arXiv subjects

Jian Guo

Publications and source records attributed to Jian Guo.

At least 55 records · Page 3Linked to original sources

arXiv2025

Alpha-GPT: Human-AI Interactive Alpha Mining for Quantitative Investment

One of the most important tasks in quantitative investment research is mining new alphas (effective trading signals or factors). Traditional alpha mining methods, either hand-crafted factor synthesizing or algorithmic factor mining (e.g., search with genetic programming), have inherent limitations, especially in implementing the ideas of quants. In this work, we propose a new alpha mining paradigm by introducing human-AI interaction, and a novel prompt engineering algorithmic framework to implement this paradigm by leveraging the power of large language models. Moreover, we develop Alpha-GPT, a new interactive alpha mining system framework that provides a heuristic way to ``understand'' the ideas of quant researchers and outputs creative, insightful, and effective alphas. We demonstrate the effectiveness and advantage of Alpha-GPT via a number of alpha mining experiments.

q-fin.CP↗

arXiv2025

Synthesize-on-Graph: Knowledgeable Synthetic Data Generation for Continue Pre-training of Large Language Models

Large Language Models (LLMs) have achieved remarkable success but remain data-inefficient, especially when learning from small, specialized corpora with limited and proprietary data. Existing synthetic data generation methods for continue pre-training focus on intra-document content and overlook cross-document knowledge associations, limiting content diversity and depth. We propose Synthetic-on-Graph (SoG), a synthetic data generation framework that incorporates cross-document knowledge associations for efficient corpus expansion. SoG constructs a context graph by extracting entities and concepts from the original corpus, representing cross-document associations, and employing a graph walk strategy for knowledge-associated sampling. This enhances synthetic data diversity and coherence, enabling models to learn complex knowledge structures and handle rare knowledge. To further improve the quality of synthetic data, we integrate two complementary strategies, Chain-of-Thought (CoT) and Contrastive Clarifying (CC), to enhance both reasoning capability and discriminative power. Extensive experiments demonstrate that SoG surpasses state-of-the-art (SOTA) methods on multi-hop and domain-specific question answering, while achieving competitive performance on long-context reading comprehension. These results highlight the superior generalization ability of SoG. Our work advances the paradigm of synthetic data generation and offers practical solutions for efficient knowledge acquisition in LLMs, particularly for downstream tasks and domains with limited training data.

cs.CL↗

arXiv2025

Set-Valued Transformer Network for High-Emission Mobile Source Identification

Identifying high-emission vehicles is a crucial step in regulating urban pollution levels and formulating traffic emission reduction strategies. However, in practical monitoring data, the proportion of high-emission state data is significantly lower compared to normal emission states. This characteristic long-tailed distribution severely impedes the extraction of discriminative features for emission state identification during data mining. Furthermore, the highly nonlinear nature of vehicle emission states and the lack of relevant prior knowledge also pose significant challenges to the construction of identification models.To address the aforementioned issues, we propose a Set-Valued Transformer Network (SVTN) to achieve comprehensive learning of discriminative features from high-emission samples, thereby enhancing detection accuracy. Specifically, this model first employs the transformer to measure the temporal similarity of micro-trip condition variations, thus constructing a mapping rule that projects the original high-dimensional emission data into a low-dimensional feature space. Next, a set-valued identification algorithm is used to probabilistically model the relationship between the generated feature vectors and their labels, providing an accurate metric criterion for the classification algorithm. To validate the effectiveness of our proposed approach, we conducted extensive experiments on the diesel vehicle monitoring data of Hefei city in 2020. The results demonstrate that our method achieves a 9.5\% reduction in the missed detection rate for high-emission vehicles compared to the transformer-based baseline, highlighting its superior capability in accurately identifying high-emission mobile pollution sources.

cs.LG↗

arXiv2025

CTSR: Cartesian tensor-based sparse regression for data-driven discovery of high-dimensional invariant governing equations

Accurate and concise governing equations are crucial for understanding system dynamics. Recently, data-driven methods such as sparse regression have been employed to automatically uncover governing equations from data, representing a significant shift from traditional first-principles modeling. However, most existing methods focus on scalar equations, limiting their applicability to simple, low-dimensional scenarios, and failing to ensure rotation and reflection invariance without incurring significant computational cost or requiring additional prior knowledge. This paper proposes a Cartesian tensor-based sparse regression (CTSR) technique to accurately and efficiently uncover complex, high-dimensional governing equations while ensuring invariance. Evaluations on two two-dimensional (2D) and two three-dimensional (3D) test cases demonstrate that the proposed method achieves superior accuracy and efficiency compared to the conventional technique.

