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Jun Seo

Publications and source records attributed to Jun Seo.

At least 19 recordsLinked to original sources
arXiv2026

FinVerse: Financial Time-Series Benchmark

As time-series foundation models have emerged, the need for benchmarks that can evaluate their forecasting ability in meaningful ways has become increasingly important. Existing time-series forecasting benchmarks provide useful standardized comparisons, but they often evaluate heterogeneous series with uniform error-based metrics. Strong performance under such metrics does not necessarily imply that a model's forecasts will support the best real-world decisions across domains. For example, in stock forecasting, correctly predicting whether a price will rise or fall can be more directly relevant to realized returns than minimizing point-wise forecast error alone. To this end, we introduce FinVerse, a finance-domain time-series forecasting benchmark that takes a first step toward more realistic evaluation. The released FinVerse data artifact contains 116,897 financial time series with 171.1M observations, of which 60,232 series with 17.4M observations are selected as evaluated targets based on their economic relevance to financial decisions. Unlike generic forecasting benchmarks that primarily emphasize uniform point-forecast or probabilistic accuracy, FinVerse defines 11 metric families comprising 78 evaluation metrics and assigns the most appropriate evaluation metrics to each individual time series based on its underlying economic meaning. Our analysis of 43 public time-series forecasting foundation models shows that strong performance under generic forecasting criteria does not necessarily translate into useful financial forecasts. This finding highlights the need for domain-aware benchmarks that evaluate models under objectives closer to real-world decision making.

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

Beyond Magnitude and Shape: A Direction-Aware Loss for Time Series Forecasting

The direction of change --- whether a series will move up or down --- is often as important as its exact value in decisiondriven applications such as risk management and financial forecasting. However, most forecasting losses optimize either point magnitude or shape and frequency structure, and none explicitly targets the direction of change. In this paper, we find that MSE-trained forecasters fail on the direction of small moves. To address this, we propose CosDir, a simple yet effective direction-aware loss that aligns the difference vectors of the prediction and the target via cosine similarity. Being scale-invariant, CosDir keeps a directional gradient on small moves, re-injecting learning signal exactly where MSE neglects it. CosDir is a lightweight, plug-in term that attaches to any backbone without architectural modification. Since the best ratio for mixing the directional and magnitude terms differs across datasets, we further propose CosDir-UW, an extension that makes this ratio adaptive by learning it during training, matching a per-dataset tuned weight with no hyperparameter. We conduct over 100K experiments, demonstrating that our method consistently and significantly improves directional accuracy while preserving magnitude accuracy, and that it outperforms various loss functions. Code is available at: https://github.com/seunghan96/cosdir.

cs.LG↗
arXiv2026

ReasonCast: Towards Explainable Time Series Forecasting with Reasoning

Most time series (TS) models are specialized for a single task, either understanding (i.e., returning text answers about a TS) or generation (i.e., returning a numeric forecast). Only recently have unified models begun to handle the two within a single architecture. Even these models, however, produce the two outputs as task-separated paths and cannot predict a series and explain why that prediction arises within a single coherent response. In this paper, we argue for a task-fused model that jointly produces 1) prediction (generation) and 2) selfexplanation (understanding), thereby integrating 1) numerical TS forecasting and 2) interpretable text reasoning within a single response. To enable the systematic study of this capability, we present both a benchmark and a recipe that jointly address the two tasks. The benchmark, ReasonTS-Bench, identifies five fundamental patterns underlying TS and enables the joint evaluation of both tasks. ReasonCast, our recipe for finetuning any LLM to perform both tasks jointly, yields a model that generates a reasoning chain and a forecast together in a single autoregressive pass. Extensive experiments show that ReasonCast outperforms both LLMs and TS models on prediction accuracy while producing verifiable, causal reasoning. Code is available at: https://github.com/seunghan96/reasoncast.

cs.AI↗
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

Segment-level Tree Search for Long Meeting Document Summarization

Meeting documents are challenging to summarize due to their length and complex conversational structure. Existing approaches typically adopt multi-stage pipelines that extract information prior to summarization; however, these approaches often suffer from cumulative error propagation without intermediate validation, a limitation further amplified by short and low-quality reference summaries. We propose segment-level summarization via Monte Carlo Tree Search (S3), a training-free framework that constructs a final summary by composing segment-level summary candidates. S3 partitions a long document into segments and generates multiple summary candidates per segment, forming nodes of a search tree. The best-scoring combination is selected via self-reward-guided tree search and refined into the final output. Despite using a 7B model, S3 achieves performance comparable to larger 72B models while producing length-appropriate summaries.

