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Jaejin Lee

Publications and source records attributed to Jaejin Lee.

30 records · Page 2Linked to original sources

Inverse Portfolio Optimization with Synthetic Investor Data: Recovering Risk Preferences under Uncertainty

This study develops an inverse portfolio optimization framework for recovering latent investor preferences including risk aversion, transaction cost sensitivity, and ESG orientation from observed portfolio allocations. Using controlled synthetic data, we assess the estimator's statistical properties such as consistency, coverage, and dynamic regret. The model integrates robust optimization and regret-based inference to quantify welfare losses under preference misspecification and market shocks. Simulation experiments demonstrate accurate recovery of transaction cost parameters, partial identifiability of ESG penalties, and sublinear regret even under stochastic volatility and liquidity shocks. A real-data illustration using ETFs confirms that transaction-cost shocks dominate volatility shocks in welfare impact. The framework thus provides a statistically rigorous and economically interpretable tool for robust preference inference and portfolio design under uncertainty.

q-fin.GN↗

Smart Contract Adoption in Derivative Markets under Bounded Risk: An Optimization Approach

This study develops and analyzes an optimization model of smart contract adoption under bounded risk, linking structural theory with simulation and real-world validation. We examine how adoption intensity alpha is structurally pinned at a boundary solution, invariant to variance and heterogeneity, while profitability and service outcomes are variance-fragile, eroding under volatility and heavy-tailed demand. A sharp threshold in the fixed cost parameter A3 triggers discontinuous adoption collapse (H1), variance shocks reduce profits monotonically but not adoption (H2), and additional results on readiness heterogeneity (H3), profit-service co-benefits (H4), and distributional robustness (H5) confirm the duality between stable adoption and fragile payoffs. External validity checks further establish convergence of sample average approximation at the canonical O(1/sqrt(N)) rate (H6). Empirical validation using S&P 500 returns and the MovieLens100K dataset corroborates the theoretical structure: bounded and heavy-tailed distributions fit better than Gaussian models, and profits diverge across volatility regimes even as adoption remains stable. Taken together, the results demonstrate that adoption choices are robust to uncertainty, but their financial consequences are highly fragile. For operations and finance, this duality underscores the need for risk-adjusted performance evaluation, option-theoretic modeling, and distributional stress testing in strategic investment and supply chain design.

q-fin.GN↗

UDC-VIT: A Real-World Video Dataset for Under-Display Cameras

Even though an Under-Display Camera (UDC) is an advanced imaging system, the display panel significantly degrades captured images or videos, introducing low transmittance, blur, noise, and flare issues. Tackling such issues is challenging because of the complex degradation of UDCs, including diverse flare patterns. However, no dataset contains videos of real-world UDC degradation. In this paper, we propose a real-world UDC video dataset called UDC-VIT. Unlike existing datasets, UDC-VIT exclusively includes human motions for facial recognition. We propose a video-capturing system to acquire clean and UDC-degraded videos of the same scene simultaneously. Then, we align a pair of captured videos frame by frame, using discrete Fourier transform (DFT). We compare UDC-VIT with six representative UDC still image datasets and two existing UDC video datasets. Using six deep-learning models, we compare UDC-VIT and an existing synthetic UDC video dataset. The results indicate the ineffectiveness of models trained on earlier synthetic UDC video datasets, as they do not reflect the actual characteristics of UDC-degraded videos. We also demonstrate the importance of effective UDC restoration by evaluating face recognition accuracy concerning PSNR, SSIM, and LPIPS scores. UDC-VIT is available at our official GitHub repository.

