arXiv subjects

Xiaozhen Wang

Publications and source records attributed to Xiaozhen Wang.

15 recordsLinked to original sources

arXiv2026

Climate-Dyna Deep Hedging for XVAs: Model-Based Reinforcement Learning, Residual Climate HVA, and Hedge-Instrument Discovery

For a trading desk, residual climate hedging valuation adjustment (HVA) is the climate cost left after its inherited hedge and any admissible overlay have been taken into account; it therefore cannot be inferred from a stand-alone stress loss. We obtain this residual by comparing paired climate-on and baseline worlds and reoptimizing the overlay for each hedge universe, which also turns hedge-instrument discovery into a valuation problem: an instrument is useful to the extent that it lowers the optimized residual cost. The linear-Gaussian case has an exact finite-horizon Riccati solution; Climate-Dyna starts from that hedge and learns the remaining nonlinear correction from paired world-model rollouts, with an independent gate deciding whether to deploy the update. In a public-data-calibrated semi-synthetic EU ETS study, crediting the inherited hedge lowers the mean climate charge from 1.517 to 0.906, and the learned overlay lowers it to 0.831 against a 0.821 exact floor; residual Dyna cuts regret by 93% relative to replay with one quarter as many trajectories, while adaptation from only 25 target transitions retains 60.7% of the exact-assisted gain.

q-fin.MF↗

arXiv2026

Amortizing the Calibration Triple: A Projection-Consistent Neural Operator for Local-Stochastic Volatility

Local-stochastic volatility (LSV) combines vanilla marginals with richer smile dynamics, but calibration requires a slow, noisy and sequential McKean--Vlasov fixed point. We learn a projection-consistent operator for the calibration triple. Given finite quotes and a stochastic-volatility (SV) backbone, it jointly returns an implied-volatility surface subject to static-arbitrage constraints, its Dupire local volatility, LSV leverage and the conditional moment required by the projection identity. Starting from option-price marginals, we derive a division-free Dupire residual in log-implied-variance coordinates and a quotient Fokker--Planck equation after Gyöngy projection. Deep Operator Network (DeepONet) and Fourier Neural Operator (FNO) implementations enforce quote fit, static-arbitrage, Dupire and projection constraints. For the witness-augmented residual system, we prove conditional identification and empirical consistency under LSV existence and inverse residual stability. In controlled synthetic tests, forward-start and cliquet errors differ from a particle method by 0.1 and 0.2 percentage points, while calibration latency falls from 98.5 to 0.6 ms. Compared with the tested baselines, local-volatility root-mean-square error (RMSE) falls by 36% and leverage RMSE by 7-16%. These results support amortizing the LSV fixed point: the expensive solve moves offline, while online calibration reduces to a single projection-consistent operator evaluation.

q-fin.MF↗

arXiv2026

MedVeriSeg: Teaching LISA-Like Medical Segmentation Models to Verify Query Validity Without Extra Training

Despite recent progress in text-prompt-based medical image segmentation, existing LISA-like MLLM-based methods typically generate masks regardless of whether the target specified in the query is present, leading to hallucinated segmentation. In this work, we propose MedVeriSeg, a training-free query verification framework that enables LISA-like medical segmentation models to reject false segmentation queries. MedVeriSeg first quantifies the response quality between the [SEG] token and image features through a Similarity Response Quality Scoring Module. To further improve robustness, it employs a Lightweight Routed Multi-Agent Verification Module, which fuses quantitative score evidence with qualitative agent evidence to comprehensively verify the validity of the query. To support systematic evaluation, we construct MedVeriSeg-Bench, a benchmark designed for query verification in medical image segmentation. Experimental results demonstrate that MedVeriSeg effectively identifies false segmentation queries and reduces hallucinated segmentation, while maintaining a high acceptance rate for valid queries, thereby largely preserving the segmentation utility of LISA-like medical segmentation models.

cs.CV↗

arXiv2026

CogManip: Benchmarking Manipulative Behavior in Multi-Turn Interactions with Large Language Model

