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Collaborating Authors

 Zhang, Xiao-Ping


FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models

arXiv.org Artificial Intelligence

Despite the growing attention to time series forecasting in recent years, many studies have proposed various solutions to address the challenges encountered in time series prediction, aiming to improve forecasting performance. However, effectively applying these time series forecasting models to the field of financial asset pricing remains a challenging issue. There is still a need for a bridge to connect cutting-edge time series forecasting models with financial asset pricing. To bridge this gap, we have undertaken the following efforts: 1) We constructed three datasets from the financial domain; 2) We selected over ten time series forecasting models from recent studies and validated their performance in financial time series; 3) We developed new metrics, msIC and msIR, in addition to MSE and MAE, to showcase the time series correlation captured by the models; 4) We designed financial-specific tasks for these three datasets and assessed the practical performance and application potential of these forecasting models in important financial problems. We hope the developed new evaluation suite, FinTSBridge, can provide valuable insights into the effectiveness and robustness of advanced forecasting models in finanical domains.


Assessing Uncertainty in Stock Returns: A Gaussian Mixture Distribution-Based Method

arXiv.org Artificial Intelligence

This study seeks to advance the understanding and prediction of stock market return uncertainty through the application of advanced deep learning techniques. We introduce a novel deep learning model that utilizes a Gaussian mixture distribution to capture the complex, time-varying nature of asset return distributions in the Chinese stock market. By incorporating the Gaussian mixture distribution, our approach effectively characterizes short-term fluctuations and non-traditional features of stock returns, such as skewness and heavy tails, that are often overlooked by traditional models. Compared to GARCH models and their variants, our method demonstrates superior performance in volatility estimation, particularly during periods of heightened market volatility. It provides more accurate volatility forecasts and offers unique risk insights for different assets, thereby deepening the understanding of return uncertainty. Additionally, we propose a novel use of Code embedding which utilizes a bag-of-words approach to train hidden representations of stock codes and transforms the uncertainty attributes of stocks into high-dimensional vectors. These vectors are subsequently reduced to two dimensions, allowing the observation of similarity among different stocks. This visualization facilitates the identification of asset clusters with similar risk profiles, offering valuable insights for portfolio management and risk mitigation. Since we predict the uncertainty of returns by estimating their latent distribution, it is challenging to evaluate the return distribution when the true distribution is unobservable. However, we can measure it through the CRPS to assess how well the predicted distribution matches the true returns, and through MSE and QLIKE metrics to evaluate the error between the volatility level of the predicted distribution and proxy measures of true volatility.


Exo-ViHa: A Cross-Platform Exoskeleton System with Visual and Haptic Feedback for Efficient Dexterous Skill Learning

arXiv.org Artificial Intelligence

Imitation learning has emerged as a powerful paradigm for robot skills learning. However, traditional data collection systems for dexterous manipulation face challenges, including a lack of balance between acquisition efficiency, consistency, and accuracy. To address these issues, we introduce Exo-ViHa, an innovative 3D-printed exoskeleton system that enables users to collect data from a first-person perspective while providing real-time haptic feedback. This system combines a 3D-printed modular structure with a slam camera, a motion capture glove, and a wrist-mounted camera. Various dexterous hands can be installed at the end, enabling it to simultaneously collect the posture of the end effector, hand movements, and visual data. By leveraging the first-person perspective and direct interaction, the exoskeleton enhances the task realism and haptic feedback, improving the consistency between demonstrations and actual robot deployments. In addition, it has cross-platform compatibility with various robotic arms and dexterous hands. Experiments show that the system can significantly improve the success rate and efficiency of data collection for dexterous manipulation tasks.


