Overview
Deep Learning Enhanced Multi-Day Turnover Quantitative Trading Algorithm for Chinese A-Share Market
This paper presents a sophisticated multi-day turnover quantitative trading algorithm that integrates advanced deep learning techniques with comprehensive cross-sectional stock prediction for the Chinese A-share market. Our framework combines five interconnected modules: initial stock selection through deep cross-sectional prediction networks, opening signal distribution analysis using mixture models for arbitrage identification, market capitalization and liquidity-based dynamic position sizing, grid-search optimized profit-taking and stop-loss mechanisms, and multi-granularity volatility-based market timing models. The algorithm employs a novel approach to balance capital efficiency with risk management through adaptive holding periods and sophisticated entry/exit timing. Trained on comprehensive A-share data from 2010-2020 and rigorously backtested on 2021-2024 data, our method achieves remarkable performance with 15.2\% annualized returns, maximum drawdown constrained below 5\%, and a Sharpe ratio of 1.87. The strategy demonstrates exceptional scalability by maintaining 50-100 daily positions with a 9-day maximum holding period, incorporating dynamic profit-taking and stop-loss mechanisms that enhance capital turnover efficiency while preserving risk-adjusted returns. Our approach exhibits robust performance across various market regimes while maintaining high capital capacity suitable for institutional deployment.
Zero-Shot Event Causality Identification via Multi-source Evidence Fuzzy Aggregation with Large Language Models
Zeng, Zefan, Hu, Xingchen, Cheng, Qing, Ding, Weiping, Li, Wentao, Liu, Zhong
Event Causality Identification (ECI) aims to detect causal relationships between events in textual contexts. Existing ECI models predominantly rely on supervised methodologies, suffering from dependence on large-scale annotated data. Although Large Language Models (LLMs) enable zero-shot ECI, they are prone to causal hallucination-erroneously establishing spurious causal links. To address these challenges, we propose MEFA, a novel zero-shot framework based on Multi-source Evidence Fuzzy Aggregation. First, we decompose causality reasoning into three main tasks (temporality determination, necessity analysis, and sufficiency verification) complemented by three auxiliary tasks. Second, leveraging meticulously designed prompts, we guide LLMs to generate uncertain responses and deterministic outputs. Finally, we quantify LLM's responses of sub-tasks and employ fuzzy aggregation to integrate these evidence for causality scoring and causality determination. Extensive experiments on three benchmarks demonstrate that MEFA outperforms second-best unsupervised baselines by 6.2% in F1-score and 9.3% in precision, while significantly reducing hallucination-induced errors. In-depth analysis verify the effectiveness of task decomposition and the superiority of fuzzy aggregation.
Amatriciana: Exploiting Temporal GNNs for Robust and Efficient Money Laundering Detection
Di Gennaro, Marco, Panebianco, Francesco, Pianta, Marco, Zanero, Stefano, Carminati, Michele
Money laundering is a financial crime that poses a serious threat to financial integrity and social security. The growing number of transactions makes it necessary to use automatic tools that help law enforcement agencies detect such criminal activity. In this work, we present Amatriciana, a novel approach based on Graph Neural Networks to detect money launderers inside a graph of transactions by considering temporal information. Amatriciana uses the whole graph of transactions without splitting it into several time-based subgraphs, exploiting all relational information in the dataset. Our experiments on a public dataset reveal that the model can learn from a limited amount of data. Furthermore, when more data is available, the model outperforms other State-of-the-art approaches; in particular, Amatriciana decreases the number of False Positives (FPs) while detecting many launderers. In summary, Amatriciana achieves an F1 score of 0.76. In addition, it lowers the FPs by 55% with respect to other State-of-the-art models.
AI Accelerators for Large Language Model Inference: Architecture Analysis and Scaling Strategies
This paper presents the first comprehensive cross - architectural performance analysis of contemporary AI accelerators designed for LLM inference, introducing a novel workload - centric evaluation methodology that quantifies architectural fitness across operational regimes. We provide the first systematic comparison of memory hierarchies, compute architectures, and interconnect strategies across the full spectrum of commercial accelerators, from GPU - based designs to specialized wafer - scale engines. Our analysis reveals that no single architecture dominates across all workload categories, with performance variations of up to 3.7 between architectures depending on batch size and sequence length. We quantitatively evaluate four primary scaling strategies for trillion - parameter models, demonstrating that expert parallelism delivers the best parameter - to - compute ratio (8.4) but introduces 2.1 latency variance compared to tensor parallelism. This work provides system designers with actionable insights for accelerator selection based on workload characteristics, while identifying key architectural gaps in current designs that will shape future hardware development.
