Logic Ng

Boris Kriuk, Logic Ng

Multi-agent Large Language Model (LLM) systems face a critical bottleneck: redundant transmission of contextual information between agents consumes excessive bandwidth and computational resources. Traditional approaches discard internal semantic representations and transmit raw text, forcing receiving agents to recompute similar representations from scratch. We introduce Q-KVComm, a new protocol that enables direct transmission of compressed key-value (KV) cache representations between LLM agents. Q-KVComm combines three key innovations: (1) adaptive layer-wise quantization that allocates variable bit-widths based on sensitivity profiling, (2) hybrid information extraction that preserves critical facts across content domains, and (3) heterogeneous model calibration establishing cross-architecture communication. Extensive experiments across three diverse question-answering datasets demonstrate that Q-KVComm achieves 5-6x compression ratios while maintaining semantic fidelity, with coherence quality scores above 0.77 across all scenarios. The protocol exhibits robust performance across model sizes (1.1B-1.5B parameters) and adapts to real-world applications including conversational QA and multi-hop reasoning. Our work establishes a new paradigm for LLM agent communication, shifting from text-based to representation-based information exchange.

Boris Kriuk, Logic Ng, Zarif Al Hossain

Support and resistance (SR) levels are central to technical analysis, guiding traders in entry, exit, and risk management. Despite widespread use, traditional SR identification methods often fail to adapt to the complexities of modern, volatile markets. Recent research has introduced machine learning techniques to address the following challenges, yet most focus on price prediction rather than structural level identification. This paper presents DeepSupp, a new deep learning approach for detecting financial support levels using multi-head attention mechanisms to analyze spatial correlations and market microstructure relationships. DeepSupp integrates advanced feature engineering, constructing dynamic correlation matrices that capture evolving market relationships, and employs an attention-based autoencoder for robust representation learning. The final support levels are extracted through unsupervised clustering, leveraging DBSCAN to identify significant price thresholds. Comprehensive evaluations on S&P 500 tickers demonstrate that DeepSupp outperforms six baseline methods, achieving state-of-the-art performance across six financial metrics, including essential support accuracy and market regime sensitivity. With consistent results across diverse market conditions, DeepSupp addresses critical gaps in SR level detection, offering a scalable and reliable solution for modern financial analysis. Our approach highlights the potential of attention-based architectures to uncover nuanced market patterns and improve technical trading strategies.