Structure-prior Informed Diffusion Model for Graph Source Localization with Limited Data

arXiv.org Artificial Intelligence

The source localization problem in graph information propagation is crucial for managing various network disruptions, from misinformation spread to infrastructure failures. While recent deep generative approaches have shown promise in this domain, their effectiveness is limited by the scarcity of real-world propagation data. This paper introduces SIDSL (\textbf{S}tructure-prior \textbf{I}nformed \textbf{D}iffusion model for \textbf{S}ource \textbf{L}ocalization), a novel framework that addresses three key challenges in limited-data scenarios: unknown propagation patterns, complex topology-propagation relationships, and class imbalance between source and non-source nodes. SIDSL incorporates topology-aware priors through graph label propagation and employs a propagation-enhanced conditional denoiser with a GNN-parameterized label propagation module (GNN-LP). Additionally, we propose a structure-prior biased denoising scheme that initializes from structure-based source estimations rather than random noise, effectively countering class imbalance issues. Experimental results across four real-world datasets demonstrate SIDSL's superior performance, achieving 7.5-13.3% improvements in F1 scores compared to state-of-the-art methods. Notably, when pretrained with simulation data of synthetic patterns, SIDSL maintains robust performance with only 10% of training data, surpassing baselines by more than 18.8%. These results highlight SIDSL's effectiveness in real-world applications where labeled data is scarce.


Sample-efficient diffusion-based control of complex nonlinear systems

arXiv.org Artificial Intelligence

Complex nonlinear system control faces challenges in achieving sample-efficient, reliable performance. While diffusion-based methods have demonstrated advantages over classical and reinforcement learning approaches in long-term control performance, they are limited by sample efficiency. This paper presents SEDC (Sample-Efficient Diffusion-based Control), a novel diffusion-based control framework addressing three core challenges: high-dimensional state-action spaces, nonlinear system dynamics, and the gap between non-optimal training data and near-optimal control solutions. Through three innovations - Decoupled State Diffusion, Dual-Mode Decomposition, and Guided Self-finetuning - SEDC achieves 39.5\%-49.4\% better control accuracy than baselines while using only 10\% of the training samples, as validated across three complex nonlinear dynamic systems. Our approach represents a significant advancement in sample-efficient control of complex nonlinear systems. The implementation of the code can be found at https://anonymous.4open.science/r/DIFOCON-C019.


HumanEval Pro and MBPP Pro: Evaluating Large Language Models on Self-invoking Code Generation

arXiv.org Artificial Intelligence

We introduce self-invoking code generation, a new task designed to evaluate the progressive reasoning and problem-solving capabilities of LLMs. In this task, models are presented with a base problem and a related, more complex problem. They must solve the base problem and then utilize its solution to address the more complex one. This work features three key contributions. First, we propose a general recipe for generating more challenging versions of existing benchmarks, resulting in three new benchmarks: HumanEval Pro, MBPP Pro, and BigCodeBench-Lite Pro, specifically designed to assess LLMs on self-invoking code generation. Second, from the analysis of experimental results over twenty LLMs on our benchmarks, we have two important observations: (i) Most LLMs excel in traditional code generation benchmarks like HumanEval and MBPP, but their performance declines on self-invoking tasks. For example, o1-mini achieves 96.2% pass@1 on HumanEval but only 76.2% on HumanEval Pro. (ii) On self-invoking code generation task, the instruction-tuned models demonstrate only marginal improvements compared to the base models. Third, we disclose the types of failure modes that exist in our evaluation results. All these results underscore the need for further advancements in self-invoking code generation tasks and provide a new direction for future research on enhancing LLMs' code reasoning capabilities.


