arXiv subjects

Xiaomin Yuan

Publications and source records attributed to Xiaomin Yuan.

3 recordsLinked to original sources

arXiv2026

A Compact Selective State-Space Model for Cross-Sectional Stock Return Ranking from Raw Intraday Bars

We present STRATA (Staggered-Timescale Residual Architecture), a 244,633-parameter sequence model that maps five trading days of raw five-minute bar and order-book data directly to a next-day cross-sectional return ranking, with no hand-crafted features. The raw-input setting has a structural obstacle: price series are non-stationary and differ across stocks by orders of magnitude, so a model easily latches onto price level rather than dynamics. STRATA addresses it with a stem of five branches--four learnable causal depthwise convolutions whose effective kernels are initialised to sum to zero, plus one cross-field linear contrast--followed by four selective state-space blocks whose decay biases are staggered across the stack and a four-path readout. Because a score that merely tilts toward common style factors scores well on raw rank correlations, every model's scores are residualised against eight price-volume style factors before any metric is computed. Trained on four years of data covering roughly one thousand mid-capitalisation Chinese A-shares and evaluated once on a held-out year, STRATA reaches a style-residualised rank information coefficient of 0.0728 (information ratio 1.128, signal long-short Sharpe 12.85), ahead of six parameter-matched sequence baselines on all four reported metrics; on rank IC the day-level paired gap against every baseline is significant at p < 0.001, and among the arms competitive on predictive power STRATA's scores are the least explained by the controls. The close-to-close target opens before the score exists: measured instead from the first executable price, the decile spread is indistinguishable from zero, while the ordering of the seven architectures is unchanged and STRATA's margin widens.

cs.CE↗

arXiv2026

Beyond Static Evaluation: Co-Evolutionary Mechanisms for LLM-Driven Strategy Evolution in Adversarial Games

Recent advances in LLM-driven code evolution have enabled automated discovery by iteratively generating and improving programs. However, applying these methods to adversarial multi-agent games introduces a fundamental challenge: the evaluation landscape shifts as strategies improve, causing fixed evaluators to become unreliable and evolution to stagnate. We propose three mechanisms to address this challenge: evaluator co-evolution, which incorporates discovered champions into the opponent pool; hierarchical deep evaluation, which replaces noisy few-game scores with statistically reliable assessments; and weakness pressure, which dynamically up-weights the most difficult opponents to break through plateaus. We implement these mechanisms within FAMOU, a framework built upon the same foundation-model code-evolution paradigm as OpenEvolve and ShinkaEvolve. On the MCTF 2026 3v3 maritime capture-the-flag task, FAMOU consistently outperforms both baselines under two backbone LLMs, achieving the highest combined score (0.526) and the best generalization to unseen opponents (61.7% win rate), while ablations confirm that each mechanism contributes to performance. Notably, the LLM mutation process generates tactical structures entirely absent from the seed strategies -- including lookahead search and adaptive interception -- demonstrating that code-level evolution can produce nontrivial algorithmic innovations in adversarial settings. The FAMOU-evolved strategy further achieved 1st place in the hardware round-robin and 3rd in simulation at the AAMAS 2026 MCTF Competition, validating its real-world transferability. The optimized implementation and corresponding evaluation codes developed through our evolutionary process are available at: https://github.com/1xiangliu1/FAMOU-CoEvo

cs.AI↗

arXiv2026

A Blueprint for Self-Evolving Coding Agents in Vehicle Aerodynamic Drag Prediction

High-fidelity vehicle drag evaluation is constrained less by solver runtime than by workflow friction: geometry cleanup, meshing retries, queue contention, and reproducibility failures across teams. We present a contract-centric blueprint for self-evolving coding agents that discover executable surrogate pipelines for predicting drag coefficient $C_d$ under industrial constraints. The method formulates surrogate discovery as constrained optimization over programs, not static model instances, and combines Famou-Agent-style evaluator feedback with population-based island evolution, structured mutations (data, model, loss, and split policies), and multi-objective selection balancing ranking quality, stability, and cost. A hard evaluation contract enforces leakage prevention, deterministic replay, multi-seed robustness, and resource budgets before any candidate is admitted. Across eight anonymized evolutionary operators, the best system reaches a Combined Score of 0.9335 with sign-accuracy 0.9180, while trajectory and ablation analyses show that adaptive sampling and island migration are primary drivers of convergence quality. The deployment model is explicitly ``screen-and-escalate'': surrogates provide high-throughput ranking for design exploration, but low-confidence or out-of-distribution cases are automatically escalated to high-fidelity CFD. The resulting contribution is an auditable, reusable workflow for accelerating aerodynamic design iteration while preserving decision-grade reliability, governance traceability, and safety boundaries.

cs.AI↗