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Pei-Jun Liao

Publications and source records attributed to Pei-Jun Liao.

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Correlation-Guided Encoder Selection for Multi-Encoder Large Audio-Language Models

Multi-encoder fusion extends Large Audio-Language Models (LALMs) beyond speech-centric recognition, but selecting encoders via intuition or exhaustive search often introduces redundant representations and inflates an already constrained compute budget. We propose CUES (Correlation-gUided Encoder Selection), a lightweight heuristic that estimates complementarity through task- and category-level Pearson correlations between encoders' performance profiles, scoring a candidate set from single-encoder evaluations alone--without fusion training during selection. Evaluated on the XARES-LLM benchmark with a frozen SmolLM2-135M backbone (LoRA-adapted) via five-fold cross-validation, CUES consistently identifies the same configuration per track from held-out development splits alone, without using test data for selection. For the broad Track~A suite, CUES selects a cross-family trio (Whisper-medium, mHuBERT-147, and Dasheng-base), achieving a 4.3% relative gain over Whisper-medium (0.771 vs. 0.739). For Track~B text generation, it re-anchors on a focused, speech-only pair (mHuBERT-147 and WavLM-base-plus) and actively abstains from adding a divergent encoder, outperforming mHuBERT-147 by 6.3% (0.589 vs. 0.554). Rather than a failure to scale, this divergence is consistent with a diversity--interference trade-off that CUES navigates per track from correlation signals alone: across the evaluated pool, added cross-family diversity tends toward an inverted-U on broad audio tasks but toward steady degradation on text generation, which favors a focused, speech-anchored set.

eess.AS

Generalized Stock Price Prediction for Multiple Stocks Combined with News Fusion

Predicting stock prices presents challenges in financial forecasting. While traditional approaches such as ARIMA and RNNs are prevalent, recent developments in Large Language Models (LLMs) offer alternative methodologies. This paper introduces an approach that integrates LLMs with daily financial news for stock price prediction. To address the challenge of processing news data and identifying relevant content, we utilize stock name embeddings within attention mechanisms. Specifically, we encode news articles using a pre-trained LLM and implement three attention-based pooling techniques -- self-attentive, cross-attentive, and position-aware self-attentive pooling -- to filter news based on stock relevance. The filtered news embeddings, combined with historical stock prices, serve as inputs to the prediction model. Unlike prior studies that focus on individual stocks, our method trains a single generalized model applicable across multiple stocks. Experimental results demonstrate a 7.11% reduction in Mean Absolute Error (MAE) compared to the baseline, indicating the utility of stock name embeddings for news filtering and price forecasting within a generalized framework.

q-fin.ST