cs.CL↗
arXiv2026

A Multi-Agent Framework for Feature-Constrained Difficulty Control in Reading Comprehension Item Generation

Recent studies in difficulty-controlled reading comprehension item generation have leveraged large language models (LLMs) to produce items by adjusting difficulty-related features. However, existing methods typically rely on a single-agent prompting approach, which often fails to consistently satisfy specified feature constraints, resulting in items that deviate from the target difficulty level. To address this limitation, we introduce MAFIG, a Multi-agent Framework for Feature-constrained Item Generation, where multiple LLM agents and feature-specific evaluators collaborate to generate and iteratively revise items based on intended constraints. Furthermore, to verify the efficacy of MAFIG in difficulty control, we propose a method for constructing a sequence of feature constraint sets that yield items with monotonically increasing difficulty. Experimental results demonstrate that MAFIG generates items that adhere to target constraints at a significantly higher rate than baselines, achieving robust difficulty control through the difficulty-calibrated constraint sequence.

cs.CL↗
arXiv2026

AdaTKG: Adaptive Memory for Temporal Knowledge Graph Reasoning

Temporal knowledge graphs (TKGs) represent time-stamped relational facts and support a wide range of reasoning tasks over evolving events. However, existing methods produce entity representations that are static at the entity level, in that each representation is a function of learned parameters only and retains no trace of the interactions in which the entity has participated. In this paper, we depart from this static view and propose that each entity be modeled as an adaptive process whose representation is refined every time the entity participates in a fact. To this end, we propose AdaTKG, which maintains a per-entity memory that is updated with every observed interaction, with the memory accumulating online and predictions improving as more interactions arrive. Specifically, we instantiate the memory update as a learnable exponential moving average governed by a single shared scalar instead of using learnable parameters for each entity, enabling AdaTKG to handle entities unseen during training. Extensive experiments confirm consistent gains over TKG baselines, demonstrating the effectiveness of adaptive memory. Code is available at: https://github.com/seunghan96/AdaTKG

cs.AI↗
arXiv2026

FinSTaR: Towards Financial Reasoning with Time Series Reasoning Models

Time series (TS) reasoning models (TSRMs) have shown promising capabilities in general domains, yet they consistently fail on financial domain, which exhibit unique characteristics. We propose a general 2 x 2 capability taxonomy for TSRMs by crossing 1) single-entity vs. multi-entity analysis with 2) assessment of the current state vs. prediction of future behavior. We instantiate this taxonomy in the financial domain---where the distinction between deterministic assessment and stochastic prediction is particularly critical---as ten financial reasoning tasks, forming the FinTSRBench benchmark based on S&P stocks. To this end, we propose FinSTaR (Financial Time Series Thinking and Reasoning), trained on FinTSR-Bench with distinct chain-of-thought (CoT) strategies tailored to each category. For assessment, which is deterministic, we employ Compute-in-CoT, a programmatic CoT that enables models to derive answers directly from raw prices. For prediction, which is inherently stochastic, we adopt Scenario-Aware CoT, which generates diverse scenarios before making a judgment, mirroring how financial analysts reason under uncertainty. FinSTaR achieves 78.9% average accuracy on FinTSRBench, substantially outperforming LLM and TSRM baselines. Furthermore, we show that the four capability categories are complementary and mutually reinforcing through joint training. Code is publicly available at: https://github.com/seunghan96/FinSTaR.

cs.AI↗
arXiv2026

Behavior-Aware Item Modeling via Dynamic Procedural Solution Representations for Knowledge Tracing

Knowledge Tracing (KT) aims to predict learners' future performance from past interactions. While recent KT approaches have improved via learning item representations aligned with Knowledge Components, they overlook the procedural dynamics of problem solving. We propose Behavior-Aware Item Modeling (BAIM), a framework that enriches item representations by integrating dynamic procedural solution information. BAIM leverages a reasoning language model to decompose each item's solution into four problem-solving stages (i.e., understand, plan, carry out, and look back), pedagogically grounded in Polya's framework. Specifically, it derives stage-level representations from per-stage embedding trajectories, capturing latent signals beyond surface features. To reflect learner heterogeneity, BAIM adaptively routes these stage-wise representations, introducing a context-conditioned mechanism within a KT backbone, allowing different procedural stages to be emphasized for different learners. Experiments on XES3G5M and NIPS34 show that BAIM consistently outperforms strong pretraining-based baselines, achieving particularly large gains under repeated learner interactions.

