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Beining Shi

Publications and source records attributed to Beining Shi.

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FLARE: Agentic Coverage-Guided Fuzzing for LLM-Based Multi-Agent Systems

Multi-Agent LLM Systems (MAS) have been adopted to automate complex human workflows by breaking down tasks into subtasks. However, due to the non-deterministic behavior of LLM agents and the intricate interactions between agents, MAS applications frequently encounter failures, including infinite loops and failed tool invocations. Traditional software testing techniques are ineffective in detecting such failures due to the lack of LLM agent specification, the large behavioral space of MAS, and semantic-based correctness judgment. This paper presents FLARE, a novel testing framework tailored for MAS. FLARE takes the source code of MAS as input and extracts specifications and behavioral spaces from agent definitions. Based on these specifications, FLARE builds test oracles and conducts coverage-guided fuzzing to expose failures. It then analyzes execution logs to judge whether each test has passed and generates failure reports. Our evaluation on 16 diverse open-source applications demonstrates that FLARE achieves 96.9% inter-agent coverage and 91.1% intra-agent coverage, outperforming baselines by 9.5% and 1.0%. FLARE also uncovers 56 previously unknown failures unique to MAS.

cs.SE

Sector Rotation by Factor Model and Fundamental Analysis

This study presents an analytical approach to sector rotation, leveraging both factor models and fundamental metrics. We initiate with a systematic classification of sectors, followed by an empirical investigation into their returns. Through factor analysis, the paper underscores the significance of momentum and short-term reversion in dictating sectoral shifts. A subsequent in-depth fundamental analysis evaluates metrics such as PE, PB, EV-to-EBITDA, Dividend Yield, among others. Our primary contribution lies in developing a predictive framework based on these fundamental indicators. The constructed models, post rigorous training, exhibit noteworthy predictive capabilities. The findings furnish a nuanced understanding of sector rotation strategies, with implications for asset management and portfolio construction in the financial domain.

q-fin.PM