74.6AIMay 22
DART: Semantic Recoverability for Structured Tool AgentsKe Yang, Panpan Li, Zonghan Wu et al.
When a structured tool agent fails mid-execution, the runtime faces a dilemma: replaying the entire task is safe but wasteful, while restoring from a local checkpoint is efficient but can leave committed downstream work tied to an upstream history that no longer exists. This tension is acute in commitment-sensitive settings, where rollback targets a single failed instance yet downstream consumers have already acted on its output. Existing recovery approaches provide mechanical rollback but no criterion for whether a local restore remains semantically valid after downstream commitment. We formalize this gap as semantic recoverability and address it in DART, a modular runtime that localizes the failed instance, certifies semantically recoverable boundaries of that instance, aligns checkpoints to those boundaries, and selects an admissible restore point that preserves committed downstream work under dependency and effect constraints-or blocks otherwise. Across three LLM-driven domains and external validation on a LangGraph-based substrate, DART correctly recovers all evaluated commitment-sensitive cases where baseline local recovery fails, and a five-domain safety audit finds no unsafe admitted rollbacks. These results show that controller legality does not imply semantic validity, and that sound local recovery requires an explicit admissibility check.
STApr 28, 2022
Cross Cryptocurrency Relationship Mining for Bitcoin Price PredictionPanpan Li, Shengbo Gong, Shaocong Xu et al.
Blockchain finance has become a part of the world financial system, most typically manifested in the attention to the price of Bitcoin. However, a great deal of work is still limited to using technical indicators to capture Bitcoin price fluctuation, with little consideration of historical relationships and interactions between related cryptocurrencies. In this work, we propose a generic Cross-Cryptocurrency Relationship Mining module, named C2RM, which can effectively capture the synchronous and asynchronous impact factors between Bitcoin and related Altcoins. Specifically, we utilize the Dynamic Time Warping algorithm to extract the lead-lag relationship, yielding Lead-lag Variance Kernel, which will be used for aggregating the information of Altcoins to form relational impact factors. Comprehensive experimental results demonstrate that our C2RM can help existing price prediction methods achieve significant performance improvement, suggesting the effectiveness of Cross-Cryptocurrency interactions on benefitting Bitcoin price prediction.
AIJul 8, 2025
FEVO: Financial Knowledge Expansion and Reasoning Evolution for Large Language ModelsBo Pang, Yalu Ouyang, Hangfei Xu et al.
Advancements in reasoning for large language models (LLMs) have lead to significant performance improvements for LLMs in various fields such as mathematics and programming. However, research applying these advances to the financial domain, where considerable domain-specific knowledge is necessary to complete tasks, remains limited. To address this gap, we introduce FEVO (Financial Evolution), a multi-stage enhancement framework developed to enhance LLM performance in the financial domain. FEVO systemically enhances LLM performance by using continued pre-training (CPT) to expand financial domain knowledge, supervised fine-tuning (SFT) to instill structured, elaborate reasoning patterns, and reinforcement learning (RL) to further integrate the expanded financial domain knowledge with the learned structured reasoning. To ensure effective and efficient training, we leverage frontier reasoning models and rule-based filtering to curate FEVO-Train, high-quality datasets specifically designed for the different post-training phases. Using our framework, we train the FEVO series of models - C32B, S32B, R32B - from Qwen2.5-32B and evaluate them on seven benchmarks to assess financial and general capabilities, with results showing that FEVO-R32B achieves state-of-the-art performance on five financial benchmarks against much larger models as well as specialist models. More significantly, FEVO-R32B demonstrates markedly better performance than FEVO-R32B-0 (trained from Qwen2.5-32B-Instruct using only RL), thus validating the effectiveness of financial domain knowledge expansion and structured, logical reasoning distillation
DBDec 15, 2020
Schema Extraction on Semi-structured DataPanpan Li, Yikun Gong, Chen Wang
With the continuous development of NoSQL databases, more and more developers choose to use semi-structured data for development and data management, which puts forward requirements for schema management of semi-structured data stored in NoSQL databases. Schema extraction plays an important role in understanding schemas, optimizing queries, and validating data consistency. Therefore, in this survey we investigate structural methods based on tree and graph and statistical methods based on distributed architecture and machine learning to extract schemas. The schemas obtained by the structural methods are more interpretable, and the statistical methods have better applicability and generalization ability. Moreover, we also investigate tools and systems for schemas extraction. Schema extraction tools are mainly used for spark or NoSQL databases, and are suitable for small datasets or simple application environments. The system mainly focuses on the extraction and management of schemas in large data sets and complex application scenarios. Furthermore, we also compare these techniques to facilitate data managers' choice.