arXiv subjects

Hao Ni

Publications and source records attributed to Hao Ni.

At least 19 recordsLinked to original sources

arXiv2026

The $L^q$-bounds for Derivatives of Unitary Developments of Random Continuous Geometric Rough Paths

In this paper we derive an explicit formula for derivatives of unitary developments of random continuous geometric rough paths of all orders and establish proper $L^q$-bounds for them, which allow us to study the analyticity of their characteristic functions in a quantitative manner and then prove that under some mild conditions the distributions of the signatures of random continuous geometric rough paths are determined by their expected signatures, provided the latter have positive radius of convergence. In particular, we give a partial affirmative answer to an open question posed by T. Lyons and H. Ni in ``Expected signature of Brownian motion up to the first exit time from a bounded domain'' (The Annals of Probability, 43(5), 2729-2762, 2015), concerning whether the expected signature of stopped Brownian motion determines the law of its signature.

math.PR↗

arXiv2026

Poisoning Agentic Alpha: Adversarial Vulnerabilities Across Roles and Architectures in Multi-Agent Trading Systems

LLM-based multi-agent trading systems, in which specialized agents collaborate through structured communication to produce trading decisions, are moving rapidly from research prototypes to live deployments that control real assets. The same inter-agent communication that makes them effective also exposes them: a corrupted signal can propagate to the final decision and translate into realized financial loss. Unlike prior attacks that presume privileged access to system internals, we restrict the adversary to what is practically reachable---the source data and prompts agents consume---yielding a low-barrier, and thus democratized threat model instantiated as role-specific adversaries. We present the first systematic empirical study in the financial domain to characterize how an adversarial signal enters a multi-agent trading system and how far it survives toward the decision. Along the role axis, we decompose a widely-used trading pipeline into four functional roles---Analyst, Researcher, Trader, and Risk Manager---and pair each with an attack matched to its interface. Along the structural axis, we evaluate four communication topologies under data- and agent-level attacks, using the Adversarial Signal Preservation Score (APS) as a post-hoc lens on why some designs are more robust than others. We conduct experiments across five assets, two backbones, and two target directions. A central finding is that no architecture is inherently robust. These findings provide insights for the future design of safer and more robust agentic trading systems.

cs.AI↗

arXiv2026

EvoTS-Agent: A Self-Evolving LLM Agent for Financial Time Series Change Point Detection

Financial time series exhibit non-stationary and heterogeneous statistical properties, making change-point detection challenging because no single unsupervised algorithm performs consistently across assets and market regimes. Conventional workflows consequently depend heavily on expert-driven model selection, feature design, and hyperparameter tuning, limiting their scalability and adaptability. We propose EvoTS-Agent, a validation-guided self-evolving LLM agent for autonomous financial time-series change-point detection. EvoTS-Agent first performs curated exploratory data analysis to characterize dataset properties and initialize candidate detection models. It then evolves executable experiment trajectories through three complementary operators: \textit{Revision} exploits the current best solution, \textit{Alternative Strategy} explores fundamentally different modeling directions when progress stagnates, and \textit{Recombination} synthesizes complementary evidence from high-performing trajectories. Validation feedback guides trajectory evolution throughout the search, enabling the agent to adapt its detection pipeline to the statistical characteristics of each dataset while preserving reliable optimization. Experiments across four benchmark datasets demonstrate that EvoTS-Agent consistently outperforms existing LLM-based agents while maintaining a 100\% execution success rate across all evaluated backbone LLMs.

cs.AI↗

arXiv2026

Strain-Tuned Nodal Superconductivity in the Charge-Ordered Kagome Metal CsV$_3$Sb$_5$

The nature of the superconducting pairing symmetry in the kagome metal CsV$_3$Sb$_5$ and its relationship with the charge density wave (CDW) order are central unresolved issues. Here, we investigate the evolution of superconductivity in CsV$_3$Sb$_5$ under in-situ uniaxial pressure using $^{121}$Sb nuclear quadrupole resonance (NQR). We find that tensile strain significantly enhances the superconducting transition temperature, $T_{\rm c}$, while the CDW remains unchanged, demonstrating that superconductivity can be tuned independently of the bulk charge order. At a tensile strain of $\varepsilon$ = +0.90%, the nuclear spin-lattice relaxation rate reveals a remarkable double transition: an upper transition at $T_{\rm c1}$ = 3.6 K to a nodal gap state, and a lower one at $T_{\rm c2}$ = 3.0 K characterized by a nodeless gap. These results evidence degenerate superconducting states with different gap symmetry in the kagome metal at ambient pressure which split under strain. Our work demonstrates a high tunability of superconductivity by uniaxial pressure.

