Yes. It can be done using JS / jQuery:
Works both locally and on live server without issues, and allows you to extend the delimited list of allowed file-extensions:
var folder = "core/design/images/bgs/";
$.ajax({
    url : folder,
    success: function (data) {
        $(data).find("a").attr("href", function (i, val) {
            if( val.match(/\.jpg|\.png|\.gif/) ) { 
                $("body").append( "<img src='"+ folder + val +"'>" );
            } 
        });
    }
});
in your case you want to construct an array of Objects {src:"path"} so it could look like:
var folder = "core/design/images/bgs/";
$.ajax({
    url : folder,
    success: function (data) {
        var srcArr = [];
        $(data).find("a").attr("href", function (i, val) {
            if( val.match(/\.jpg|\.png|\.gif/) ) { 
                var ob = {src : folder+val};
                srcArr.push( ob );
            } 
        });
        // Now that the Array is filled with Objects send to callback
        readFolderCallback( srcArr );
    }
});
function readFolderCallback( srcArr ) {
    $('#bg').crossSlide({
      sleep: 3,
      shuffle: true,
      fade: 1
    }, arrSrc);
}
https://stackoverflow.com/a/32940532/383904