Hongfeng Chai

Yuhang Zhou, Yu He, Siyu Tian et al.

While current tasks of converting natural language to SQL (NL2SQL) using Foundation Models have shown impressive achievements, adapting these approaches for converting natural language to Graph Query Language (NL2GQL) encounters hurdles due to the distinct nature of GQL compared to SQL, alongside the diverse forms of GQL. Moving away from traditional rule-based and slot-filling methodologies, we introduce a novel approach, $R^3$-NL2GQL, integrating both small and large Foundation Models for ranking, rewriting, and refining tasks. This method leverages the interpretative strengths of smaller models for initial ranking and rewriting stages, while capitalizing on the superior generalization and query generation prowess of larger models for the final transformation of natural language queries into GQL formats. Addressing the scarcity of datasets in this emerging field, we have developed a bilingual dataset, sourced from graph database manuals and selected open-source Knowledge Graphs (KGs). Our evaluation of this methodology on this dataset demonstrates its promising efficacy and robustness.

Keyang Chen, Mingxuan Jiang, Yongsheng Zhao et al.

Money laundering poses severe risks to global financial systems, driving the widespread adoption of machine learning for transaction monitoring. However, progress remains stifled by the lack of realistic benchmarks. Existing transaction-graph datasets suffer from two pervasive limitations: (i) they provide sparse node-level semantics beyond anonymized identifiers, and (ii) they rely on template-driven anomaly injection, which biases benchmarks toward static structural motifs and yields overly optimistic assessments of model robustness. We propose TransXion, a benchmark ecosystem for Anti-Money Laundering (AML) research that integrates profile-aware simulation of normal activity with stochastic, non-template synthesis of illicit subgraphs.TransXion jointly models persistent entity profiles and conditional transaction behavior, enabling evaluation of "out-of-character" anomalies where observed activity contradicts an entity's socio-economic context. The resulting dataset comprises approximately 3 million transactions among 50,000 entities, each endowed with rich demographic and behavioral attributes. Empirical analyses show that TransXion reproduces key structural properties of payment networks, including heavy-tailed activity distributions and localized subgraph structure. Across a diverse array of detection models spanning multiple algorithmic paradigms, TransXion yields substantially lower detection performance than widely used benchmarks, demonstrating increased difficulty and realism. TransXion provides a more faithful testbed for developing context-aware and robust AML detection methods. The dataset and code are publicly available at https://github.com/chaos-max/TransXion.

Peng Chen, Xin Du, Zhihui Lu et al.

Vertical federated learning (VFL) is a cloud-edge collaboration paradigm that enables edge nodes, comprising resource-constrained Internet of Things (IoT) devices, to cooperatively train artificial intelligence (AI) models while retaining their data locally. This paradigm facilitates improved privacy and security for edges and IoT devices, making VFL an essential component of Artificial Intelligence of Things (AIoT) systems. Nevertheless, the partitioned structure of VFL can be exploited by adversaries to inject a backdoor, enabling them to manipulate the VFL predictions. In this paper, we aim to investigate the vulnerability of VFL in the context of binary classification tasks. To this end, we define a threat model for backdoor attacks in VFL and introduce a universal adversarial backdoor (UAB) attack to poison the predictions of VFL. The UAB attack, consisting of universal trigger generation and clean-label backdoor injection, is incorporated during the VFL training at specific iterations. This is achieved by alternately optimizing the universal trigger and model parameters of VFL sub-problems. Our work distinguishes itself from existing studies on designing backdoor attacks for VFL, as those require the knowledge of auxiliary information not accessible within the split VFL architecture. In contrast, our approach does not necessitate any additional data to execute the attack. On the LendingClub and Zhongyuan datasets, our approach surpasses existing state-of-the-art methods, achieving up to 100\% backdoor task performance while maintaining the main task performance. Our results in this paper make a major advance to revealing the hidden backdoor risks of VFL, hence paving the way for the future development of secure AIoT.

Zeping Li, Guancheng Wan, Keyang Chen et al.

