arXiv subjects

Jingshu Peng

Publications and source records attributed to Jingshu Peng.

10 recordsLinked to original sources

arXiv2026

Cache-Aware I/O Cost Modeling for Disk-Based Learned Indexes

Learned indexes have shown attractive space-time trade-offs in main-memory settings, yet a principled I/O cost model for their disk-resident deployments is still missing, which is a prerequisite for index tuning and query optimization. The practically employed page buffer makes the problem even harder: under typical cache policies, many of the logical page references issued by the index are served by the buffer rather than reaching disk, so the effective physical I/O depends jointly on the workload, the cache policy, and the index configuration. In this paper, we propose CAM, the \textit{first} cache-aware I/O cost model for learned indexes that takes practical cache eviction policies into consideration. CAM is not tied to a particular learned index design: it estimates page access distributions without full trace replay for mainstream learned index designs, and then combines them with I/O cost models to estimate effective physical I/Os. This formulation enables principled knob tuning by explicitly modeling the trade-off between index footprint and buffer capacity. We instantiate CAM for disk-based PGM-index and RMI, and further apply the same modeling principle to learned-index-based joins through a hybrid strategy that adaptively chooses point or range probes based on local key density. Extensive experiments on real benchmarks show that CAM provides \textit{accurate and efficient} I/O estimation across diverse workloads: CAM-guided tuning improves PGM throughput by \textbf{1.17$\times$} over multicriteria PGM tuning and improves RMI throughput by \textbf{1.66$\times$} over CDFShop with I/O-related considerations. For learned-index-based joins, our hybrid strategy improves end-to-end performance by up to \textbf{8.8$\times$} over disk-based index nested-loop join.

cs.DB↗

arXiv2026

Momentum-integrated Multi-task Stock Recommendation with Converge-based Optimization

Stock recommendation is critical in Fintech applications, which leverage price series and alternative information to estimate future stock performance. Traditional time-series forecasting training often fails to capture stock trends and rankings simultaneously, which are essential factors for investors. To tackle this issue, we introduce a Multi-Task Learning (MTL) framework for stock recommendation, \textbf{M}omentum-\textbf{i}ntegrated \textbf{M}ulti-task \textbf{Stoc}k \textbf{R}ecommendation with Converge-based Optimization (\textbf{MiM-StocR}). To improve the model's ability to capture short-term trends, we incorporate a momentum line indicator in model training. To prioritize top-performing stocks and optimize investment allocation, we propose a listwise ranking loss function called Adaptive-k ApproxNDCG. Moreover, due to the volatility and uncertainty of the stock market, existing MTL frameworks face overfitting issues when applied to stock time series. To mitigate this issue, we introduce the Converge-based Quad-Balancing (CQB) method. We conducted extensive experiments on three stock benchmarks: SEE50, CSI 100, and CSI 300. MiM-StocR outperforms state-of-the-art MTL baselines across both ranking and profitability evaluations.

q-fin.ST↗

arXiv2025

Automate Strategy Finding with LLM in Quant Investment

We present a novel three-stage framework leveraging Large Language Models (LLMs) within a risk-aware multi-agent system for automate strategy finding in quantitative finance. Our approach addresses the brittleness of traditional deep learning models in financial applications by: employing prompt-engineered LLMs to generate executable alpha factor candidates across diverse financial data, implementing multimodal agent-based evaluation that filters factors based on market status, predictive quality while maintaining category balance, and deploying dynamic weight optimization that adapts to market conditions. Experimental results demonstrate the robust performance of the strategy in Chinese & US market regimes compared to established benchmarks. Our work extends LLMs capabilities to quantitative trading, providing a scalable architecture for financial signal extraction and portfolio construction. The overall framework significantly outperforms all benchmarks with 53.17% cumulative return on SSE50 (Jan 2023 to Jan 2024), demonstrating superior risk-adjusted performance and downside protection on the market.

q-fin.PM↗

arXiv2025

CARPO: Leveraging Listwise Learning-to-Rank for Context-Aware Query Plan Optimization

