arXiv subjects

Yongjae Lee

Publications and source records attributed to Yongjae Lee.

At least 19 recordsLinked to original sources

arXiv2026

FinAutoRubric: Expert-Guided Automatic Rubric Generation for Evaluating Financial Research Agents

Evaluating finance research agents requires rubrics that reflect expert standards and fix the values correct as of an information cutoff. Expert-reviewed finance benchmarks rely on fixed, per-item rubrics, which are costly to extend and cannot encode each institution's own standard. In FinAutoRubric, experts specify reusable evaluation guidance, while agents and code carry out query-specific rubric generation, review, and validation. This expert guidance governs every agent, as prompts and as rules that code enforces, and a Task Bank of reusable criteria carries it across tasks. In long-horizon loops that follow the expert guidance, a writer agent researches every expected value and a reviewer agent verifies it, and failures escalate to a human. On three expert-authored finance benchmarks, its rubrics track expert scoring as closely as the strongest evaluated generator while stating the expert rubric's expected value for more criteria, their scores agree with human grading, and in-house analysts prefer them in a blind review. The released 100-query FinAutoRubric Benchmark, built from in-house analysts' key questions across 78 tasks and eight asset classes, shows that rubrics from an earlier model generation still leave headroom for a later one.

cs.AI↗

arXiv2026

FinVerse: Toward More Realistic Evaluation for Financial Time-Series Forecasting

Time-series foundation models (TSFMs) are increasingly evaluated on broad benchmarks that apply uniform conventional forecast evaluation metrics across heterogeneous time-series. However, in the financial domain, decision-relevant evaluation requires going beyond conventional metrics to assess forecasts in terms of directional accuracy, cross-sectional ranking, and portfolio outcomes. To this end, we introduce FinVerse, a financial time-series benchmark, collecting a broad collection of 116,897 series with 171.1M observations. FinVerse organizes financial data according to their economic semantics and evaluates target series across point-wise forecasting, cross-sectional ranking, and portfolio backtesting. Across 43 public TSFMs, model rankings on FinVerse show only moderate agreement with those on the existing benchmark, GIFT-Eval (r=0.43), suggesting that generic forecasting benchmarks do not fully capture the aspects of forecast quality that matter for financial decision-making. Furthermore, substantial variation in model performance across financial time-series categories and evaluation metrics provides a more informative basis for model selection, enabling practitioners to identify suitable models according to their target series and downstream objectives.

cs.LG↗

arXiv2026

XForecast: The KDD 2026 Finance Day Challenge on News-Grounded Financial Forecasting

Financial forecasting has traditionally relied on numerical time-series (TS) signals, while textual information such as news remains largely underutilized. We introduce XForecast, a benchmark and competition for news-grounded financial forecasting, where the task is to predict stock price movements four weeks ahead using both historical price data and paired news signals. XForecast combines stock price data with curated financial text generated using FinTexTS, a multimodal dataset generation method. It covers 100 large-cap stocks from 2019--2023, with training on 2019--2022 and evaluation on 2023. To better evaluate models that leverage textual signals, we adopt a weighted hit rate metric that places greater emphasis on instances where news information is expected to have stronger influence. The XForecast Challenge, hosted on Kaggle as part of KDD 2026 Finance Day, aims to benchmark methods for integrating financial TS and textual information.

cs.LG↗

arXiv2026

TileSkipper: Region-Adaptive Tile Pruning for 3D Gaussian Splatting

Tiled 3D Gaussian Splatting rasterizers often use one scene-wide contribution cutoff for tile enumeration, although content differs in its sensitivity to support truncation. TileSkipper selects a static per-Gaussian cutoff policy for a frozen checkpoint. Calibration renders measure candidate pair savings and an isolated-removal distortion proxy that accounts for front transmittance and background color. The method allocates cutoffs across 64 Gaussian groups and accepts policies only after complete renders on disjoint selection views. The exported policy uses one byte per Gaussian, with no parameter updates, additional kernel, or per-frame policy inference. Across 13 scenes from Mip-NeRF 360, Tanks & Temples, and Deep Blending, a fixed-policy AccuTile sweep gives dataset-macro speedups of $1.088\times$ at standard resolution and $1.238\times$ at 3840 pixels wide, with $-0.007/-0.023$ dB mean PSNR change. Six integrations with existing opacity-aware bounds yield $1.009\times$--$1.121\times$ compiler-only speedups. For four ports from $3σ$ rasterizers, we separately attribute the prior exact-bound transition and our incremental gain. Matched-quality ablations show modest gains over scene-global calibration and parity with per-Gaussian control; the standalone comparison with AdaGScale is regime-dependent.