cs.LG↗

arXiv2025

LongFaith: Enhancing Long-Context Reasoning in LLMs with Faithful Synthetic Data

Despite the growing development of long-context large language models (LLMs), data-centric approaches relying on synthetic data have been hindered by issues related to faithfulness, which limit their effectiveness in enhancing model performance on tasks such as long-context reasoning and question answering (QA). These challenges are often exacerbated by misinformation caused by lack of verification, reasoning without attribution, and potential knowledge conflicts. We propose LongFaith, a novel pipeline for synthesizing faithful long-context reasoning instruction datasets. By integrating ground truth and citation-based reasoning prompts, we eliminate distractions and improve the accuracy of reasoning chains, thus mitigating the need for costly verification processes. We open-source two synthesized datasets, LongFaith-SFT and LongFaith-PO, which systematically address multiple dimensions of faithfulness, including verified reasoning, attribution, and contextual grounding. Extensive experiments on multi-hop reasoning datasets and LongBench demonstrate that models fine-tuned on these datasets significantly improve performance. Our ablation studies highlight the scalability and adaptability of the LongFaith pipeline, showcasing its broad applicability in developing long-context LLMs.

cs.CL↗

arXiv2025

NTIRE 2025 challenge on Text to Image Generation Model Quality Assessment

This paper reports on the NTIRE 2025 challenge on Text to Image (T2I) generation model quality assessment, which will be held in conjunction with the New Trends in Image Restoration and Enhancement Workshop (NTIRE) at CVPR 2025. The aim of this challenge is to address the fine-grained quality assessment of text-to-image generation models. This challenge evaluates text-to-image models from two aspects: image-text alignment and image structural distortion detection, and is divided into the alignment track and the structural track. The alignment track uses the EvalMuse-40K, which contains around 40K AI-Generated Images (AIGIs) generated by 20 popular generative models. The alignment track has a total of 371 registered participants. A total of 1,883 submissions are received in the development phase, and 507 submissions are received in the test phase. Finally, 12 participating teams submitted their models and fact sheets. The structure track uses the EvalMuse-Structure, which contains 10,000 AI-Generated Images (AIGIs) with corresponding structural distortion mask. A total of 211 participants have registered in the structure track. A total of 1155 submissions are received in the development phase, and 487 submissions are received in the test phase. Finally, 8 participating teams submitted their models and fact sheets. Almost all methods have achieved better results than baseline methods, and the winning methods in both tracks have demonstrated superior prediction performance on T2I model quality assessment.

cs.CV↗

arXiv2025

On the Evolution of Knowledge Graphs: A Survey and Perspective

Knowledge graphs (KGs) are structured representations of diversified knowledge. They are widely used in various intelligent applications. In this article, we provide a comprehensive survey on the evolution of various types of knowledge graphs (i.e., static KGs, dynamic KGs, temporal KGs, and event KGs) and techniques for knowledge extraction and reasoning. Furthermore, we introduce the practical applications of different types of KGs, including a case study in financial analysis. Finally, we propose our perspective on the future directions of knowledge engineering, including the potential of combining the power of knowledge graphs and large language models (LLMs), and the evolution of knowledge extraction, reasoning, and representation.

cs.AI↗

arXiv2025

Neural-Inspired Advances in Integral Cryptanalysis

The study by Gohr et.al at CRYPTO 2019 and sunsequent related works have shown that neural networks can uncover previously unused features, offering novel insights into cryptanalysis. Motivated by these findings, we employ neural networks to learn features specifically related to integral properties and integrate the corresponding insights into optimized search frameworks. These findings validate the framework of using neural networks for feature exploration, providing researchers with novel insights that advance established cryptanalysis methods. Neural networks have inspired the development of more precise integral search models. By comparing the integral distinguishers obtained via neural networks with those identified by classical methods, we observe that existing automated search models often fail to find optimal distinguishers. To address this issue, we develop a meet in the middle search framework that balances model accuracy and computational efficiency. As a result, we reduce the number of active plaintext bits required for an 11 rounds integral distinguisher on SKINNY64/64, and further identify a 12 rounds key dependent integral distinguisher achieving one additional round over the previous best-known result. The integral distinguishers discovered by neural networks enable key recovery attacks on more rounds. We identify a 7 rounds key independent integral distinguisher from neural networks with even only one active plaintext cell, which is based on linear combinations of bits. This distinguisher enables a 15 rounds key recovery attack on SKINNYn/n, improving upon the previous record by one round. Additionally, we discover an 8 rounds key dependent integral distinguisher using neural network that further reduces the time complexity of key recovery attacks against SKINNY.

