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Jaehoon Lee

Publications and source records attributed to Jaehoon Lee.

At least 19 recordsLinked to original sources
arXiv2026

QUAL: Quantile Alignment Improves Zero-Shot Time-Series Foundation Models

Time-series foundation models (TSFMs) provide zero-shot forecasts for unseen series, but their accuracy varies across datasets. Combining several models can reduce this variability, yet zero-shot deployment provides no target labels for selecting or weighting them. We find that a model pool is useful not only as a final ensemble, but also as a probability reference for transforming each member forecast. Aligning quantiles through this pool-relative reference improves every member forecast in aggregate. Motivated by this finding, we propose QUAL (Quantile alignment), a simple label-free framework for improving and combining diverse TSFMs. QUAL first produces aligned member forecasts, then applies Huber aggregation and rearrangement to obtain a robust combined forecast without training or model modification. On GIFT-Eval, quantile alignment reduces average member MASE and CRPS by 7.4% and 9.8%. The full framework remains robust when weak forecasters enter a candidate pool whose quality cannot be verified in advance. Code is available at https://github.com/junhyeokkang/QUAL.

cs.AI↗
arXiv2026

Embedded minimal surfaces with three ends associated with the Hoffman-Osserman catenoids

For every positive integer $g$ and every Hoffman-Osserman catenoid in $\mathbb{R}^5$, we construct a complete embedded minimal surface of genus $g$ that is not contained in any proper affine subspace of $\mathbb{R}^5$. These surfaces can be viewed as higher-codimensional analogues of the Costa-Hoffman-Meeks surfaces, associated with the union of the corresponding Hoffman-Osserman catenoid and the plane containing its waist circle. We provide explicit Weierstrass data for these surfaces. Our construction can also be interpreted as restoring conformality to a deformed Costa-Hoffman-Meeks immersion by introducing two additional harmonic coordinate functions.

math.DG↗
arXiv2026

FinVerse: Toward More Realistic Evaluation for Financial Time-Series Forecasting

Time-series foundation models (TSFMs) are increasingly evaluated on broad benchmarks that apply uniform conventional forecast evaluation metrics across heterogeneous time-series. However, in the financial domain, decision-relevant evaluation requires going beyond conventional metrics to assess forecasts in terms of directional accuracy, cross-sectional ranking, and portfolio outcomes. To this end, we introduce FinVerse, a financial time-series benchmark, collecting a broad collection of 116,897 series with 171.1M observations. FinVerse organizes financial data according to their economic semantics and evaluates target series across point-wise forecasting, cross-sectional ranking, and portfolio backtesting. Across 43 public TSFMs, model rankings on FinVerse show only moderate agreement with those on the existing benchmark, GIFT-Eval (r=0.43), suggesting that generic forecasting benchmarks do not fully capture the aspects of forecast quality that matter for financial decision-making. Furthermore, substantial variation in model performance across financial time-series categories and evaluation metrics provides a more informative basis for model selection, enabling practitioners to identify suitable models according to their target series and downstream objectives.

cs.LG↗
arXiv2026

Minimal Surfaces in $\mathbb{R}^4$ with Three Planar Ends II: Symmetry and Nonexistence

In this paper, we study complete minimal surfaces in $\mathbb{R}^4$ with three embedded planar ends parallel to those of the union of the Lagrangian catenoid and the plane containing its waist circle. We prove that no such complete embedded minimal surface of genus $g\geq 2$ with finite total curvature admits at least $4(g+1)$ symmetries. This contrasts sharply with the genus-one case, where highly symmetric examples do exist and are uniquely determined up to scaling and rigid motion.

math.DG↗
arXiv2026

Not All Information Is Worth Asking For: Decision-Informed Information Seeking with LLMs

Large language models (LLMs) are increasingly used to support decisions under incomplete information, where deciding what to look up and when to stop matters as much as the final answer. However, LLMs fall into an information trap: They pay for checks, i.e., costly pieces of evidence, that cannot change their decision or are not worth their cost, and they keep asking when the evidence is already sufficient. To this end, we propose Decision-Informed Value-of-information Acquisition (DIVA), a simple yet effective procedure for LLM information seeking based on the decision value of evidence. DIVA 1) lets the LLM specify a small decision model, i.e., how likely a bad outcome is and how each check would shift this probability, through short numeric questions and 2) values each candidate check by how much its imagined outcomes improve the decision net of its cost, stopping when no check is worth its cost. Its variant, DIVA-U, further accounts for the LLM's uncertain estimates of how strongly each check shifts this probability. DIVA is training-free and applies to any LLM. Across four domains and 20 LLMs, DIVA-U has lower regret, i.e., value lost relative to the best possible decision, than every LLM baseline on real-world data, mainly by stopping once evidence suffices, and DIVA cuts the regret of the best LLM baseline by 75% in synthetic scenarios where every check's reliability is given. Code: github.com/seunghan96/diva.

