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Yuanhong Wu

Publications and source records attributed to Yuanhong Wu.

7 recordsLinked to original sources

When AI Agents Meet MEV: Cross-Chain Arbitrage in the Agentic Economy

We study cross-chain arbitrage when autonomous AI agents, rather than humans or bots, are the searchers. We model agents as both arbitrage extractors and Maximal Extractable Value targets, derive the optimal trade size for a risk-averse agent under mean-variance utility with stochastic bridge delays, and formalize multi-chain path selection as a belief-weighted online learning problem whose belief estimates converge under a Robbins-Monro schedule. Using 23,000 Uniswap V3 swap events across Ethereum, Arbitrum, and Base, we find that Ethereum-Arbitrum price gaps average 0.044% at 10-second resolution and Arbitrum--Base gaps average 0.013%, so $10,000 trades clear in 63% of L2-L2 windows via CCTP while L1-L2 routes require $50,000 or more for comparable viability. Our adaptive path-selection algorithm outperforms standard baselines by 11% on average, and moderate randomization cuts MEV exposure by over 50% with only modest profit loss.

cs.CR↗

Contextual Value Alignment via Multilayer Combinatorial Fusion

Aligning large language models (LLMs) with human values remains a major challenge, especially for trustworthy AI. While existing approaches such as RLHF, CAI, and their variants have achieved promising results, they often rely on a single-agent framework and a unified reward system. This limits their ability to capture ethical pluralism, adapt to diverse moral contexts, and reflect the dynamics of multi-agent moral reasoning. In this work, we propose a framework that utilizes multilayer combinatorial fusion for contextual value alignment (MCF-CVA). At the first layer of the framework, it instantiates multiple moral agents, each fine-tuned to represent a distinctive value. Their outputs are then expanded combinatorially using both score- and rank-combinations as well as average and weighted aggregations. These combined models are then reduced to the same number of initial moral agents. This expansion and reduction (EAR) process continues for multi-layers until a stopping criterion is reached. The MCF-CVA framework leverages cognitive diversity between agents to mitigate conflicts and redundancies across multiple agents, producing responses that better reflect contextual human values. The framework using the EAR algorithm is performed on the dual architecture of Euclidean score space and Kemeny rank space. Empirical evaluations demonstrated that the proposed framework outperforms single-agent baselines, multi-agent single-layer results, and previous aggregation approaches on standard metrics, showing that the MCF-CVA framework provides a robust and effective mechanism for advancing contextual value alignment in LLMs.

cs.AI↗

NCAA Bracket Prediction Using Machine Learning and Combinatorial Fusion Analysis

Machine learning models have demonstrated remarkable success in sports prediction in the past years, often treating sports prediction as a classification task within the field. This paper introduces new perspectives for analyzing sports data to predict outcomes more accurately. We leverage rankings to generate team rankings for the 2024 dataset using Combinatorial Fusion Analysis (CFA), a new paradigm for combining multiple scoring systems through the rank-score characteristic (RSC) function and cognitive diversity (CD). Our result based on rank combination with respect to team ranking has an accuracy rate of $74.60\%$, which is higher than the best of the ten popular public ranking systems ($73.02\%$). This exhibits the efficacy of CFA in enhancing the precision of sports prediction through different lens.

cs.LG↗

Enhancing Value Alignment of LLMs with Multi-agent system and Combinatorial Fusion

Aligning large language models (LLMs) with human values is a central challenge for ensuring trustworthy and safe deployment. While existing methods such as Reinforcement Learning from Human Feedback (RLHF) and its variants have improved alignment, they often rely on a single evaluator or narrowly defined reward signals, limiting their ability to capture ethical pluralism. In this work, we propose the Value Alignment System using Combinatorial Fusion Analysis (VAS-CFA), a framework that operationalizes multi-agent fusion alignment. It instantiates multiple moral agents, each fine-tuned to represent a distinct normative perspective, and fuses their outputs using CFA with both rank- and score-based aggregation. This design leverages cognitive diversity, between agents, to mitigate conflicts and redundancies across multiple agents, producing responses that better reflect human values. Empirical evaluation demonstrates that VAS-CFA outperforms both single agent baselines and prior aggregation approaches on standard metrics, showing that multi-agent fusion provides a robust and effective mechanism for advancing value alignment in LLMs.

cs.MA↗

Bitcoin Price Prediction using Machine Learning and Combinatorial Fusion Analysis

In this work, we propose to apply a new model fusion and learning paradigm, known as Combinatorial Fusion Analysis (CFA), to the field of Bitcoin price prediction. Price prediction of financial product has always been a big topic in finance, as the successful prediction of the price can yield significant profit. Every machine learning model has its own strength and weakness, which hinders progress toward robustness. CFA has been used to enhance models by leveraging rank-score characteristic (RSC) function and cognitive diversity in the combination of a moderate set of diverse and relatively well-performed models. Our method utilizes both score and rank combinations as well as other weighted combination techniques. Key metrics such as RMSE and MAPE are used to evaluate our methodology performance. Our proposal presents a notable MAPE performance of 0.19\%. The proposed method greatly improves upon individual model performance, as well as outperforms other Bitcoin price prediction models.

q-fin.ST↗

A hybrid numerical method for a microscopic and macroscopic traffic flow model

In this paper, we introduce a traffic flow model based on a microscopic follow-the-leader model, while enforcing maximal constraints on the density and velocity of the flow. The related macroscopic model can be represented in conservative formulation. By introducing an advected variable up with the flow, where p is the velocity offset, and u is the relative velocity, we reformulate the classical Aw-Rascle-Zhang (ARZ) model and the modified Aw-Rascle model to describe a realistic fundamental diagrams. The elementary waves are derived, and the Riemann problem is solved to validate the model's theoretical consistency. We further extend to a two-dimensional model. Numerical simulations are given for both one-and two-dimensional case by using the hybrid Godunov-Glimm scheme to verify the model's performance.

math.NA↗

A Model Fusion Approach for Enhancing Credit Approval Decision Making

Credit default poses significant challenges to financial institutions and consumers, resulting in substantial financial losses and diminished trust. As such, credit default risk management has been a critical topic in the financial industry. In this paper, we present Combinatorial Fusion Analysis (CFA), a model fusion framework, that combines multiple machine learning algorithms to detect and predict credit card approval with high accuracy. We present the design methodology and implementation using five pre-trained models. The CFA results show an accuracy of 89.13% which is better than conventional machine learning and ensemble methods.

cs.CE↗