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Danilo Mandic

Publications and source records attributed to Danilo Mandic.

At least 19 recordsLinked to original sources

Characterising cardiac tissue properties with graph neural networks

Characterising electrophysiological properties of cardiac tissue efficiently and accurately from spatially sparse intracardiac measurements is clinically important for localising ablation targets and improving arrhythmia treatment. We developed a graph neural network-based framework trained on synthetic electrogram signals on 2D flat surfaces to identify areas of interest in the context of cardiac ablation for premature ventricular complexes (PVCs). Our method achieved an average precision of 0.96, 0.97, and 0.95 for the detection of single-patch fibrosis, rapid depolarisation and high excitability, respectively. The trained model can then be applied to 2D curved surfaces with few-shot fine-tuning, demonstrating its generalisation capability. Future work will develop this framework further for clinical use in PVC ablation.

q-bio.QM

TEMPER: Tensorized Efficient Manifold-constrained Parameterization for Expressive Residual Routing

Residual connections rely on a static residual pathway, and are essential for training deep neural networks. Hyper-connections (HC) increase the expressivity of residual routing by incorporating multiple residual streams and learning dynamic information flow, while manifold-constrained (mHC) variants stabilize training through doubly stochastic residual mixing. However, a generator-level bottleneck remains in existing methods: they use dense, unstructured generators for pre-branch aggregation, residual mixing, and post-branch redistribution, which results in parameter count growing rapidly with the number of streams. To address this issue, we propose \underline{\textbf{T}}ensorized \underline{\textbf{E}}fficient \underline{\textbf{M}}anifold-constrained \underline{\textbf{P}}arameterization for \underline{\textbf{E}}xpressive Residual \underline{\textbf{R}}outing (\textbf{TEMPER}), which represents these generators as multi-way tensors over the input-stream, feature, and output-stream modes, and parameterizes them using tensor networks. Such a structured low-rank formulation is shown to preserve token-dependent manifold-constrained routing interface while substantially reducing parameter growth. It also promotes interpretability and intuition, as: i) tensor ranks control the dimensionality of the learned routing subspace, with full ranks recovering dense routing; while ii) the generator approximation errors bound differences in routing logits and, consequently, in the routed-block outputs. Comprehensive experiments show that TEMPER matches or outperforms existing methods across language modeling and commonsense reasoning tasks, while requiring substantially fewer additional parameters. At eight residual streams, TEMPER achieves the best CORE score while using about $84\%$ fewer additional parameters than mHC, thus showing a stronger performance-parameter efficiency trade-off.

cs.LG

Beyond Co-Movement: Locality by Exposures Enables a Joint Factor-Graph Framework for Portfolio Diversification

Current portfolio construction methods are either agnostic to the effects of idiosyncratic shocks (standard factor models) or to the latent data structure driving systematic returns (recent graph-based approaches). This presents an opportunity to combine the complementary market aspects captured by the factor and graph domains, allowing asset allocations to operate directly on the underlying market structure, rather than on its observed co-movement or its finite-sample artefacts. In this work, we introduce the Mutually-INformed Graph-Locality and Exposures framework (MINGLE), which mutually regularises the factor and graph domains by redefining graph locality through systematic factor exposure profiles, rather than via observed co-movements. This is formalised through a unified Alternating Direction Method of Multipliers (ADMM) framework that jointly learns a latent factor representation and its induced graph topology directly from market returns. The resulting exposure-similarity graph aligns more closely with established economic sectors than conventional correlation-based graphs. Portfolios constructed from this representation are shown to consistently outperform their correlation-based counterparts across a range of volatility regimes and transaction cost levels. For rigour, paired statistical testing confirms that these gains stem from the reconciliation of the graph and factor domains.

q-fin.PM

FinSMART: Financial Sentiment Analysis for Algorithmic Trading through Market-Aligned Reinforcement Learning

Recent advances in Generative AI have substantially improved financial sentiment analysis through post-trained financial large language models (LLMs). However, existing approaches remain confined to a market-agnostic, supervised learning paradigm that relies on limited, static and human-annotated datasets, and thus are incapable of adapting to evolving market conditions. To address this limitation, we introduce FinSMART, the first market-aligned reinforcement learning framework for financial sentiment analysis, which directly optimizes sentiment signals using realized market outcomes. To deal with the noisy, non-stationary, and multifactorial nature of financial markets, FinSMART incorporates a signal extraction pipeline that combines market-aware data filtering with a discrete asymmetric trading reward, enabling stable reinforcement learning from economically meaningful market feedback. Experimental results demonstrate that FinSMART significantly outperforms existing state-of-the-art methods in profitability, risk-adjusted performance, and sentiment signal quality, improving cumulative trading returns by 220% over the strongest baseline. Uniquely, the FinSMART framework naturally supports market-aware retraining, at any point in time, by replacing costly manual annotation with newly observed financial articles and their realized market outcomes. Such a retraining strategy enables the model to continuously adapt to changing market dynamics, resulting in consistent performance gains over its static counterpart. These findings demonstrate the practical applicability of market-aligned reinforcement learning and highlight its potential as a next-generation paradigm for developing adaptive financial LLMs.