cs.CV↗

arXiv2026

HoTS: Homophily-Aware Temperature Scaling for Graph Neural Network Calibration

For graph node classification, calibrated class probabilities are needed when confidence scores, usually the maximum predicted class probability, are used to rank predictions, defer uncertain nodes to human review, or control risk. Existing post-hoc calibrators either apply one global temperature or use graph-aware modules without a principled structural form. We study how local graph structure should enter node-level calibration. Our first results show that a logit-only temperature rule is insufficient when nodes with identical logits but different local homophily require different optimal temperatures. We then analyze a population-concentration contextual stochastic block model with Gaussian features and a one-layer linear GCN. Under equidistant class means, the Bayes posterior over class-template scores is a temperature-scaled softmax whose inverse-temperature is governed by a homophily-dependent signal strength. In the positive-signal homophilic regime, the resulting temperature decreases approximately inversely with normalized local homophily. This law motivates Homophily-aware Temperature Scaling (HoTS), a simple post-hoc calibrator that assigns each node a positive scalar temperature from entropy-based logit concentration and estimated local homophily. HoTS has three temperature parameters, preserves the predicted class, and learns the strength of the structural correction from calibration data. Across 18 node-classification benchmarks, two GNN backbones, and eight calibration baselines, HoTS achieves the best mean Expected Calibration Error (ECE) of 4.79%, the best average rank, and the most reliable confidence ranking in selective classification. Code is available at https://github.com/inu0104/HoTS.

cs.LG↗

arXiv2026

Cross-Sectional Asset Retrieval via Future-Aligned Soft Contrastive Learning

Asset retrieval (finding similar assets in a financial universe) is central to quantitative investment decision-making. Existing approaches define similarity through historical price patterns or sector classifications, but such backward-looking criteria provide no guarantee about future behavior. We argue that effective asset retrieval should be future-aligned: the retrieved assets should be those most likely to exhibit correlated future returns. To this end, we propose Future-Aligned Soft Contrastive Learning (FASCL), a representation learning framework whose soft contrastive loss uses pairwise future return correlations as continuous supervision targets. We further introduce an evaluation protocol designed to directly assess whether retrieved assets share similar future trajectories. Experiments on 5,631 US-listed securities against 14 baselines show that FASCL attains the best future return correlation at every retrieval depth and the best rank information coefficient at every depth and horizon, leads on trend consistency in 13 of 16 cells, and gives the highest gross Sharpe ratio in a spread trading backtest at every basket size. Code is available at https://github.com/HyeongminLEE/fascl .

cs.CE↗

arXiv2026

When Summaries Distort Decisions: Information Fidelity in LLM-Compressed Financial Analysis

Financial decision-makers face more information than they can directly inspect, making context compression necessary. Yet when large language models (LLMs) compress financial source material, they can alter the investment judgment supported by the original source. We frame this problem as information fidelity: compression loses fidelity when it changes the decision induced by the source. In agentic systems, such losses may recur across intermediate steps and amplify throughout the decision process. Across financial filings and earnings-call transcripts, we find that LLM-based compression can produce fluent and factually plausible compressed contexts that nevertheless alter downstream decisions. We analyze two diagnostic patterns associated with fidelity loss: decontextualization, where salient evidence is retained but separated from the caveats and contextual qualifiers needed for correct interpretation, and model dependency, where different compressors expose different views of the same source. We then propose Agentic Context Compression, which generates multiple candidate compressions and audits their disagreements against the original source. Our results suggest that financial compression should be evaluated not only by efficiency or factuality, but also by its ability to preserve decision-relevant context.

cs.AI↗

arXiv2026

RAF-VLA: Representation Alignment with the Future for End-to-End Autonomous Driving