cs.CL↗
arXiv2026

Channel-wise Retrieval for Multivariate Time Series Forecasting

Multivariate time series forecasting often struggles to capture long-range dependencies due to fixed lookback windows. Retrieval-augmented forecasting addresses this by retrieving historical segments from memory, but existing approaches rely on a channel-agnostic strategy that applies the same references to all variables. This neglects inter-variable heterogeneity, where different channels exhibit distinct periodicities and spectral profiles. We propose CRAFT (Channel-wise retrieval-augmented forecasting), a novel framework that performs retrieval independently for each channel. To ensure efficiency, CRAFT adopts a two-stage pipeline: a sparse relation graph constructed in the time domain prunes irrelevant candidates, and spectral similarity in the frequency domain ranks references, emphasizing dominant periodic components while suppressing noise. Experiments on seven public benchmarks demonstrate that CRAFT outperforms state-of-the-art forecasting baselines, achieving superior accuracy with practical inference efficiency.

cs.LG↗
arXiv2026

Rethinking Multimodal Fusion for Time Series: Text Modalities Need Constrained Fusion

Recent advances in multimodal learning have motivated the integration of auxiliary modalities such as text or vision into time series (TS) forecasting. However, most existing methods provide limited gains, often improving performance only in specific datasets or relying on architecture-specific designs that limit generalization. In this paper, we show that multimodal models with naive fusion strategies (e.g., simple addition or concatenation) often underperform unimodal TS models, which we attribute to the uncontrolled integration of auxiliary modalities which may introduce irrelevant information. Motivated by this observation, we explore various constrained fusion methods designed to control such integration and find that they consistently outperform naive fusion methods. Furthermore, we propose Controlled Fusion Adapter (CFA), a simple plug-in method that enables controlled cross-modal interactions without modifying the TS backbone, integrating only relevant textual information aligned with TS dynamics. CFA employs low rank adapters to filter irrelevant textual information before fusing it into temporal representations. We conduct over 20K experiments across various datasets and TS/text models, demonstrating the effectiveness of the constrained fusion methods. Code is available at: https://github.com/seunghan96/cfa.

cs.LG↗
arXiv2026

Not All Retrievals are Useful: Cross-Attention for Input-Aware RAG in Time Series Forecasting

Retrieval-augmented generation (RAG) enhances zero-shot time series (TS) forecasting by leveraging external knowledge bases, yet existing approaches overlook input-level relevance when fusing retrieved samples with the query. We argue that not all retrievals are equally useful, and irrelevant ones can degrade performance. To this end, we propose Cross-RAG, a zero-shot RAG-based forecasting framework that selectively attends to query-relevant retrieved samples via query--retrieval cross-attention. By modeling input-level relevance between the query and retrieved samples, Cross-RAG jointly incorporates three sources of information: 1) the query itself, 2) the retrieved samples, and 3) their relational interactions. In particular, this input-aware design enables Cross-RAG to remain stable as the number of retrieved samples $k$ grows, whereas prior methods without cross-attention require careful $k$ tuning to avoid degradation from irrelevant retrievals. Extensive experiments demonstrate that Cross-RAG consistently improves zero-shot forecasting performance across multiple TSFM backbones and various RAG methods, with additional analyses confirming its effectiveness across various retrieval scenarios. Code is available at https://github.com/seunghan96/cross-rag/.

cs.LG↗
arXiv2026

FinTexTS: Financial Text-Paired Time-Series Dataset via Semantic-Based and Multi-Level Pairing

The financial domain involves a variety of important time-series problems. Recently, time-series analysis methods that jointly leverage textual and numerical information have gained increasing attention. Accordingly, numerous efforts have been made to construct text-paired time-series datasets in the financial domain. However, financial markets are characterized by complex interdependencies, in which a company's stock price is influenced not only by company-specific events but also by events in other companies and broader macroeconomic factors. Existing approaches that pair text with financial time-series data based on simple keyword matching often fail to capture such complex relationships. To address this limitation, we propose a semantic-based and multi-level pairing framework. Specifically, we extract company-specific context for the target company from SEC filings and apply an embedding-based matching mechanism to retrieve semantically relevant news articles based on this context. Furthermore, we classify news articles into four levels (macro-level, sector-level, related company-level, and target company-level) using large language models (LLMs), enabling multi-level pairing of news articles with the target company. Applying this framework to publicly-available news datasets, we construct FinTexTS, a new large-scale text-paired stock price dataset. Experimental results on FinTexTS demonstrate the effectiveness of our semantic-based and multi-level pairing strategy in stock price forecasting. In addition to publicly-available news underlying FinTexTS, we show that applying our method to proprietary yet carefully curated news sources leads to higher-quality paired data and improved stock price forecasting performance.

