arXiv subjects

Shuo Sun

Publications and source records attributed to Shuo Sun.

At least 91 records · Page 5Linked to original sources

arXiv2024

A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist

Financial trading is a crucial component of the markets, informed by a multimodal information landscape encompassing news, prices, and Kline charts, and encompasses diverse tasks such as quantitative trading and high-frequency trading with various assets. While advanced AI techniques like deep learning and reinforcement learning are extensively utilized in finance, their application in financial trading tasks often faces challenges due to inadequate handling of multimodal data and limited generalizability across various tasks. To address these challenges, we present FinAgent, a multimodal foundational agent with tool augmentation for financial trading. FinAgent's market intelligence module processes a diverse range of data-numerical, textual, and visual-to accurately analyze the financial market. Its unique dual-level reflection module not only enables rapid adaptation to market dynamics but also incorporates a diversified memory retrieval system, enhancing the agent's ability to learn from historical data and improve decision-making processes. The agent's emphasis on reasoning for actions fosters trust in its financial decisions. Moreover, FinAgent integrates established trading strategies and expert insights, ensuring that its trading approaches are both data-driven and rooted in sound financial principles. With comprehensive experiments on 6 financial datasets, including stocks and Crypto, FinAgent significantly outperforms 9 state-of-the-art baselines in terms of 6 financial metrics with over 36% average improvement on profit. Specifically, a 92.27% return (a 84.39% relative improvement) is achieved on one dataset. Notably, FinAgent is the first advanced multimodal foundation agent designed for financial trading tasks.

q-fin.TR↗

arXiv2024

Tunable Collective Excitations in Epitaxial Perovskite Nickelates

The formation of plasmons through the collective excitation of charge density has generated intense discussions, offering insights to fundamental sciences and potential applications. While the underlying physical principles have been well-established, the effects of many-body interactions and orbital hybridization on plasmonic dynamics remain understudied. In this work, we present the observation of conventional metallic and correlated plasmons in epitaxial La1-xSrxNiO3 (LSNO) films with varying Sr doping concentrations (x = 0, 0.125, 0.25), unveiling their intriguing evolution. Unlike samples at other doping concentrations, the x = 0.125 intermediate doping sample does not exhibit the correlated plasmons despite showing high optical conductivity. Through a comprehensive experimental investigation using spectroscopic ellipsometry and X-ray absorption spectroscopy, the O2p-Ni3d orbital hybridization for LSNO with a doping concentration of x = 0.125 is found to be significantly enhanced, alongside a considerable weakening of its effective correlation U*. These factors account for the absence of correlated plasmons and the high optical conductivity observed in LSNO (0.125). Our results underscore the profound impact of orbital hybridization on the electronic structure and the formation of plasmon in strongly-correlated systems. This in turn suggest that LSNO could serve as a promising alternative material in optoelectronic devices.

cond-mat.mtrl-sci↗

arXiv2024

Unraveling Anisotropic Hybridizations of Solid-state Electrolyte Nano-films in Li-ion Batteries

Li2WO4 (LWO) is recognized for its potential as a solid-state electrolyte and it has demonstrated the ability to enhance the electrochemical performance of LiCoO2 (LCO) cathodes in Li-ion batteries. However, prior investigations into LWO have predominantly involved polycrystalline structures, thereby lacking a comprehensive understanding of its behavior when interfaced with single crystal systems, particularly those intricately connected to LCO. In this study, we employ pulsed laser deposition (PLD) to epitaxially synthesize LWO nano-films on LCO layers with different orientations. Based on a series of high-resolution synchrotron-based techniques including X-ray absorption spectroscopy (XAS) and X-ray photoemission spectroscopy (XPS), the electronic structure of LWO is carefully scrutinized where a higher main energy level of W5d(eg)-O2p orbitals hybridization in LWO/LCO(104) as compared to LWO/LCO(003) has been observed. This experimental finding is further validated by a comprehensive set of density of states calculations. Furthermore, detailed polarized XAS characterization unveils distinct anisotropy between the two oriented LWO configurations. This comprehensive scientific investigation, harnessing the capabilities of synchrotron-based techniques, provides invaluable insights for future studies, offering guidance for the optimized utilization of LWO as a solid-state electrolyte or modification layer for LCO cathodes in high-powered Li-ion batteries.

cond-mat.mtrl-sci↗

arXiv2024

ADM: Accelerated Diffusion Model via Estimated Priors for Robust Motion Prediction under Uncertainties

