跳到正文
研踪PaperTrail

论文库

检索计算机领域论文，按研究方向、作者或关键词筛选。

部分采集异常
正在读取账号与研究记录…

全站更新概况

+0新增论文
+0其中 AI 相关
+2已有论文修订
+100新增 AI 导读

arXiv 最近完成扫描：2026-11-15 01:33 · 全站最近入库：2026-11-14 15:09各信源进度 →

统计口径与数据新鲜度

统计 2026-11-14 01:37 — 2026-11-15 01:37（北京时间） · 点击数字查看对应简报；AI 相关包含在新增论文内。

最近完成检查：2026-11-15 01:33最近发现新增版本：2026-11-14 15:09库内论文最新更新时间：2026-11-13 02:59

每分钟刷新已保存的数据。空检查不代表采集异常；新收录可能包含历史论文。AI 导读按新增版本计数。

23,348 已收录论文19,580 AI 相关6,729 有修订112 HF 社区发现

浏览论文库

研究日报 / 周报 →按信源浏览 →

时间范围跟随排序：版本更新、本站收录或首次发表。最新收录可能包含历史论文。部分信源异常，查看状态 →

找到 5 篇论文 · 按版本更新时间排序上轮扫描起点 2026-11-15 01:32（北京时间）
版本更新 · v2arXiv:2604.07338

Appear2Meaning: A Cross-Cultural Benchmark for Structured Cultural Metadata Inference from Images

Yuechen Jiang, Enze Zhang, Md Mohsinul Kabir, Chenying Lin, Ying Peng, Fengyuan Liu, Qianqian Xie, Stavroula Golfomitsou 等 10 位作者

原文摘要

Museum records express how people understand heritage objects through cultural and historical relations. Recovering these human attributions from images is a technical challenge for vision-language models (VLMs). We introduce Appear2Meaning, a cross-cultural benchmark of 750 museum objects for image-only recovery of title, culture, period, origin, and creator. Its evaluation framework distinguishes field-level from complete-record compatibility and uses human validation for semantic judgement. Across nine VLMs, mean field accuracy is 36.16--49.82%; 7.20--17.02% of records have all four contextual fields compatible, and 2.13--7.87% have all five, including title. For the two tested models, image-only input yields 12.6--32.2 percentage points higher reference compatibility for culture, period, and origin than a museum-and-title-only control.

cs.CV · cs.CL · cs.MM

查看论文
arXiv ↗PDF ↗
新论文 · v1arXiv:2611.13572

Market-Conditioned JEPA: Learning from Unpredictable Market Shocks

Yuqi Wang, Fengyuan Liu, Mukai Li, Haochen Luo, Lei Li, Qi Liu

原文摘要

Much of the variation in financial time series is driven by market-wide shocks that cannot be predicted from an asset's own history. Per-asset self-supervised learning treats this variation as irreducible noise. Under a latent factor model, we show that conditioning prediction on the realized market factor makes the asset's market exposure necessary for optimal prediction, while reducing the noise against which the asset-specific component is learned. Building on this insight, we introduce Market-Conditioned JEPA (MC-JEPA), a joint-embedding predictive architecture for financial time series. During training, we construct a leave-one-out market condition for each asset from the future target embeddings of other assets and incorporate it through factor loadings derived from the asset's own representation. On 11 years of minute-level Chinese A-share data, MC-JEPA improves over per-asset JEPA across nine targets spanning returns, market exposure, risk, and liquidity, with the strongest and most statistically significant gains in exposure, risk, and liquidity. It achieves the best RankIC on all liquidity targets and on return horizons from two hours to five days, outperforming time-series foundation models and self-supervised baselines, and delivers the best portfolio performance in a historical backtest. Ablations show that the return and exposure gains require the condition to be aligned with the realized market movement. After restoring the volatility scale removed by normalization, the predictor's factor loadings rank stocks by market beta nearly as well as a supervised probe, without labels. A synthetic factor-model study with known parameters shows that conditioning improves the recovery of both market exposure and the asset-specific component.

cs.LG · cs.AI · cs.CE

查看论文
arXiv ↗PDF ↗
版本更新 · v2arXiv:2605.08354

Auto-Rubric as Reward: From Implicit Preferences to Explicit Multimodal Generative Criteria

Juanxi Tian, Fengyuan Liu, Jiaming Han, Yilei Jiang, Yongliang Wu, Yesheng Liu, Haodong Li, Furong Xu 等 9 位作者