cs.CR↗

arXiv2025

Retrieval, Reasoning, Re-ranking: A Context-Enriched Framework for Knowledge Graph Completion

The Knowledge Graph Completion~(KGC) task aims to infer the missing entity from an incomplete triple. Existing embedding-based methods rely solely on triples in the KG, which is vulnerable to specious relation patterns and long-tail entities. On the other hand, text-based methods struggle with the semantic gap between KG triples and natural language. Apart from triples, entity contexts (e.g., labels, descriptions, aliases) also play a significant role in augmenting KGs. To address these limitations, we propose KGR3, a context-enriched framework for KGC. KGR3 is composed of three modules. Firstly, the Retrieval module gathers supporting triples from the KG, collects plausible candidate answers from a base embedding model, and retrieves context for each related entity. Then, the Reasoning module employs a large language model to generate potential answers for each query triple. Finally, the Re-ranking module combines candidate answers from the two modules mentioned above, and fine-tunes an LLM to provide the best answer. Extensive experiments on widely used datasets demonstrate that KGR3 consistently improves various KGC methods. Specifically, the best variant of KGR3 achieves absolute Hits@1 improvements of 12.3% and 5.6% on the FB15k237 and WN18RR datasets.

cs.AI↗

arXiv2025

QuantBench: Benchmarking AI Methods for Quantitative Investment

The field of artificial intelligence (AI) in quantitative investment has seen significant advancements, yet it lacks a standardized benchmark aligned with industry practices. This gap hinders research progress and limits the practical application of academic innovations. We present QuantBench, an industrial-grade benchmark platform designed to address this critical need. QuantBench offers three key strengths: (1) standardization that aligns with quantitative investment industry practices, (2) flexibility to integrate various AI algorithms, and (3) full-pipeline coverage of the entire quantitative investment process. Our empirical studies using QuantBench reveal some critical research directions, including the need for continual learning to address distribution shifts, improved methods for modeling relational financial data, and more robust approaches to mitigate overfitting in low signal-to-noise environments. By providing a common ground for evaluation and fostering collaboration between researchers and practitioners, QuantBench aims to accelerate progress in AI for quantitative investment, similar to the impact of benchmark platforms in computer vision and natural language processing.

q-fin.CP↗

arXiv2025

From Deep Learning to LLMs: A survey of AI in Quantitative Investment

Quantitative investment (quant) is an emerging, technology-driven approach in asset management, increasingy shaped by advancements in artificial intelligence. Recent advances in deep learning and large language models (LLMs) for quant finance have improved predictive modeling and enabled agent-based automation, suggesting a potential paradigm shift in this field. In this survey, taking alpha strategy as a representative example, we explore how AI contributes to the quantitative investment pipeline. We first examine the early stage of quant research, centered on human-crafted features and traditional statistical models with an established alpha pipeline. We then discuss the rise of deep learning, which enabled scalable modeling across the entire pipeline from data processing to order execution. Building on this, we highlight the emerging role of LLMs in extending AI beyond prediction, empowering autonomous agents to process unstructured data, generate alphas, and support self-iterative workflows.

q-fin.CP↗

arXiv2025

CSPO: Cross-Market Synergistic Stock Price Movement Forecasting with Pseudo-volatility Optimization

