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Jianing Zhang

Jianing Zhang appears in the imported research catalog. Authorship, coauthor and topic links are available while profile ownership is still unclaimed.

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math.PR q-fin.CP Computer Vision q-fin.PR Artificial Intelligence Machine Learning eess.IV physics.optics q-fin.RM

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preprint2026arXiv

CGFformer: Cluster-Guidance Frequency Transformer for Pansharpening

Pansharpening aims to generate high-resolution multispectral (HRMS) images by fusing low-resolution multispectral (LRMS) images with high-resolution panchromatic (PAN) images. However, the current mainstream frequency-based pansharpening methods employ fixed frequency filters, which cannot precisely adapt to complex and spatially diversified frequency distributions in PAN and MS images. Furthermore, existing denoising strategies insufficiently exploit frequency components for denoising and struggle to suppress various noise types accurately. To address these challenges, we propose CGFformer, a cluster-guidance frequency Transformer that focuses on varying frequency distribution and interactions between frequency and spatial components. Specifically, we design an adaptive separation module that integrates local features and non-local information through K-means clustering, enabling more precise separation of high- and low-frequency components. Subsequently, we introduce a dual-stream refinement module combined with Transformer-based cross-attention to remove various noise, allowing the network to jointly suppress frequency-relevant and irrelevant disturbances. In addition, we develop a frequency-spatial fusion module designed to enhance detail and facilitate spatial-frequency interaction, ensuring more effective reconstruction of spatial structures in the fused results. Extensive experiments on multiple benchmark datasets demonstrate that the proposed CGFformer achieves notable improvements over existing pansharpening approaches.

preprint2026arXiv

How Far Is Document Parsing from Solved? PureDocBench: A Source-TraceableBenchmark across Clean, Degraded, and Real-World Settings

The past year has seen over 20 open-source document parsing models, yet thefield still benchmarks almost exclusively on OmniDocBench, a 1,355-pagemanually annotated dataset whose top scores have saturated above 90%. Athree-stage audit pipeline we run on OmniDocBench screens its 21,353evaluator-scored blocks and confirms 2,580 errors (12.08%); combined with overa year of public availability, both annotation quality and contamination riskcall its rankings into question. To address these issues, we presentPureDocBench, a programmatically generated, source-traceable benchmark thatrenders document images from HTML/CSS and produces verifiable annotations fromthe same source, covering 10 domains, 66 subcategories, and 1,475 pages, eachin three versions: clean, digitally degraded, and real-degraded (4,425 imagestotal). Evaluating 40 models spanning pipeline specialists, end-to-endspecialists, and general-purpose VLMs, we find: (i) document parsing is farfrom solved: the best model scores only ~74 out of 100, with a 44.6-point gapbetween the strongest and weakest models; (ii) specialist parsers with <=4Bparameters rival or surpass general VLMs that are 5-100x larger, yet formularecognition remains a shared bottleneck where no model exceeds 67% whenaveraging the formula metric across all three tracks; (iii) general VLMs loseonly 0.99/8.52 Overall points under digital/real degradation versus 4.90/14.21for pipeline specialists, producing ranking reversals that make clean-onlyevaluation misleading for deployment. All data, code, and artifacts arepublicly released.

preprint2026arXiv

RAFNet: Region-Aware Fusion Network for Pansharpening

Pansharpening aims to generate high-resolution multispectral (HRMS) images by fusing low-resolution multispectral (LRMS) and high-resolution panchromatic (PAN) images. Although deep learning has advanced this field, mainstream frequency-based methods relying on standard scaled dot-product attention suffer from quadratic computational complexity and fail to exploit the inherent regional sparsity of remote sensing imagery. Furthermore, existing spatial enhancement strategies typically employ static convolution kernels, which struggle to adapt to the complex frequency and regional variations of PAN and MS images. To address these bottlenecks, we propose a Region-Aware Fusion (RAFNet) Network that synergistically models spatial and frequency information. Specifically, we design a Spatial Adaptive Refinement (SAR) module that leverages the discrete wavelet transform (DWT) for directional frequency separation and K-means clustering for regional partitioning, which enables the dynamic construction of region-specific adaptive convolution kernels, achieving spatially and frequency-adaptive feature enhancement. Moreover, we introduce a Clustered Frequency Aggregation (CFA) module based on a sparse attention mechanism guided by the semantic clusters, which executes a region-aware sparse attention strategy that drastically reduces computational redundancy while ensuring high-quality frequency feature extraction. In addition we integrated these modules into a progressive, multi-level spatial-frequency network architecture to facilitate robust interaction and accurate image reconstruction. Extensive experiments on multiple benchmark datasets demonstrate that the proposed RAFNet significantly outperforms state-of-the-art pansharpening methods in both reduced- and full-resolution assessments. The code is available at https://github.com/PatrickNod/RAFNet.

