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Minjae Kim

Publications and source records attributed to Minjae Kim.

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

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

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

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

ixi-sLM: On-Device sLM for AI Call Agent Service

Running an AI call agent on-device makes it private, network-independent, and free of per-query cloud cost, but shipping one as a real-world service imposes constraints a cloud deployment never faces: ~1GiB memory budget, in-call latency and thermal limits, static-integer NPU execution, Korean STT input far from sLM pretraining, and cloud-level quality expectations. We bring ixi-sLM, a 1.2B Korean sLM, to mobile NPUs through ON-DEVICE MODELING: domain-adaptive modeling trims the vocabulary by call frequency to shrink the embedding and LM head that take nearly half the model under INT4 transformer weights and refits the tokenizer to call speech (18% fewer tokens on call traffic), while task-aware quantization calibrates on real calls and assigns per-module mixed precision by activation sensitivity. A single domain-adapted model runs ixi-O's two production services, AI Call Summary and AI Call Answering, at 94% of a state-of-the-art cloud LLM's task-weighted quality; our on-device modeling carries that quality onto the NPU with only a marginal drop in overall score, in an 803MiB model (28% of FP16) at 23% of the CPU's per-call energy. The same recipe deploys across Qualcomm and Apple NPUs and serves several million ixi-O subscribers in production.

cs.AI↗
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

Intrinsic Soft X-ray Emission from the Hot Circumgalactic Medium in IllustrisTNG

We study the intrinsic 0.5--2~keV emission of the hot circumgalactic medium (CGM) in the IllustrisTNG simulation TNG100-2 at redshifts 0, 0.1, and 0.2. We calculate the emission of gas cells with $T \geq 10^6$~K in the spherical shell between $0.15R_{500}$ and $R_{500}$ and compare samples selected by their star-formation activity. X-ray luminosity increases with halo mass, although the class-dependent fits cover different mass intervals. Among galaxies with positive luminosity and star formation rate (SFR), the high-activity sample retains a positive association after a linear adjustment for halo mass. The residual association is weaker in the quiescent subset with positive luminosity and SFR. Within $10^{11.75}<M_{500}/M_\odot<10^{12.25}$, the high-activity sample has more centrally concentrated emission and a median luminosity about five times that of the quiescent sample. The two populations have similar median hot-gas masses despite their different X-ray luminosities and radial profiles. These differences are consistent with variations in the spatial distribution and thermodynamic state of the emitting gas, although the samples are not matched in halo mass. Our results suggest that soft X-ray emission probes the structure of the hot CGM as well as its gas content, offering a way to investigate how star formation and feedback shape gaseous halos.

astro-ph.GA↗
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

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

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

Layer- and Orbital-Selective Mott Physics Driving Dimensional Crossover in Nickelate Superlattices

The design of quantum materials to manipulate dimensionality and electronic correlations is a central focus in the exploration of emergent phenomena. We propose a new correlated quantum material platform for realizing a layer- and orbital-selective Mott transition (LOSMT) in a nickelate heterostructure by combining bilayer and monolayer LaNiO$_3$ separated by a monolayer LaAlO$_3$ spacer under compressive strain from the LaAlO$_3$ substrate. The LOSMT emerges from the layer-dependent dimensional confinement of the apical Ni($d$)-$z^2$ orbital and strain-induced lifting of the orbital degeneracy. The monolayer LaNiO$_3$ exhibits an orbital-selective Mott insulating phase with a Mott gap in the Ni($d$)-$z^2$ orbital, whereas the bilayer LaNiO$_3$ exhibits a multi-orbital metallic phase, triggering the orbital-selective Mott transition upon cooling $via$ inter-layer hybridization of the Ni($d$)-$z^2$ orbitals. Calculations within the density functional theory plus dynamical mean-field theory (DFT+DMFT) framework reveal that the LOSMT drives a dimensional crossover by enabling out-of-plane electronic transport through the metallization of the localized apical Ni($d$)-$z^2$ orbital, while the planar Ni($d$)-$x^2-y^2$ orbital remains itinerant across the transition. The emergence of the LOSMT provides a new pathway for engineering correlated quantum materials toward unconventional superconductivity and Mott-transistor functionalities.

cond-mat.str-el↗
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

PDE-constrained optimization for virtual sensing in structural dynamics: Full-field displacement and force recovery from sparse sensors