cs.AI↗
arXiv2026

Playsemble: Learning Low-Level Programming Through Interactive Games

Teaching assembly programming is a fundamental component of undergraduate computer science education, yet many students struggle with its abstract and low-level concepts. Existing learning tools, such as simulators and visualisers, support understanding by exposing machine states. However, they often limit students to passive observation and provide few opportunities for meaningful interaction. To address these limitations, we introduce Playsemble, a gamified learning system that transforms assembly instructions into interactive, game-like tasks in which students control Pac-Man to collect items, avoid ghosts, and reach targets. Playsemble integrates a code editor, a CPU emulator, and visual debugging tools within a browser-based environment, allowing students to work offline without installation or configuration. It also provides immediate formative feedback enhanced by large language models. We deployed Playsemble in an undergraduate computer architecture course with 107 students. The course featured a sequence of assignments of increasing complexity, covering core concepts such as register and memory manipulation, control structures including loops and conditionals, and arithmetic operations. Our findings suggest that Playsemble promotes active experimentation, sustained engagement, and deeper conceptual understanding through meaningful game-based learning experiences.

cs.CY↗
arXiv2025

Adaptive Information Routing for Multimodal Time Series Forecasting

Time series forecasting is a critical task for artificial intelligence with numerous real-world applications. Traditional approaches primarily rely on historical time series data to predict the future values. However, in practical scenarios, this is often insufficient for accurate predictions due to the limited information available. To address this challenge, multimodal time series forecasting methods which incorporate additional data modalities, mainly text data, alongside time series data have been explored. In this work, we introduce the Adaptive Information Routing (AIR) framework, a novel approach for multimodal time series forecasting. Unlike existing methods that treat text data on par with time series data as interchangeable auxiliary features for forecasting, AIR leverages text information to dynamically guide the time series model by controlling how and to what extent multivariate time series information should be combined. We also present a text-refinement pipeline that employs a large language model to convert raw text data into a form suitable for multimodal forecasting, and we introduce a benchmark that facilitates multimodal forecasting experiments based on this pipeline. Experiment results with the real world market data such as crude oil price and exchange rates demonstrate that AIR effectively modulates the behavior of the time series model using textual inputs, significantly enhancing forecasting accuracy in various time series forecasting tasks.

cs.LG↗
arXiv2024

Flexible Control in Symbolic Music Generation via Musical Metadata

In this work, we introduce the demonstration of symbolic music generation, focusing on providing short musical motifs that serve as the central theme of the narrative. For the generation, we adopt an autoregressive model which takes musical metadata as inputs and generates 4 bars of multitrack MIDI sequences. During training, we randomly drop tokens from the musical metadata to guarantee flexible control. It provides users with the freedom to select input types while maintaining generative performance, enabling greater flexibility in music composition. We validate the effectiveness of the strategy through experiments in terms of model capacity, musical fidelity, diversity, and controllability. Additionally, we scale up the model and compare it with other music generation model through a subjective test. Our results indicate its superiority in both control and music quality. We provide a URL link https://www.youtube.com/watch?v=-0drPrFJdMQ to our demonstration video.

cs.SD↗
arXiv2022

Task-Adaptive Feature Transformer with Semantic Enrichment for Few-Shot Segmentation

Few-shot learning allows machines to classify novel classes using only a few labeled samples. Recently, few-shot segmentation aiming at semantic segmentation on low sample data has also seen great interest. In this paper, we propose a learnable module that can be placed on top of existing segmentation networks for performing few-shot segmentation. This module, called the task-adaptive feature transformer (TAFT), linearly transforms task-specific high-level features to a set of task agnostic features well-suited to conducting few-shot segmentation. The task-conditioned feature transformation allows an effective utilization of the semantic information in novel classes to generate tight segmentation masks. We also propose a semantic enrichment (SE) module that utilizes a pixel-wise attention module for high-level feature and an auxiliary loss from an auxiliary segmentation network conducting the semantic segmentation for all training classes. Experiments on PASCAL-$5^i$ and COCO-$20^i$ datasets confirm that the added modules successfully extend the capability of existing segmentators to yield highly competitive few-shot segmentation performances.

cs.CV↗