Yutong Yan

Yutong Yan, Raphael Tang, Zhenyu Gao et al.

In financial backtesting, large language models pretrained on internet-scale data risk introducing lookahead bias that undermines their forecasting validity, as they may have already seen the true outcome during training. To address this, we present DatedGPT, a family of twelve 1.3B-parameter language models, each trained from scratch on approximately 100 billion tokens of temporally partitioned data with strict annual cutoffs spanning 2013 to 2024. We further enhance each model with instruction fine-tuning on both general-domain and finance-specific datasets curated to respect the same temporal boundaries. Perplexity-based probing confirms that each model's knowledge is effectively bounded by its data cutoff year, while evaluation on standard benchmarks shows competitive performance with existing models of similar scale. We provide an interactive web demo that allows users to query and compare responses from models across different cutoff years.

Zhenyu Gao, Wenxi Jiang, Yutong Yan

We develop a statistical test to detect lookahead bias in economic forecasts generated by large language models (LLMs). Using state-of-the-art pre-training data detection techniques, we estimate the likelihood that a given prompt appeared in an LLM's training corpus, a statistic we term Lookahead Propensity (LAP). We formally show that a positive correlation between LAP and forecast accuracy indicates the presence and magnitude of lookahead bias, and apply the test to two forecasting tasks: news headlines predicting stock returns and earnings call transcripts predicting capital expenditures. Our test provides a cost-efficient, diagnostic tool for assessing the validity and reliability of LLM-generated forecasts.

Yutong Yan, Pierre-Henri Conze, Gwenolé Quellec et al.

Mammography is the primary imaging modality used for early detection and diagnosis of breast cancer. X-ray mammogram analysis mainly refers to the localization of suspicious regions of interest followed by segmentation, towards further lesion classification into benign versus malignant. Among diverse types of breast abnormalities, masses are the most important clinical findings of breast carcinomas. However, manually segmenting breast masses from native mammograms is time-consuming and error-prone. Therefore, an integrated computer-aided diagnosis system is required to assist clinicians for automatic and precise breast mass delineation. In this work, we present a two-stage multi-scale pipeline that provides accurate mass contours from high-resolution full mammograms. First, we propose an extended deep detector integrating a multi-scale fusion strategy for automated mass localization. Second, a convolutional encoder-decoder network using nested and dense skip connections is employed to fine-delineate candidate masses. Unlike most previous studies based on segmentation from regions, our framework handles mass segmentation from native full mammograms without any user intervention. Trained on INbreast and DDSM-CBIS public datasets, the pipeline achieves an overall average Dice of 80.44% on INbreast test images, outperforming state-of-the-art. Our system shows promising accuracy as an automatic full-image mass segmentation system. Extensive experiments reveals robustness against the diversity of size, shape and appearance of breast masses, towards better interaction-free computer-aided diagnosis.