Recent Vision-Language-Action (VLA) models for autonomous driving have incorporated world modeling by predicting future driving scenes alongside driving actions, demonstrating strong planning performance. Future driving scenes are utilized as dense supervision, encouraging the policy to learn rich internal representations useful for planning. However, these World-Modeling VLAs rely on explicit future generation to learn such representations, thereby introducing two key limitations: additional training burden and inference latency. To address these limitations, we propose RAF-VLA (Representation Alignment with the Future), a VLA-based autonomous driving framework that shapes planning-relevant internal representations through direct guidance from future-frame representations. RAF-VLA employs Future-Aligned Supervised Fine-Tuning, in which a straightforward regularization aligns the policy's hidden states with future-frame representations obtained from a pretrained world encoder while learning driving actions. This simple alignment allows RAF-VLA to avoid the training burden and inference latency associated with future generation. Extensive experiments on the NAVSIM benchmark show that RAF-VLA achieves competitive planning performance against state-of-the-art VLA planners with substantially fewer training samples seen. Moreover, RAF-VLA incurs only 3.8% training overhead and a negligible 1 ms inference overhead.

cs.RO↗

arXiv2026

Making Alternative Data Work: Context-Augmented LLMs for Financial Forecasting

When forecasting a firm's future financial performance, alternative data - data collected from non-traditional sources such as consumer transactions, web traffic, and prediction markets - can provide timely signals about firms' operating activities and broader market conditions. These signals may reveal information that is not captured by traditional public sources and can therefore provide complementary information for forecasting firms' future financial performance. However, firm-level alternative data often have limited historical coverage, are relevant only to specific prediction targets or subsets of firms, and are distributed across numerous heterogeneous channels, making them difficult to incorporate flexibly into conventional forecasting approaches. Meanwhile, large language models (LLMs) can interpret instructions, learn from in-context examples, and generate predictions by combining heterogeneous information without task-specific parameter updates. Motivated by this potential flexibility, we investigate whether an LLM can forecast firm performance by integrating alternative data with other financial information through in-context learning. We propose a two-agent framework that first identifies the firms for which each alternative data channel is likely to be informative and then predicts revenue using firm- and channel-specific context. We evaluate the framework across four commercial alternative data channels. In our experiments, adding alternative data in context alongside other financial information improves the LLM's forecasting relative to either source alone, and these forecasts are more accurate than those of standard forecasting baselines. These findings suggest that LLMs provide a flexible and practical approach to integrating alternative data with heterogeneous financial information.

cs.AI↗

arXiv2026

Fund2Persona: A Framework for Building and Refining Financial Advisor Personas from Fund Disclosure Data

Demand for personalized financial advice is growing, yet current LLM-based advisors often fail to provide consistent and specialized guidance. Simple persona prompts rarely specify how a financial advisor should reason and often drift toward generic recommendations. We propose Fund2Persona, a framework that builds financial-advisor personas from real-world fund disclosures and refines them through an actor-scorer-patcher loop. We test whether the resulting personas can predict held-out portfolio changes and produce commentary consistent with fund managers' own explanations. They outperform generic baselines on both tasks. We further study two downstream diagnostics: market-scenario generation, where persona retrieval broadens plausible investment views, and multi-turn investor-advisor conversations, where matched personas give more specific and useful advice than a generic advisor. These results suggest that real fund data can bring manager-specific investment expertise to LLM advisors rather than merely changing an LLM's surface style.

cs.CL↗

arXiv2026

Seq2Synth: Benchmarking Temporal Fidelity in Synthetic Sequential Tabular Data

Synthetic sequential tabular data are increasingly used for privacy-preserving data sharing and research, yet conventional tabular metrics often overlook temporal structure. Existing single-table and relational evaluation protocols largely collapse records into static distributions, leaving key temporal properties insufficiently evaluated. We introduce Seq2Synth, a unified benchmark for assessing these properties. Its taxonomy characterizes temporal and schema properties to determine applicable evaluations, covering timestamp, cross-sectional, longitudinal, and structural fidelity, alongside trajectory-aware utility and privacy. Across seven core datasets from a 13-dataset benchmark and eight generators, models with near-perfect static fidelity still violate basic temporal constraints, producing duplicate timestamps, irregular intervals, and incomplete observation grids. Moreover, static and temporal-aware rankings diverge substantially, showing that temporal fidelity must be evaluated directly rather than inferred from static or relational scores. Project page and online appendices are available at: https://seq2synth.github.io/.