原文摘要

Aligning multimodal generative models with human preferences demands reward signals that respect the compositional, multi-dimensional structure of human judgment. Prevailing RLHF approaches reduce this structure to scalar or pairwise labels, collapsing nuanced preferences into opaque parametric proxies and exposing vulnerabilities to reward hacking. While recent Rubrics-as-Reward (RaR) methods attempt to recover this structure through explicit criteria, generating rubrics that are simultaneously reliable, scalable, and data-efficient remains an open problem. We introduce Auto-Rubric as Reward (ARR), a framework that reframes reward modeling from implicit weight optimization to explicit, criteria-based decomposition. Before any pairwise comparison, ARR externalizes a VLM's internalized preference knowledge as prompt-specific rubrics, translating holistic intent into independently verifiable quality dimensions. This conversion of implicit preference structure into inspectable, interpretable constraints substantially suppresses evaluation biases including positional bias, enabling both zero-shot deployment and few-shot conditioning on minimal supervision. To extend these gains into generative training, we propose Rubric Policy Optimization (RPO), which distills ARR's structured multi-dimensional evaluation into a robust binary reward, replacing opaque scalar regression with rubric-conditioned preference decisions that stabilize policy gradients. On text-to-image generation and image editing benchmarks, ARR-RPO outperforms pairwise reward models and VLM judges, demonstrating that explicitly externalizing implicit preference knowledge into structured rubrics achieves more reliable, data-efficient multimodal alignment, revealing that the bottleneck is the absence of a factorized interface, not a deficit of knowledge.

cs.AI

查看论文
arXiv ↗PDF ↗
新论文 · v1arXiv:2611.01621

FinForesight: A Diagnostic Backtesting Benchmark for Deep Research Systems in Financial Forecasting

Fengyuan Liu, Mukai Li, Jieshun You, Yilin Zheng, Chenjia Min, Yizhou Zhang, Harper Chen, Qi Liu

原文摘要

Anticipating financial outcomes requires synthesizing evolving evidence and reasoning under uncertainty, making deep research systems promising tools for forecasting. Yet evaluating forecasting ability is challenging because historical backtests may reward memorized outcomes or information retrieved after the forecast date. Live forecasting avoids direct access to realized outcomes, but feedback arrives only after events resolve. To obtain timely feedback and assess historical scores, we introduce FinForesight, a diagnostic backtesting benchmark for financial deep research systems. Across the Chinese, U.S., and Hong Kong markets, the benchmark evaluates four forecasting tasks: valuation, return ranking, event direction, and future financial fundamentals. Two capability diagnostic tasks assess counterfactual reasoning and financial calculation, scored separately from forecasting performance. Our harness-compatible framework restricts retrieved evidence to information available at the forecast date. We compare pretraining-era, resolved post-cutoff, and live evaluations to test whether controlled backtests approximate future performance. Pretraining-era scores exceed post-cutoff scores in most temporal comparisons, and stronger retrieval controls narrow the gap between post-cutoff backtests and live results. Forecasting attribution and robustness analyses reveal how scores respond to retrieval policy and how predictions respond to prompt rewrites and numerical perturbations. The code and benchmark data are publicly available.

cs.CL · cs.LG

查看论文
arXiv ↗PDF ↗
首次观测 · 记录 #1ACL Anthology · ACL 2026:acl:2026.acl-long.538ACL Anthology · ACL 2026

Cognitive Alpha Mining via LLM-Driven Code-Based Evolution

Fengyuan Liu, Yi Huang China Mobile Research Institute, Sichun Luo University of Hong Kong, Yuqi Wang, Yazheng Yang, Xinye Li, Zefa Hu Jiutian Research, China Mobile, Junlan Feng 等 9 位作者

原文摘要

Discovering effective predictive signals, or “alphas,” from financial data with high dimensionality and extremely low signal-to-noise ratio remains a difficult open problem. Despite progress in deep learning, genetic programming, and, more recently, large language model (LLM)–based factor generation, existing approaches still explore only a narrow region of the vast alpha search space. Neural models tend to produce opaque and fragile patterns, while symbolic or formula-based methods often yield redundant or economically ungrounded expressions that generalize poorly. Although different in form, these paradigms share a key limitation: none can conduct broad, structured, and human-like exploration that balances logical consistency with creative leaps.To address this gap, we introduce the Cognitive Alpha Mining Framework (CogAlpha), which combines code-level alpha representation with LLM-driven reasoning and evolutionary search. Treating LLMs as adaptive cognitive agents, our framework iteratively refines, mutates, and recombines alpha candidates through multi-stage prompts and financial feedback. This synergistic design enables deeper thinking, richer structural diversity, and economically interpretable alpha discovery, while greatly expanding the effective search space.Experiments on 5 stock datasets from 3 stock markets demonstrate that CogAlpha consistently discovers alphas with superior predictive accuracy, robustness, and generalization over existing methods. Our results highlight the promise of aligning evolutionary optimization with LLM-based reasoning for automated and explainable alpha discovery.

cs.CL

Proceedings of the 64th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers) · 2026 · 正式发表