cs.CL

Steering topology distributions for unified generative design of architected metamaterials

Architected metamaterials derive their functions from structure, creating vast opportunities to program physical responses through topology design. However, existing design methods are often tailored to individual design problems, making limited use of topology knowledge for effective and broadly applicable design as objectives, constraints, and physical functions change. Here we introduce Generative Topology Optimization (GenTO), a unified framework that turns a learned topology prior into a reusable design engine. GenTO trains a diffusion model on a large full-order topology dataset and then iteratively steers the resulting topology distribution toward task-specific high-performing regions using user-defined physical objectives and constraints. This shifts the object of optimization from a single structure to a task-adapted topology distribution. Across topology design problems spanning thermal extremization, multi-objective morphology control, property-targeted auxetic design, and vibration transmission design, GenTO reuses pretrained topology priors for heterogeneous tasks, preserves structural diversity, and reaches high-performing solutions supported by numerical benchmarks and experimental validation. These results establish reusable topology knowledge as a unified principle for effective and scalable architected metamaterial design.

cs.AI

Tensorizing Engram: Sharing Latents Across N-Gram Embeddings is Beneficial in LLMs

Modern language models represent text using discrete token-level embeddings, which forces recurring multi-token patterns to be learned implicitly across Transformer layers. Both Over-tokenized Transformers and Engram attempt to address this limitation by explicitly incorporating multi-token (n-gram) memories. However, they rely on separate hash tables for each n-gram order, which introduces hash collisions and prevents nested n-grams from sharing the underlying latent structures. To address these issues, we propose Tensorized Engram (TN-gram), a compact memory module that represents tensorized n-gram embeddings through shared factors in the Canonical Polyadic (CP) form. TN-gram learns shared token-position factors together with order-absorption vectors to encode the embeddings of different n-gram order. Comprehensive experiments demonstrate that TN-gram matches or even outperforms Engram-style n-gram modules while requiring much fewer parameters.

cs.CL

The Alpha Illusion: Reported Alpha from LLM Trading Agents Should Not Be Treated as Deployment Evidence

End-to-end LLM trading agents have moved quickly from research curiosity to a small ecosystem of named systems, including FinCon, FinMem, TradingAgents, FinAgent, QuantAgent, and FLAG-Trader. Several of these report headline Sharpe ratios that would be material if read at face value on a deployment desk, and associated benchmarks such as FinBen report trading-task Sharpe statistics in the same range. The gap between architecture research and deployment claim has been crossed too freely on both sides of the academia--industry divide. We take a position on that gap: reported alpha from end-to-end LLM trading agents should not be treated as deployment evidence. Before such returns can support claims of deployable trading capability, they must survive structural validity tests for temporal integrity, real-world frictions, counterfactual robustness, predictive calibration, numerical execution, and multi-agent disaggregation. Current public evidence cannot yet distinguish robust predictive ability from temporal contamination, unmodeled frictions, short-window Sharpe uncertainty, narrative fitting, and parametric priors. The problem is not only evaluative but structural. Language confidence is not tradable probability, narrative reasoning is not numerical execution, and model priors may become undisclosed implicit factor exposures. We contribute a minimum reporting protocol suite, P1--P6, with tiered applicability by claim strength, and a conservative modular alternative that uses LLMs as auditable information interfaces upstream of independent calibration, risk, and execution modules. Code and reproduction harness: \url{https://github.com/hj1650782738/Trading}.

cs.CE

Enabling Unsupervised Training of Deep EEG Denoisers With Intelligent Partitioning