Motion prediction is a challenging problem in autonomous driving as it demands the system to comprehend stochastic dynamics and the multi-modal nature of real-world agent interactions. Diffusion models have recently risen to prominence, and have proven particularly effective in pedestrian motion prediction tasks. However, the significant time consumption and sensitivity to noise have limited the real-time predictive capability of diffusion models. In response to these impediments, we propose a novel diffusion-based, acceleratable framework that adeptly predicts future trajectories of agents with enhanced resistance to noise. The core idea of our model is to learn a coarse-grained prior distribution of trajectory, which can skip a large number of denoise steps. This advancement not only boosts sampling efficiency but also maintains the fidelity of prediction accuracy. Our method meets the rigorous real-time operational standards essential for autonomous vehicles, enabling prompt trajectory generation that is vital for secure and efficient navigation. Through extensive experiments, our method speeds up the inference time to 136ms compared to standard diffusion model, and achieves significant improvement in multi-agent motion prediction on the Argoverse 1 motion forecasting dataset.

cs.RO↗

arXiv2024

Uncovering an Interfacial Band Resulting from Orbital Hybridization in Nickelate Heterostructures

The interaction of atomic orbitals at the interface of perovskite oxide heterostructures has been investigated for its profound impact on the band structures and electronic properties, giving rise to unique electronic states and a variety of tunable functionalities. In this study, we conducted an extensive investigation of the optical and electronic properties of epitaxial NdNiO3 thin films grown on a series of single crystal substrates. Unlike films synthesized on other substrates, NdNiO3 on SrTiO3 (NNO/STO) gives rise to a unique band structure which features an additional unoccupied band situated above the Fermi level. Our comprehensive investigation, which incorporated a wide array of experimental techniques and density functional theory calculations, revealed that the emergence of the interfacial band structure is primarily driven by the orbital hybridization between Ti 3d orbitals of the STO substrate and O 2p orbitals of the NNO thin film. Furthermore, exciton peaks have been detected in the optical spectra of the NNO/STO film, attributable to the pronounced electron-electron (e-e) and electron-hole (e-h) interactions propagating from the STO substrate into the NNO film. These findings underscore the substantial influence of interfacial orbital hybridization on the electronic structure of oxide thin-films, thereby offering key insights into tuning their interfacial properties.

cond-mat.mtrl-sci↗

arXiv2024

Realization of a Two-Dimensional Lieb Lattice in a Metal-Inorganic Framework with Flat Bands and Topological Edge States

Flat bands and Dirac cones in materials are at the source of the exotic electronic and topological properties. The Lieb lattice is expected to host these electronic structures, arising from quantum destructive interference. Nevertheless, the experimental realization of a two-dimensional Lieb lattice remained challenging to date due to its intrinsic structural instability. After computationally designing a Platinum-Phosphorus (Pt-P) Lieb lattice, we have successfully overcome its structural instability and synthesized it on a gold substrate via molecular beam epitaxy. Low-temperature scanning tunneling microscopy and spectroscopy verified the Lieb lattice's morphology and electronic flat bands. Furthermore, topological Dirac edge states stemming from pronounced spin-orbit coupling induced by heavy Pt atoms have been predicted. These findings convincingly open perspectives for creating metal-inorganic framework-based atomic lattices, offering prospects for strongly correlated phases interplayed with topology.

physics.app-ph↗

arXiv2024

CARLA-Loc: Synthetic SLAM Dataset with Full-stack Sensor Setup in Challenging Weather and Dynamic Environments

The robustness of SLAM (Simultaneous Localization and Mapping) algorithms under challenging environmental conditions is critical for the success of autonomous driving. However, the real-world impact of such conditions remains largely unexplored due to the difficulty of altering environmental parameters in a controlled manner. To address this, we introduce CARLA-Loc, a synthetic dataset designed for challenging and dynamic environments, created using the CARLA simulator. Our dataset integrates a variety of sensors, including cameras, event cameras, LiDAR, radar, and IMU, etc. with tuned parameters and modifications to ensure the realism of the generated data. CARLA-Loc comprises 7 maps and 42 sequences, each varying in dynamics and weather conditions. Additionally, a pipeline script is provided that allows users to generate custom sequences conveniently. We evaluated 5 visual-based and 4 LiDAR-based SLAM algorithms across different sequences, analyzing how various challenging environmental factors influence localization accuracy. Our findings demonstrate the utility of the CARLA-Loc dataset in validating the efficacy of SLAM algorithms under diverse conditions.

