Xujia Li

Zhizhuo Kou, Holam Yu, Junyu Luo et al.

We present a novel three-stage framework leveraging Large Language Models (LLMs) within a risk-aware multi-agent system for automate strategy finding in quantitative finance. Our approach addresses the brittleness of traditional deep learning models in financial applications by: employing prompt-engineered LLMs to generate executable alpha factor candidates across diverse financial data, implementing multimodal agent-based evaluation that filters factors based on market status, predictive quality while maintaining category balance, and deploying dynamic weight optimization that adapts to market conditions. Experimental results demonstrate the robust performance of the strategy in Chinese & US market regimes compared to established benchmarks. Our work extends LLMs capabilities to quantitative trading, providing a scalable architecture for financial signal extraction and portfolio construction. The overall framework significantly outperforms all benchmarks with 53.17% cumulative return on SSE50 (Jan 2023 to Jan 2024), demonstrating superior risk-adjusted performance and downside protection on the market.

Yuxiang Chen, Zuohan Wu, Ziwei Wang et al.

Large reasoning models (LRMs) have garnered significant attention from researchers owing to their exceptional capability in addressing complex tasks. Motivated by the observed human-like behaviors in their reasoning processes, this paper introduces a comprehensive taxonomy to characterize atomic reasoning steps and probe the ``psyche'' of LRM intelligence. Specifically, it comprises five groups and seventeen categories derived from human mental processes, thereby grounding the understanding of LRMs in an interdisciplinary perspective. The taxonomy is then applied for an in-depth understanding of current LRMs, resulting in a distinct labeled dataset that comprises 277,534 atomic reasoning steps. Using this resource, we analyze contemporary LRMs and distill several actionable takeaways for improving training and post-training of reasoning models. Notably, our analysis reveals that prevailing post-answer ``double-checks'' (self-monitoring evaluations) are largely superficial and rarely yield substantive revisions. Thus, incentivizing comprehensive multi-step reflection, rather than simple self-monitoring, may offer a more effective path forward. To complement the taxonomy, an automatic annotation framework, named CAPO, is proposed to leverage large language models (LLMs) for generating the taxonomy-based annotations. Experimental results demonstrate that CAPO achieves higher consistency with human experts compared to baselines, facilitating a scalable and comprehensive analysis of LRMs from a human cognitive perspective. Together, the taxonomy, CAPO, and the derived insights provide a principled, scalable path toward understanding and advancing LRM reasoning.

Xujia Li, Xin Li, Junquan Huang et al.

Heterogeneous Multi-Embodied Agent Systems involve coordinating multiple embodied agents with diverse capabilities to accomplish tasks in dynamic environments. This process requires the collection, generation, and consumption of massive, heterogeneous data, which primarily falls into three categories: static knowledge regarding the agents, tasks, and environments; multimodal training datasets tailored for various AI models; and high-frequency sensor streams. However, existing frameworks lack a unified data management infrastructure to support the real-world deployment of such systems. To address this gap, we present \textbf{HeteroHub}, a data-centric framework that integrates static metadata, task-aligned training corpora, and real-time data streams. The framework supports task-aware model training, context-sensitive execution, and closed-loop control driven by real-world feedback. In our demonstration, HeteroHub successfully coordinates multiple embodied AI agents to execute complex tasks, illustrating how a robust data management framework can enable scalable, maintainable, and evolvable embodied AI systems.

Yushi Sun, Xujia Li, Nan Tang et al.

Column type annotation is vital for tasks like data cleaning, integration, and visualization. Recent solutions rely on resource-intensive language models fine-tuned on well-annotated columns from a particular set of tables, i.e., a source data lake. In this paper, we study whether we can adapt an existing pre-trained LM-based model to a new (i.e., target) data lake to minimize the annotations required on the new data lake. However, challenges include the source-target knowledge gap, selecting informative target data, and fine-tuning without losing shared knowledge exist. We propose LakeHopper, a framework that identifies and resolves the knowledge gap through LM interactions, employs a cluster-based data selection scheme for unannotated columns, and uses an incremental fine-tuning mechanism that gradually adapts the source model to the target data lake. Our experimental results validate the effectiveness of LakeHopper on two different data lake transfers under both low-resource and high-resource settings.

Chao Chen, Xujia Li, Dongsheng Hong et al.

The challenges of training and inference in few-shot environments persist in the area of graph representation learning. The quality and quantity of labels are often insufficient due to the extensive expert knowledge required to annotate graph data. In this context, Few-Shot Graph Learning (FSGL) approaches have been developed over the years. Through sophisticated neural architectures and customized training pipelines, these approaches enhance model adaptability to new label distributions. However, compromises in \textcolor{black}{the model's} robustness and interpretability can result in overfitting to noise in labeled data and degraded performance. This paper introduces the first explanation-in-the-loop framework for the FSGL problem, called BAED. We novelly employ the belief propagation algorithm to facilitate label augmentation on graphs. Then, leveraging an auxiliary graph neural network and the gradient backpropagation method, our framework effectively extracts explanatory subgraphs surrounding target nodes. The final predictions are based on these informative subgraphs while mitigating the influence of redundant information from neighboring nodes. Extensive experiments on seven benchmark datasets demonstrate superior prediction accuracy, training efficiency, and explanation quality of BAED. As a pioneer, this work highlights the potential of the explanation-based research paradigm in FSGL.

Hao Wang, Jingshu Peng, Yanyan Shen et al.

Stock recommendation is critical in Fintech applications, which use price series and alternative information to estimate future stock performance. Although deep learning models are prevalent in stock recommendation systems, traditional time-series forecasting training often fails to capture stock trends and rankings simultaneously, which are essential consideration factors for investors. To tackle this issue, we introduce a Multi-Task Learning (MTL) framework for stock recommendation, \textbf{M}omentum-\textbf{i}ntegrated \textbf{M}ulti-task \textbf{Stoc}k \textbf{R}ecommendation with Converge-based Optimization (\textbf{MiM-StocR}). To improve the model's ability to capture short-term trends, we novelly invoke a momentum line indicator in model training. To prioritize top-performing stocks and optimize investment allocation, we propose a list-wise ranking loss function called Adaptive-k ApproxNDCG. Moreover, due to the volatility and uncertainty of the stock market, existing MTL frameworks face overfitting issues when applied to stock time series. To mitigate this issue, we introduce the Converge-based Quad-Balancing (CQB) method. We conducted extensive experiments on three stock benchmarks: SEE50, CSI 100, and CSI 300. MiM-StocR outperforms state-of-the-art MTL baselines across both ranking and profitable evaluations.