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Yilun Zhang

Publications and source records attributed to Yilun Zhang.

12 recordsLinked to original sources

Deep g-Pricing for CSI 300 Index Options with Volatility Trajectories and Market Sentiment

Option pricing in real markets faces fundamental challenges. The Black--Scholes--Merton (BSM) model assumes constant volatility and uses a linear generator $g(t,x,y,z)=-ry$, while lacking explicit behavioral factors, resulting in systematic departures from observed dynamics. This paper extends the BSM model by learning a nonlinear generator within a deep Forward--Backward Stochastic Differential Equation (FBSDE) framework. We propose a dual-network architecture where the value network $u_\theta$ learns option prices and the generator network $g_\phi$ characterizes the pricing mechanism, with the hedging strategy $Z_t=\sigma_t X_t \nabla_x u_\theta$ obtained via automatic differentiation. The framework adopts forward recursion from a learnable initial condition $Y_0=u_\theta(0,\cdot)$, naturally accommodating volatility trajectory and sentiment features. Empirical results on CSI 300 index options show that our method reduces Mean Absolute Error (MAE) by 32.2\% and Mean Absolute Percentage Error (MAPE) by 35.3\% compared with BSM. Interpretability analysis indicates that architectural improvements are effective across all option types, while the information advantage is asymmetric between calls and puts. Specifically, call option improvements are primarily driven by sentiment features, whereas put options show more balanced contributions from volatility trajectory and sentiment features. This finding aligns with economic intuition regarding option pricing mechanisms.

q-fin.CP

Haibu Mathematical-Medical Intelligent Agent:Enhancing Large Language Model Reliability in Medical Tasks via Verifiable Reasoning Chains

Large Language Models (LLMs) show promise in medicine but are prone to factual and logical errors, which is unacceptable in this high-stakes field. To address this, we introduce the "Haibu Mathematical-Medical Intelligent Agent" (MMIA), an LLM-driven architecture that ensures reliability through a formally verifiable reasoning process. MMIA recursively breaks down complex medical tasks into atomic, evidence-based steps. This entire reasoning chain is then automatically audited for logical coherence and evidence traceability, similar to theorem proving. A key innovation is MMIA's "bootstrapping" mode, which stores validated reasoning chains as "theorems." Subsequent tasks can then be efficiently solved using Retrieval-Augmented Generation (RAG), shifting from costly first-principles reasoning to a low-cost verification model. We validated MMIA across four healthcare administration domains, including DRG/DIP audits and medical insurance adjudication, using expert-validated benchmarks. Results showed MMIA achieved an error detection rate exceeding 98% with a false positive rate below 1%, significantly outperforming baseline LLMs. Furthermore, the RAG matching mode is projected to reduce average processing costs by approximately 85% as the knowledge base matures. In conclusion, MMIA's verifiable reasoning framework is a significant step toward creating trustworthy, transparent, and cost-effective AI systems, making LLM technology viable for critical applications in medicine.

cs.AI

SENTRA: Selected-Next-Token Transformer for LLM Text Detection

LLMs are becoming increasingly capable and widespread. Consequently, the potential and reality of their misuse is also growing. In this work, we address the problem of detecting LLM-generated text that is not explicitly declared as such. We present a novel, general-purpose, and supervised LLM text detector, SElected-Next-Token tRAnsformer (SENTRA). SENTRA is a Transformer-based encoder leveraging selected-next-token-probability sequences and utilizing contrastive pre-training on large amounts of unlabeled data. Our experiments on three popular public datasets across 24 domains of text demonstrate SENTRA is a general-purpose classifier that significantly outperforms popular baselines in the out-of-domain setting.

cs.CL

Web Fraud Attacks Against LLM-Driven Multi-Agent Systems

With the proliferation of LLM-driven multi-agent systems (MAS), the security of Web links has become a critical concern. Once MAS is induced to trust a malicious link, attackers can use it as a springboard to expand the attack surface. In this paper, we propose Web Fraud Attacks, a novel type of attack manipulating unique structures of web links to deceive MAS. We design 12 representative attack variants that encompass various methods, such as homoglyph deception, sub-directory nesting, and parameter obfuscation. Through extensive experiments on these attack vectors, we demonstrate that Web fraud attacks not only exhibit significant destructive potential across different MAS architectures but also possess a distinct advantage in evasion: they circumvent the need for complex input design, lowering the threshold for attacks significantly. These results underscore the importance of addressing Web fraud attacks, providing new insights into MAS safety. Our code is available at https://github.com/JiangYingEr/Web-Fraud-Attack-in-MAS.

cs.CR

Cognitive Load-Aware Inference: A Neuro-Symbolic Framework for Optimizing the Token Economy of Large Language Models