A Comprehensive Survey in LLM(-Agent) Full Stack Safety: Data, Training and Deployment
Wang, Kun, Zhang, Guibin, Zhou, Zhenhong, Wu, Jiahao, Yu, Miao, Zhao, Shiqian, Yin, Chenlong, Fu, Jinhu, Yan, Yibo, Luo, Hanjun, Lin, Liang, Xu, Zhihao, Lu, Haolang, Cao, Xinye, Zhou, Xinyun, Jin, Weifei, Meng, Fanci, Xu, Shicheng, Mao, Junyuan, Wang, Yu, Wu, Hao, Wang, Minghe, Zhang, Fan, Fang, Junfeng, Qu, Wenjie, Liu, Yue, Liu, Chengwei, Zhang, Yifan, Li, Qiankun, Guo, Chongye, Qin, Yalan, Fan, Zhaoxin, Wang, Kai, Ding, Yi, Hong, Donghai, Ji, Jiaming, Lai, Yingxin, Yu, Zitong, Li, Xinfeng, Jiang, Yifan, Li, Yanhui, Deng, Xinyu, Wu, Junlin, Wang, Dongxia, Huang, Yihao, Guo, Yufei, Huang, Jen-tse, Wang, Qiufeng, Jin, Xiaolong, Wang, Wenxuan, Liu, Dongrui, Yue, Yanwei, Huang, Wenke, Wan, Guancheng, Chang, Heng, Li, Tianlin, Yu, Yi, Li, Chenghao, Li, Jiawei, Bai, Lei, Zhang, Jie, Guo, Qing, Wang, Jingyi, Chen, Tianlong, Zhou, Joey Tianyi, Jia, Xiaojun, Sun, Weisong, Wu, Cong, Chen, Jing, Hu, Xuming, Li, Yiming, Wang, Xiao, Zhang, Ningyu, Tuan, Luu Anh, Xu, Guowen, Zhang, Jiaheng, Zhang, Tianwei, Ma, Xingjun, Gu, Jindong, Pang, Liang, Wang, Xiang, An, Bo, Sun, Jun, Bansal, Mohit, Pan, Shirui, Lyu, Lingjuan, Elovici, Yuval, Kailkhura, Bhavya, Yang, Yaodong, Li, Hongwei, Xu, Wenyuan, Sun, Yizhou, Wang, Wei, Li, Qing, Tang, Ke, Jiang, Yu-Gang, Juefei-Xu, Felix, Xiong, Hui, Wang, Xiaofeng, Tao, Dacheng, Yu, Philip S., Wen, Qingsong, Liu, Yang
The remarkable success of Large Language Models (LLMs) has illuminated a promising pathway toward achieving Artificial General Intelligence for both academic and industrial communities, owing to their unprecedented performance across various applications. As LLMs continue to gain prominence in both research and commercial domains, their security and safety implications have become a growing concern, not only for researchers and corporations but also for every nation. Currently, existing surveys on LLM safety primarily focus on specific stages of the LLM lifecycle, e.g., deployment phase or fine-tuning phase, lacking a comprehensive understanding of the entire "lifechain" of LLMs. To address this gap, this paper introduces, for the first time, the concept of "full-stack" safety to systematically consider safety issues throughout the entire process of LLM training, deployment, and eventual commercialization. Compared to the off-the-shelf LLM safety surveys, our work demonstrates several distinctive advantages: (I) Comprehensive Perspective. We define the complete LLM lifecycle as encompassing data preparation, pre-training, post-training, deployment and final commercialization. To our knowledge, this represents the first safety survey to encompass the entire lifecycle of LLMs. (II) Extensive Literature Support. Our research is grounded in an exhaustive review of over 800+ papers, ensuring comprehensive coverage and systematic organization of security issues within a more holistic understanding. (III) Unique Insights. Through systematic literature analysis, we have developed reliable roadmaps and perspectives for each chapter. Our work identifies promising research directions, including safety in data generation, alignment techniques, model editing, and LLM-based agent systems. These insights provide valuable guidance for researchers pursuing future work in this field.