Whether Large Language Models (LLMs) exhibit covert psychological manipulation in complex human-AI interactions has garnered increasing safety concerns. However, existing AI safety benchmarks remain largely restricted to explicit rule compliance and static prompts, failing to capture the dynamic and covert nature of manipulative strategies in multi-turn dialogues. We introduce CogManip, a comprehensive benchmark that evaluates 15 manipulation strategy risks across 1,000 multi-turn interaction scenarios, validated by human experts. A systematic evaluation of 13 representative models, including frontier models like GPT-5.4 and DeepSeek-V3.2, reveals significant risk heterogeneities and illuminates the targeted direction for future defense. Further analysis of objective function perturbation reveals that DeepSeek-V3.2's manipulation tactics are highly sensitive to both negative and benign system prompts, demonstrating the critical necessity of prompt-based defense engineering and implicit goal auditing. CogManip offers a robust instrument and perspective for auditing the implicit psychological influence and dynamic strategy selection of modern LLMs.

cs.AI↗

arXiv2026

Generative Transfer for Entropic Optimal Transport with Unknown Costs

This paper addresses the practical challenge in Entropic Optimal Transport (EOT) where the underlying ground cost function is typically latent and unobserved. Rather than assuming a fixed geometric cost, we adopt a data-driven approach where a shared cost is revealed only through samples from a reference optimal coupling. The question is then: given samples from a reference optimal coupling, can we recover the optimal coupling for new marginals under the same latent cost? We introduce a generative transfer framework that recovers the optimal coupling for new marginals by utilizing an iterative path-wise tilting algorithm. Unlike static importance reweighting, this method evolves the coupling jointly with a marginal transport path, allowing mass to move beyond the reference support. We derive sample-level learning rules for these infinitesimal updates, which yield covariance-type evolution equations for the associated transport vector fields. By integrating this dynamics with Conditional Flow Matching (CFM), we produce a practical sampler for paired data. Finally, we provide theoretical guarantees establishing a global convergence rate of \mathcal{O}(δ), ensuring the generated coupling converges to the target EOT plan in W_1 distance.

math.OC↗

arXiv2026

Evaluating LLMs for Demographic-Targeted Social Bias Detection: A Comprehensive Benchmark Study

Large-scale web-scraped text corpora used to train general-purpose AI models often contain harmful demographic-targeted social biases, creating a regulatory need for data auditing and developing scalable bias-detection methods. Although prior work has investigated biases in text datasets and related detection methods, these studies remain narrow in scope. They typically focus on a single content type (e.g., hate speech), cover limited demographic axes, overlook biases affecting multiple demographics simultaneously, and analyze limited techniques. Consequently, practitioners lack a holistic understanding of the strengths and limitations of recent large language models (LLMs) for automated bias detection. In this study, we conduct a comprehensive benchmark study on English texts to assess the ability of LLMs in detecting demographic-targeted social biases. To align with regulatory requirements, we frame bias detection as a multi-label task of detecting targeted identities using a demographic-focused taxonomy. We then systematically evaluate models across scales and techniques, including prompting, in-context learning, and fine-tuning. Using twelve datasets spanning diverse content types and demographics, our study demonstrates the promise of fine-tuned smaller models for scalable detection. However, our analyses also expose persistent gaps across demographic axes and multi-demographic targeted biases, underscoring the need for more effective and scalable detection frameworks.

cs.CL↗

arXiv2026

SurGo-R1: Benchmarking and Modeling Contextual Reasoning for Operative Zone in Surgical Video

Minimally invasive surgery has dramatically improved patient operative outcomes, yet identifying safe operative zones remains challenging in critical phases, requiring surgeons to integrate visual cues, procedural phase, and anatomical context under high cognitive load. Existing AI systems offer binary safety verification or static detection, ignoring the phase-dependent nature of intraoperative reasoning. We introduce ResGo, a benchmark of laparoscopic frames annotated with Go Zone bounding boxes and clinician-authored rationales covering phase, exposure quality reasoning, next action and risk reminder. We introduce evaluation metrics that treat correct grounding under incorrect phase as failures, revealing that most vision-language models cannot handle such tasks and perform poorly. We then present SurGo-R1, a model optimized via RLHF with a multi-turn phase-then-go architecture where the model first identifies the surgical phase, then generates reasoning and Go Zone coordinates conditioned on that context. On unseen procedures, SurGo-R1 achieves 76.6% phase accuracy, 32.7 mIoU, and 54.8% hardcore accuracy, a 6.6$\times$ improvement over the mainstream generalist VLMs. Code, model and benchmark will be available at https://github.com/jinlab-imvr/SurGo-R1

cs.CV↗

arXiv2026

Convergence of Sinkhorn's Algorithm for Entropic Martingale Optimal Transport Problem