The escalating computational costs of Large Language Model (LLM) inference have become a critical barrier to their widespread and sustainable deployment. While existing optimization strategies are effective, they are predominantly based on statistical heuristics or architectural modifications, lacking a guiding cognitive theory to manage the inference process itself. This paper aims to bridge this gap by introducing a novel paradigm: the Cognitive Load-Aware Inference (CLAI) framework, which operationalizes principles from Cognitive Load Theory (CLT) and neuroscience for LLM inference. We formalize the concepts of Intrinsic Cognitive Load, Extraneous Cognitive Load, and Germane Cognitive Load into quantifiable LLM metrics ($ICL_{LLM}$, $ECL_{LLM}$, and $GCL_{LLM}$), thereby reframing the inference process as a cognitive economics optimization problem: based on the intrinsic complexity of a problem ($ICL_{LLM}$), minimize wasteful computation ($ECL_{LLM}$), and strategically allocate the token budget to productive reasoning ($GCL_{LLM}$). We propose two implementation paths: CLAI-Prompt, a zero-shot method that guides a base LLM through cognitive control steps via a structured meta-prompt, and CLAI-Tune, a fine-tuned model that internalizes these principles for spontaneous cognitive economy. Across a range of benchmarks in complex reasoning, long-context question answering, and code generation, our methods achieve significant reductions in token consumption (up to 45\%) without sacrificing accuracy. Furthermore, CLAI-Tune exhibits an emergent ability to autonomously decompose difficult problems, a key characteristic of human expert cognition. This work demonstrates that by emulating the brain's resource management strategies, we can build more efficient, robust, and capable artificial intelligence systems.

cs.LG

A Survey of LLM-Driven AI Agent Communication: Protocols, Security Risks, and Defense Countermeasures

In recent years, Large-Language-Model-driven AI agents have exhibited unprecedented intelligence and adaptability. Nowadays, agents are undergoing a new round of evolution. They no longer act as an isolated island like LLMs. Instead, they start to communicate with diverse external entities, such as other agents and tools, to perform complex tasks. Under this trend, agent communication is regarded as a foundational pillar of the next communication era, and many organizations have intensively begun to design related communication protocols (e.g., Anthropic's MCP and Google's A2A) within the past year. However, this new field exposes significant security hazards, which can cause severe damage to real-world scenarios. To help researchers quickly figure out this promising topic and benefit the future agent communication development, this paper presents a comprehensive survey of agent communication security. More precisely, we present the first clear definition of agent communication. Besides, we propose a framework that categorizes agent communication into three classes and uses a three-layered communication architecture to illustrate how each class works. Next, for each communication class, we dissect related communication protocols and analyze the security risks, illustrating which communication layer the risks arise from. Then, we provide an outlook on the possible defense countermeasures for each risk. In addition, we conduct experiments using MCP and A2A to help readers better understand the novel vulnerabilities brought by agent communication. Finally, we discuss open issues and future directions in this promising research field. We also publish a repository that maintains a list of related papers on https://github.com/theshi-1128/awesome-agent-communication-security.

cs.CR

HAIBU-ReMUD: Reasoning Multimodal Ultrasound Dataset and Model Bridging to General Specific Domains

Multimodal large language models (MLLMs) have shown great potential in general domains but perform poorly in some specific domains due to a lack of domain-specific data, such as image-text data or vedio-text data. In some specific domains, there is abundant graphic and textual data scattered around, but lacks standardized arrangement. In the field of medical ultrasound, there are ultrasonic diagnostic books, ultrasonic clinical guidelines, ultrasonic diagnostic reports, and so on. However, these ultrasonic materials are often saved in the forms of PDF, images, etc., and cannot be directly used for the training of MLLMs. This paper proposes a novel image-text reasoning supervised fine-tuning data generation pipeline to create specific domain quadruplets (image, question, thinking trace, and answer) from domain-specific materials. A medical ultrasound domain dataset ReMUD is established, containing over 45,000 reasoning and non-reasoning supervised fine-tuning Question Answering (QA) and Visual Question Answering (VQA) data. The ReMUD-7B model, fine-tuned on Qwen2.5-VL-7B-Instruct, outperforms general-domain MLLMs in medical ultrasound field. To facilitate research, the ReMUD dataset, data generation codebase, and ReMUD-7B parameters will be released at https://github.com/ShiDaizi/ReMUD, addressing the data shortage issue in specific domain MLLMs.