Denoising wearable electroencephalogram (EEG) is inherently challenging since neural activity is not only subtle but also inseparable from spectrally overlapping noise artifacts. Classical signal processing methods, relying on fixed or heuristic rules, cannot handle the time-varying pervasive artifacts in wearable EEGs. Deep learning methods, on the other hand, show promise in decomposition-free EEG denoising using highly expressive neural networks, but the training requires artifact-free EEG, which is inherently unobtainable. To address this, we propose Intelligent Partitioning for Self-supervised Denoising (iPSD). Our method eliminates the need for clean references by learning to partition an input EEG segment into independent noisy realizations with the same underlying signal. This enables self-supervision of deep learning denoisers, even in zero-shot settings where only a single EEG segment to be denoised is available. We validate iPSD through extensive experiments, including validations on wearable EEG from in-ear sensors. The results show that iPSD achieves state-of-the-art performance, most notably under extremely low signal-to-noise ratios (down to -10 dB) and challenging artifacts (e.g., EMG), with spectral fidelity orders of magnitude higher than competitive baselines.

cs.LG

Joint Training Scattering Matrix Learning and Channel Estimation for Beyond-Diagonal Reconfigurable Intelligent Surfaces

Beyond-diagonal reconfigurable intelligent surface (BD-RIS) generalizes the conventional diagonal RIS (D-RIS) by introducing tunable inter-element connections, offering enhanced wave manipulation capabilities. However, realizing the advantages of BD-RIS requires accurate channel state information (CSI), whose acquisition becomes significantly more challenging due to the increased number of channel coefficients, leading to prohibitively large pilot training overhead in BD-RIS-aided multi-user multiple-input multiple-output (MU-MIMO) systems. Existing studies reduce pilot overhead by exploiting the channel correlations induced by the Kronecker-product or multi-linear structure of BD-RIS-aided channels, which neglect the spatial correlation among antennas and the statistical correlation across RIS-user channels. In this paper, we propose a learning-based channel estimation framework, namely the joint training scattering matrix learning and channel estimation framework (JTSMLCEF), which jointly optimizes the BD-RIS training scattering matrix and estimates the cascaded channels in an end-to-end manner to achieve accurate channel estimation and reduce the pilot overhead. The proposed JTSMLCEF follows a two-phase channel estimation protocol to enable adaptive training scattering matrix optimization with a training scattering matrix optimizer (TSMO) and cascaded channel estimation with a dual-attention channel estimator (DACE). Specifically, the DACE is designed with intra-user and inter-user attention modules to capture the multi-dimensional correlations in multi-user cascaded channels. Simulation results demonstrate the superiority of JTSMLCEF. Compared with the current state-of-the-art method, it reduces the pilot overhead by $80\%$ while further reducing the normalized mean squared error (NMSE) by $82.6\%$ and $92.5\%$ in indoor and urban micro-cell (UMi) scenarios, respectively.

eess.SP

KromHC: Manifold-Constrained Hyper-Connections with Kronecker-Product Residual Matrices

The success of Hyper-Connections (HC) in neural networks (NN) has also highlighted issues related to training instability and restricted scalability. The Manifold-Constrained Hyper-Connections (mHC) mitigate these challenges by projecting the residual connection space onto a Birkhoff polytope, however, it faces two issues: 1) its iterative Sinkhorn-Knopp (SK) algorithm does not always yield exactly doubly stochastic residual matrices; 2) mHC incurs a prohibitive $O(n^3C)$ parameter complexity with $n$ as the width of the residual stream and $C$ as the feature dimension. The recently proposed mHC-lite reparametrizes the residual matrix via the Birkhoff-von-Neumann theorem to guarantee double stochasticity, but also faces a factorial explosion in its parameter complexity, $O \left( nC \cdot n! \right)$. To address both challenges, we propose KromHC, which uses the Kronecker products of smaller doubly stochastic matrices to parametrize the residual matrix in mHC. By enforcing manifold constraints across the factor residual matrices along each mode of the tensorized residual stream, KromHC guarantees exact double stochasticity of the residual matrices while reducing parameter complexity to only $O(n^2C)$. Experiments show that KromHC matches or even outperforms other state-of-the-art (SOTA) mHC variants, while requiring significantly fewer trainable parameters. The code is at https://github.com/wz1119/KromHC.

cs.CL

Synthesizing Epileptic Seizures: Gaussian Processes for EEG Generation

Reliable seizure detection from electroencephalography (EEG) time series is a high-priority clinical goal, yet the acquisition cost and scarcity of labeled EEG data limit the performance of machine learning methods. This challenge is exacerbated by the long-range, high-dimensional, and non-stationary nature of epileptic EEG recordings, which makes realistic data generation particularly difficult. In this work, we revisit Gaussian processes as a principled and interpretable foundation for modeling EEG dynamics, and propose a novel hierarchical framework, \textit{GP-EEG}, for generating synthetic epileptic EEG recordings. At its core, our approach decomposes EEG signals into temporal segments modeled via Gaussian process regression, and integrates a domain-adaptation variational autoencoder. We validate the proposed method on two real-world, open-source epileptic EEG datasets. The synthetic EEG recordings generated by our model match real-world epileptic EEG both quantitatively and qualitatively, and can be used to augment training sets.