In this paper, we study the Entropic Martingale Optimal Transport (EMOT) problem on \mathbb{R}. The investigation of the EMOT problem arises in the calibration problem of the Stochastic Volatility Models, where martingale constraints reflect no-arbitrage pricing conditions under the risk-neutral measure, as originally proposed by Henry-Labordere. We first establish the dual formulation of the EMOT problem and prove that Sinkhorn's algorithm achieves an exponential convergence rate under mild conditions. Notably, our analysis does not presuppose the existence of optimal potentials and rigorously confirms the absence of a primal-dual gap. These results provide a theoretical foundation for solving EMOT via Sinkhorn's method and constructing the optimal distribution from dual coefficients.

math.PR↗

arXiv2026

A Survey of Multimodal Hallucination Evaluation and Detection

Multi-modal Large Language Models (MLLMs) have emerged as a powerful paradigm for integrating visual and textual information, supporting a wide range of multi-modal tasks. However, these models often suffer from hallucination, producing content that appears plausible but contradicts the input content or established world knowledge. This survey offers an in-depth review of hallucination evaluation benchmarks and detection methods across Image-to-Text (I2T) and Text-to-image (T2I) generation tasks. Specifically, we first propose a taxonomy of hallucination based on faithfulness and factuality, incorporating the common types of hallucinations observed in practice. Then we provide an overview of existing hallucination evaluation benchmarks for both T2I and I2T tasks, highlighting their construction process, evaluation objectives, and employed metrics. Furthermore, we summarize recent advances in hallucination detection methods, which aims to identify hallucinated content at the instance level and serve as a practical complement of benchmark-based evaluation. Finally, we highlight key limitations in current benchmarks and detection methods, and outline potential directions for future research.

cs.CV↗

arXiv2025

Entropic Optimal Transport Problem with Convex Functional Cost

We study an entropic optimal transport problem in which the transport plan is penalized by a nonlinear convex functional acting on the coupling. We establish existence, uniqueness, and uniform a priori bounds for minimizers, and we show that each minimizer satisfies a fixed-point first-order optimality system associated with an exponentially tilted reference measure. Building on this variational structure, we introduce the Sinkhorn-Frank-Wolfe (SFW) flow, prove its global well-posedness, and derive an energy-dissipation inequality yielding exponential convergence toward the unique optimal transport plan. As an application, we implement the SFW algorithm to solve an optimal routing problem for unmanned aerial vehicles with congestion aversion.

math.OC↗

arXiv2025

fastbmRAG: A Fast Graph-Based RAG Framework for Efficient Processing of Large-Scale Biomedical Literature

Large language models (LLMs) are rapidly transforming various domains, including biomedicine and healthcare, and demonstrate remarkable potential from scientific research to new drug discovery. Graph-based retrieval-augmented generation (RAG) systems, as a useful application of LLMs, can improve contextual reasoning through structured entity and relationship identification from long-context knowledge, e.g. biomedical literature. Even though many advantages over naive RAGs, most of graph-based RAGs are computationally intensive, which limits their application to large-scale dataset. To address this issue, we introduce fastbmRAG, an fast graph-based RAG optimized for biomedical literature. Utilizing well organized structure of biomedical papers, fastbmRAG divides the construction of knowledge graph into two stages, first drafting graphs using abstracts; and second, refining them using main texts guided by vector-based entity linking, which minimizes redundancy and computational load. Our evaluations demonstrate that fastbmRAG is over 10x faster than existing graph-RAG tools and achieve superior coverage and accuracy to input knowledge. FastbmRAG provides a fast solution for quickly understanding, summarizing, and answering questions about biomedical literature on a large scale. FastbmRAG is public available in https://github.com/menggf/fastbmRAG.