Synthetic Tabular Data: Methods, Attacks and Defenses
Cormode, Graham, Maddock, Samuel, Ullah, Enayat, Gade, Shripad
Synthetic data is often positioned as a solution to replace sensitive fixed-size datasets with a source of unlimited matching data, freed from privacy concerns. There has been much progress in synthetic data generation over the last decade, leveraging corresponding advances in machine learning and data analytics. In this survey, we cover the key developments and the main concepts in tabular synthetic data generation, including paradigms based on probabilistic graphical models and on deep learning. We provide background and motivation, before giving a technical deep-dive into the methodologies. We also address the limitations of synthetic data, by studying attacks that seek to retrieve information about the original sensitive data. Finally, we present extensions and open problems in this area.
LengClaro2023: A Dataset of Administrative Texts in Spanish with Plain Language adaptations
Agรผera-Marco, Belรฉn, Gonzalez-Dios, Itziar
In this work, we present LengClaro2023, a dataset of legal-administrative texts in Spanish. Based on the most frequently used procedures from the Spanish Social Security website, we have created for each text two simplified equivalents. The first version follows the recommendations provided by arText claro. The second version incorporates additional recommendations from plain language guidelines to explore further potential improvements in the system. The linguistic resource created in this work can be used for evaluating automatic text simplification (ATS) systems in Spanish.
BioMol-MQA: A Multi-Modal Question Answering Dataset For LLM Reasoning Over Bio-Molecular Interactions
Sengupta, Saptarshi, Yang, Shuhua, Yu, Paul Kwong, Wang, Fali, Wang, Suhang
Retrieval augmented generation (RAG) has shown great power in improving Large Language Models (LLMs). However, most existing RAG-based LLMs are dedicated to retrieving single modality information, mainly text; while for many real-world problems, such as healthcare, information relevant to queries can manifest in various modalities such as knowledge graph, text (clinical notes), and complex molecular structure. Thus, being able to retrieve relevant multi-modality domain-specific information, and reason and synthesize diverse knowledge to generate an accurate response is important. To address the gap, we present BioMol-MQA, a new question-answering (QA) dataset on polypharmacy, which is composed of two parts (i) a multimodal knowledge graph (KG) with text and molecular structure for information retrieval; and (ii) challenging questions that designed to test LLM capabilities in retrieving and reasoning over multimodal KG to answer questions. Our benchmarks indicate that existing LLMs struggle to answer these questions and do well only when given the necessary background data, signaling the necessity for strong RAG frameworks.
Scenarios in Computing Research: A Systematic Review of the Use of Scenario Methods for Exploring the Future of Computing Technologies in Society
Barnett, Julia, Kieslich, Kimon, Sinchai, Jasmine, Diakopoulos, Nicholas
Scenario building is an established method to anticipate the future of emerging technologies. Its primary goal is to use narratives to map future trajectories of technology development and sociotechnical adoption. Following this process, risks and benefits can be identified early on, and strategies can be developed that strive for desirable futures. In recent years, computer science has adopted this method and applied it to various technologies, including Artificial Intelligence (AI). Because computing technologies play such an important role in shaping modern societies, it is worth exploring how scenarios are being used as an anticipatory tool in the field -- and what possible traditional uses of scenarios are not yet covered but have the potential to enrich the field. We address this gap by conducting a systematic literature review on the use of scenario building methods in computer science over the last decade (n = 59). We guide the review along two main questions. First, we aim to uncover how scenarios are used in computing literature, focusing especially on the rationale for why scenarios are used. Second, in following the potential of scenario building to enhance inclusivity in research, we dive deeper into the participatory element of the existing scenario building literature in computer science.
FaCTR: Factorized Channel-Temporal Representation Transformers for Efficient Time Series Forecasting
Vijay, Yash, Subramanyan, Harini
While Transformers excel in language and vision-where inputs are semantically rich and exhibit univariate dependency structures-their architectural complexity leads to diminishing returns in time series forecasting. Time series data is characterized by low per-timestep information density and complex dependencies across channels and covariates, requiring conditioning on structured variable interactions. To address this mismatch and overparameterization, we propose FaCTR, a lightweight spatiotemporal Transformer with an explicitly structural design. FaCTR injects dynamic, symmetric cross-channel interactions-modeled via a low-rank Factorization Machine into temporally contextualized patch embeddings through a learnable gating mechanism. It further encodes static and dynamic covariates for multivariate conditioning. Despite its compact design, FaCTR achieves state-of-the-art performance on eleven public forecasting benchmarks spanning both short-term and long-term horizons, with its largest variant using close to only 400K parameters-on average 50x smaller than competitive spatiotemporal transformer baselines. In addition, its structured design enables interpretability through cross-channel influence scores-an essential requirement for real-world decision-making. Finally, FaCTR supports self-supervised pretraining, positioning it as a compact yet versatile foundation for downstream time series tasks.