cond-mat.supr-con↗

arXiv2026

OpenFinGym: A Verifiable Multi-Task Gym Environment for Evaluating Quant Agents

Although large language model agents are increasingly applied to quantitative-finance workflows, their evaluation remains fragmented across isolated tasks, while the financial relevance of benchmark tasks is often overlooked. Yet financial workflows are inherently multi-stage, spanning interdependent tasks such as forecasting, strategy construction, risk management, and trading. Existing platforms typically focus on a single task, and can therefore overstate agent competence and fail to reveal weaknesses in generalization, real-market interaction, and financially meaningful decision-making. We introduce OpenFinGym, a unified gym environment for quantitative-finance agent development that covers forecasting, market generation, real-time trading, and fraud detection under a single execution and verification interface. OpenFinGym additionally provides an automated task-construction pipeline that turns quantitative finance publications into executable task packages; a containerised runtime with a host-side verifier service that supports scalable agent rollouts and prevents runtime train-test leakage; a paper trading engine with a low-latency data-stream design; deferred-resolution support for long-horizon and event-market forecasts; and integration for SFT and RL post-training

cs.AI↗

arXiv2026

MOSAIC: Modular Orchestration for Structured Agentic Intelligence and Composition

Automated data science is a structured model-selection problem. A solution must choose data transformations, feature representations, architecture, training procedure, evaluation protocol, and refinement strategy for a task. AutoML systems automate parts of this process, but typically search within predefined pipeline, model, and hyperparameter spaces. LLM-based agents offer greater flexibility through retrieval, code generation, and execution feedback, yet their modelling decisions are often unstructured, difficult to verify, and hard to reuse. We introduce \textsc{MOSAIC} (Modular Orchestration for Structured Agentic Intelligence and Composition), a structured agentic framework for memory-grounded model selection and workflow construction. Given a task and dataset, \textsc{MOSAIC} builds a semantic task profile, retrieves prior cases and source-code modules, and constructs a blueprint: an intermediate representation specifying selected modelling components, composition, interface constraints, and execution requirements. This blueprint turns model selection into a staged, context-grounded search and grounds LLM-based code generation in retrieved evidence rather than unconstrained synthesis. Candidate models are validated by execution and refined using diagnostic feedback, training traces, task metrics, and a failure-aware reinforcement learning policy. We instantiate \textsc{MOSAIC} on financial time-series forecasting and generation, where models must satisfy predictive accuracy, distributional fidelity, execution reliability, and downstream financial criteria such as risk and tail behaviour. Experiments against AutoML and agentic baselines show that \textsc{MOSAIC} improves task performance, execution success, and decision traceability, demonstrating the value of treating automated data science as structured, reusable, and execution-grounded model selection.

cs.AI↗

arXiv2026

Experience Transfer for Multimodal LLM Agents in Minecraft Game

Multimodal LLM agents operating in complex game environments must continually reuse past experience to solve new tasks efficiently. In this work, we propose Echo, a transfer-oriented memory framework that enables agents to derive actionable knowledge from prior interactions rather than treating memory as a passive repository of static records. To make transfer explicit, Echo decomposes reusable knowledge into five dimensions: structure, attribute, process, function, and interaction. This formulation allows the agent to identify recurring patterns shared across different tasks and infer what prior experience remains applicable in new situations. Building on this formulation, Echo leverages In-Context Analogy Learning (ICAL) to retrieve relevant experiences and adapt them to unseen tasks through contextual examples. Experiments in Minecraft show that, under a from-scratch learning setting, Echo achieves a 1.3x to 1.7x speed-up on object-unlocking tasks. Moreover, Echo exhibits a burst-like chain-unlocking phenomenon, rapidly unlocking multiple similar items within a short time interval after acquiring transferable experience. These results suggest that experience transfer is a promising direction for improving the efficiency and adaptability of multimodal LLM agents in complex interactive environments.

