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Portfolio Selection is an important real-world financial task and has attracted extensive attention in artificial intelligence communities. This task, however, has two main difficulties: (i) the non-stationary price series and complex asset correlations make the learning of feature representation very hard; (ii) the practicality principle in financial markets requires controlling both transaction and risk costs. Most existing methods adopt handcraft features and/or consider no constraints for the costs, which may make them perform unsatisfactorily and fail to control both costs in practice. In this paper, we propose a cost-sensitive portfolio selection method with deep reinforcement learning. Specifically, a novel two-stream portfolio policy network is devised to extract both price series patterns and asset correlations, while a new cost-sensitive reward function is developed to maximize the accumulated return and constrain both costs via reinforcement learning. We theoretically analyze the near-optimality of the proposed reward, which shows that the growth rate of the policy regarding this reward function can approach the theoretical optimum. We also empirically evaluate the proposed method on real-world datasets. Promising results demonstrate the effectiveness and superiority of the proposed method in terms of profitability, cost-sensitivity and representation abilities. [ABSTRACT FROM AUTHOR]

Images captured in snowy days suffer from noticeable degradation of scene visibility, which degenerates the performance of current vision-based intelligent systems. Removing snow from images thus is an important topic in computer vision. In this paper, we propose a Deep Dense Multi-Scale Network (DDMSNet) for snow removal by exploiting semantic and depth priors. As images captured in outdoor often share similar scenes and their visibility varies with depth from camera, such semantic and depth information provides a strong prior for snowy image restoration. We incorporate the semantic and depth maps as input and learn the semantic-aware and geometry-aware representation to remove snow. In particular, we first create a coarse network to remove snow from the input images. Then, the coarsely desnowed images are fed into another network to obtain the semantic and depth labels. Finally, we design a DDMSNet to learn semantic-aware and geometry-aware representation via a self-attention mechanism to produce the final clean images. Experiments evaluated on public synthetic and real-world snowy images verify the superiority of the proposed method, offering better results both quantitatively and qualitatively. https://github.com/HDCVLab/Deep-Dense-Multi-scale-Network https://github.com/HDCVLab/Deep-Dense-Multi-scale-Network. [ABSTRACT FROM AUTHOR]