The stock market, as a cornerstone of the financial markets, places forecasting stock price movements at the forefront of challenges in quantitative finance. Emerging learning-based approaches have made significant progress in capturing the intricate and ever-evolving data patterns of modern markets. With the rapid expansion of the stock market, it presents two characteristics, i.e., stock exogeneity and volatility heterogeneity, that heighten the complexity of price forecasting. Specifically, while stock exogeneity reflects the influence of external market factors on price movements, volatility heterogeneity showcases the varying difficulty in movement forecasting against price fluctuations. In this work, we introduce the framework of Cross-market Synergy with Pseudo-volatility Optimization (CSPO). Specifically, CSPO implements an effective deep neural architecture to leverage external futures knowledge. This enriches stock embeddings with cross-market insights and thus enhances the CSPO's predictive capability. Furthermore, CSPO incorporates pseudo-volatility to model stock-specific forecasting confidence, enabling a dynamic adaptation of its optimization process to improve accuracy and robustness. Our extensive experiments, encompassing industrial evaluation and public benchmarking, highlight CSPO's superior performance over existing methods and effectiveness of all proposed modules contained therein.

cs.LG↗

arXiv2025

Financial Wind Tunnel: A Retrieval-Augmented Market Simulator

Market simulator tries to create high-quality synthetic financial data that mimics real-world market dynamics, which is crucial for model development and robust assessment. Despite continuous advancements in simulation methodologies, market fluctuations vary in terms of scale and sources, but existing frameworks often excel in only specific tasks. To address this challenge, we propose Financial Wind Tunnel (FWT), a retrieval-augmented market simulator designed to generate controllable, reasonable, and adaptable market dynamics for model testing. FWT offers a more comprehensive and systematic generative capability across different data frequencies. By leveraging a retrieval method to discover cross-sectional information as the augmented condition, our diffusion-based simulator seamlessly integrates both macro- and micro-level market patterns. Furthermore, our framework allows the simulation to be controlled with wide applicability, including causal generation through "what-if" prompts or unprecedented cross-market trend synthesis. Additionally, we develop an automated optimizer for downstream quantitative models, using stress testing of simulated scenarios via FWT to enhance returns while controlling risks. Experimental results demonstrate that our approach enables the generalizable and reliable market simulation, significantly improve the performance and adaptability of downstream models, particularly in highly complex and volatile market conditions. Our code and data sample is available at https://anonymous.4open.science/r/fwt_-E852

cs.CE↗

arXiv2025

Distributed Estimation with Quantized Measurements and Communication over Markovian Switching Topologies

This paper addresses distributed parameter estimation in stochastic dynamic systems with quantized measurements, constrained by quantized communication and Markovian switching directed topologies. To enable accurate recovery of the original signal from quantized communication signal, a persistent excitation-compliant linear compression encoding method is introduced. Leveraging this encoding, this paper proposes an estimation-fusion type quantized distributed identification algorithm under a stochastic approximation framework. The algorithm operates in two phases: first, it estimates neighboring estimates using quantized communication information, then it creates a fusion estimate by combining these estimates through a consensus-based distributed stochastic approximation approach. To tackle the difficulty caused by the coupling between these two estimates, two combined Lyapunov functions are constructed to analyze the convergence performance. Specifically, the mean-square convergence of the estimates is established under a conditional expectation-type cooperative excitation condition and the union topology containing a spanning tree. Besides, the convergence rate is derived to match the step size's order under suitable step-size coefficients. Furthermore, the impact of communication uncertainties including stochastic communication noise and Markov-switching rate is analyzed on the convergence rate. A numerical example illustrates the theoretical findings and highlights the joint effect of sensors under quantized communication.

eess.SY↗

arXiv2025

ChartMoE: Mixture of Diversely Aligned Expert Connector for Chart Understanding

Automatic chart understanding is crucial for content comprehension and document parsing. Multimodal Large Language Models (MLLMs) have demonstrated remarkable capabilities in chart understanding through domain-specific alignment and fine-tuning. However, current MLLMs still struggle to provide faithful data and reliable analysis only based on charts. To address it, we propose ChartMoE, which employs the Mixture of Expert (MoE) architecture to replace the traditional linear projector to bridge the modality gap. Specifically, we train several linear connectors through distinct alignment tasks, which are utilized as the foundational initialization parameters for different experts. Additionally, we introduce ChartMoE-Align, a dataset with nearly 1 million chart-table-JSON-code quadruples to conduct three alignment tasks (chart-table/JSON/code). Combined with the vanilla connector, we initialize different experts diversely and adopt high-quality knowledge learning to further refine the MoE connector and LLM parameters. Extensive experiments demonstrate the effectiveness of the MoE connector and our initialization strategy, e.g., ChartMoE improves the accuracy of the previous state-of-the-art from 80.48\% to 84.64\% on the ChartQA benchmark.

