arXiv subjects

Alice Zhang

Publications and source records attributed to Alice Zhang.

6 recordsLinked to original sources

arXiv2026

Graph-Based Modeling of Financial Volatility Dynamics

Accurate forecasting of realized volatility ($RV$) is crucial for risk management and derivatives pricing. Although the implied volatility ($IV$) surface offers rich informational content, prevailing methods that treat it as a static image fail to capture its inherent dynamics. To overcome this limitation, we propose the Finance-Aware Graph Spatio-Temporal Network (FA-GSTN), a novel architecture that reframes $RV$ forecasting as modeling the evolution of a structured financial object. FA-GSTN builds a spatio-temporal graph sequence from the $IV$ surface, where nodes correspond to grid points and edges encode adaptive spatial (intra-day) and explicit temporal (inter-day) dependencies. The model incorporates domain knowledge through finance-aware node features (e.g., option Greeks) and tackles high-frequency noise via a multi-scale temporal smoothing gate coupled with an adaptive robust loss function. Comprehensive evaluations on a large-scale equity options dataset show that FA-GSTN sets a new state of the art, delivering superior predictive accuracy ($R^2$ up to 0.473). It also demonstrates remarkable data efficiency, substantially outperforming strong Vision Transformer baselines when trained on only one year of data ($R^2$: 0.372 vs. 0.315). Furthermore, the model exhibits enhanced robustness during periods of market stress, such as 2020--2021. Ablation studies confirm the vital roles of the spatio-temporal graph structure, finance-aware components, and integrated noise-handling modules. Our work underscores the substantial benefits of explicitly modeling temporal dynamics and infusing financial inductive biases for accurate and robust volatility forecasting.

q-fin.ST↗

arXiv2025

Llama-GENBA-10B: A Trilingual Large Language Model for German, English and Bavarian

We present Llama-GENBA-10B, a trilingual foundation model addressing English-centric bias in large language models. Built on Llama 3.1-8B and scaled to 10B parameters, Llama-GENBA-10B is continuously pretrained on 164B tokens (82B English, 82B German, and 80M Bavarian), balancing resources while preventing English dominance. Targeted at the German NLP community, the model also promotes Bavarian as a low-resource language. Development tackled four challenges: (1) curating a multilingual corpus despite Bavarian scarcity, (2) creating a unified tokenizer for English, German, and Bavarian, (3) optimizing architecture and language-ratio hyperparameters for cross-lingual transfer, and (4) establishing the first standardized trilingual evaluation suite by translating German benchmarks into Bavarian. Evaluations show that Llama-GENBA-10B achieves strong cross-lingual performance, with the fine-tuned variant surpassing Apertus-8B-2509 and gemma-2-9b in Bavarian and establishing itself as the best model in its class for this language, while also outperforming EuroLLM in English and matching its results in German. Training on the Cerebras CS-2 demonstrated efficient large-scale multilingual pretraining with documented energy use, offering a blueprint for inclusive foundation models that integrate low-resource languages.

cs.CL↗

arXiv2025

Assessment of Personality Dimensions Across Situations in Dyadic Role-Play Scenarios

Prior research indicates that users prefer assistive technologies whose personalities align with their own. This has sparked interest in automatic personality perception (APP), which aims to predict an individual's perceived personality traits. Previous studies in APP have treated personalities as static traits, independent of context. However, perceived personalities can vary by context and situation as shown in psychological research. In this study, we investigate the relationship between conversational speech and perceived personality for participants engaged in two work situations (a neutral interview and a stressful client interaction). Our key findings are: 1) perceived personalities differ significantly across interactions, 2) loudness, sound level, and spectral flux features are indicative of perceived extraversion, agreeableness, conscientiousness, and openness in neutral interactions, while neuroticism correlates with these features in stressful contexts, 3) handcrafted acoustic features and non-verbal features outperform speaker embeddings in inference of perceived personality, and 4) stressful interactions are more predictive of neuroticism, aligning with existing psychological research.

eess.AS↗

arXiv2025

Detecting In-Person Conversations in Noisy Real-World Environments with Smartwatch Audio and Motion Sensing

Social interactions play a crucial role in shaping human behavior, relationships, and societies. It encompasses various forms of communication, such as verbal conversation, non-verbal gestures, facial expressions, and body language. In this work, we develop a novel computational approach to detect face-to-face verbal conversations, a foundational aspect of human social interactions. We leverage multimodal data captured by a commodity smartwatch, specifically synchronizing microphone audio with 6-axis inertial signals (accelerometer and gyroscope). We design, train, and evaluate convolutional and attention-based neural networks using three different fusion methods to integrate the audio and motion modalities. To validate this framework, we conduct a lab study with 11 participants and a semi-naturalistic study with 24 participants. Our comprehensive evaluation demonstrates that fusing inertial data with audio significantly improves detection performance by capturing non-verbal conversational dynamics. Overall, our framework achieved 82.0$\pm$3.0% macro F1-score when detecting conversations in the lab and 77.2$\pm$1.8% in the semi-naturalistic setting. Lastly, we demonstrate real-time conversation detection by deploying our trained model to a user application running on a commercial smartwatch.

cs.LG↗

arXiv2025

Transformation of audio embeddings into interpretable, concept-based representations

Advancements in audio neural networks have established state-of-the-art results on downstream audio tasks. However, the black-box structure of these models makes it difficult to interpret the information encoded in their internal audio representations. In this work, we explore the semantic interpretability of audio embeddings extracted from these neural networks by leveraging CLAP, a contrastive learning model that brings audio and text into a shared embedding space. We implement a post-hoc method to transform CLAP embeddings into concept-based, sparse representations with semantic interpretability. Qualitative and quantitative evaluations show that the concept-based representations outperform or match the performance of original audio embeddings on downstream tasks while providing interpretability. Additionally, we demonstrate that fine-tuning the concept-based representations can further improve their performance on downstream tasks. Lastly, we publish three audio-specific vocabularies for concept-based interpretability of audio embeddings.

cs.SD↗

arXiv2025

Adaptive State-Space Mamba for Real-Time Sensor Data Anomaly Detection

State-space modeling has emerged as a powerful paradigm for sequence analysis in various tasks such as natural language processing, time-series forecasting, and signal processing. In this work, we propose an \emph{Adaptive State-Space Mamba} (\textbf{ASSM}) framework for real-time sensor data anomaly detection. While state-space models have been previously employed for image processing applications (e.g., style transfer \cite{wang2024stylemamba}), our approach leverages the core idea of sequential hidden states to tackle a significantly different domain: detecting anomalies on streaming sensor data. In particular, we introduce an adaptive gating mechanism that dynamically modulates the hidden state update based on contextual and learned statistical cues. This design ensures that our model remains computationally efficient and scalable, even under rapid data arrival rates. Extensive experiments on real-world and synthetic sensor datasets demonstrate that our method achieves superior detection performance compared to existing baselines. Our approach is easily extensible to other time-series tasks that demand rapid and reliable detection capabilities.

cs.LG↗