cs.AI↗

arXiv2026

Airfoil shape optimization via coherent Ising machine

Airfoil shape optimization presents a challenge where classical solvers frequently struggle with computational efficiency and local minima. In the promising paradigm of quantum computing, the coherent Ising machine (CIM), a specialized physical solver, offers acceleration capabilities. However, its native discrete binary architecture restricts the application in aerodynamic design. To bridge this gap, we propose a comprehensive framework that translates airfoil shape optimization into hardware-compliant quadratic unconstrained binary optimization formulations. We integrate high-order response surface models via the Rosenberg order reduction, enabling the CIM to capture strong nonlinearities in the aerodynamic performance response. Furthermore, we introduce a block-diagonal scalarization strategy that compose trade-off scenarios into a single optimization. Validated on the NACA 4-digit airfoil series using CIM hardware with 615 spins, the framework successfully locates the global optimum with a computational speedup of three orders of magnitude compared to the classical simulated annealing. The parallel embedding capacity allows for the extraction of an entire optimal Pareto front in a single hardware execution. This work demonstrates a viable, quantum-enhanced paradigm for engineering optimization.

quant-ph↗

arXiv2025

COIVis: Eye-tracking-based Visual Exploration of Concept Learning in MOOC Videos

Massive Open Online Courses (MOOCs) make high-quality instruction accessible. However, the lack of face-to-face interaction makes it difficult for instructors to obtain feedback on learners' performance and provide more effective instructional guidance. Traditional analytical approaches, such as clickstream logs or quiz scores, capture only coarse-grained learning outcomes and offer limited insight into learners' moment-to-moment cognitive states. In this study, we propose COIVis, an eye tracking-based visual analytics system that supports concept-level exploration of learning processes in MOOC videos. COIVis first extracts course concepts from multimodal video content and aligns them with the temporal structure and screen space of the lecture, defining Concepts of Interest (COIs), which anchor abstract concepts to specific spatiotemporal regions. Learners' gaze trajectories are transformed into COI sequences, and five interpretable learner-state features -- Attention, Cognitive Load, Interest, Preference, and Synchronicity -- are computed at the COI level based on eye tracking metrics. Building on these representations, COIVis provides a narrative, multi-view visualization enabling instructors to move from cohort-level overviews to individual learning paths, quickly locate problematic concepts, and compare diverse learning strategies. We evaluate COIVis through two case studies and in-depth user-feedback interviews. The results demonstrate that COIVis effectively provides instructors with valuable insights into the consistency and anomalies of learners' learning patterns, thereby supporting timely and personalized interventions for learners and optimizing instructional design.

cs.HC↗

arXiv2025

Re(Visiting) Time Series Foundation Models in Finance

Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs), inspired by large language models, offer a new paradigm for learning generalizable temporal representations from large and diverse datasets. This paper presents the first comprehensive empirical study of TSFMs in global financial markets. Using a large-scale dataset of daily excess returns across diverse markets, we evaluate zero-shot inference, fine-tuning, and pre-training from scratch against strong benchmark models. We find that off-the-shelf pre-trained TSFMs perform poorly in zero-shot and fine-tuning settings, whereas models pre-trained from scratch on financial data achieve substantial forecasting and economic improvements, underscoring the value of domain-specific adaptation. Increasing the dataset size, incorporating synthetic data augmentation, and applying hyperparameter tuning further enhance performance.

q-fin.CP↗

arXiv2025

Sig-DEG for Distillation: Making Diffusion Models Faster and Lighter

Diffusion models have achieved state-of-the-art results in generative modelling but remain computationally intensive at inference time, often requiring thousands of discretization steps. To this end, we propose Sig-DEG (Signature-based Differential Equation Generator), a novel generator for distilling pre-trained diffusion models, which can universally approximate the backward diffusion process at a coarse temporal resolution. Inspired by high-order approximations of stochastic differential equations (SDEs), Sig-DEG leverages partial signatures to efficiently summarize Brownian motion over sub-intervals and adopts a recurrent structure to enable accurate global approximation of the SDE solution. Distillation is formulated as a supervised learning task, where Sig-DEG is trained to match the outputs of a fine-resolution diffusion model on a coarse time grid. During inference, Sig-DEG enables fast generation, as the partial signature terms can be simulated exactly without requiring fine-grained Brownian paths. Experiments demonstrate that Sig-DEG achieves competitive generation quality while reducing the number of inference steps by an order of magnitude. Our results highlight the effectiveness of signature-based approximations for efficient generative modeling.

