arXiv subjects

Hugo Garrido-Lestache Belinchon

Publications and source records attributed to Hugo Garrido-Lestache Belinchon.

7 recordsLinked to original sources

arXiv2026

Quant Convergence: Bridging Classical Value Investing and Modern Factor Models for Systematic Equity Selection

Modern finance relies heavily on complex machine learning models to find patterns in the stock market. However, as these AI models get more complicated, they often memorize short-term market noise instead of finding companies with real, lasting value. We designed this research to test if Benjamin Graham's classic value investing rules could act as a mathematical "low-pass filter" to keep these modern models in check. We built three different sets of features - pure Graham rules, modern market factors, and a mix of both - and tested them against highly complex models (XGBoost and AutoGluon) using 20 years of S&P 500 data. By applying a strict buy-and-hold strategy over a four-year test period (March 2022 to March 2026), the results showed that more complex algorithms do not always win. While the AutoGluon model captured high returns (222.68%), it suffered a substantial 39.78% drop because it bought volatile tech stocks right before the market crashed. On the other hand, the pure Graham Random Forest achieved the highest overall return (232.13%) with much less risk (1.38 Calmar Ratio). Furthermore, the Combined Random Forest successfully mixed momentum with Graham's rules, making a 202.91% return while keeping the lowest maximum drop (34.53%) of any model tested. Ultimately, this research proves that Graham's "margin of safety" isn't outdated; it is actually a highly effective way to prevent modern AI from taking on too much risk.

cs.AI↗

arXiv2026

Multimodal Image Colorization: Quantifying the Impact of Text-Conditioned Guidance on Grayscale-to-Color Translation

Grayscale images are commonly found in historical photography restoration, medical imaging, and artistic media. However, automatically applying color to these images remains a significant challenge in computer vision because many plausible colorizations can correspond to the same grayscale input. In this work, we quantify the effect of text conditioning on pixel-level and perceptual metrics for grayscale-to-color image models. Specifically, we compare two architectures, a U-Net and Stable Diffusion 1.5, each tested with and without CLIP text conditioning while holding all other variables constant. Our results show that text conditioning improves PSNR by 5.6%, SSIM by 1.2%, and colorfulness by 36.6%, while reducing LPIPS by 7.6% in the U-Net tier. In the Stable Diffusion tier, text conditioning improves PSNR by 5.8%, SSIM by 1.5%, and colorfulness by 0.6%, while reducing LPIPS by 11.3%. These results indicate that text conditioning provides consistent, measurable improvements to colorization quality across both architecture scales.

cs.GR↗

arXiv2026

Scribby: A Multi-Level LLM Framework for Semantic Video Analysis

As video content continues to expand across educational platforms, recorded lectures, and live-streamed entertainment, the need for efficient and structured analysis of long-form footage has increased \cite{1}. Although many existing AI programs provide high-level video summaries based on AI-generated transcripts \cite{2,3,4,5}, these approaches are often limited to coarse overviews and lack detailed analysis of a video's structure, thematic progression, and semantic relationships, all of which are required for comprehensive video analysis. This paper proposes an LLM-based video summarization framework that balances macro-level comprehension with micro-level semantic analysis \cite{6,12,13}. The first stage of the process indexes the video at a micro level by (1) analyzing the full transcript, (2) analyzing individual transcript sentences, and (3) grouping these sentences by semantic similarity using an LLM as a judge \cite{6,13}. Contextual continuity is retained during sentence-level processing by incorporating both the global transcript analysis and adjacent sentence information into each evaluation prompt. This framework establishes a foundation for video analysis tools that visualize semantic chunking and semantic matching through relevance-based heatmaps. Limitations and future expansions of the framework are also discussed.

cs.CV↗

arXiv2026

Source-Aware Reranking for Retrieval-Augmented Generation: A Reliability Prior Approach

