CPJun 2
FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in FinanceJiaze Sun, Kelvin J. L. Koa, Ruiyang Ni et al.
Financial forecasting is difficult due to low signal-to-noise ratios, latent factors, heavy tails, regime shifts, and jumps. Real-world benchmarks offer limited failure attribution: researchers can observe underperformance, but often cannot isolate why because mechanisms are unobservable and entangled. Real financial data reveal only one realized path, making it difficult to assess tail-risk calibration or data efficiency. We introduce FinStressTS, a mechanism-aware synthetic benchmark that links model behavior to controlled structural causes. FinStressTS comprises 30 diagnostic environments around six mechanism families: volatility clustering, multi-scale persistence, heavy-tailed shocks, regime switching, self-exciting jumps, and zero-inflated processes. We evaluate two tasks: point forecasting, using NMAE across five settings, and probabilistic forecasting, using CRPS under known data-generating mechanisms. We benchmark 15 models, from classical methods (HAR, VAR) to Transformer forecasters (PatchTST, iTransformer) and deep probabilistic architectures (DeepAR, TSFlow), and use learning curves to measure sample efficiency. Our evaluation reveals three insights. First, performance is mechanism-dependent: autoregressive and linear models are highly competitive, and often outperform Transformer-based models, in several volatility-, tail-, and jump-driven environments. Second, distributional alignment matters: parametric probabilistic models such as DeepAR calibrate well in stationary settings, while flexible models can help when distributions become multimodal or sparse. Third, neural models often require more data to match simple baselines, with larger gains mainly when learning latent regimes or complex distributions. FinStressTS provides an open framework for diagnosing failure modes and advancing risk-aware forecasting.
CVApr 26, 2023
MAPConNet: Self-supervised 3D Pose Transfer with Mesh and Point Contrastive LearningJiaze Sun, Zhixiang Chen, Tae-Kyun Kim
3D pose transfer is a challenging generation task that aims to transfer the pose of a source geometry onto a target geometry with the target identity preserved. Many prior methods require keypoint annotations to find correspondence between the source and target. Current pose transfer methods allow end-to-end correspondence learning but require the desired final output as ground truth for supervision. Unsupervised methods have been proposed for graph convolutional models but they require ground truth correspondence between the source and target inputs. We present a novel self-supervised framework for 3D pose transfer which can be trained in unsupervised, semi-supervised, or fully supervised settings without any correspondence labels. We introduce two contrastive learning constraints in the latent space: a mesh-level loss for disentangling global patterns including pose and identity, and a point-level loss for discriminating local semantics. We demonstrate quantitatively and qualitatively that our method achieves state-of-the-art results in supervised 3D pose transfer, with comparable results in unsupervised and semi-supervised settings. Our method is also generalisable to unseen human and animal data with complex topologies.
TRFeb 28, 2024
A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and GeneralistWentao Zhang, Lingxuan Zhao, Haochong Xia et al.
Financial trading is a crucial component of the markets, informed by a multimodal information landscape encompassing news, prices, and Kline charts, and encompasses diverse tasks such as quantitative trading and high-frequency trading with various assets. While advanced AI techniques like deep learning and reinforcement learning are extensively utilized in finance, their application in financial trading tasks often faces challenges due to inadequate handling of multimodal data and limited generalizability across various tasks. To address these challenges, we present FinAgent, a multimodal foundational agent with tool augmentation for financial trading. FinAgent's market intelligence module processes a diverse range of data-numerical, textual, and visual-to accurately analyze the financial market. Its unique dual-level reflection module not only enables rapid adaptation to market dynamics but also incorporates a diversified memory retrieval system, enhancing the agent's ability to learn from historical data and improve decision-making processes. The agent's emphasis on reasoning for actions fosters trust in its financial decisions. Moreover, FinAgent integrates established trading strategies and expert insights, ensuring that its trading approaches are both data-driven and rooted in sound financial principles. With comprehensive experiments on 6 financial datasets, including stocks and Crypto, FinAgent significantly outperforms 9 state-of-the-art baselines in terms of 6 financial metrics with over 36% average improvement on profit. Specifically, a 92.27% return (a 84.39% relative improvement) is achieved on one dataset. Notably, FinAgent is the first advanced multimodal foundation agent designed for financial trading tasks.
AINov 17, 2025
Fault2Flow: An AlphaEvolve-Optimized Human-in-the-Loop Multi-Agent System for Fault-to-Workflow AutomationYafang Wang, Yangjie Tian, Xiaoyu Shen et al.