Efficient data processing is increasingly vital, with query optimizers playing a fundamental role in translating SQL queries into optimal execution plans. Traditional cost-based optimizers, however, often generate suboptimal plans due to flawed heuristics and inaccurate cost models, leading to the emergence of Learned Query Optimizers (LQOs). To address challenges in existing LQOs, such as the inconsistency and suboptimality inherent in pairwise ranking methods, we introduce CARPO, a generic framework leveraging listwise learning-to-rank for context-aware query plan optimization. CARPO distinctively employs a Transformer-based model for holistic evaluation of candidate plan sets and integrates a robust hybrid decision mechanism, featuring Out-Of-Distribution (OOD) detection with a top-k fallback strategy to ensure reliability. Furthermore, CARPO can be seamlessly integrated with existing plan embedding techniques, demonstrating strong adaptability. Comprehensive experiments on TPC-H and STATS benchmarks demonstrate that CARPO significantly outperforms both native PostgreSQL and Lero, achieving a Top-1 Rate of 74.54% on the TPC-H benchmark compared to Lero's 3.63%, and reducing the total execution time to 3719.16 ms compared to PostgreSQL's 22577.87 ms.

cs.DB↗

arXiv2025

Piecewise Linear Approximation in Learned Index Structures: Theoretical and Empirical Analysis

A growing trend in the database and system communities is to augment conventional index structures, such as B+-trees, with machine learning (ML) models. Among these, error-bounded Piecewise Linear Approximation ($ε$-PLA) has emerged as a popular choice due to its simplicity and effectiveness. Despite its central role in many learned indexes, the design and analysis of $ε$-PLA fitting algorithms remain underexplored. In this paper, we revisit $ε$-PLA from both theoretical and empirical perspectives, with a focus on its application in learned index structures. We first establish a fundamentally improved lower bound of $Ω(κ\cdot ε^2)$ on the expected segment coverage for existing $ε$-PLA fitting algorithms, where $κ$ is a data-dependent constant. We then present a comprehensive benchmark of state-of-the-art $ε$-PLA algorithms when used in different learned data structures. Our results highlight key trade-offs among model accuracy, model size, and query performance, providing actionable guidelines for the principled design of future learned data structures.

cs.DB↗

arXiv2025

FinMME: Benchmark Dataset for Financial Multi-Modal Reasoning Evaluation

Multimodal Large Language Models (MLLMs) have experienced rapid development in recent years. However, in the financial domain, there is a notable lack of effective and specialized multimodal evaluation datasets. To advance the development of MLLMs in the finance domain, we introduce FinMME, encompassing more than 11,000 high-quality financial research samples across 18 financial domains and 6 asset classes, featuring 10 major chart types and 21 subtypes. We ensure data quality through 20 annotators and carefully designed validation mechanisms. Additionally, we develop FinScore, an evaluation system incorporating hallucination penalties and multi-dimensional capability assessment to provide an unbiased evaluation. Extensive experimental results demonstrate that even state-of-the-art models like GPT-4o exhibit unsatisfactory performance on FinMME, highlighting its challenging nature. The benchmark exhibits high robustness with prediction variations under different prompts remaining below 1%, demonstrating superior reliability compared to existing datasets. Our dataset and evaluation protocol are available at https://huggingface.co/datasets/luojunyu/FinMME and https://github.com/luo-junyu/FinMME.

cs.CL↗

arXiv2024

Learned Data Compression: Challenges and Opportunities for the Future

Compressing integer keys is a fundamental operation among multiple communities, such as database management (DB), information retrieval (IR), and high-performance computing (HPC). Recent advances in \emph{learned indexes} have inspired the development of \emph{learned compressors}, which leverage simple yet compact machine learning (ML) models to compress large-scale sorted keys. The core idea behind learned compressors is to \emph{losslessly} encode sorted keys by approximating them with \emph{error-bounded} ML models (e.g., piecewise linear functions) and using a \emph{residual array} to guarantee accurate key reconstruction. While the concept of learned compressors remains in its early stages of exploration, our benchmark results demonstrate that an SIMD-optimized learned compressor can significantly outperform state-of-the-art CPU-based compressors. Drawing on our preliminary experiments, this vision paper explores the potential of learned data compression to enhance critical areas in DBMS and related domains. Furthermore, we outline the key technical challenges that existing systems must address when integrating this emerging methodology.

cs.DB↗

arXiv2024

Comparative analysis of whole-body center-of-mass estimation methods in dynamic and static activities using marker-based systems