cs.AI↗

arXiv2025

RuleRAG: Rule-Guided Retrieval-Augmented Generation with Language Models for Question Answering

Retrieval-augmented generation (RAG) has shown promising potential in knowledge intensive question answering (QA). However, existing approaches only consider the query itself, neither specifying the retrieval preferences for the retrievers nor informing the generators of how to refer to the retrieved documents for the answers, which poses a significant challenge to the QA performance. To address these issues, we propose Rule-guided Retrieval-Augmented Generation with LMs, which explicitly introduces rules for in-context learning (RuleRAG-ICL) to guide retrievers to recall related documents in the directions of rules and uniformly guide generators to reason attributed by the same rules. Moreover, most existing RAG datasets were constructed without considering rules and Knowledge Graphs (KGs) are recognized as providing high-quality rules. Therefore, we construct five rule-aware RAG benchmarks for QA, RuleQA, based on KGs to stress the significance of retrieval and reasoning with rules. Experiments on RuleQA demonstrate RuleRAG-ICL improves the retrieval quality of +89.2% in Recall@10 and answer accuracy of +103.1% in Exact Match, and RuleRAG-FT yields more enhancement. In addition, experiments on four existing RAG datasets show RuleRAG is also effective by offering rules in RuleQA to them, further proving the generalization of rule guidance in RuleRAG.

cs.IR↗

arXiv2025

Think-on-Graph 2.0: Deep and Faithful Large Language Model Reasoning with Knowledge-guided Retrieval Augmented Generation

Retrieval-augmented generation (RAG) has improved large language models (LLMs) by using knowledge retrieval to overcome knowledge deficiencies. However, current RAG methods often fall short of ensuring the depth and completeness of retrieved information, which is necessary for complex reasoning tasks. In this work, we introduce Think-on-Graph 2.0 (ToG-2), a hybrid RAG framework that iteratively retrieves information from both unstructured and structured knowledge sources in a tight-coupling manner. Specifically, ToG-2 leverages knowledge graphs (KGs) to link documents via entities, facilitating deep and knowledge-guided context retrieval. Simultaneously, it utilizes documents as entity contexts to achieve precise and efficient graph retrieval. ToG-2 alternates between graph retrieval and context retrieval to search for in-depth clues relevant to the question, enabling LLMs to generate answers. We conduct a series of well-designed experiments to highlight the following advantages of ToG-2: 1) ToG-2 tightly couples the processes of context retrieval and graph retrieval, deepening context retrieval via the KG while enabling reliable graph retrieval based on contexts; 2) it achieves deep and faithful reasoning in LLMs through an iterative knowledge retrieval process of collaboration between contexts and the KG; and 3) ToG-2 is training-free and plug-and-play compatible with various LLMs. Extensive experiments demonstrate that ToG-2 achieves overall state-of-the-art (SOTA) performance on 6 out of 7 knowledge-intensive datasets with GPT-3.5, and can elevate the performance of smaller models (e.g., LLAMA-2-13B) to the level of GPT-3.5's direct reasoning. The source code is available on https://github.com/IDEA-FinAI/ToG-2.

cs.CL↗

arXiv2024

Context-aware Inductive Knowledge Graph Completion with Latent Type Constraints and Subgraph Reasoning

Inductive knowledge graph completion (KGC) aims to predict missing triples with unseen entities. Recent works focus on modeling reasoning paths between the head and tail entity as direct supporting evidence. However, these methods depend heavily on the existence and quality of reasoning paths, which limits their general applicability in different scenarios. In addition, we observe that latent type constraints and neighboring facts inherent in KGs are also vital in inferring missing triples. To effectively utilize all useful information in KGs, we introduce CATS, a novel context-aware inductive KGC solution. With sufficient guidance from proper prompts and supervised fine-tuning, CATS activates the strong semantic understanding and reasoning capabilities of large language models to assess the existence of query triples, which consist of two modules. First, the type-aware reasoning module evaluates whether the candidate entity matches the latent entity type as required by the query relation. Then, the subgraph reasoning module selects relevant reasoning paths and neighboring facts, and evaluates their correlation to the query triple. Experiment results on three widely used datasets demonstrate that CATS significantly outperforms state-of-the-art methods in 16 out of 18 transductive, inductive, and few-shot settings with an average absolute MRR improvement of 7.2%.

cs.AI↗