Power grid fault diagnosis is a critical process hindered by its reliance on manual, error-prone methods. Technicians must manually extract reasoning logic from dense regulations and attempt to combine it with tacit expert knowledge, which is inefficient, error-prone, and lacks maintainability as ragulations are updated and experience evolves. While Large Language Models (LLMs) have shown promise in parsing unstructured text, no existing framework integrates these two disparate knowledge sources into a single, verified, and executable workflow. To bridge this gap, we propose Fault2Flow, an LLM-based multi-agent system. Fault2Flow systematically: (1) extracts and structures regulatory logic into PASTA-formatted fault trees; (2) integrates expert knowledge via a human-in-the-loop interface for verification; (3) optimizes the reasoning logic using a novel AlphaEvolve module; and (4) synthesizes the final, verified logic into an n8n-executable workflow. Experimental validation on transformer fault diagnosis datasets confirms 100\% topological consistency and high semantic fidelity. Fault2Flow establishes a reproducible path from fault analysis to operational automation, substantially reducing expert workload.
CVNov 17, 2021
SeCGAN: Parallel Conditional Generative Adversarial Networks for Face Editing via Semantic ConsistencyJiaze Sun, Binod Bhattarai, Zhixiang Chen et al.
Semantically guided conditional Generative Adversarial Networks (cGANs) have become a popular approach for face editing in recent years. However, most existing methods introduce semantic masks as direct conditional inputs to the generator and often require the target masks to perform the corresponding translation in the RGB space. We propose SeCGAN, a novel label-guided cGAN for editing face images utilising semantic information without the need to specify target semantic masks. During training, SeCGAN has two branches of generators and discriminators operating in parallel, with one trained to translate RGB images and the other for semantic masks. To bridge the two branches in a mutually beneficial manner, we introduce a semantic consistency loss which constrains both branches to have consistent semantic outputs. Whilst both branches are required during training, the RGB branch is our primary network and the semantic branch is not needed for inference. Our results on CelebA and CelebA-HQ demonstrate that our approach is able to generate facial images with more accurate attributes, outperforming competitive baselines in terms of Target Attribute Recognition Rate whilst maintaining quality metrics such as self-supervised Fréchet Inception Distance and Inception Score.
CVJun 11, 2020
MatchGAN: A Self-Supervised Semi-Supervised Conditional Generative Adversarial NetworkJiaze Sun, Binod Bhattarai, Tae-Kyun Kim
We present a novel self-supervised learning approach for conditional generative adversarial networks (GANs) under a semi-supervised setting. Unlike prior self-supervised approaches which often involve geometric augmentations on the image space such as predicting rotation angles, our pretext task leverages the label space. We perform augmentation by randomly sampling sensible labels from the label space of the few labelled examples available and assigning them as target labels to the abundant unlabelled examples from the same distribution as that of the labelled ones. The images are then translated and grouped into positive and negative pairs by their target labels, acting as training examples for our pretext task which involves optimising an auxiliary match loss on the discriminator's side. We tested our method on two challenging benchmarks, CelebA and RaFD, and evaluated the results using standard metrics including Fréchet Inception Distance, Inception Score, and Attribute Classification Rate. Extensive empirical evaluation demonstrates the effectiveness of our proposed method over competitive baselines and existing arts. In particular, our method surpasses the baseline with only 20% of the labelled examples used to train the baseline.
LGNov 22, 2018
Enhanced Expressive Power and Fast Training of Neural Networks by Random ProjectionsJian-Feng Cai, Dong Li, Jiaze Sun et al.
Random projections are able to perform dimension reduction efficiently for datasets with nonlinear low-dimensional structures. One well-known example is that random matrices embed sparse vectors into a low-dimensional subspace nearly isometrically, known as the restricted isometric property in compressed sensing. In this paper, we explore some applications of random projections in deep neural networks. We provide the expressive power of fully connected neural networks when the input data are sparse vectors or form a low-dimensional smooth manifold. We prove that the number of neurons required for approximating a Lipschitz function with a prescribed precision depends on the sparsity or the dimension of the manifold and weakly on the dimension of the input vector. The key in our proof is that random projections embed stably the set of sparse vectors or a low-dimensional smooth manifold into a low-dimensional subspace. Based on this fact, we also propose some new neural network models, where at each layer the input is first projected onto a low-dimensional subspace by a random projection and then the standard linear connection and non-linear activation are applied. In this way, the number of parameters in neural networks is significantly reduced, and therefore the training of neural networks can be accelerated without too much performance loss.