arXiv subjects

Zhangzhi Xiong

Publications and source records attributed to Zhangzhi Xiong.

4 recordsLinked to original sources

arXiv2026

Extreme Volatility Warning under Label Scarcity via Multi-Source Anomaly Fusion

Early warning of extreme market volatility is central to financial risk management, but actionable events are rare, nonstationary, and often triggered by exogenous information shocks. In our CSI~300 setting, only $\sim$80 positive samples are observed across 791 training days, making heavily supervised multi-source models unstable. We first analyze a 100K-parameter hierarchical text-signal fusion model (HTSF) and find that added parameterization hurts in this low-label regime. Motivated by this failure, we propose \textbf{AAMSF} (Anomaly-Augmented Multi-Signal Fusion), a semisupervised framework that combines Isolation Forest anomaly scores over market indicators, GDELT events, Chinese financial news, and English media with lightweight Ridge score fusion. We further introduce \textbf{T-AAMSF}, a temporal extension for multi-day anomaly accumulation. On CSI~300 (2018--2023), AAMSF achieves test AUC-ROC \textbf{0.680}, outperforming the strongest unsupervised baseline (0.630) and neural baseline (0.588), while T-AAMSF improves PR-AUC to 0.291. Ablations reveal strong source asymmetry: GDELT and domestic financial news provide complementary risk signals, whereas English media consistently reduces performance, and learned weighting is unreliable under validation noise. These results suggest an empirical design principle for label-scarce financial risk warning: robust anomaly geometry and source reliability can matter more than supervised representation capacity.

cs.LG↗

arXiv2026

Evolution-Aware MSA Reasoning for Subsampling via Factor Graphs

Multiple Sequence Alignments (MSAs) provide protein language models with explicit evolutionary context, but their large depth makes subsampling unavoidable under limited token budgets. Existing strategies, including random selection, identity-based filtering, and diversity-driven sampling, are effective heuristics, yet provide limited control over the evolutionary signals retained in the subset. In this work, we recast MSA subsampling as an explicit optimization problem, where key evolutionary measures, including query identity and diversity, are treated as controllable objectives. Building on this view, we introduce AP-REASONER, an Affinity-Propagation-based factor-graph approach. With evolution-aware unary factors, exemplar-consistency factors, and two control knobs, AP-REASONER performs factor-graph reasoning through message passing to infer a fixed-budget MSA subset. Experiments on long-range contact prediction and conformational ensemble prediction show that AP-REASONER outperforms baseline subsamplers on structure-sensitive downstream tasks and enables controllable recovery of alternative protein conformations. These results highlight the value of modeling MSA subsampling as a controllable optimization problem, where factor-graph reasoning offers an effective alternative to heuristic selection.

cs.LG↗

arXiv2026

Exploring the Potential of Probabilistic Transformer for Time Series Modeling: A Report on the ST-PT Framework

The Probabilistic Transformer (PT) establishes that the Transformer's self-attention plus its feed-forward block is mathematically equivalent to Mean-Field Variational Inference (MFVI) on a Conditional Random Field (CRF). Under this equivalence the Transformer ceases to be a black-box neural network and becomes a programmable factor graph: graph topology, factor potentials, and the message-passing schedule are all explicit and inspectable primitives that can be engineered. PT was originally developed for natural language and in this report we investigate its potential for time series. We first lift PT into the Spatial-Temporal Probabilistic Transformer (ST-PT) to repair PT's missing channel axis and weak per-step semantics, and adopt ST-PT as a shared cornerstone backbone. We then identify three distinct properties that PT/ST-PT offers as a factor-graph model and derive three Research Questions, one per property, that probe how each property can be exploited in time series: RQ1. The graph topology and potentials are direct programmable primitives. Can this be used to inject symbolic time-series priors into ST-PT through structural graph modifications, especially under data scarcity and noise? RQ2. The CRF's factor matrices are the operator's potentials. Can an external condition program these factor matrices on a per-sample basis, so that conditional generation becomes structural rather than feature-level modulation of a fixed one? RQ3. Each MFVI iteration is a Bayesian posterior update on the factor graph. Can this turn the latent transition of latent-space AutoRegressive (AR) forecasting from an opaque MLP into a principled posterior update, and can a CRF teacher distill its latents into the AR student to counter cumulative error? We give one empirical study per question. Together, these three studies position ST-PT as a programmable framework for time-series modeling.

cs.LG↗

arXiv2026

ConTSG-Bench: A Unified Benchmark for Conditional Time Series Generation

Conditional time series generation plays a critical role in addressing data scarcity and enabling causal analysis in real-world applications. Despite its increasing importance, the field lacks a standardized and systematic benchmarking framework for evaluating generative models across diverse conditions. To address this gap, we introduce the Conditional Time Series Generation Benchmark (ConTSG-Bench). ConTSG-Bench comprises a large-scale, well-aligned dataset spanning diverse conditioning modalities and levels of semantic abstraction, first enabling systematic evaluation of representative generation methods across these dimensions with a comprehensive suite of metrics for generation fidelity and condition adherence. Both the quantitative benchmarking and in-depth analyses of conditional generation behaviors have revealed the traits and limitations of the current approaches, highlighting critical challenges and promising research directions, particularly with respect to precise structural controllability and downstream task utility under complex conditions.

cs.LG↗