stat.ME

RefineBridge: Generative Bridge Models Improve Financial Forecasting by Foundation Models

Financial time series forecasting is particularly challenging for transformer-based time series foundation models (TSFMs) due to non-stationarity, heavy-tailed distributions, and high-frequency noise present in data. Low-rank adaptation (LoRA) has become a popular parameter-efficient method for adapting pre-trained TSFMs to downstream data domains. However, it still underperforms in financial data, as it preserves the network architecture and training objective of TSFMs rather than complementing the foundation model. To further enhance TSFMs, we propose a novel refinement module, RefineBridge, built upon a tractable Schr\"odinger Bridge (SB) generative framework. Given the forecasts of TSFM as generative prior and the observed ground truths as targets, RefineBridge learns context-conditioned stochastic transport maps to improve TSFM predictions, iteratively approaching the ground-truth target from even a low-quality prior. Simulations on multiple financial benchmarks demonstrate that RefineBridge consistently improves the performance of state-of-the-art TSFMs across different prediction horizons.

cs.LG

Coarse-to-Fine Open-Set Graph Node Classification with Large Language Models

Developing open-set classification methods capable of classifying in-distribution (ID) data while detecting out-of-distribution (OOD) samples is essential for deploying graph neural networks (GNNs) in open-world scenarios. Existing methods typically treat all OOD samples as a single class, despite real-world applications, especially high-stake settings such as fraud detection and medical diagnosis, demanding deeper insights into OOD samples, including their probable labels. This raises a critical question: can OOD detection be extended to OOD classification without true label information? To address this question, we propose a Coarse-to-Fine open-set Classification (CFC) framework that leverages large language models (LLMs) for graph datasets. CFC consists of three key components: a coarse classifier that uses LLM prompts for OOD detection and outlier label generation, a GNN-based fine classifier trained with OOD samples identified by the coarse classifier for enhanced OOD detection and ID classification, and refined OOD classification achieved through LLM prompts and post-processed OOD labels. Unlike methods that rely on synthetic or auxiliary OOD samples, CFC employs semantic OOD instances that are genuinely out-of-distribution based on their inherent meaning, improving interpretability and practical utility. Experimental results show that CFC improves OOD detection by ten percent over state-of-the-art methods on graph and text domains and achieves up to seventy percent accuracy in OOD classification on graph datasets.

cs.LG

TeRA: Vector-based Random Tensor Network for High-Rank Adaptation of Large Language Models

Parameter-Efficient Fine-Tuning (PEFT) methods, such as Low-Rank Adaptation (LoRA), have significantly reduced the number of trainable parameters needed in fine-tuning large language models (LLMs). The developments of LoRA-style adapters have considered two main directions: (1) enhancing model expressivity with high-rank adapters, and (2) aiming for further parameter reduction, as exemplified by vector-based methods. However, these approaches come with a trade-off, as achieving the expressivity of high-rank weight updates typically comes at the cost of sacrificing the extreme parameter efficiency offered by vector-based techniques. To address this issue, we propose a vector-based random Tensor network for high-Rank Adaptation (TeRA), a novel PEFT method that achieves high-rank weight updates while retaining the parameter efficiency of vector-based PEFT adapters. This is achieved by parametrizing the tensorized weight update matrix as a Tucker-like tensor network (TN), whereby large randomly initialized factors are frozen and shared across layers, while only small layer-specific scaling vectors, corresponding to diagonal entries of factor matrices, are trained. Comprehensive experiments demonstrate that TeRA matches or even outperforms existing high-rank adapters, while requiring as few trainable parameters as vector-based methods. Theoretical analysis and ablation studies validate the effectiveness of the proposed TeRA method. The code is available at https://github.com/guyuxuan9/TeRA.

cs.LG

Machine Intelligence on the Edge: Interpretable Cardiac Pattern Localisation Using Reinforcement Learning

Matched filters are widely used to localise signal patterns due to their high efficiency and interpretability. However, their effectiveness deteriorates for low signal-to-noise ratio (SNR) signals, such as those recorded on edge devices, where prominent noise patterns can closely resemble the target within the limited length of the filter. One example is the ear-electrocardiogram (ear-ECG), where the cardiac signal is attenuated and heavily corrupted by artefacts. To address this, we propose the Sequential Matched Filter (SMF), a paradigm that replaces the conventional single matched filter with a sequence of filters designed by a Reinforcement Learning agent. By formulating filter design as a sequential decision-making process, SMF adaptively design signal-specific filter sequences that remain fully interpretable by revealing key patterns driving the decision-making. The proposed SMF framework has strong potential for reliable and interpretable clinical decision support, as demonstrated by its state-of-the-art R-peak detection and physiological state classification performance on two challenging real-world ECG datasets. The proposed formulation can also be extended to a broad range of applications that require accurate pattern localisation from noise-corrupted signals.