cs.LG↗

arXiv2025

Structured Agentic Workflows for Financial Time-Series Modeling with LLMs and Reflective Feedback

Time-series data is central to decision-making in financial markets, yet building high-performing, interpretable, and auditable models remains a major challenge. While Automated Machine Learning (AutoML) frameworks streamline model development, they often lack adaptability and responsiveness to domain-specific needs and evolving objectives. Concurrently, Large Language Models (LLMs) have enabled agentic systems capable of reasoning, memory management, and dynamic code generation, offering a path toward more flexible workflow automation. In this paper, we introduce \textsf{TS-Agent}, a modular agentic framework designed to automate and enhance time-series modeling workflows for financial applications. The agent formalizes the pipeline as a structured, iterative decision process across three stages: model selection, code refinement, and fine-tuning, guided by contextual reasoning and experimental feedback. Central to our architecture is a planner agent equipped with structured knowledge banks, curated libraries of models and refinement strategies, which guide exploration, while improving interpretability and reducing error propagation. \textsf{TS-Agent} supports adaptive learning, robust debugging, and transparent auditing, key requirements for high-stakes environments such as financial services. Empirical evaluations on diverse financial forecasting and synthetic data generation tasks demonstrate that \textsf{TS-Agent} consistently outperforms state-of-the-art AutoML and agentic baselines, achieving superior accuracy, robustness, and decision traceability.

cs.AI↗

arXiv2025

SPDEBench: An Extensive Benchmark for Learning Stochastic PDEs

Stochastic Partial Differential Equations (SPDEs) driven by random noise play a central role in modeling physical processes with rough spatio-temporal dynamics, such as turbulence flows, superconductors, and quantum dynamics. Although machine learning (ML)-based surrogate models have shown promise for efficiently approximating such dynamics, progress remains limited by the lack of a unified benchmark with controlled data generation and comprehensive evaluation. This gap is particularly significant for singular SPDEs, for which benchmark datasets are largely unavailable and reliable simulation requires numerically delicate schemes based on renormalization. Moreover, subtle differences in data-generation procedures, such as noise approximation, basis choice, and the inclusion of renormalization, can significantly affect the resulting datasets and, consequently, model evaluation. We introduce SPDEBench, the first unified benchmark for ML-based SPDE learning. SPDEBench provides ready-to-use datasets for physically and mathematically significant SPDEs on 1-3D domains with periodic or Dirichlet boundary condition. Both regular and singular SPDEs are taken into consideration. SPDEBench also incorporates representative ML baselines in operator learning, together with 7 evaluation metrics, including Sobolev and distributional metrics beyond the standard $L^2$-error. Supported by SPDEBench, we conduct systematic evaluations of model accuracy, robustness, and out-of-distribution generalization under controlled data variations. Our numerical results show that SPDE-aware architectures generally achieve stronger performance than generic operator-learning baselines. These findings establish SPDEBench as a reproducible and extensible resource, paving pathway for principled benchmarking and architecture design for stochastic spatio-temporal dynamics.

cs.LG↗

arXiv2025

CFReID: Continual Few-shot Person Re-Identification

Real-world surveillance systems are dynamically evolving, requiring a person Re-identification model to continuously handle newly incoming data from various domains. To cope with these dynamics, Lifelong ReID (LReID) has been proposed to learn and accumulate knowledge across multiple domains incrementally. However, LReID models need to be trained on large-scale labeled data for each unseen domain, which are typically inaccessible due to privacy and cost concerns. In this paper, we propose a new paradigm called Continual Few-shot ReID (CFReID), which requires models to be incrementally trained using few-shot data and tested on all seen domains. Under few-shot conditions, CFREID faces two core challenges: 1) learning knowledge from few-shot data of unseen domain, and 2) avoiding catastrophic forgetting of seen domains. To tackle these two challenges, we propose a Stable Distribution Alignment (SDA) framework from feature distribution perspective. Specifically, our SDA is composed of two modules, i.e., Meta Distribution Alignment (MDA) and Prototype-based Few-shot Adaptation (PFA). To support the study of CFReID, we establish an evaluation benchmark for CFReID on five publicly available ReID datasets. Extensive experiments demonstrate that our SDA can enhance the few-shot learning and anti-forgetting capabilities under few-shot conditions. Notably, our approach, using only 5\% of the data, i.e., 32 IDs, significantly outperforms LReID's state-of-the-art performance, which requires 700 to 1,000 IDs.