cs.AI↗
arXiv2026

Minimal Surfaces in $\mathbb{R}^4$ with Three Planar Ends I: Holomorphicity and Uniqueness

In this paper, we study complete minimal surfaces in $\mathbb{R}^4$ with three embedded planar ends parallel to those of the union of the Lagrangian catenoid and the plane containing its waist circle. We show that any complete, oriented, immersed minimal surface in $\mathbb{R}^4$ with finite total curvature and genus $1$, and having these three ends, must be $J$-holomorphic for some almost complex structure $J$. If the surface is also embedded and has at least $8$ symmetries, we prove that its symmetry group has order $8$ or $12$. In each case the surface is uniquely determined up to scaling and rigid motion.

math.DG↗
arXiv2026

PALM: Point-in-Time Adaptation for Financial Language Models

Language models used in financial backtests suffer from look-ahead bias, as a model trained on text published after the study period has already observed the outcomes it is asked to predict. To handle this issue, point-in-time (PIT) language models are pretrained on chronologically filtered corpora and released as one checkpoint per calendar year, each with a documented cutoff. However, each additional year costs another pretraining run, and whether that run is necessary has never been tested. In this paper, we show that a newer checkpoint is not detectably better on the decision it informs, as its information coefficient on a fixed evaluation window shows no decay with age that we can detect. Motivated by this observation, we propose PALM (Point-in-time Adaptation for financial Language Models), a simple yet effective alternative to annual pretraining that fits a low-rank adapter on financial text the checkpoint is allowed to read, without modifying any pretrained weight. We further find that the gain comes from the financial domain rather than from recency, which leaves the point-in-time constraint without a detectable cost. We validate PALM on a decade of financial news and on three families of PIT models, whose cutoffs span two decades. The pooled gain keeps its sign across experimental settings and comes at a small fraction of the cost of pretraining. Code is available at: https://github.com/seunghan96/palm.

cs.LG↗
arXiv2026

XForecast: The KDD 2026 Finance Day Challenge on News-Grounded Financial Forecasting

Financial forecasting has traditionally relied on numerical time-series (TS) signals, while textual information such as news remains largely underutilized. We introduce XForecast, a benchmark and competition for news-grounded financial forecasting, where the task is to predict stock price movements four weeks ahead using both historical price data and paired news signals. XForecast combines stock price data with curated financial text generated using FinTexTS, a multimodal dataset generation method. It covers 100 large-cap stocks from 2019--2023, with training on 2019--2022 and evaluation on 2023. To better evaluate models that leverage textual signals, we adopt a weighted hit rate metric that places greater emphasis on instances where news information is expected to have stronger influence. The XForecast Challenge, hosted on Kaggle as part of KDD 2026 Finance Day, aims to benchmark methods for integrating financial TS and textual information.

cs.LG↗
arXiv2026

OneShot: Label-Efficient Detector Weighting for Time Series Anomaly Detection

Time series (TS) anomaly detection (AD) lacks a universal detector, with the best choice determined by the series rather than by the algorithm. Existing methods therefore either select one detector for each series or average a pool of them. However, both assume that no label ever arrives, while a deployed monitor does receive them, since an operator confirms the alarms it raises. In this paper, we propose ONESHOT, which uses a single confirmed anomaly to weight the pool rather than to choose one detector from it. Specifically, we score each detector on the confirmed anomaly, and those scores become the weights of a soft mixture over the whole pool. We show that a single confirmed anomaly is enough to come close to the best detector for the series. Across 152 univariate and 73 multivariate series, ONESHOT outperforms the strongest single detector, averaging the whole pool, and even picking the best detector on the confirmed event. Code is available at: https://github.com/seunghan96/one_shot.

cs.AI↗
arXiv2026

Fitting Vision Adapters at Frontier Scales

Training a small projector between a frozen vision encoder and language model is an established approach to multimodal learning. As the parameter count of language models scales dramatically, we revisit which vision capabilities this approach can add while keeping their pretrained weights fixed. Here we train a 50M parameter projector from the vision encoder of Kimi K2.6 to GLM 5.2 and 5.3, both models without native vision capabilities, and further present a reproducible recipe for training these adapters at scale. We study the following: (a) how vision capabilities of multimodal models scale as purely the language model side scales, and (b) what specific vision capabilities are able to be imbued into a pure language model at scale, and which ones remain limited. We evaluate on MMMU-Pro and BLINK, examining both overall performance and results on individual visual tasks.