Accurate estimation of the whole-body center of mass (CoM) is essential for assessing human stability and postural control. However, selecting the most accurate estimation method is challenging due to the complexity of human movement, diverse nature of activities, and varying availability of equipment, such as marker-based systems and ground reaction force (GRF) sensors. This study compares three CoM estimation methods -- "Pelvis Markerset", "Whole-Body Markerset", and "Whole-Body Markerset & GRFs" -- across static activities, such as standing with eyes closed, and dynamic activities, such as picking up an object from the ground. Using the root mean square (RMS) of "external force residual" (the difference between measured ground reaction forces and estimated CoM accelerations multiplied by total body mass) as a performance metric, we found that while all methods performed similarly under static conditions, the "Pelvis Markerset" method showed 96% to 104% higher RMS external force residual values during dynamic activities compared to the two whole-body methods ($p<0.001$, Cohen's $d$:2.90-3.04). The accuracy of "Whole-Body Markerset & GRFs" (i.e., Kalman filter) was similar to "Whole-Body Markerset", suggesting that incorporating the GRFs through the presented Kalman filter does not improve the estimates from whole-body kinematics. Based on these findings, we recommend the "Whole-Body Markerset" as it performs well and does not require information from GRFs. The "Pelvis Markerset" method can be used in static activities or when markersets around the pelvis reflect whole-body kinematics. This method is not recommended for CoM state estimation in highly dynamic scenarios and when whole-body markersets are available.

q-bio.QM↗

arXiv2024

Why Are Learned Indexes So Effective but Sometimes Ineffective?

Learned indexes have attracted significant research interest due to their ability to offer better space-time trade-offs compared to traditional B+-tree variants. Among various learned indexes, the PGM-Index based on error-bounded piecewise linear approximation is an elegant data structure that has demonstrated \emph{provably} superior performance over conventional B+-tree indexes. In this paper, we explore two interesting research questions regarding the PGM-Index: (a) \emph{Why are PGM-Indexes theoretically effective?} and (b) \emph{Why do PGM-Indexes underperform in practice?} For question~(a), we first prove that, for a set of $N$ sorted keys, the PGM-Index can, with high probability, achieve a lookup time of $O(\log\log N)$ while using $O(N)$ space. To the best of our knowledge, this is the \textbf{tightest bound} for learned indexes to date. For question~(b), we identify that querying PGM-Indexes is highly memory-bound, where the internal error-bounded search operations often become the bottleneck. To fill the performance gap, we propose PGM++, a \emph{simple yet effective} extension to the original PGM-Index that employs a mixture of different search strategies, with hyper-parameters automatically tuned through a calibrated cost model. Extensive experiments on real workloads demonstrate that PGM++ establishes a new Pareto frontier. At comparable space costs, PGM++ speeds up index lookup queries by up to $\mathbf{2.31\times}$ and $\mathbf{1.56\times}$ when compared to the original PGM-Index and state-of-the-art learned indexes.

cs.DB↗

arXiv2024

UniCL: A Universal Contrastive Learning Framework for Large Time Series Models

Time-series analysis plays a pivotal role across a range of critical applications, from finance to healthcare, which involves various tasks, such as forecasting and classification. To handle the inherent complexities of time-series data, such as high dimensionality and noise, traditional supervised learning methods first annotate extensive labels for time-series data in each task, which is very costly and impractical in real-world applications. In contrast, pre-trained foundation models offer a promising alternative by leveraging unlabeled data to capture general time series patterns, which can then be fine-tuned for specific tasks. However, existing approaches to pre-training such models typically suffer from high-bias and low-generality issues due to the use of predefined and rigid augmentation operations and domain-specific data training. To overcome these limitations, this paper introduces UniCL, a universal and scalable contrastive learning framework designed for pretraining time-series foundation models across cross-domain datasets. Specifically, we propose a unified and trainable time-series augmentation operation to generate pattern-preserved, diverse, and low-bias time-series data by leveraging spectral information. Besides, we introduce a scalable augmentation algorithm capable of handling datasets with varying lengths, facilitating cross-domain pretraining. Extensive experiments on two benchmark datasets across eleven domains validate the effectiveness of UniCL, demonstrating its high generalization on time-series analysis across various fields.

cs.LG↗