cs.CV↗

arXiv2025

MotionPCM: Real-Time Motion Synthesis with Phased Consistency Model

Diffusion models have become a popular choice for human motion synthesis due to their powerful generative capabilities. However, their high computational complexity and large sampling steps pose challenges for real-time applications. Fortunately, the Consistency Model (CM) provides a solution to greatly reduce the number of sampling steps from hundreds to a few, typically fewer than four, significantly accelerating the synthesis of diffusion models. However, applying CM to text-conditioned human motion synthesis in latent space yields unsatisfactory generation results. In this paper, we introduce \textbf{MotionPCM}, a phased consistency model-based approach designed to improve the quality and efficiency for real-time motion synthesis in latent space. Experimental results on the HumanML3D dataset show that our model achieves real-time inference at over 30 frames per second in a single sampling step while outperforming the previous state-of-the-art with a 38.9\% improvement in FID. The code will be available for reproduction.

cs.CV↗

arXiv2025

Sigma: Differential Rescaling of Query, Key and Value for Efficient Language Models

We introduce Sigma, an efficient large language model specialized for the system domain, empowered by a novel architecture including DiffQKV attention, and pre-trained on our meticulously collected system domain data. DiffQKV attention significantly enhances the inference efficiency of Sigma by optimizing the Query (Q), Key (K), and Value (V) components in the attention mechanism differentially, based on their varying impacts on the model performance and efficiency indicators. Specifically, we (1) conduct extensive experiments that demonstrate the model's varying sensitivity to the compression of K and V components, leading to the development of differentially compressed KV, and (2) propose augmented Q to expand the Q head dimension, which enhances the model's representation capacity with minimal impacts on the inference speed. Rigorous theoretical and empirical analyses reveal that DiffQKV attention significantly enhances efficiency, achieving up to a 33.36% improvement in inference speed over the conventional grouped-query attention (GQA) in long-context scenarios. We pre-train Sigma on 6T tokens from various sources, including 19.5B system domain data that we carefully collect and 1T tokens of synthesized and rewritten data. In general domains, Sigma achieves comparable performance to other state-of-arts models. In the system domain, we introduce the first comprehensive benchmark AIMicius, where Sigma demonstrates remarkable performance across all tasks, significantly outperforming GPT-4 with an absolute improvement up to 52.5%.

cs.CL↗

arXiv2024

Expected Signature on a Riemannian Manifold and Its Geometric Implications

On a compact Riemannian manifold $M,$ we show that the Riemannian distance function $d(x,y)$ can be explicitly reconstructed from suitable asymptotics of the expected signature of Brownian bridge from $x$ to $y$. In addition, by looking into the asymptotic expansion of the fourth level expected signature of the Brownian loop based at $x\in M$, one can explicitly reconstruct both intrinsic (Ricci curvature) and extrinsic (second fundamental form) curvature properties of $M$ at $x$. As independent interest, we also derive the intrinsic PDE for the expected Brownian signature dynamics on $M$ from the perspective of the Eells-Elworthy-Malliavin horizontal lifting.

math.PR↗

arXiv2024

Using joint angles based on the international biomechanical standards for human action recognition and related tasks

Keypoint data has received a considerable amount of attention in machine learning for tasks like action detection and recognition. However, human experts in movement such as doctors, physiotherapists, sports scientists and coaches use a notion of joint angles standardised by the International Society of Biomechanics to precisely and efficiently communicate static body poses and movements. In this paper, we introduce the basic biomechanical notions and show how they can be used to convert common keypoint data into joint angles that uniquely describe the given pose and have various desirable mathematical properties, such as independence of both the camera viewpoint and the person performing the action. We experimentally demonstrate that the joint angle representation of keypoint data is suitable for machine learning applications and can in some cases bring an immediate performance gain. The use of joint angles as a human meaningful representation of kinematic data is in particular promising for applications where interpretability and dialog with human experts is important, such as many sports and medical applications. To facilitate further research in this direction, we will release a python package to convert keypoint data into joint angles as outlined in this paper.

cs.CV↗