Virtual sensing -- recovering full-field structural response from sparse sensor measurements -- is a fundamental challenge in structural health monitoring (SHM). Fracture assessment, fatigue evaluation and remaining useful life (RUL) prognosis all take the applied load as their input, and that load frequently acts on surfaces that cannot be instrumented. An improved load estimate is therefore of direct practical value for SHM and for prognostics and health management (PHM). The mode-based approach reconstructs the displacement field accurately from a small number of sensors and has been applied successfully for that purpose. The load inferred from this reconstructed displacement is far less reliable, because the residual displacement error is amplified when it is mapped back through the dynamic stiffness. This study therefore formulates virtual sensing as a PDE-constrained optimization (PDE-CO) problem in which the elastodynamic equation is an equality constraint and the applied load is the optimization variable, so that displacement and load are estimated together rather than in sequence. To manage the computational cost, the framework separates offline finite element model preparation from online reconstruction. The assembled matrices are reused during online optimization, and the forward and gradient evaluations can use GPU-based parallel computation. The numerical comparisons support improved noise robustness of PDE-CO displacement reconstruction relative to the mode-based approach within the tested settings. These results provide a theoretical and computational foundation for the development of virtual sensing for SHM and PHM.

math-ph↗
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

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

Motif 3: Technical Report

We introduce Motif 3, a decoder-only Mixture-of-Experts language model with 314 billion total parameters and 13.2 billion activated per token. Each sparse MoE layer contains 384 routed experts, with eight selected per token. This fine-grained sparsity provides substantial expert capacity while limiting computation. Motif 3 is built around Grouped Differential Latent Attention (GDLA), which integrates grouped differential attention with the compressed key-value representation of Multi-head Latent Attention. The architecture further incorporates modified manifold-constrained hyper-connections, Expert Specific PolyNorm activations, and multi-token prediction to improve optimization stability, expert specialization, and inference efficiency. We pretrain Motif 3 on approximately 12.5 trillion tokens spanning web documents, STEM, code, mathematics, multilingual content, and domain-specialized corpora. Expert-balancing and numerical-stabilization techniques support stable training at scale, while selective MXFP8 computation and communication, memory-efficient fused kernels, and window-aware context parallelism enable training with context lengths up to 256K tokens. Our post-training pipeline combines general supervised fine-tuning, six specialist teachers trained with reinforcement learning, a software-engineering teacher trained with supervised fine-tuning, and Multi-teacher On-Policy Distillation. The resulting unified model consolidates complementary capabilities in reasoning, coding, tool use, professional work, long-context understanding, calibrated abstention, and instruction following. Across a broad evaluation suite, Motif 3 demonstrates competitive performance against leading open weight models, including strong results on long-horizon agentic tasks, mathematical reasoning, scientific knowledge, and hallucination-sensitive evaluation.

cs.AI↗
arXiv2026

The JWST Early Release Science Program for Direct Observations of Exoplanetary Systems VIII: patchy forsterite and enstatite clouds in the atmosphere of VHS 1256 b, retrieval lessons learned and outlook to the future

JWST defines a new era for the data-driven approach of retrieval modelling, which has become a cornerstone tool for the statistical inference of exoplanetary and brown dwarf properties. The Early Release Science program #1386 observations of VHS 1256 b represent a huge jump in data quality, data quantity and spectral coverage for such objects. VHS 1256 b is a young, planetary mass and extremely variable companion that populates the enigmatic L/T cohort of substellar atmospheres. In this first retrieval analysis of the full 1 - 18 micron dataset, we apply the Brewster retrieval framework to the NIRSpec and MIRI spectroscopic observations of VHS 1256 b, exploring a variety of cloud species and structures. Using Delta(BIC) we find that the data is best described by a forsterite (Mg$_{2}$SiO$_{4}$) and enstatite (MgSiO$_{3}$) cloud combination. Our analysis shows a strong preference for patchy silicate cloud coverage, which aligns with VHS 1256 b's extensive and well documented spectral variability. Our retrieval is able to place constraints on the abundances of H$_{2}$O, CO, CO$_{2}$, CH$_{4}$ as well as NH$_{3}$. We also show that the retrieved parameters are sensitive to the data used and the relative signal-to-noise ratios between data from different instruments. We conclude with the next steps for the wider retrieval community to better understand young and cloudy exoplanetary atmospheres.

astro-ph.EP↗
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↗