6 accepted papers
The automated mining of predictive signals, or alphas, is a central challenge in quantitative finance. While Reinforcement Learning (RL) has emerged as a promising paradigm for generating formulaic alphas, existing frameworks are fundamentally hampered by a triad of interconnected issues. First, the…
Unsupervised domain adaptive hashing transfers knowledge from labeled source domains to unlabeled target domains, addressing domain shift challenges in real-world retrieval tasks. Existing methods face two critical limitations: target domain noise severely misleads model training, and indiscriminate…
Test-time adaptation aims to adapt a well-trained model to potential distribution shifts at test time using only unlabeled test data, without access to the original training data. While previous efforts mainly focus on a single modality, test-time distribution shift in the multi-modal setting is mor…
Multimodal Large Language Models (MLLMs) have experienced rapid development in recent years. However, in the financial domain, there is a notable lack of effective and specialized multimodal evaluation datasets. To advance the development of MLLMs in the finance domain, we introduce FinMME, encompas…
Large Multimodal Models (LMMs) exhibit impressive cross-modal understanding and reasoning abilities, often assessed through multiple-choice questions (MCQs) that include an image, a question, and several options. However, many benchmarks used for such evaluations suffer from systematic biases. Remar…
This paper studies the problem of modeling multi-agent dynamical systems, where agents could interact mutually to influence their behaviors. Recent research predominantly uses geometric graphs to depict these mutual interactions, which are then captured by powerful graph neural networks (GNNs). Howe…