cs.CV↗
arXiv2026

Remember Your Trace: Memory-Guided Long-Horizon Agentic Framework for Consistent and Hierarchical Repository-Level Code Documentation

Automated code documentation is essential for modern software development, providing the contextual grounding that both human developers and coding agents rely on to navigate large codebases. Existing repository-level approaches process components independently, causing redundant retrieval and conflicting descriptions across documents while producing outputs that lack hierarchical structure. Therefore, we propose MemDocAgent, a long-horizon agentic framework that generates documentation within a single, integrated context spanning the entire repository. It combines two components: (i) Dependency-Aware Traversal Guiding that predetermines a traversal order respecting dependency and granularity hierarchies; (ii) Memory-Guided Agentic Interaction, in which the agent interacts with RepoMemory, a shared memory accumulating prior work traces through read, write, and verify operations. Through an in-depth multi-criteria evaluation, MemDocAgent achieves the best performance over both open- and closed-source baselines and demonstrates practical applicability in real software development workflows.

cs.SE↗
arXiv2026

ReSS: Residual-Restoring Sparse Attention for 3D Vision Transformers

3D vision transformers such as VGGT predict camera poses and scene geometry from multi-view images in a single forward pass, but their global attention over all concatenated view tokens dominates computation as the number of views grows. To reduce this cost, SparseVGGT and HeSS sparsify attention at the block level, and both retain blocks with high attention probability. However, we observe that attention probability poorly predicts how much the model's behavior actually changes when a block is removed, and we show that this mismatch is why performance collapses as sparsity increases. In this paper, we propose ReSS (ReSidual-ReStoring Sparse Attention), which recasts block selection from a problem of maximizing the retained attention mass to one of minimizing the drift that sparsification leaves in the residual stream. We introduce a drift score that quantifies how much each block shifts the residual, and, since the drift of a drop set depends on the directions of the contribution vectors rather than on their magnitudes alone, an iterative residual restoration procedure that refines the drop set as a whole. Across three backbones and five datasets, ReSS preserves dense performance better than prior methods at matched sparsity. Two further results support drift as the quantity that governs the cost of sparsification: maximizing drift degrades performance faster than random selection, and plotted against realized drift instead of sparsity, all methods fall approximately onto a single curve. Code is available at https://github.com/libary753/ReSS.

cs.CV↗
arXiv2026

EXAONE Demand 1.0: A Time Series Foundation Model for Demand Forecasting

Time series foundation models (TSFMs) are pretrained on series from diverse domains, where demand series make up only a small fraction. Demand data has properties that such corpora rarely contain: Short histories, frequent zeros, censoring by stock-outs, and exogenous events that the series does not record. To this end, we propose EXAONE Demand, built on 1) a demand-specific corpus and 2) a demand-aware adapter. For the corpus, we assemble 11.3M series and 48.4B observations from 73 sources, and a synthetic generator supplies the behaviour that open demand data under-represents. For the adapter, we attach low-rank branches to a frozen general-domain backbone, one for each of the four demand classes (smooth, intermittent, erratic, and lumpy), and a router that reads eight scale-free statistics of the input series decides how much each branch contributes. We build EXAONE Demand in two versions, one trained on real-world and synthetic demand together and one trained on the synthetic corpus alone. On 22 held-out datasets, both versions outperform 36 TSFMs, and real-world demand adds a gain over synthetic data alone.

cs.AI↗
arXiv2026

Fronthaul Compression for Uplink Cloud-RAN with Finite-Alphabet Inputs: A Reverse Mercury/Waterfilling Approach

The cloud radio access network (C-RAN) mitigates inter-cell interference by jointly processing the observations of distributed remote units (RUs) at a centralized unit (CU), but limited fronthaul capacity forces each RU to compress its received signal. Under transform-compress-forward, an RU transforms its signal and quantizes the resulting coefficients, with bit allocation distributing a finite bit budget across them. Classical reverse waterfilling assumes Gaussian sources, yet practical finite-alphabet symbols carry mutual information that saturates at $\log_2 M$, leaving bit allocation for such inputs unresolved. We address this by formulating bit allocation as maximizing the finite-alphabet generalized mutual information (GMI) achieved after linear MMSE (LMMSE) detection at the CU. Via the I-MMSE relation, this yields a fixed-point update whose converged solution decomposes into a vessel height, a shared water level, and a finite-alphabet mercury level; we term it {reverse mercury/waterfilling} (RMWF). Numerical results show that RMWF sustains end-to-end rate under tight fronthaul budgets and remains robust under antenna scaling, which is increasingly consequential as antenna counts outpace fronthaul capacity in modern C-RAN.

eess.SP↗
arXiv2026

When Summaries Distort Decisions: Information Fidelity in LLM-Compressed Financial Analysis

