arXiv subjects

Yanzheng Jin

Publications and source records attributed to Yanzheng Jin.

5 recordsLinked to original sources

arXiv2026

MemForm: Benchmarking Memory Formation Poisoning in LLM Agents

Long-term memory enables LLM agents to learn from past interactions but exposes memory formation to adversarial influence. Existing studies primarily organize memory poisoning by attack channels, corruption patterns, or lifecycle stages, leaving formation interfaces insufficiently characterized. We formulate Memory Formation Poisoning as adversarial manipulation of the interfaces through which persistent agent memory is produced and committed, and introduce MemForm, a controlled diagnostic benchmark covering five interfaces: Content, Evidence, Scope, Selection, and Path Poisoning. We introduce Selection and Path Poisoning as controlled intervention categories that isolate retention and consolidation order effects, respectively. Each category pairs clean and poisoned conditions with interface-specific controls. Evaluations across six LLMs and two response formats reveal broad susceptibility at all five interfaces under the evaluated memory protocols and implementations. Crucially, authentic experiences with successful outcomes do not guarantee reliable behavior after memory formation: changes to contextual support, retention, or consolidation order can induce undesirable downstream behavior. In particular, consolidation order can alter behavior even with identical retained experiences, depending on the memory formation procedure. Additional analyses show that interface applicability depends on memory architecture and that Path Poisoning susceptibility depends on the updater. The evaluated defenses provide incomplete mitigation that varies by interface. These findings motivate protecting both what is committed to persistent memory and how memory is formed from experiences. Code and data are available at https://github.com/opanhw/memform-code.

cs.CR↗

arXiv2026

CoLAS: Multimodal Corroboration of Latent Asset Signals for Financial Trading

Financial trading relies on extracting reliable signals from heterogeneous market modalities such as price series, breaking news, and investor sentiment. Existing multimodal methods primarily combine heterogeneous modalities to exploit complementarity, treating each modality as equally valuable while overlooking whether different modalities provide mutually supportive evidence for the same trading signal. However, this task-conditioned and non-canceling support, termed multimodal corroboration, is particularly valuable, especially for financial trading. Because individual financial views are noisy and weakly informative, support that persists across heterogeneous views may provide a more stable task-relevant signal than evidence appearing in only one view. To exploit this property, we propose CoLAS (multimodal Corroboration of Latent Asset Signals), a framework that operationalizes multimodal corroboration as a trainable task-conditioned representation for trading prediction. The modality representations are organized into a per-instance matrix, where a softmax-based spectral objective strengthens its dominant shared component. Signed modality contributions then determine whether this component provides non-canceling support and construct the resulting corroborated signal. A coupled robustness-aware consistency objective further preserves the resulting corroborated signal when a modality is corrupted or missing. Extensive experiments on stock and cryptocurrency datasets demonstrate the effectiveness of our proposed CoLAS, yielding consistent improvements in both annualized return and Sharpe ratio over existing methods.

cs.CE↗

arXiv2026

AlphaPADI: Formulaic Alpha Discovery via Pool-Aware Hierarchical Discrete Diffusion

Formulaic alpha discovery seeks symbolic expressions that predict cross-sectional asset returns. In deployment, multiple formulas are combined into an alpha pool, where each formula is valued through the complementary information it contributes to joint predictive performance. While Reinforcement Learning and Generative Flow Networks have emerged as promising paradigms for generating formulaic alphas, existing frameworks face three related challenges. First, generating formulas individually leaves pool context and inter-formula complementarity outside the generative state. Second, formula-wise generation lacks a unified mechanism for preserving and revising structures at different levels. Third, pool-level rewards jointly reflect predictive performance and redundancy but cannot be differentiated directly through symbolic evaluation to train the generator. To overcome these challenges, we introduce AlphaPADI (Formulaic Alpha Discovery via Pool-Aware Hierarchical Discrete Diffusion), a novel framework built around three components: (1) grammar-constrained buffer initialization that constructs syntactically valid pool candidates, (2) pool-aware hierarchical diffusion that reconstructs complete pools at multiple structural scales under the current pool context, and (3) reward-guided pool refinement that evaluates joint predictive performance and inner diversity, updates the elite buffer, and trains the reverse model through reconstruction and preference learning. Empirical results on the Chinese and U.S. stock markets demonstrate that AlphaPADI outperforms the evaluated baselines in both predictive and portfolio performance, thereby validating pool-aware generation as an effective framework for automated alpha discovery.

cs.CE↗

arXiv2026

Beyond Cross-Lingual Transfer: Benchmarking Propagation Boundaries in Multilingual LLM Unlearning

Large Language Model (LLM) unlearning aims to suppress target knowledge while preserving general capabilities. In multilingual settings, unlearning must additionally propagate within its intended linguistic scope. However, existing evaluations mainly measure cross-lingual transfer and cannot distinguish insufficient from excessive propagation. We introduce CLLPU (Cross-Lingual and Language-Bound Protocol for LLM Unlearning), a multilingual benchmark that formulates this problem through two settings: common-goal forgetting, where target knowledge should be suppressed across all languages, and language-conditioned forgetting, where suppression should remain confined to a designated language. CLLPU combines goal-guided topic pairing, schema-aware relation matching, and dual-anchor multilingual translation to construct 800 matched knowledge-unit pairs and 72,000 QA instances across ten languages. Experiments with six representative methods on Llama-3.1-8B-Instruct reveal opposite failure modes: forgetting remains incomplete when universal suppression is required, yet spreads beyond the intended boundary when language-conditioned confinement is required. We further find that general multilingual utility can conceal damage to neighbor knowledge. These findings establish propagation control as a central challenge for multilingual LLM unlearning. We publicly release CLLPU together with its construction pipeline.

cs.CL↗

arXiv2026

F$^2$Agent: Financial Fusion of Agentic Intelligence for Multimodal Trading

With increasingly diverse and heterogeneous information sources, effectively leveraging multimodal data is becoming pivotal for high-quality financial trading. Although recent advancements in Large Language Model (LLM)-based agents have enabled the ingestion of multimodal inputs, existing methods fail to capture nuanced cross-modal dependencies and remain vulnerable to market noise, due to limited multimodal modeling, ineffective fusion mechanisms, and inadequate robustness. To address these challenges, we propose F$^2$Agent, a novel multimodal agentic paradigm driven by the Financial Fusion of Agentic Intelligence. F$^2$Agent first deploys a hierarchy of specialized agents to comprehensively extract modality-specific signals. It further introduces a modality-aware adaptive fusion mechanism coupled with noise-robust consistency regularization to dynamically capture fine-grained inter-modality dependencies and generate noise-resilient trading signals. Extensive experiments on six stocks and cryptocurrency assets demonstrate that F$^2$Agent consistently outperforms 16 competitive baselines across multiple trading metrics, with over 20% relative improvement in annualized return on average. Notably, F$^2$Agent delivers returns of 120.48% on GOOG and 148.41% on TSLA, demonstrating its efficacy and robustness in varying market dynamics.

cs.MA↗