Beyond Segmentation: An Oil Spill Change Detection Framework Using Synthetic SAR Imagery

Marine oil spills are urgent environmental hazards that demand rapid and reliable detection to minimise ecological and economic damage. While Synthetic Aperture Radar (SAR) imagery has become a key tool for large-scale oil spill monitoring, most existing detection methods rely on deep learning-based segmentation applied to single SAR images. These static approaches struggle to distinguish true oil spills from visually similar oceanic features (e.g., biogenic slicks or low-wind zones), leading to high false positive rates and limited generalizability, especially under data-scarce conditions. To overcome these limitations, we introduce Oil Spill Change Detection (OSCD), a new bi-temporal task that focuses on identifying changes between pre- and post-spill SAR images. As real co-registered pre-spill imagery is not always available, we propose the Temporal-Aware Hybrid Inpainting (TAHI) framework, which generates synthetic pre-spill images from post-spill SAR data. TAHI integrates two key components: High-Fidelity Hybrid Inpainting for oil-free reconstruction, and Temporal Realism Enhancement for radiometric and sea-state consistency. Using TAHI, we construct the first OSCD dataset and benchmark several state-of-the-art change detection models. Results show that OSCD significantly reduces false positives and improves detection accuracy compared to conventional segmentation, demonstrating the value of temporally-aware methods for reliable, scalable oil spill monitoring in real-world scenarios.

Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting

Designing profitable and reliable trading strategies is challenging in the highly volatile cryptocurrency market. Existing works applied deep reinforcement learning methods and optimistically reported increased profits in backtesting, which may suffer from the false positive issue due to overfitting. In this paper, we propose a practical approach to address backtest overfitting for cryptocurrency trading using deep reinforcement learning. First, we formulate the detection of backtest overfitting as a hypothesis test. Then, we train the DRL agents, estimate the probability of overfitting, and reject the overfitted agents, increasing the chance of good trading performance. Finally, on 10 cryptocurrencies over a testing period from 05/01/2022 to 06/27/2022 (during which the crypto market crashed two times), we show that the less overfitted deep reinforcement learning agents have a higher Sharpe ratio than that of more over-fitted agents, an equal weight strategy, and the S&P DBM Index (market benchmark), offering confidence in possible deployment to a real market.