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Chennan Ju

Publications and source records attributed to Chennan Ju.

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Xpertbench: Expert Level Tasks with Rubrics-Based Evaluation

As Large Language Models (LLMs) exhibit plateauing performance on conventional benchmarks, a pivotal challenge persists: evaluating their proficiency in complex, open-ended tasks characterizing genuine expert-level cognition. Existing frameworks suffer from narrow domain coverage, reliance on generalist tasks, or self-evaluation biases. To bridge this gap, we present XpertBench, a high-fidelity benchmark engineered to assess LLMs across authentic professional domains. XpertBench consists of 1,346 meticulously curated tasks across 80 categories, spanning finance, healthcare, legal services, education, and dual-track research (STEM and Humanities). These tasks are derived from over 1,000 submissions by domain experts--including researchers from elite institutions and practitioners with extensive clinical or industrial experience--ensuring superior ecological validity. Each task uses detailed rubrics with mostly 15-40 weighted checkpoints to assess professional rigor. To facilitate scalable yet human-aligned assessment, we introduce ShotJudge, a novel evaluation paradigm that employs LLM judges calibrated with expert few-shot exemplars to mitigate self-rewarding biases. Our empirical evaluation of state-of-the-art LLMs reveals a pronounced performance ceiling: even leading models achieve a peak success rate of only ~66%, with a mean score around 55%. Models also exhibit domain-specific divergence, showing non-overlapping strengths in quantitative reasoning versus linguistic synthesis.. These findings underscore a significant "expert-gap" in current AI systems and establish XpertBench as a critical instrument for navigating the transition from general-purpose assistants to specialized professional collaborators.

cs.AI

Forecasting and Analysis of CSI 300 Daily Index and S&P 500 Index Based on ARMA and GARCH Models

In this paper, the ARMA(0,6)-GARCH(1,1) and ARMA(2,6)-eGARCH(1,1) models are constructed by applying ARMA and GARCH models to daily data of the CSI 300 and S&P 500 indices from 2018 to 2021, and the forecasts for the next 7 steps and the corresponding VaR and ES are calculated. After testing the sensitivity of the models, the two index stocks are compared and the corresponding conclusions are presented.

stat.AP