5 papers
StakeBench: Evaluating Language Understanding Grounded in Market Commitment
Yunhua Pei, Jingyu Hu, Yiwei Shi +3
Existing financial NLP benchmarks often rely on labels supplied by outside observers, measuring how language is perceived rather than what speakers have committed to in the market.…
Market Regime Council for Dynamic Credit Assignment in Multi-Agent LLM Decision Systems
Yunhua Pei, Zerui Ge, Jin Zheng +1
Multi-agent LLM decision systems for portfolio management still lack a principled way to assign credit across specialist agents, remain vulnerable to cold-start dominance under reg…
Contrast to Detect: Dynamic Graph Contrastive Regularization for Unsupervised Anomaly Detection in Multivariate Time Series
Yunhua Pei, Zixing Song, Jin Zheng +1
Anomaly detection in multivariate time series (MTS) is hindered by dynamic inter-variable dependencies and feature entanglement under spectral noise, and in practice, is further co…
Cross-Modal Temporal Fusion for Financial Market Forecasting
Yunhua Pei, John Cartlidge, Anandadeep Mandal +3
Accurate forecasting in financial markets requires integrating diverse data sources, from historical prices to macroeconomic indicators and financial news. However, existing models…
Dynamic Graph Representation with Contrastive Learning for Financial Market Prediction: Integrating Temporal Evolution and Static Relations
Yunhua Pei, Jin Zheng, John Cartlidge
Temporal Graph Learning (TGL) is crucial for capturing the evolving nature of stock markets. Traditional methods often ignore the interplay between dynamic temporal changes and sta…