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cs.AI2026
Do LLMs Understand Limit Order Book Dynamics?
Junxiao Chen, Paul Glasserman
A large language model (LLM) trained on synthetic limit order book (LOB) data achieves near perfect scores in generating valid sequences of LOB events. However, the LLM's implicit…
stat.ML2026
Model-Agnostic FDR Control via Group Gaussian Mirror and Permutation SHAP
Jiaan Han, Junxiao Chen, Yanzhe Fu
Most FDR-controlled feature selection methods are designed for coordinate-wise hypotheses, where each feature has a single weight or importance score. This abstraction fails in seq…
cond-mat.dis-nn2026
Quantum Pontus--Mpemba Effect in Dissipative Quasiperiodic Chains
Yefeng Song, Junxiao Chen, Xiangyu Yang +3
We investigate how quasiperiodic spatial structure enables protocol-induced acceleration in open quantum systems by analyzing the Pontus-Mpemba effect in one-dimensional chains sub…