cs.CV↗

PUZZLED: Jailbreaking LLMs through Word-Based Puzzles

As large language models (LLMs) are increasingly deployed across diverse domains, ensuring their safety has become a critical concern. In response, studies on jailbreak attacks have been actively growing. Existing approaches typically rely on iterative prompt engineering or semantic transformations of harmful instructions to evade detection. In this work, we introduce PUZZLED, a novel jailbreak method that leverages the LLM's reasoning capabilities. It masks keywords in a harmful instruction and presents them as word puzzles for the LLM to solve. We design three puzzle types-word search, anagram, and crossword-that are familiar to humans but cognitively demanding for LLMs. The model must solve the puzzle to uncover the masked words and then proceed to generate responses to the reconstructed harmful instruction. We evaluate PUZZLED on five state-of-the-art LLMs and observe a high average attack success rate (ASR) of 88.8%, specifically 96.5% on GPT-4.1 and 92.3% on Claude 3.7 Sonnet. PUZZLED is a simple yet powerful attack that transforms familiar puzzles into an effective jailbreak strategy by harnessing LLMs' reasoning capabilities.

cs.AI↗

KLAAD: Refining Attention Mechanisms to Reduce Societal Bias in Generative Language Models

Large language models (LLMs) often exhibit societal biases in their outputs, prompting ethical concerns regarding fairness and harm. In this work, we propose KLAAD (KL-Attention Alignment Debiasing), an attention-based debiasing framework that implicitly aligns attention distributions between stereotypical and anti-stereotypical sentence pairs without directly modifying model weights. KLAAD introduces a composite training objective combining Cross-Entropy, KL divergence, and Triplet losses, guiding the model to consistently attend across biased and unbiased contexts while preserving fluency and coherence. Experimental evaluation of KLAAD demonstrates improved bias mitigation on both the BBQ and BOLD benchmarks, with minimal impact on language modeling quality. The results indicate that attention-level alignment offers a principled solution for mitigating bias in generative language models.

cs.CL↗

Thunder-LLM: Efficiently Adapting LLMs to Korean with Minimal Resources

Since state-of-the-art LLMs often underperform in languages other than English or Chinese, improving the capability of LLMs in new languages has become an essential task. Moreover, LLMs' entire end-to-end training process remains largely unknown to the public due to proprietary reasons, technical complexity, inconsistent documentation, and ethical considerations. The complete picture remains a closely guarded secret within the industry. This paper presents methods to adapt an existing English-based LLM to Korean in a low-budget scenario. We describe the entire end-to-end process: collecting Korean datasets, preprocessing the data, training the model, creating downstream benchmarks, and conducting evaluations. The evaluation results indicate that our method can effectively and cost-efficiently add new language capabilities to existing LLMs. Our new bilingual models, Thunder-LLM and Thunder-LLM-Ins, achieve superior Korean performance compared to state-of-the-art models while utilizing minimal data and computational resources. We share our comprehensive experience and make the code publicly available.

cs.CL↗

Integrating Spatial and Frequency Information for Under-Display Camera Image Restoration

Under-Display Camera (UDC) houses a digital camera lens under a display panel. However, UDC introduces complex degradations such as noise, blur, decrease in transmittance, and flare. Despite the remarkable progress, previous research on UDC mainly focuses on eliminating diffraction in the spatial domain and rarely explores its potential in the frequency domain. It is essential to consider both the spatial and frequency domains effectively. For example, degradations, such as noise and blur, can be addressed by local information (e.g., CNN kernels in the spatial domain). At the same time, tackling flares may require leveraging global information (e.g., the frequency domain). In this paper, we revisit the UDC degradations in the Fourier space and figure out intrinsic frequency priors that imply the presence of the flares. Based on this observation, we propose a novel multi-level DNN architecture called SFIM. It efficiently restores UDC-distorted images by integrating local and global (the collective contribution of all points in the image) information. The architecture exploits CNNs to capture local information and FFT-based models to capture global information. SFIM comprises a spatial domain block (SDB), a Frequency Domain Block (FDB), and an Attention-based Multi-level Integration Block (AMIB). Specifically, SDB focuses more on detailed textures such as noise and blur, FDB emphasizes irregular texture loss in extensive areas such as flare, and AMIB enables effective cross-domain interaction. SFIM's superior performance over state-of-the-art approaches is demonstrated through rigorous quantitative and qualitative assessments across three UDC benchmarks.

cs.CV↗

Attention-based Reinforcement Learning for Combinatorial Optimization: Application to Job Shop Scheduling Problem