cs.LG↗

arXiv2026

Poisoning Agentic Alpha: Adversarial Vulnerabilities Across Roles and Architectures in Multi-Agent Trading Systems

LLM-based multi-agent trading systems, in which specialized agents collaborate through structured communication to produce trading decisions, are moving rapidly from research prototypes to live deployments that control real assets. The same inter-agent communication that makes them effective also exposes them: a corrupted signal can propagate to the final decision and translate into realized financial loss. Unlike prior attacks that presume privileged access to system internals, we restrict the adversary to what is practically reachable---the source data and prompts agents consume---yielding a low-barrier, and thus democratized threat model instantiated as role-specific adversaries. We present the first systematic empirical study in the financial domain to characterize how an adversarial signal enters a multi-agent trading system and how far it survives toward the decision. Along the role axis, we decompose a widely-used trading pipeline into four functional roles---Analyst, Researcher, Trader, and Risk Manager---and pair each with an attack matched to its interface. Along the structural axis, we evaluate four communication topologies under data- and agent-level attacks, using the Adversarial Signal Preservation Score (APS) as a post-hoc lens on why some designs are more robust than others. We conduct experiments across five assets, two backbones, and two target directions. A central finding is that no architecture is inherently robust. These findings provide insights for the future design of safer and more robust agentic trading systems.

cs.AI↗

arXiv2026

Your AI, On a Dial: Controlling Investment Bias in LLMs with a Single Neuron

Large language models (LLMs) are increasingly used in investment decision-making, yet prior work shows that they exhibit systematic, model-specific investment preferences. We study whether a model's overall investment stance can be calibrated to a specified direction and strength. We introduce an investment-bias dial, an inference-time intervention on a single neuron that continuously adjusts a model-level decision prior---its overall tendency toward buying or selling---without targeting specific firms or investment attributes. Using matched positive and negative evidence, we evaluate five open-weight LLMs and find that the dial produces monotonic changes in investment stance without modifying prompts or model parameters. At the response level, the dial shifts both investment decisions and the evidential emphasis of generated rationales under identical inputs. In an agentic retrieval setting, the dial also changes what information the model searches for, which evidence it selects, and which evidence is reflected in its final analysis. In a long-context evaluation, the dial maintains stable stance control as context length increases, whereas a matched system-prompt instruction progressively attenuates. We further show that changes in the dial propagate to security rankings and downstream portfolio composition in an exploratory backtest. Overall, our results show that an LLM's aggregate investment stance can be calibrated toward a specified target at inference time.

cs.AI↗

arXiv2026

Post-Calibration Reliability Reranking of Relevance Decisions via Label-wise Monotone Projection

Web search, product search, and question-answering retrieval systems often assign a relevance label and confidence score to each query-candidate pair. The relevance label describes how well a page, product, or passage matches the query, while the confidence often guides downstream use or fallback decisions. Post-hoc calibration is therefore needed because misaligned confidence can make systems over-trust wrong predictions or unnecessarily defer correct ones. However, calibration mainly aligns confidence with average correctness, and does not remove predicted-label-dependent reliability differences that remain within the same calibrated confidence level. We address this gap with Label-wise Monotone Reliability Projection (MRP), which learns label-wise monotone functions that map calibrated confidence to correctness reliability while preserving the original predicted labels and class probabilities. The resulting reliability score reranks fixed predictions according to residual risk. Across six information access relevance datasets and multiple post-hoc calibrators, MRP improves reliability reranking and average fallback utility while preserving full-coverage accuracy and ECE. Structural ablations show that the main gains come from label-wise residual reliability rather than from global confidence remapping. We further analyze when MRP reliability scores can be embedded back into top-label probability geometry, showing that this projection is useful as a compatibility analysis but is distinct from the main reliability-reranking objective. The implementation will be made publicly available.

