Xiaoqiang Li

Yuanchen Wu, Lu Zhang, Hang Yao et al.

Large Vision-Language Models (LVLMs) have achieved impressive results across various cross-modal tasks. However, hallucinations, i.e., the models generating counterfactual responses, remain a challenge. Though recent studies have attempted to alleviate object perception hallucinations, they focus on the models' response generation, and overlooking the task question itself. This paper discusses the vulnerability of LVLMs in solving counterfactual presupposition questions (CPQs), where the models are prone to accept the presuppositions of counterfactual objects and produce severe hallucinatory responses. To this end, we introduce "Antidote", a unified, synthetic data-driven post-training framework for mitigating both types of hallucination above. It leverages synthetic data to incorporate factual priors into questions to achieve self-correction, and decouple the mitigation process into a preference optimization problem. Furthermore, we construct "CP-Bench", a novel benchmark to evaluate LVLMs' ability to correctly handle CPQs and produce factual responses. Applied to the LLaVA series, Antidote can simultaneously enhance performance on CP-Bench by over 50%, POPE by 1.8-3.3%, and CHAIR & SHR by 30-50%, all without relying on external supervision from stronger LVLMs or human feedback and introducing noticeable catastrophic forgetting issues.

Xiao Li

Since the emergence of joint-stock companies, financial fraud by listed firms has repeatedly undermined capital markets. Fraud is difficult to detect because of covert tactics and the high labor and time costs of audits. Traditional statistical models are interpretable but struggle with nonlinear feature interactions, while machine learning models are powerful but often opaque. In addition, most existing methods judge fraud only for the current year based on current year data, limiting timeliness. This paper proposes a financial fraud detection framework for Chinese A-share listed companies based on convolutional neural networks (CNNs). We design a feature engineering scheme that transforms firm-year panel data into image like representations, enabling the CNN to capture cross-sectional and temporal patterns and to predict fraud in advance. Experiments show that the CNN outperforms logistic regression and LightGBM in accuracy, robustness, and early-warning performance, and that proper tuning of the classification threshold is crucial in high-risk settings. To address interpretability, we analyze the model along the dimensions of entity, feature, and time using local explanation techniques. We find that solvency, ratio structure, governance structure, and internal control are general predictors of fraud, while environmental indicators matter mainly in high-pollution industries. Non-fraud firms share stable feature patterns, whereas fraud firms exhibit heterogeneous patterns concentrated in short time windows. A case study of Guanong Shares in 2022 shows that cash flow analysis, social responsibility, governance structure, and per-share indicators are the main drivers of the model's fraud prediction, consistent with the company's documented misconduct.