preprint2021arXiv

High power 1640-nm Er:Y2O3 ceramic laser at room temperature

We report on high power operation of Er:Y2O3 ceramic laser at ~1.6 μm using low scattering loss, 0.25 at.% Er3+ doped ceramic sample fabricated in-house via co-precipitation process. The laser is in-band pumped by an Er, Yb fiber laser at 1535.6 nm and generates 10.2 W of continuous-wave (CW) output power at 1640.4 nm with a slope efficiency of 25% with respect to the absorbed pump power. To the best of our knowledge, this is the first demonstration of ~1.6 μm Er:Y2O3 laser at room temperature. The prospects for further scaling in output power and lasing efficiency via low Er3+ doping and reduced energy-transfer upconversion are discussed.

preprint2021arXiv

LEAD: LiDAR Extender for Autonomous Driving

3D perception using sensors under vehicle industrial standard is the rigid demand in autonomous driving. MEMS LiDAR emerges with irresistible trend due to its lower cost, more robust, and meeting the mass-production standards. However, it suffers small field of view (FoV), slowing down the step of its population. In this paper, we propose LEAD, i.e., LiDAR Extender for Autonomous Driving, to extend the MEMS LiDAR by coupled image w.r.t both FoV and range. We propose a multi-stage propagation strategy based on depth distributions and uncertainty map, which shows effective propagation ability. Moreover, our depth outpainting/propagation network follows a teacher-student training fashion, which transfers depth estimation ability to depth completion network without any scale error passed. To validate the LiDAR extension quality, we utilize a high-precise laser scanner to generate a ground-truth dataset. Quantitative and qualitative evaluations show that our scheme outperforms SOTAs with a large margin. We believe the proposed LEAD along with the dataset would benefit the community w.r.t depth researches.

preprint2016arXiv

Time-consistency of risk measures with GARCH volatilities and their estimation

In this paper we study time-consistent risk measures for returns that are given by a GARCH(1,1) model. We present a construction of risk measures based on their static counterparts that overcomes the lack of time-consistency. We then study in detail our construction for the risk measures Value-at-Risk (VaR) and Average Value-at-Risk (AVaR). While in the VaR case we can derive an analytical formula for its time-consistent counterpart, in the AVaR case we derive lower and upper bounds to its time-consistent version. Furthermore, we incorporate techniques from Extreme Value Theory (EVT) to allow for a more tail-geared statistical analysis of the corresponding risk measures. We conclude with an application of our results to a data set of stock prices.

preprint2013arXiv

Existence and stability of measure solutions for BSDE with generators of quadratic growth

With an emphasis on generators with quadratic growth in the control variable we consider measure solutions of BSDE, a solution concept corresponding to the notion of risk neutral measure in mathematical finance. In terms of measure solutions, solving a BSDE reduces to martingale representation with respect to an underlying filtration. Measure solutions related to measures equivalent to the historical one provide classical solutions. We derive the existence of measure solutions in scenarios in which the generating functions are just continuous, of at most linear growth in the control variable (corresponding to generators of at most quadratic growth in the usual sense), and with a random bound in the time parameter whose stochastic integral is a BMO martingale. Our main tools include a stability property of sequences of measure solutions, for which a limiting solution is obtained by means of the weak convergence of measures.