cs.IR↗

arXiv2026

Retrieval-Corrected Conformal Prediction for Time Series

Conformal prediction (CP) provides distribution-free prediction intervals for fixed forecasters, but its standard calibration procedure is often inefficient for time series data, where forecast errors are temporally dependent and change across time and operating conditions. Recent time series CP methods improve local calibration using recent, weighted, or localized residuals. Yet local calibration can remain indirect, since broad residual weighting or additional adaptation procedures may dilute the evidence most relevant to the current prediction. This motivates a simple retrieval and correction strategy that selects similar past residuals as local evidence and then corrects the coverage error left by retrieval. In this paper, we propose Retrieval--Corrected Conformal Prediction (RCCP), a retrieval-augmented calibration method for time series prediction intervals. RCCP builds an asymmetric interval from retrieved one-sided residuals and calibrates its normalized retrieval error with a scalar conformal correction. Thus, retrieval provides local residual evidence, while conformal correction determines the final scale needed for coverage. We provide a coverage-gap bound based on the stability of the normalized retrieval error distribution. Across standard benchmarks and backbone forecasters, RCCP attains the target coverage in every setting and achieves the lowest Winkler scores, with fewer severe misses. RCCP also achieves low calibration and inference overhead, showing that retrieval-corrected calibration is an effective and scalable approach to uncertainty quantification in time series forecasting. Code is available at https://github.com/jinsaaang/rccp.

cs.LG↗

arXiv2026

SkipGS: Post-Densification Backward Skipping for Efficient 3DGS Training

3D Gaussian Splatting (3DGS) achieves real-time novel-view synthesis by optimizing millions of anisotropic Gaussians, yet its training remains expensive, with the backward pass dominating runtime in the post-densification refinement phase. We observe substantial update redundancy in this phase: many sampled views have near-plateaued losses and provide diminishing gradient benefits, but standard training still runs full backpropagation. We propose SkipGS with a novel view-adaptive backward gating mechanism for efficient post-densification training. SkipGS always performs the forward pass to update per-view loss statistics, and selectively skips backward passes when the sampled view's loss is consistent with its recent per-view baseline, while enforcing a minimum backward budget for stable optimization. On Mip-NeRF 360, compared to 3DGS, SkipGS reduces end-to-end training time by 23.1%, driven by a 42.0% reduction in post-densification time, with comparable reconstruction quality. Because it only changes when to backpropagate without modifying the renderer, representation, or loss, SkipGS is plug-and-play and compatible with other complementary efficiency strategies, enabling additive speedups. Code is available at https://github.com/ASU-ESIC-FAN-Lab/SkipGS.

cs.CV↗

arXiv2026

Decision-focused Sparse Tangent Portfolio Optimization

Sparse tangent portfolio optimization aims to learn an interpretable, low-cardinality portfolio in the tangency direction of the mean-variance frontier. However, the associated cardinality-constrained formulation is NP-hard, and standard predict-then-optimize pipelines often misalign forecasting accuracy with downstream portfolio quality. We propose an end-to-end decision-focused learning framework that reformulates Sharpe ratio maximization as a Disciplined Parametrized Programming (DPP)-compliant convex programming layer and replaces discrete selection with a smooth top-$k$ operator enforcing an exact cardinality $k$. This enables gradient flow through prediction, asset selection, and re-optimization, allowing the predictive model to directly optimize portfolio performance. Across four major equity markets, our method achieves competitive and often superior out-of-sample Sharpe ratios compared with historical and prediction-focused baselines, with particularly strong gains in larger asset universes. Our \href{https://github.com/feuerwerksh/Diffble-card-SR}{code} is publicly available.

cs.LG↗

arXiv2026

PlanRL: A Trajectory Planning Architecture for Reinforcement Learning-based Driving Experts

Reinforcement learning (RL) has become a prominent framework for developing driving experts in autonomous vehicles. However, most existing RL-based experts are designed to output direct control commands (e.g., throttle, steering), which suffer from a lack of interpretability, high spatial complexity in learning road geometries, and poor compatibility with modern end-to-end planning architectures. To address these limitations, we propose a novel trajectory planning architecture for RL driving experts that integrates an RL policy with a polynomial-based trajectory planner. By employing a Frenet-frame coordinate system, our method simplifies complex road geometries into a curvilinear framework, offering a structured coordinate prior that facilitates policy learning. Furthermore, we incorporate a kinematic feasibility check into the planning stage to ensure that generated trajectories remain within the vehicle's physical limits, effectively mitigating cumulative tracking errors typically found in planning-based systems. We evaluate our approach on key CARLA benchmarks, where it significantly outperforms existing state-of-the-art control-based RL experts. On the CARLA Offline Leaderboard v1 and NoCrash benchmarks, our method improves the driving score by 5% and 11%, respectively, and increases the success rate by 8% and 19%.

cs.RO↗