Recent works have increasingly applied Large Language Models (LLMs) as agents in financial stock market simulations to test if micro-level behaviors aggregate into macro-level phenomena. However, a crucial question arises: Do LLM agents' behaviors align with real market participants? This alignment is key to the validity of simulation results. To explore this, we select a financial stock market scenario to test behavioral consistency. Investors are typically classified as fundamental or technical traders, but most simulations fix strategies at initialization, failing to reflect real-world trading dynamics. In this work, we assess whether agents' strategy switching aligns with financial theory, providing a framework for this evaluation. We operationalize four behavioral-finance drivers-loss aversion, herding, wealth differentiation, and price misalignment-as personality traits set via prompting and stored long-term. In year-long simulations, agents process daily price-volume data, trade under a designated style, and reassess their strategy every 10 trading days. We introduce four alignment metrics and use Mann-Whitney U tests to compare agents' style-switching behavior with financial theory. Our results show that recent LLMs' switching behavior is only partially consistent with behavioral-finance theories, highlighting the need for further refinement in aligning agent behavior with financial theory.

Zeping Li, Hongru Wang, Yiwen Zhao et al.

Tool-using agents based on Large Language Models (LLMs) excel in tasks such as mathematical reasoning and multi-hop question answering. However, in long trajectories, agents often trigger excessive and low-quality tool calls, increasing latency and degrading inference performance, making managing tool-use behavior challenging. In this work, we conduct entropy-based pilot experiments and observe a strong positive correlation between entropy reduction and high-quality tool calls. Building on this finding, we propose using entropy reduction as a supervisory signal and design two reward strategies to address the differing needs of optimizing tool-use behavior. Sparse outcome rewards provide coarse, trajectory-level guidance to improve efficiency, while dense process rewards offer fine-grained supervision to enhance performance. Experiments across diverse domains show that both reward designs improve tool-use behavior: the former reduces tool calls by 72.07% compared to the average of baselines, while the latter improves performance by 22.27%. These results position entropy reduction as a key mechanism for enhancing tool-use behavior, enabling agents to be more adaptive in real-world applications.

Yifan Wang, Mingxuan Jiang, Zhihao Sun et al.

Retrieval-Augmented Generation (RAG) grounds large language models with external evidence, but many implementations rely on pre-built indices that remain static after construction. Related queries therefore repeat similar multi-hop traversal, increasing latency and compute. Motivated by schema-based learning in cognitive neuroscience, we propose GAM-RAG, a training-free framework that accumulates retrieval experience from recurring or related queries and updates retrieval memory over time. GAM-RAG builds a lightweight, relation-free hierarchical index whose links capture potential co-occurrence rather than fixed semantic relations. During inference, successful retrieval episodes provide sentence-level feedback, updating sentence memories so evidence useful for similar reasoning types becomes easier to activate later. To balance stability and adaptability under noisy feedback, we introduce an uncertainty-aware, Kalman-inspired gain rule that jointly updates memory states and perplexity-based uncertainty estimates. It applies fast updates for reliable novel signals and conservative refinement for stable or noisy memories. We provide a theoretical analysis of the update dynamics, and empirically show that GAM-RAG improves average performance by 3.95% over the strongest baseline and by 8.19% with 5-turn memory, while reducing inference cost by 61%. Our code and datasets are available at: https://anonymous.4open.science/r/GAM_RAG-2EF6.

Yuhang Zhou, Yuchen Ni, Yunhui Gan et al.

Large Language Models (LLMs) are increasingly adopted in financial analysis for interpreting complex market data and trends. However, their use is challenged by intrinsic biases (e.g., risk-preference bias) and a superficial understanding of market intricacies, necessitating a thorough assessment of their financial insight. To address these issues, we introduce Financial Bias Indicators (FBI), a framework with components like Bias Unveiler, Bias Detective, Bias Tracker, and Bias Antidote to identify, detect, analyze, and eliminate irrational biases in LLMs. By combining behavioral finance principles with bias examination, we evaluate 23 leading LLMs and propose a de-biasing method based on financial causal knowledge. Results show varying degrees of financial irrationality among models, influenced by their design and training. Models trained specifically on financial datasets may exhibit more irrationality, and even larger financial language models (FinLLMs) can show more bias than smaller, general models. We utilize four prompt-based methods incorporating causal debiasing, effectively reducing financial biases in these models. This work enhances the understanding of LLMs' bias in financial applications, laying the foundation for developing more reliable and rational financial analysis tools.

Liuzhi Zhou, Yu He, Kun Zhai et al.