cs.RO↗

arXiv2024

ControlMTR: Control-Guided Motion Transformer with Scene-Compliant Intention Points for Feasible Motion Prediction

The ability to accurately predict feasible multimodal future trajectories of surrounding traffic participants is crucial for behavior planning in autonomous vehicles. The Motion Transformer (MTR), a state-of-the-art motion prediction method, alleviated mode collapse and instability during training and enhanced overall prediction performance by replacing conventional dense future endpoints with a small set of fixed prior motion intention points. However, the fixed prior intention points make the MTR multi-modal prediction distribution over-scattered and infeasible in many scenarios. In this paper, we propose the ControlMTR framework to tackle the aforementioned issues by generating scene-compliant intention points and additionally predicting driving control commands, which are then converted into trajectories by a simple kinematic model with soft constraints. These control-generated trajectories will guide the directly predicted trajectories by an auxiliary loss function. Together with our proposed scene-compliant intention points, they can effectively restrict the prediction distribution within the road boundaries and suppress infeasible off-road predictions while enhancing prediction performance. Remarkably, without resorting to additional model ensemble techniques, our method surpasses the baseline MTR model across all performance metrics, achieving notable improvements of 5.22% in SoftmAP and a 4.15% reduction in MissRate. Our approach notably results in a 41.85% reduction in the cross-boundary rate of the MTR, effectively ensuring that the prediction distribution is confined within the drivable area.

cs.RO↗

arXiv2024

Fourier Transform Noise Spectroscopy

Spectral characterization of noise environments that lead to the decoherence of qubits is critical to developing robust quantum technologies. While dynamical decoupling offers one of the most successful approaches to characterize noise spectra, it necessitates applying large sequences of $π$ pulses that increase the complexity and cost of the method. Here, we introduce a noise spectroscopy method that utilizes only the Fourier transform of free induction decay or spin echo measurements, thus removing the need for the application many $π$ pulses. We show that our method faithfully recovers the correct noise spectra for a variety of different environments (including $1/f$-type noise) and outperforms previous dynamical decoupling schemes while significantly reducing their experimental overhead. We also discuss the experimental feasibility of our proposal and demonstrate its robustness in the presence of statistical measurement error. Our method is applicable to a wide range of quantum platforms and provides a simpler path toward a more accurate spectral characterization of quantum devices, thus offering possibilities for tailored decoherence mitigation.

quant-ph↗

arXiv2024

3QFP: Efficient neural implicit surface reconstruction using Tri-Quadtrees and Fourier feature Positional encoding

Neural implicit surface representations are currently receiving a lot of interest as a means to achieve high-fidelity surface reconstruction at a low memory cost, compared to traditional explicit representations.However, state-of-the-art methods still struggle with excessive memory usage and non-smooth surfaces. This is particularly problematic in large-scale applications with sparse inputs, as is common in robotics use cases. To address these issues, we first introduce a sparse structure, \emph{tri-quadtrees}, which represents the environment using learnable features stored in three planar quadtree projections. Secondly, we concatenate the learnable features with a Fourier feature positional encoding. The combined features are then decoded into signed distance values through a small multi-layer perceptron. We demonstrate that this approach facilitates smoother reconstruction with a higher completion ratio with fewer holes. Compared to two recent baselines, one implicit and one explicit, our approach requires only 10\%--50\% as much memory, while achieving competitive quality.

cs.RO↗

arXiv2024

DriveSceneGen: Generating Diverse and Realistic Driving Scenarios from Scratch

Realistic and diverse traffic scenarios in large quantities are crucial for the development and validation of autonomous driving systems. However, owing to numerous difficulties in the data collection process and the reliance on intensive annotations, real-world datasets lack sufficient quantity and diversity to support the increasing demand for data. This work introduces DriveSceneGen, a data-driven driving scenario generation method that learns from the real-world driving dataset and generates entire dynamic driving scenarios from scratch. DriveSceneGen is able to generate novel driving scenarios that align with real-world data distributions with high fidelity and diversity. Experimental results on 5k generated scenarios highlight the generation quality, diversity, and scalability compared to real-world datasets. To the best of our knowledge, DriveSceneGen is the first method that generates novel driving scenarios involving both static map elements and dynamic traffic participants from scratch.