Job shop scheduling problems represent a significant and complex facet of combinatorial optimization problems, which have traditionally been addressed through either exact or approximate solution methodologies. However, the practical application of these solutions is often challenged due to the complexity of real-world problems. Even when utilizing an approximate solution approach, the time required to identify a near-optimal solution can be prohibitively extensive, and the solutions derived are generally not applicable to new problems. This study proposes an innovative attention-based reinforcement learning method specifically designed for the category of job shop scheduling problems. This method integrates a policy gradient reinforcement learning approach with a modified transformer architecture. A key finding of this research is the ability of our trained learners within the proposed method to be repurposed for larger-scale problems that were not part of the initial training set. Furthermore, empirical evidence demonstrates that our approach surpasses the results of recent studies and outperforms commonly implemented heuristic rules. This suggests that our method offers a promising avenue for future research and practical application in the field of job shop scheduling problems.

cs.AI↗

Lightweight Soft Error Resilience for In-Order Cores

Acoustic-sensor-based soft error resilience is particularly promising, since it can verify the absence of soft errors and eliminate silent data corruptions at a low hardware cost. However, the state-of-the-art work incurs a significant performance overhead for in-order cores due to frequent structural/data hazards during the verification. To address the problem, this paper presents Turnpike, a compiler/architecture co-design scheme that can achieve lightweight yet guaranteed soft error resilience for in-order cores. The key idea is that many of the data computed in the core can bypass the soft error verification without compromising the resilience. Along with simple microarchitectural support for realizing the idea, Turnpike leverages compiler optimizations to further reduce the performance overhead. Experimental results with 36 benchmarks demonstrate that Turnpike only incurs a 0-14% run-time overhead on average while the state-of-the-art incurs a 29-84% overhead when the worst-case latency of the sensor based error detection is 10-50 cycles.

cs.AR↗

CyCNN: A Rotation Invariant CNN using Polar Mapping and Cylindrical Convolution Layers

Deep Convolutional Neural Networks (CNNs) are empirically known to be invariant to moderate translation but not to rotation in image classification. This paper proposes a deep CNN model, called CyCNN, which exploits polar mapping of input images to convert rotation to translation. To deal with the cylindrical property of the polar coordinates, we replace convolution layers in conventional CNNs to cylindrical convolutional (CyConv) layers. A CyConv layer exploits the cylindrically sliding windows (CSW) mechanism that vertically extends the input-image receptive fields of boundary units in a convolutional layer. We evaluate CyCNN and conventional CNN models for classification tasks on rotated MNIST, CIFAR-10, and SVHN datasets. We show that if there is no data augmentation during training, CyCNN significantly improves classification accuracies when compared to conventional CNN models. Our implementation of CyCNN is publicly available on https://github.com/mcrl/CyCNN.

cs.CV↗

Modulation Coding for Flash Memories

The aggressive scaling down of flash memories has threatened data reliability since the scaling down of cell sizes gives rise to more serious degradation mechanisms such as cell-to-cell interference and lateral charge spreading. The effect of these mechanisms has pattern dependency and some data patterns are more vulnerable than other ones. In this paper, we will categorize data patterns taking into account degradation mechanisms and pattern dependency. In addition, we propose several modulation coding schemes to improve the data reliability by transforming original vulnerable data patterns into more robust ones.

cs.IT↗

A sign-reversing involution for rooted special rim-hook tableaux

Egecioglu and Remmel gave an interpretation for the entries of the inverse Kostka matrix K^{-1} in terms of special rim-hook tableaux. They were able to use this interpretation to give a combinatorial proof that KK^{-1}=I but were unable to do the same for the equation K^{-1}K=I. We define a sign-reversing involution on rooted special rim-hook tableaux which can be used to prove that the last column of this second product is correct. In addition, following a suggestion of Chow we combine our involution with a result of Gasharov to give a combinatorial proof of a special case of the (3+1)-free Conjecture of Stanley and Stembridge.

math.CO↗