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Xinhe Wu

Publications and source records attributed to Xinhe Wu.

2 recordsLinked to original sources

ChartDensity-Bench: Benchmarking MLLMs for Numerical Data Reconstruction under Visual Density

Multimodal large language models (MLLMs) offer a promising approach for recovering numerical data from scientific charts, but their ability to reconstruct chart data from visually dense figures remains poorly understood. Existing chart understanding benchmarks primarily evaluate question answering or chart-level reasoning and provide limited support for evaluating structured numerical reconstruction from scientific figures. We introduce \textbf{ChartDensity-Bench}, a benchmark for evaluating MLLMs on structured numerical data reconstruction from compound chart figures under controlled visual density. Built from charts paired with source-level ground-truth data, ChartDensity-Bench systematically varies the number of simultaneously presented charts ($k\in{1,3,6,9}$), enabling controlled evaluation of density-induced degradation. We further propose a multi-dimensional evaluation framework covering structural reliability, reconstruction completeness, parseability, and numerical fidelity. Experiments on five recent MLLMs show that numerical reconstruction generally degrades as visual density increases, while the magnitude of degradation varies substantially across models. Chart-level paired comparisons further show that the same source chart can incur higher reconstruction error when embedded in denser visual contexts. These findings highlight visual density as an important and previously underexplored factor in MLLM chart data reconstruction and provide a systematic benchmark for evaluating model robustness in this setting.

cs.LG↗

Fear Moves Markets: Sentiment-Augmented POMP for Volatility Modeling of Bitcoin Returns

Cryptocurrency markets exhibit extreme price swings and sentiment-driven regime shifts, which traditional volatility models often fail to capture. To address this, we develop a partially observed Markov processes (POMP) model augmented with sentiment and heavy-tailed distributions. Specifically, we extend Breto's framework by including the Fear and Greed Index (FGI) as an exogenous regressor in the latent volatility dynamics and replacing Gaussian measurement noise with a Student's t distribution. We fit the model via simulation-based inference using daily Bitcoin returns and FGI data from January 2020 to April 2025. Our approach significantly outperforms three benchmark models in log-likelihood and filter stability. Moreover, our model yields interpretable parameters consistent with known features of financial volatility. These results demonstrate that incorporating sentiment signals and heavy-tailed noise improves the modeling of volatility and regime shifts in cryptocurrency markets.

stat.AP↗