preprint2012arXiv

Libor model with expiry-wise stochastic volatility and displacement

We develop a multi-factor stochastic volatility Libor model with displacement, where each individual forward Libor is driven by its own square-root stochastic volatility process. The main advantage of this approach is that, maturity-wise, each square-root process can be calibrated to the corresponding cap(let)vola-strike panel at the market. However, since even after freezing the Libors in the drift of this model, the Libor dynamics are not affine, new affine approximations have to be developed in order to obtain Fourier based (approximate) pricing procedures for caps and swaptions. As a result, we end up with a Libor modeling package that allows for efficient calibration to a complete system of cap/swaption market quotes that performs well even in crises times, where structural breaks in vola-strike-maturity panels are typically observed.

preprint2012arXiv

Optimal dual martingales, their analysis and application to new algorithms for Bermudan products

In this paper we introduce and study the concept of optimal and surely optimal dual martingales in the context of dual valuation of Bermudan options, and outline the development of new algorithms in this context. We provide a characterization theorem, a theorem which gives conditions for a martingale to be surely optimal, and a stability theorem concerning martingales which are near to be surely optimal in a sense. Guided by these results we develop a framework of backward algorithms for constructing such a martingale. In turn this martingale may then be utilized for computing an upper bound of the Bermudan product. The methodology is pure dual in the sense that it doesn't require certain input approximations to the Snell envelope. In an Itô-Lévy environment we outline a particular regression based backward algorithm which allows for computing dual upper bounds without nested Monte Carlo simulation. Moreover, as a by-product this algorithm also provides approximations to the continuation values of the product, which in turn determine a stopping policy. Hence, we may obtain lower bounds at the same time. In a first numerical study we demonstrate the backward dual regression algorithm in a Wiener environment at well known benchmark examples. It turns out that the method is at least comparable to the one in Belomestny et. al. (2009) regarding accuracy, but regarding computational robustness there are even several advantages.

preprint2011arXiv

Dual representations for general multiple stopping problems

In this paper, we study the dual representation for generalized multiple stopping problems, hence the pricing problem of general multiple exercise options. We derive a dual representation which allows for cashflows which are subject to volume constraints modeled by integer valued adapted processes and refraction periods modeled by stopping times. As such, this extends the works by Schoenmakers (2010), Bender (2011a), Bender (2011b), Aleksandrov and Hambly (2010), and Meinshausen and Hambly (2004) on multiple exercise options, which either take into consideration a refraction period or volume constraints, but not both simultaneously. We also allow more flexible cashflow structures than the additive structure in the above references. For example some exponential utility problems are covered by our setting. We supplement the theoretical results with an explicit Monte Carlo algorithm for constructing confidence intervals for the price of multiple exercise options and exemplify it by a numerical study on the pricing of a swing option in an electricity market.

preprint2011arXiv

FBSDE with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity

We extend the work of Delong and Imkeller (2010a,b) concerning Backward stochastic differential equations with time delayed generators (delay BSDE). We give moment and a priori estimates in general $L^p$-spaces and provide sufficient conditions for the solution of a delay BSDE to exist in $L^p$. We introduce decoupled systems of SDE and delay BSDE (delay FBSDE) and give sufficient conditions for their variational differentiability. We connect these variational derivatives to the Malliavin derivatives of delay FBSDE via the usual representation formulas. We conclude with several path regularity results, in particular we extend the classic $L^2$-path regularity to delay FBSDE.

preprint2011arXiv

Forward-backward systems for expected utility maximization

In this paper we deal with the utility maximization problem with a general utility function. We derive a new approach in which we reduce the utility maximization problem with general utility to the study of a fully-coupled Forward-Backward Stochastic Differential Equation (FBSDE).

preprint2010arXiv

Results on numerics for FBSDE with drivers of quadratic growth

We consider the problem of numerical approximation for forward-backward stochastic differential equations with drivers of quadratic growth (qgFBSDE). To illustrate the significance of qgFBSDE, we discuss a problem of cross hedging of an insurance related financial derivative using correlated assets. For the convergence of numerical approximation schemes for such systems of stochastic equations, path regularity of the solution processes is instrumental. We present a method based on the truncation of the driver, and explicitly exhibit error estimates as functions of the truncation height. We discuss a reduction method to FBSDE with globally Lipschitz continuous drivers, by using the Cole-Hopf exponential transformation. We finally illustrate our numerical approximation methods by giving simulations for prices and optimal hedges of simple insurance derivatives.

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