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Chen Wang

Publications and source records attributed to Chen Wang.

3 recordsLinked to original sources

Recurrences for permutations with long increasing subsequences

We prove two simple bivariate recurrences for the number of permutations with a long increasing subsequence. The two recurrences imply D-finiteness of the sequence in a certain range. As a consequence, we also obtain a proof of a conjecture posed by Kauers and Koutschan in 2023.

math.CO

Can Agentic Trading Systems Pay for Their Own Intelligence?

Large language model (LLM) agents are increasingly used in trading systems, where model reasoning, tool use, and continual decisions incur costs that are expected to produce trading value. Existing evaluations typically report performance metrics, but rarely examine agentic viability: whether dynamic LLM-mediated decisions convert their induced costs into measurable incremental profit. To apply this criterion, we introduce TradeLens, a trace-grounded diagnostic toolkit for evaluating agentic trading systems from their trading records, runtime traces, and deployment configurations. It reconstructs trading trajectories, attributes profit and cost to interpretable evidence, and diagnoses whether and why an agent pays for its own intelligence. We conduct extensive analysis across backbone models, capital scales, trading frequencies, and system architectures, together with deployment discussion. Our results show that viability hinges on intelligence-to-profit conversion: models exhibit different failure patterns, such as poor asset selection in DeepSeek-V3.2 and negative timing in GLM-4.7, while capital scale, trading frequency, and architecture matter only by amplifying or degrading decision-attributed timing value. These findings reframe the evaluation of LLM-based trading agents from capability-centric performance ranking to trace-grounded diagnosis of intelligence-to-profit conversion. Our code is available at https://anonymous.4open.science/r/TradeLens.

cs.AI

Learning neural controllers for nonlinear systems from data

This article addresses the problem of designing neural feedback controllers for unknown nonlinear systems. We propose an indirect data-driven framework that uses offline data to identify the system dynamics, upon which a neural feedback controller and a neural Lyapunov function are jointly synthesized. Input constraints are enforced by integrating a hard-saturation structure into the controller architecture. Robust synthesis conditions are derived to account for data perturbations during identification. Formal stability is certified by combining SMT verification with local Lyapunov analysis near the equilibrium. Numerical examples validate the effectiveness of the proposed framework.

eess.SY