Financial decision-makers face more information than they can directly inspect, making context compression necessary. Yet when large language models (LLMs) compress financial source material, they can alter the investment judgment supported by the original source. We frame this problem as information fidelity: compression loses fidelity when it changes the decision induced by the source. In agentic systems, such losses may recur across intermediate steps and amplify throughout the decision process. Across financial filings and earnings-call transcripts, we find that LLM-based compression can produce fluent and factually plausible compressed contexts that nevertheless alter downstream decisions. We analyze two diagnostic patterns associated with fidelity loss: decontextualization, where salient evidence is retained but separated from the caveats and contextual qualifiers needed for correct interpretation, and model dependency, where different compressors expose different views of the same source. We then propose Agentic Context Compression, which generates multiple candidate compressions and audits their disagreements against the original source. Our results suggest that financial compression should be evaluated not only by efficiency or factuality, but also by its ability to preserve decision-relevant context.

cs.AI↗
arXiv2026

Explaining Time Series Forecasting with Horizon-Resolved Attribution

Recent advances in explaining time series (TS) models have produced methods that identify which past values a prediction depends on. However, most existing methods return a single importance vector, assuming that every predicted step depends on the same past values. In this paper, we show that this assumption does not hold, as different forecast steps depend on different past values. Motivated by this observation, we propose Horizon-Resolved eXplanation (HRX), which adds a horizon axis to the explanation, so that every forecast step receives its own importance map. HRX is a simple yet effective plug-in framework with three components: 1) an estimator that reads these maps out of any differentiable forecaster without modifying the TS backbone, 2) an evaluation protocol that validates the horizon axis by measuring how much a single forecast step changes when the inputs an importance map ranks highest are removed, and 3) a rank criterion that predicts in advance whether the axis is worth resolving on a given TS. We further show that this step-wise dependence is low-dimensional, as the explanations of all steps are built from a few shared maps whose number does not grow with the forecast length. Extensive experiments across various backbones and datasets show that the improvement comes from the horizon axis and holds for estimators of previous explanation methods. Code is available at https://github.com/seunghan96/HRX.

cs.LG↗
arXiv2026

EXAONE Finance 1.0: An Attention-free Time Series Foundation Model for Financial Time Series

This technical report presents EXAONE Forecast for Finance (EXAONE Finance), a financial time series foundation model (TSFM) tailored to financial forecasting. While recent TSFMs achieve strong zero-shot performance through large-scale pretraining, they are primarily developed for general-domain time series and largely rely on self-attention backbones whose computational cost grows quadratically with sequence length and variate count. Moreover, they assume fully observed inputs and are pretrained on corpora that fail to adequately capture the unique dynamics of financial markets. These limitations hinder their applicability to finance, where long, many-channel, intermittently observed panels are common. To address these challenges, EXAONE Finance adopts an attention-free architecture, replacing self-attention with two simple yet effective linear-time operators: (1) a causal 1D convolution for temporal mixing and (2) a group-aware pooling multi-layer perceptron (MLP) for variate mixing. Furthermore, a masked-context augmentation exposes the model to contiguous missing spans during training, improving robustness to the missingness pervasive in financial markets. EXAONE Finance is pretrained on a synthetic financial corpus whose generative process is designed to reproduce the properties of financial series such as heavy tails, volatility clustering, jumps, regime shifts, and cross-asset dependence, combined with a domain-agnostic synthetic source. On FinVerse, a financial forecasting benchmark covering diverse asset classes, EXAONE Finance attains state-of-the-art performance, ranking first across all three evaluation tiers: point-forecast accuracy, cross-sectional asset ranking, and portfolio profitability.

cs.AI↗
arXiv2026

ConstructCIE: A Dataset for Extracting Causal Information from Construction Accident Narratives

Construction accident narratives contain rich causal information, but the evidence is often implicit, long-span, and distributed. We introduce ConstructCIE, a manually annotated dataset for Causal Information Extraction from OSHA construction accident reports. The dataset uses a hierarchical schema for accident types, causal factors, sub-causal factors, and supporting evidence spans. We evaluate supervised sequence taggers and instruction-tuned LLMs in an end-to-end hierarchical extraction setting. Results show that most evaluated models achieve strong accident-type prediction and recover broad causal meaning but remain limited in precise span-level extraction. Joint Hierarchical Extraction generally achieves stronger exact and soft matching, while Individual Hierarchical Extraction sometimes achieves higher keyword F1. Error distributions vary by extraction strategy, but evidence-selection and span-boundary errors remain common. These findings show that reliable Causal Information Extraction for construction accidents requires stronger domain grounding and more accurate evidence extraction. The code and data can be found at https://github.com/lab-flair/ConstructCIE .

cs.CL↗