Standard Retrieval-Augmented Generation pipelines rank retrieved documents by semantic similarity alone, without accounting for source provenance or credibility. This work evaluates a simple and interpretable modification to RAG retrieval ranking that incorporates domain-informed source reliability priors. Each document is assigned a prior lambda(s) based on its source type, and retrieval scores are reweighted using score(q, d) = sim(q, d) * lambda(s). The framework is evaluated against a similarity-only baseline on a 120-document health-domain corpus. In this controlled setting, source-aware reranking improves Precision@5 from 0.48 to 0.72 and reduces average adversarial document retrieval under the evaluated threat model, where low-credibility sources are identifiable via metadata. All experiments were executed on Rosie, the high-performance computing cluster at the Milwaukee School of Engineering, which provided the GPU-accelerated infrastructure necessary to run the full experimental pipeline reliably and reproducibly. These results suggest a potential mitigation strategy for source quality degradation in RAG pipelines, within the limits of the experimental setup described.

cs.AI↗

arXiv2026

The Effect of Text Chunk Size on Retrieval-Augmented Generation Performance

Retrieval-Augmented Generation (RAG) systems have emerged as a powerful process for allowing large language models (LLMs) to retrieve relevant information to use as source material during text generation. A critical yet under-explored component of these systems is the granularity at which source documents are segmented into retrievable chunks. The size of these chunks has the potential to significantly influence generation quality, contextual correctness, retrieval precision, and computational efficiency. Despite its importance, chunk size is often selected without proper evaluation of its impact on generation quality. Smaller chunks, such as individual sentences, may allow for precise retrieval by narrowing the focus of each chunk. However, they contain less information, which may limit the model's ability to generate coherent responses. Larger chunks, such as entire chapters, contain lots of broad information that may improve correctness, but also introduce additional noise and increase computational cost. Because larger chunks contain more information, the number of chunks returned to the model must also be considered. This paper evaluates how chunk size, along with the number of retrieved segments, influences generation quality and retrieval effectiveness. By comparing these configurations, this study seeks to better understand how document segmentation affects the performance and efficiency of Retrieval-Augmented Generation systems. segmentation affects the performance and efficiency of Retrieval-Augmented Generation systems.

cs.IR↗

arXiv2025

Enhancing Multi-Agent Collaboration with Attention-Based Actor-Critic Policies

This paper introduces Team-Attention-Actor-Critic (TAAC), a reinforcement learning algorithm designed to enhance multi-agent collaboration in cooperative environments. TAAC employs a Centralized Training/Centralized Execution scheme incorporating multi-headed attention mechanisms in both the actor and critic. This design facilitates dynamic, inter-agent communication, allowing agents to explicitly query teammates, thereby efficiently managing the exponential growth of joint-action spaces while ensuring a high degree of collaboration. We further introduce a penalized loss function which promotes diverse yet complementary roles among agents. We evaluate TAAC in a simulated soccer environment against benchmark algorithms representing other multi-agent paradigms, including Proximal Policy Optimization and Multi-Agent Actor-Attention-Critic. We find that TAAC exhibits superior performance and enhanced collaborative behaviors across a variety of metrics (win rates, goal differentials, Elo ratings, inter-agent connectivity, balanced spatial distributions, and frequent tactical interactions such as ball possession swaps).

cs.AI↗

arXiv2024

Synthesizing Audio from Silent Video using Sequence to Sequence Modeling

Generating audio from a video's visual context has multiple practical applications in improving how we interact with audio-visual media - for example, enhancing CCTV footage analysis, restoring historical videos (e.g., silent movies), and improving video generation models. We propose a novel method to generate audio from video using a sequence-to-sequence model, improving on prior work that used CNNs and WaveNet and faced sound diversity and generalization challenges. Our approach employs a 3D Vector Quantized Variational Autoencoder (VQ-VAE) to capture the video's spatial and temporal structures, decoding with a custom audio decoder for a broader range of sounds. Trained on the Youtube8M dataset segment, focusing on specific domains, our model aims to enhance applications like CCTV footage analysis, silent movie restoration, and video generation models.

cs.SD↗