Chuan Wu

Lake Yang, Junwei Su, Jingfeng Zeng et al.

Herding -- where agents align their behaviors and act collectively -- is a central driver of market fragility and systemic risk. Existing approaches to quantify herding rely on price-correlation statistics, which inherently lag because they only detect coordination after it has already moved realised returns. We propose GeomHerd, a forward-looking geometric framework that bypasses this observability lag by quantifying coordination directly on upstream agent-interaction graphs. To generate these graphs, we treat a heterogeneous LLM-driven multi-agent simulator -- each financial trader instantiated by a persona-conditioned LLM call -- as a forecastable world, and evaluate the geometric pipeline on the Cividino--Sornette continuous-spin agent-based substrate as our headline financial testbed. By tracking the discrete Ollivier--Ricci curvature of these action graphs, GeomHerd captures the structural topology of emerging coordination. Theoretically, we establish a mean-field bridge mapping our graph-theoretic metric to CSAD, the classical macroscopic herding statistic, linking GeomHerd to downstream price-dispersion measurement. Empirically, GeomHerd anticipates herding long before aggregate market baselines: on the continuous-spin substrate, our primary detector fires a median of 272 steps before order-parameter onset; a contagion detector ($β_{-}$) recalls 65% of critical trajectories 318 steps early; and on co-firing trajectories the agent-graph signal precedes price-correlation-graph baselines by 40 steps. As a complementary indicator, the effective vocabulary of agent actions contracts during cascades. The geometric signature transfers out-of-domain to the Vicsek self-driven-particle model, and a curvature-conditioned forecasting head reduces cascade-window log-return MAE over detector-conditioned and price-only baselines.

Junwei Su, Difan Zou, Chuan Wu

Memory-based Dynamic Graph Neural Networks (MDGNNs) are a family of dynamic graph neural networks that leverage a memory module to extract, distill, and memorize long-term temporal dependencies, leading to superior performance compared to memory-less counterparts. However, training MDGNNs faces the challenge of handling entangled temporal and structural dependencies, requiring sequential and chronological processing of data sequences to capture accurate temporal patterns. During the batch training, the temporal data points within the same batch will be processed in parallel, while their temporal dependencies are neglected. This issue is referred to as temporal discontinuity and restricts the effective temporal batch size, limiting data parallelism and reducing MDGNNs' flexibility in industrial applications. This paper studies the efficient training of MDGNNs at scale, focusing on the temporal discontinuity in training MDGNNs with large temporal batch sizes. We first conduct a theoretical study on the impact of temporal batch size on the convergence of MDGNN training. Based on the analysis, we propose PRES, an iterative prediction-correction scheme combined with a memory coherence learning objective to mitigate the effect of temporal discontinuity, enabling MDGNNs to be trained with significantly larger temporal batches without sacrificing generalization performance. Experimental results demonstrate that our approach enables up to a 4x larger temporal batch (3.4x speed-up) during MDGNN training.

Juntao Zhao, Jiuru Li, Chuan Wu

Utilizing CPUs to serve large language models (LLMs) is a resource-friendly alternative to GPU serving. Existing CPU-based solutions ignore workload differences between the prefill and the decode phases of LLM inference, applying a static per-NUMA (Non-Uniform Memory Access) node model partition and utilizing vendor libraries for operator-level execution, which is suboptimal. We propose Sandwich, a hardware-centric CPU-based LLM serving engine that uses different execution plans for the prefill and decode phases and optimizes them separately. We evaluate Sandwich across diverse baselines and datasets on five CPU platforms, including x86 with AVX-2 and AVX-512, as well as ARM with NEON. Sandwich achieves an average 2.01x throughput improvement and 90% satisfactory time-to-first-token (TTFT) and time-per-output-token (TPOT) latencies with up to 3.40x lower requirements in single sequence serving, and significant improvement in Goodput in continuous-batching serving. The GEMM kernels generated by Sandwich outperform representative vendor kernels and other dynamic shape solutions, achieving performance comparable to static compilers with three orders of magnitude less kernel tuning costs.