UVCG: Leveraging Temporal Consistency for Universal Video Protection

arXiv.org Artificial Intelligence

The security risks of AI-driven video editing have garnered significant attention. Although recent studies indicate that adding perturbations to images can protect them from malicious edits, directly applying image-based methods to perturb each frame in a video becomes ineffective, as video editing techniques leverage the consistency of inter-frame information to restore individually perturbed content. To address this challenge, we leverage the temporal consistency of video content to propose a straightforward and efficient, yet highly effective and broadly applicable approach, Universal Video Consistency Guard (UVCG). UVCG embeds the content of another video(target video) within a protected video by introducing continuous, imperceptible perturbations which has the ability to force the encoder of editing models to map continuous inputs to misaligned continuous outputs, thereby inhibiting the generation of videos consistent with the intended textual prompts. Additionally leveraging similarity in perturbations between adjacent frames, we improve the computational efficiency of perturbation generation by employing a perturbation-reuse strategy. We applied UVCG across various versions of Latent Diffusion Models (LDM) and assessed its effectiveness and generalizability across multiple LDM-based editing pipelines. The results confirm the effectiveness, transferability, and efficiency of our approach in safeguarding video content from unauthorized modifications.


SniffySquad: Patchiness-Aware Gas Source Localization with Multi-Robot Collaboration

arXiv.org Artificial Intelligence

Abstract--Gas source localization is pivotal for the rapid mitigation of gas leakage disasters, where mobile robots emerge as a promising solution. However, existing methods predominantly schedule robots' movements based on reactive stimuli or simplified gas plume models. These approaches typically excel in idealized, simulated environments but fall short in real-world gas environments characterized by their patchy distribution. In this work, we introduce SniffySquad, a multi-robot olfactionbased system designed to address the inherent patchiness in gas source localization. SniffySquad incorporates a patchinessaware active sensing approach that enhances the quality of data collection and estimation. Moreover, it features an innovative collaborative role adaptation strategy to boost the efficiency of source-seeking endeavors. Extensive evaluations demonstrate that our system achieves an increase in the success rate by 20%+ and an improvement in path efficiency by 30%+, outperforming state-of-the-art gas source localization solutions. With the knowledge of source locations, subsequent mitigation operations, such as Rapid and accurate responses to gas leak incidents are shutting off valves or sealing the leaks, can be conducted more essential for safeguarding human and environmental health, logically, efficiently, and safely [5].


ResLearn: Transformer-based Residual Learning for Metaverse Network Traffic Prediction

arXiv.org Artificial Intelligence

Our work proposes a comprehensive solution for predicting Metaverse network traffic, addressing the growing demand for intelligent resource management in eXtended Reality (XR) services. We first introduce a state-of-the-art testbed capturing a real-world dataset of virtual reality (VR), augmented reality (AR), and mixed reality (MR) traffic, made openly available for further research. To enhance prediction accuracy, we then propose a novel view-frame (VF) algorithm that accurately identifies video frames from traffic while ensuring privacy compliance, and we develop a Transformer-based progressive error-learning algorithm, referred to as ResLearn for Metaverse traffic prediction. ResLearn significantly improves time-series predictions by using fully connected neural networks to reduce errors, particularly during peak traffic, outperforming prior work by 99%. Our contributions offer Internet service providers (ISPs) robust tools for real-time network management to satisfy Quality of Service (QoS) and enhance user experience in the Metaverse.


Discern-XR: An Online Classifier for Metaverse Network Traffic

arXiv.org Artificial Intelligence

In this paper, we design an exclusive Metaverse network traffic classifier, named Discern-XR, to help Internet service providers (ISP) and router manufacturers enhance the quality of Metaverse services. Leveraging segmented learning, the Frame Vector Representation (FVR) algorithm and Frame Identification Algorithm (FIA) are proposed to extract critical frame-related statistics from raw network data having only four application-level features. A novel Augmentation, Aggregation, and Retention Online Training (A2R-OT) algorithm is proposed to find an accurate classification model through online training methodology. In addition, we contribute to the real-world Metaverse dataset comprising virtual reality (VR) games, VR video, VR chat, augmented reality (AR), and mixed reality (MR) traffic, providing a comprehensive benchmark. Discern-XR outperforms state-of-the-art classifiers by 7% while improving training efficiency and reducing false-negative rates. Our work advances Metaverse network traffic classification by standing as the state-of-the-art solution.