arXiv subjects

Chen-Hui Song

Publications and source records attributed to Chen-Hui Song.

3 recordsLinked to original sources

arXiv2026

The Label Horizon Paradox: Rethinking Supervision Targets in Financial Forecasting

While deep learning has revolutionized financial forecasting through sophisticated architectures, the design of the supervision signal itself is rarely scrutinized. We challenge the canonical assumption that training labels must strictly mirror inference targets, uncovering the Label Horizon Paradox: the optimal supervision signal often deviates from the prediction goal, shifting across intermediate horizons governed by market dynamics. We theoretically ground this phenomenon in a dynamic signal-noise trade-off, demonstrating that generalization hinges on the competition between marginal signal realization and noise accumulation. To operationalize this insight, we propose a bi-level optimization framework that autonomously identifies the optimal proxy label within a single training run. Extensive experiments on large-scale financial datasets demonstrate consistent improvements over conventional baselines, thereby opening new avenues for label-centric research in financial forecasting.

cs.LG↗

arXiv2024

Machine learning of the Ising model on a spherical Fibonacci lattice

We investigate the Ising model on a spherical surface, utilizing a Fibonacci lattice to approximate uniform coverage. This setup poses challenges in achieving consistent lattice distribution across the sphere for comparison with planar models. We employ Monte Carlo simulations, principal component analysis (PCA), graph convolutional networks (GCNs) to study spin configurations across a range of temperatures and to determine phase transition temperatures. The Fibonacci lattice, despite its uniformity, contains irregular sites that influence spin behavior. In the ferromagnetic case, sites with fewer neighbors exhibit a higher tendency for spin flips at low temperatures, though this effect weakens as temperature increases, leading to a higher phase transition temperature than in the planar Ising model. In the antiferromagnetic case, lattice irregularities induce geometric frustration, resulting in highly degenerate ground states and the phase transition temperature lower than the planar square lattice. Phase transition temperatures are derived through specific heat, magnetic susceptibility analysis and GCNs predictions, yielding $T_c$ values for both ferromagnetic and antiferromagnetic scenarios. This work emphasizes the impact of the Fibonacci lattice's geometric properties-namely curvature and connectivity-on spin interactions in non-planar systems, with relevance to microgravity environments.

physics.comp-ph↗

arXiv2021

Machine learning of XY model on a spherical Fibonacci lattice

We study the XY model on a spherical surface inspired by recently realized spherically confined atomic gases. Instead of a traditional latitude-longitude lattice, we introduce a much more homogeneous spherical lattice, the Fibonacci lattice, and use classical Monte Carlo simulations to determine spin configurations. The results clearly show that topological defects, in the form of vortices, must exist in the stable configuration on a sphere but vanish in a plane due to a mathematical theorem. Using these spin configurations as training samples, we propose a graph-convolutional-network based method to recognize different phases, and successfully predict the phase transition temperature. We also apply the density-based spatial clustering of applications with noise, a powerful machine learning algorithm, to monitor the merging path of two vortices with different topological charges on the sphere during Monte Carlo simulations. Our results provide reliable predictions for future space-based experiments on ultracold atomic gases confined on spherical lattice in the microgravity environment.

cond-mat.quant-gas↗