eess.SP

FinDPO: Financial Sentiment Analysis for Algorithmic Trading through Preference Optimization of LLMs

Opinions expressed in online finance-related textual data are having an increasingly profound impact on trading decisions and market movements. This trend highlights the vital role of sentiment analysis as a tool for quantifying the nature and strength of such opinions. With the rapid development of Generative AI (GenAI), supervised fine-tuned (SFT) large language models (LLMs) have become the de facto standard for financial sentiment analysis. However, the SFT paradigm can lead to memorization of the training data and often fails to generalize to unseen samples. This is a critical limitation in financial domains, where models must adapt to previously unobserved events and the nuanced, domain-specific language of finance. To this end, we introduce FinDPO, the first finance-specific LLM framework based on post-training human preference alignment via Direct Preference Optimization (DPO). The proposed FinDPO achieves state-of-the-art performance on standard sentiment classification benchmarks, outperforming existing supervised fine-tuned models by 11% on the average. Uniquely, the FinDPO framework enables the integration of a fine-tuned causal LLM into realistic portfolio strategies through a novel 'logit-to-score' conversion, which transforms discrete sentiment predictions into continuous, rankable sentiment scores (probabilities). In this way, simulations demonstrate that FinDPO is the first sentiment-based approach to maintain substantial positive returns of 67% annually and strong risk-adjusted performance, as indicated by a Sharpe ratio of 2.0, even under realistic transaction costs of 5 basis points (bps).

cs.CL

Understanding the Rank of Tensor Networks via an Intuitive Example-Driven Approach

Tensor Network (TN) decompositions have emerged as an indispensable tool in Big Data analytics owing to their ability to provide compact low-rank representations, thus alleviating the ``Curse of Dimensionality'' inherent in handling higher-order data. At the heart of their success lies the concept of TN ranks, which governs the efficiency and expressivity of TN decompositions. However, unlike matrix ranks, TN ranks often lack a universal meaning and an intuitive interpretation, with their properties varying significantly across different TN structures. Consequently, TN ranks are frequently treated as empirically tuned hyperparameters, rather than as key design parameters inferred from domain knowledge. The aim of this Lecture Note is therefore to demystify the foundational yet frequently misunderstood concept of TN ranks through real-life examples and intuitive visualizations. We begin by illustrating how domain knowledge can guide the selection of TN ranks in widely-used models such as the Canonical Polyadic (CP) and Tucker decompositions. For more complex TN structures, we employ a self-explanatory graphical approach that generalizes to tensors of arbitrary order. Such a perspective naturally reveals the relationship between TN ranks and the corresponding ranks of tensor unfoldings (matrices), thereby circumventing cumbersome multi-index tensor algebra while facilitating domain-informed TN design. It is our hope that this Lecture Note will equip readers with a clear and unified understanding of the concept of TN rank, along with the necessary physical insight and intuition to support the selection, explainability, and deployment of tensor methods in both practical applications and educational contexts.

cs.LG

Domain-Aware Tensor Network Structure Search

Tensor networks (TNs) provide efficient representations of high-dimensional data, yet identification of the optimal TN structures, the so called tensor network structure search (TN-SS) problem, remains a challenge. Current state-of-the-art (SOTA) algorithms solve TN-SS as a purely numerical optimization problem and require extensive function evaluations, which is prohibitive for real-world applications. In addition, existing methods ignore the valuable domain information inherent in real-world tensor data and lack transparency in their identified TN structures. To this end, we propose a novel TN-SS framework, termed the tnLLM, which incorporates domain information about the data and harnesses the reasoning capabilities of large language models (LLMs) to directly predict suitable TN structures. The proposed framework involves a domain-aware prompting pipeline which instructs the LLM to infer suitable TN structures based on the real-world relationships between tensor modes. In this way, our approach is capable of not only iteratively optimizing the objective function, but also generating domain-aware explanations for the identified structures. Experimental results demonstrate that tnLLM achieves comparable TN-SS objective function values with much fewer function evaluations compared to SOTA algorithms. Furthermore, we demonstrate that the LLM-enabled domain information can be used to find good initializations in the search space for sampling-based SOTA methods to accelerate their convergence while preserving theoretical performance guarantees.

cs.LG