3 papers
q-fin.MF2026
Regime Detection in Latent Factor Models -- A Bayesian Decision-Theoretic Approach
Karl Kristian Engelund
Regime-switching multi-factor models are widely used in quantitative finance, but filtering does not by itself determine when an agent should act on inferred regime changes. We for…
cs.CL2026
CORE-T: COherent REtrieval of Tables for Text-to-SQL
Hassan Soliman, Vivek Gupta, Dan Roth +1
Realistic text-to-SQL workflows often require joining multiple tables. As a result, accurately retrieving the relevant set of tables becomes a key bottleneck for end-to-end perform…
cs.CL2026
ChartAttack: Testing the Vulnerability of LLMs to Malicious Prompting in Chart Generation
Jesus-German Ortiz-Barajas, Jonathan Tonglet, Vivek Gupta +1
Multimodal large language models (MLLMs) are increasingly used to automate chart generation from data tables, improving efficiency but introducing new misuse risks. We present Char…