cs.AI

On the Importance of Spatial Relations for Few-shot Action Recognition

Deep learning has achieved great success in video recognition, yet still struggles to recognize novel actions when faced with only a few examples. To tackle this challenge, few-shot action recognition methods have been proposed to transfer knowledge from a source dataset to a novel target dataset with only one or a few labeled videos. However, existing methods mainly focus on modeling the temporal relations between the query and support videos while ignoring the spatial relations. In this paper, we find that the spatial misalignment between objects also occurs in videos, notably more common than the temporal inconsistency. We are thus motivated to investigate the importance of spatial relations and propose a more accurate few-shot action recognition method that leverages both spatial and temporal information. Particularly, a novel Spatial Alignment Cross Transformer (SA-CT) which learns to re-adjust the spatial relations and incorporates the temporal information is contributed. Experiments reveal that, even without using any temporal information, the performance of SA-CT is comparable to temporal based methods on 3/4 benchmarks. To further incorporate the temporal information, we propose a simple yet effective Temporal Mixer module. The Temporal Mixer enhances the video representation and improves the performance of the full SA-CT model, achieving very competitive results. In this work, we also exploit large-scale pretrained models for few-shot action recognition, providing useful insights for this research direction.

cs.CV

A real-time spatiotemporal AI model analyzes skill in open surgical videos

Open procedures represent the dominant form of surgery worldwide. Artificial intelligence (AI) has the potential to optimize surgical practice and improve patient outcomes, but efforts have focused primarily on minimally invasive techniques. Our work overcomes existing data limitations for training AI models by curating, from YouTube, the largest dataset of open surgical videos to date: 1997 videos from 23 surgical procedures uploaded from 50 countries. Using this dataset, we developed a multi-task AI model capable of real-time understanding of surgical behaviors, hands, and tools - the building blocks of procedural flow and surgeon skill. We show that our model generalizes across diverse surgery types and environments. Illustrating this generalizability, we directly applied our YouTube-trained model to analyze open surgeries prospectively collected at an academic medical center and identified kinematic descriptors of surgical skill related to efficiency of hand motion. Our Annotated Videos of Open Surgery (AVOS) dataset and trained model will be made available for further development of surgical AI.

cs.CV

DFineNet: Ego-Motion Estimation and Depth Refinement from Sparse, Noisy Depth Input with RGB Guidance

Depth estimation is an important capability for autonomous vehicles to understand and reconstruct 3D environments as well as avoid obstacles during the execution. Accurate depth sensors such as LiDARs are often heavy, expensive and can only provide sparse depth while lighter depth sensors such as stereo cameras are noiser in comparison. We propose an end-to-end learning algorithm that is capable of using sparse, noisy input depth for refinement and depth completion. Our model also produces the camera pose as a byproduct, making it a great solution for autonomous systems. We evaluate our approach on both indoor and outdoor datasets. Empirical results show that our method performs well on the KITTI~\cite{kitti_geiger2012we} dataset when compared to other competing methods, while having superior performance in dealing with sparse, noisy input depth on the TUM~\cite{sturm12iros} dataset.

cs.CV

Reconfigurable continuous-zoom metalens in visible

Design of a conventional zoom lens is always challengeable because it requires not only sophisticated optical design strategy, but also complex and precise mechanical structures for lens adjustment. In this paper, we propose a continuous zoom lens consisting of two chiral geometric metasurfaces with dielectric nanobrick arrays sitting on a transparent substrate. The metalens can continuously vary the focal length by rotating either of the two metasurfaces along its optical axis without changing any other conditions. More importantly, because of the polarization dependence of the geometric metasurface, the positive and negative polarities are interchangeable in one identical metalens only by changing the handedness of the incident circularly polarized light, which can generate varyingfocal lengths ranging from negative infinity to positive infinity in principle. On account of its advantages of compactness, flexibility and easiness in design, the proposed zoom metalens can provide new perspectives for the development of continuous-zoom optical system and it can find applications in fields which require ultracompact and continuous-zoom imaging and reconfigurable beam wavefront steering.

physics.optics

Multiview Supervision By Registration

This paper presents a semi-supervised learning framework to train a keypoint detector using multiview image streams given the limited labeled data (typically $<$4\%). We leverage the complementary relationship between multiview geometry and visual tracking to provide three types of supervisionary signals to utilize the unlabeled data: (1) keypoint detection in one view can be supervised by other views via the epipolar geometry; (2) a keypoint moves smoothly over time where its optical flow can be used to temporally supervise consecutive image frames to each other; (3) visible keypoint in one view is likely to be visible in the adjacent view. We integrate these three signals in a differentiable fashion to design a new end-to-end neural network composed of three pathways. This design allows us to extensively use the unlabeled data to train the keypoint detector. We show that our approach outperforms existing detectors including DeepLabCut tailored to the keypoint detection of non-human species such as monkeys, dogs, and mice.

cs.CV