cs.RO↗

arXiv2024

Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools

Portfolio management (PM) is a fundamental financial trading task, which explores the optimal periodical reallocation of capitals into different stocks to pursue long-term profits. Reinforcement learning (RL) has recently shown its potential to train profitable agents for PM through interacting with financial markets. However, existing work mostly focuses on fixed stock pools, which is inconsistent with investors' practical demand. Specifically, the target stock pool of different investors varies dramatically due to their discrepancy on market states and individual investors may temporally adjust stocks they desire to trade (e.g., adding one popular stocks), which lead to customizable stock pools (CSPs). Existing RL methods require to retrain RL agents even with a tiny change of the stock pool, which leads to high computational cost and unstable performance. To tackle this challenge, we propose EarnMore, a rEinforcement leARNing framework with Maskable stOck REpresentation to handle PM with CSPs through one-shot training in a global stock pool (GSP). Specifically, we first introduce a mechanism to mask out the representation of the stocks outside the target pool. Second, we learn meaningful stock representations through a self-supervised masking and reconstruction process. Third, a re-weighting mechanism is designed to make the portfolio concentrate on favorable stocks and neglect the stocks outside the target pool. Through extensive experiments on 8 subset stock pools of the US stock market, we demonstrate that EarnMore significantly outperforms 14 state-of-the-art baselines in terms of 6 popular financial metrics with over 40% improvement on profit.

q-fin.PM↗

arXiv2024

Evaluating Ground State Energies of Chemical Systems with Low-Depth Quantum Circuits and High Accuracy

Solving electronic structure problems is considered one of the most promising applications of quantum computing. However, due to limitations imposed by the coherence time of qubits in the Noisy Intermediate Scale Quantum (NISQ) era or the capabilities of early fault-tolerant quantum devices, it is vital to design algorithms with low-depth circuits. In this work, we develop an enhanced Variational Quantum Eigensolver (VQE) ansatz based on the Qubit Coupled Cluster (QCC) approach, which demands optimization over only $n$ parameters rather than the usual $n+2m$ parameters, where $n$ represents the number of Pauli string time evolution gates $e^{-itP}$, and $m$ is the number of qubits involved. We evaluate the ground state energies of $\mathrm{O_3}$, $\mathrm{Li_4}$, and $\mathrm{Cr_2}$, using CAS(2,2), (4,4) and (6,6) respectively in conjunction with our enhanced QCC ansatz, UCCSD (Unitary Coupled Cluster Single Double) ansatz, and canonical CCSD method as the active space solver, and compare with CASCI results. Finally, we assess our enhanced QCC ansatz on two distinct quantum hardware, IBM Kolkata and Quantinuum H1-1.

quant-ph↗

arXiv2024

Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context

Financial simulators play an important role in enhancing forecasting accuracy, managing risks, and fostering strategic financial decision-making. Despite the development of financial market simulation methodologies, existing frameworks often struggle with adapting to specialized simulation context. We pinpoint the challenges as i) current financial datasets do not contain context labels; ii) current techniques are not designed to generate financial data with context as control, which demands greater precision compared to other modalities; iii) the inherent difficulties in generating context-aligned, high-fidelity data given the non-stationary, noisy nature of financial data. To address these challenges, our contributions are: i) we proposed the Contextual Market Dataset with market dynamics, stock ticker, and history state as context, leveraging a market dynamics modeling method that combines linear regression and Dynamic Time Warping clustering to extract market dynamics; ii) we present Market-GAN, a novel architecture incorporating a Generative Adversarial Networks (GAN) for the controllable generation with context, an autoencoder for learning low-dimension features, and supervisors for knowledge transfer; iii) we introduce a two-stage training scheme to ensure that Market-GAN captures the intrinsic market distribution with multiple objectives. In the pertaining stage, with the use of the autoencoder and supervisors, we prepare the generator with a better initialization for the adversarial training stage. We propose a set of holistic evaluation metrics that consider alignment, fidelity, data usability on downstream tasks, and market facts. We evaluate Market-GAN with the Dow Jones Industrial Average data from 2000 to 2023 and showcase superior performance in comparison to 4 state-of-the-art time-series generative models.

