machine Learning (ML) models, improved trading strategies, and the Quasi-Reversibility Method (QRM) to optimize stock option forecasting and trading results. It presented the findings of the follow-up project of the research "Application of Convolutional Neural Networks with Quasi-Reversibility Method Results for Option Forecasting". First, the project included an application of Recurrent Neural Networks (RNN) and Long Short-Term Memory (LSTM) networks to provide a novel way of predicting stock option trends. Additionally, it examined the dependence of the ML models by evaluating the experimental method of combining multiple ML models to improve prediction results and decision-making. Lastly, two improved trading strategies and simulated investing results were presented. The Binomial Asset Pricing Model with discrete time stochastic process analysis and portfolio hedging was applied and suggested an optimized investment expectation. These results can be utilized in real-life trading strategies to optimize stock option investment results based on historical data.

Application of Deep Q Learning with Stimulation Results for Elevator Optimization

This paper presents a methodology for combining programming and mathematics to optimize elevator wait times. Based on simulated user data generated according to the canonical three-peak model of elevator traffic, we first develop a naive model from an intuitive understanding of the logic behind elevators. We take into consideration a general array of features including capacity, acceleration, and maximum wait time thresholds to adequately model realistic circumstances. Using the same evaluation framework, we proceed to develop a Deep Q Learning model in an attempt to match the hard-coded naive approach for elevator control. Throughout the majority of the paper, we work under a Markov Decision Process (MDP) schema, but later explore how the assumption fails to characterize the highly stochastic overall Elevator Group Control System (EGCS).