Federated learning (FL) has emerged as a prominent approach for collaborative training of machine learning models across distributed clients while preserving data privacy. However, the quest to balance acceleration and stability becomes a significant challenge in FL, especially on the client-side. In this paper, we introduce FedCAda, an innovative federated client adaptive algorithm designed to tackle this challenge. FedCAda leverages the Adam algorithm to adjust the correction process of the first moment estimate $m$ and the second moment estimate $v$ on the client-side and aggregate adaptive algorithm parameters on the server-side, aiming to accelerate convergence speed and communication efficiency while ensuring stability and performance. Additionally, we investigate several algorithms incorporating different adjustment functions. This comparative analysis revealed that due to the limited information contained within client models from other clients during the initial stages of federated learning, more substantial constraints need to be imposed on the parameters of the adaptive algorithm. As federated learning progresses and clients gather more global information, FedCAda gradually diminishes the impact on adaptive parameters. These findings provide insights for enhancing the robustness and efficiency of algorithmic improvements. Through extensive experiments on computer vision (CV) and natural language processing (NLP) datasets, we demonstrate that FedCAda outperforms the state-of-the-art methods in terms of adaptability, convergence, stability, and overall performance. This work contributes to adaptive algorithms for federated learning, encouraging further exploration.

Yuhang Zhou, Zeping Li, Siyu Tian et al.

Large language models (LLMs) are increasingly being applied across various specialized fields, leveraging their extensive knowledge to empower a multitude of scenarios within these domains. However, each field encompasses a variety of specific tasks that require learning, and the diverse, heterogeneous data across these domains can lead to conflicts during model task transfer. In response to this challenge, our study introduces an Adaptive Semantic Space Learning (ASSL) framework, which utilizes the adaptive reorganization of data distributions within the semantic space to enhance the performance and selection efficacy of multi-expert models. Utilizing this framework, we trained a financial multi-task LLM named "SilverSight". Our research findings demonstrate that our framework can achieve results close to those obtained with full data training using only 10% of the data, while also exhibiting strong generalization capabilities.

Mingxuan Jiang, Yongxin Wang, Ziyue Dai et al.

Synthetic tabular data generation is increasingly essential in data management, supporting downstream applications when real-world and high-quality tabular data is insufficient. Existing tabular generation approaches, such as generative adversarial networks (GANs), diffusion models, and fine-tuned Large Language Models (LLMs), typically require sufficient reference data, limiting their effectiveness in domain-specific databases with scarce records. While prompt-based LLMs offer flexibility without parameter tuning, they often fail to capture dataset-specific feature-label dependencies and generate redundant data, leading to degradation in downstream task performance. To overcome these issues, we propose ReFine, a framework that (i) derives symbolic "if-then" rules from interpretable models and embeds them into prompts to explicitly guide generation toward domain-specific feature distribution, and (ii) applies a dual-granularity filtering strategy that suppresses over-sampling patterns and selectively refines rare but informative samples to reduce distributional imbalance. Extensive experiments on various regression and classification benchmarks demonstrate that ReFine consistently outperforms state-of-the-art methods, achieving up to 0.44 absolute improvement in R-squared for regression and 10.0 percent relative improvement in F1 score for classification tasks.

Haolin Li, Shuyang Jiang, Lifeng Zhang et al.

Fraud detection remains a challenging task due to the complex and deceptive nature of fraudulent activities. Current approaches primarily concentrate on learning only one perspective of the graph: either the topological structure of the graph or the attributes of individual nodes. However, we conduct empirical studies to reveal that these two types of features, while nearly orthogonal, are each independently effective. As a result, previous methods can not fully capture the comprehensive characteristics of the fraud graph. To address this dilemma, we present a novel framework called Relation-Aware GNN with transFormer~(RAGFormer) which simultaneously embeds both semantic and topological features into a target node. The simple yet effective network consists of a semantic encoder, a topology encoder, and an attention fusion module. The semantic encoder utilizes Transformer to learn semantic features and node interactions across different relations. We introduce Relation-Aware GNN as the topology encoder to learn topological features and node interactions within each relation. These two complementary features are interleaved through an attention fusion module to support prediction by both orthogonal features. Extensive experiments on two popular public datasets demonstrate that RAGFormer achieves state-of-the-art performance. The significant improvement of RAGFormer in an industrial credit card fraud detection dataset further validates the applicability of our method in real-world business scenarios.