cs.LG↗

arXiv2024

Bayesian analysis of gravitational wave memory effect with TianQin

The memory effect in gravitational waves is a direct prediction of general relativity. The presence of the memory effect in gravitational wave signals not only serves as a test for general relativity but also establishes connections between soft theorem, and asymptotic symmetries, serving as a bridge for exploring fundamental physics. Furthermore, with the ongoing progress in space-based gravitational wave detection projects, the gravitational wave memory effect generated by the merger of massive binary black hole binaries is becoming increasingly significant and cannot be ignored. In this work, we perform the full Bayesian analysis of the gravitational wave memory effect with TianQin. The results indicate that the memory effect has a certain impact on parameter estimation but does not deviate beyond the 1$σ$ range. Additionally, the Bayes factor analysis suggests that when the signal-to-noise ratio of the memory effect in TianQin is approximately 2.36, the $\text{log}_{10}$ Bayes factor reaches 8. This result is consistent with the findings obtained from a previous mismatch threshold.

gr-qc↗

arXiv2023

Battle of the Large Language Models: Dolly vs LLaMA vs Vicuna vs Guanaco vs Bard vs ChatGPT -- A Text-to-SQL Parsing Comparison

The success of ChatGPT has ignited an AI race, with researchers striving to develop new large language models (LLMs) that can match or surpass the language understanding and generation abilities of commercial ones. In recent times, a number of models have emerged, claiming performance near that of GPT-3.5 or GPT-4 through various instruction-tuning methods. As practitioners of Text-to-SQL parsing, we are grateful for their valuable contributions to open-source research. However, it is important to approach these claims with a sense of scrutiny and ascertain the actual effectiveness of these models. Therefore, we pit six popular large language models against each other, systematically evaluating their Text-to-SQL parsing capability on nine benchmark datasets with five different prompting strategies, covering both zero-shot and few-shot scenarios. Regrettably, the open-sourced models fell significantly short of the performance achieved by closed-source models like GPT-3.5, highlighting the need for further work to bridge the performance gap between these models.

cs.CL↗

arXiv2023

Quantum Photonic Circuits Integrated with Color Centers in Designer Nanodiamonds

Diamond has emerged as a leading host material for solid-state quantum emitters, quantum memories, and quantum sensors. However, the challenges in fabricating photonic devices in diamond have limited its potential for use in quantum technologies. While various hybrid integration approaches have been developed for coupling diamond color centers with photonic devices defined in a heterogeneous material, these methods suffer from either large insertion loss at the material interface or evanescent light-matter coupling. Here, we present a new technique that enables deterministic assembly of diamond color centers in a silicon nitride photonic circuit. Using this technique, we observe Purcell enhancement of silicon vacancy centers coupled to a silicon nitride ring resonator. Our hybrid integration approach has the potential for achieving the maximum possible light-matter interaction strength while maintaining low insertion loss, and paves the way towards scalable manufacturing of large-scale quantum photonic circuits integrated with high-quality quantum emitters and spins.

quant-ph↗

arXiv2023

EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading

High-frequency trading (HFT) uses computer algorithms to make trading decisions in short time scales (e.g., second-level), which is widely used in the Cryptocurrency (Crypto) market (e.g., Bitcoin). Reinforcement learning (RL) in financial research has shown stellar performance on many quantitative trading tasks. However, most methods focus on low-frequency trading, e.g., day-level, which cannot be directly applied to HFT because of two challenges. First, RL for HFT involves dealing with extremely long trajectories (e.g., 2.4 million steps per month), which is hard to optimize and evaluate. Second, the dramatic price fluctuations and market trend changes of Crypto make existing algorithms fail to maintain satisfactory performance. To tackle these challenges, we propose an Efficient hieArchical Reinforcement learNing method for High Frequency Trading (EarnHFT), a novel three-stage hierarchical RL framework for HFT. In stage I, we compute a Q-teacher, i.e., the optimal action value based on dynamic programming, for enhancing the performance and training efficiency of second-level RL agents. In stage II, we construct a pool of diverse RL agents for different market trends, distinguished by return rates, where hundreds of RL agents are trained with different preferences of return rates and only a tiny fraction of them will be selected into the pool based on their profitability. In stage III, we train a minute-level router which dynamically picks a second-level agent from the pool to achieve stable performance across different markets. Through extensive experiments in various market trends on Crypto markets in a high-fidelity simulation trading environment, we demonstrate that EarnHFT significantly outperforms 6 state-of-art baselines in 6 popular financial criteria, exceeding the runner-up by 30% in profitability.

q-fin.TR↗