Xiaoyuan Tian | Searcharxiv

arXiv2026

A compensatory model for quantile estimation and application to VaR

Unlike the standard two-step workflow of estimating a time series distribution and extracting quantiles from it, this paper proposes a compensatory model to refine quantile estimates based on an existing fitted distribution. We embed a new penalty term in the model and theoretically characterize its ability to bound realized coverage errors, yielding an adaptive quantile estimator. Backtests on the S&P 500 and NASDAQ Composite show that the compensatory model substantially reduces unconditional coverage errors across four VaR estimators: all 16 compensatory model forecasts pass the unconditional coverage test, compared with 7 of the 16 corresponding Base forecasts. The conditional-calibration results remain estimator-dependent, indicating that compensatory model is a coverage-correction layer rather than a replacement for conditional-tail modelling.

q-fin.MF↗

arXiv2025

UnderwaterVLA: Dual-brain Vision-Language-Action architecture for Autonomous Underwater Navigation

This paper presents UnderwaterVLA, a novel framework for autonomous underwater navigation that integrates multimodal foundation models with embodied intelligence systems. Underwater operations remain difficult due to hydrodynamic disturbances, limited communication bandwidth, and degraded sensing in turbid waters. To address these challenges, we introduce three innovations. First, a dual-brain architecture decouples high-level mission reasoning from low-level reactive control, enabling robust operation under communication and computational constraints. Second, we apply Vision-Language-Action(VLA) models to underwater robotics for the first time, incorporating structured chain-of-thought reasoning for interpretable decision-making. Third, a hydrodynamics-informed Model Predictive Control(MPC) scheme compensates for fluid effects in real time without costly task-specific training. Experimental results in field tests show that UnderwaterVLA reduces navigation errors in degraded visual conditions while maintaining higher task completion by 19% to 27% over baseline. By minimizing reliance on underwater-specific training data and improving adaptability across environments, UnderwaterVLA provides a scalable and cost-effective path toward the next generation of intelligent AUVs.

cs.RO↗