q-bio.QM↗

arXiv2025

Diverse Human Value Alignment for Large Language Models via Ethical Reasoning

Ensuring that Large Language Models (LLMs) align with the diverse and evolving human values across different regions and cultures remains a critical challenge in AI ethics. Current alignment approaches often yield superficial conformity rather than genuine ethical understanding, failing to address the complex, context-dependent nature of human values. In this paper, we propose a novel ethical reasoning paradigm for LLMs inspired by well-established ethical decision-making models, aiming at enhancing diverse human value alignment through deliberative ethical reasoning. Our framework consists of a structured five-step process, including contextual fact gathering, hierarchical social norm identification, option generation, multiple-lens ethical impact analysis, and reflection. This theory-grounded approach guides LLMs through an interpretable reasoning process that enhances their ability to understand regional specificities and perform nuanced ethical analysis, which can be implemented with either prompt engineering or supervised fine-tuning methods. We perform evaluations on the SafeWorld benchmark that specially designed for regional value alignment. Experimental results demonstrate our framework significantly improves LLM alignment with diverse human values compared to baseline methods, enabling more accurate social norm identification and more culturally appropriate reasoning. Our work provides a concrete pathway toward developing LLMs that align more effectively with the multifaceted values of global societies through interdisciplinary research.

cs.AI↗

arXiv2025

SHALE: A Scalable Benchmark for Fine-grained Hallucination Evaluation in LVLMs

Despite rapid advances, Large Vision-Language Models (LVLMs) still suffer from hallucinations, i.e., generating content inconsistent with input or established world knowledge, which correspond to faithfulness and factuality hallucinations, respectively. Prior studies primarily evaluate faithfulness hallucination at a rather coarse level (e.g., object-level) and lack fine-grained analysis. Additionally, existing benchmarks often rely on costly manual curation or reused public datasets, raising concerns about scalability and data leakage. To address these limitations, we propose an automated data construction pipeline that produces scalable, controllable, and diverse evaluation data. We also design a hierarchical hallucination induction framework with input perturbations to simulate realistic noisy scenarios. Integrating these designs, we construct SHALE, a Scalable HALlucination Evaluation benchmark designed to assess both faithfulness and factuality hallucinations via a fine-grained hallucination categorization scheme. SHALE comprises over 30K image-instruction pairs spanning 12 representative visual perception aspects for faithfulness and 6 knowledge domains for factuality, considering both clean and noisy scenarios. Extensive experiments on over 20 mainstream LVLMs reveal significant factuality hallucinations and high sensitivity to semantic perturbations.

cs.CV↗

arXiv2025

Dynamic Perturbed Adaptive Method for Infinite Task-Conflicting Time Series

We formulate time series tasks as input-output mappings under varying objectives, where the same input may yield different outputs. This challenges a model's generalization and adaptability. To study this, we construct a synthetic dataset with numerous conflicting subtasks to evaluate adaptation under frequent task shifts. Existing static models consistently fail in such settings. We propose a dynamic perturbed adaptive method based on a trunk-branch architecture, where the trunk evolves slowly to capture long-term structure, and branch modules are re-initialized and updated for each task. This enables continual test-time adaptation and cross-task transfer without relying on explicit task labels. Theoretically, we show that this architecture has strictly higher functional expressivity than static models and LoRA. We also establish exponential convergence of branch adaptation under the Polyak-Lojasiewicz condition. Experiments demonstrate that our method significantly outperforms competitive baselines in complex and conflicting task environments, exhibiting fast adaptation and progressive learning capabilities.

cs.LG↗

arXiv2025

Deciding Bank Interest Rates -- A Major-Minor Impulse Control Mean-Field Game Perspective

Deciding bank interest rates has been a long-standing challenge in finance. It is crucial to ensure that the selected rates balance market share and profitability. However, traditional approaches typically focus on the interest rate changes of individual banks, often neglecting the interactions with other banks in the market. This work proposes a novel framework that models the interest rate problem as a major-minor mean field game within the context of an interbank game. To incorporate the complex interactions between banks, we utilize mean-field theory and employ impulsive control to model the overhead in rate adjustments. Ultimately, we solve this optimal control problem using a new deep Q-network method, which iterates the parameterized action value functions for major and minor players and updates the networks in a Fictitious Play way. Our proposed algorithm converges, offering a solution that enables the analysis of strategies for major and minor players in the market under the Nash Equilibrium.

math.OC↗