Financial time series exhibit non-stationary and heterogeneous statistical properties, making change-point detection challenging because no single unsupervised algorithm performs consistently across assets and market regimes. Conventional workflows consequently depend heavily on expert-driven model selection, feature d...
Lei Jiang, Yehua Wei, Xinyu Xi et al.· 0 citations
IDRBench is introduced, a benchmark for evaluating interactive deep research with controlled opportunities for clarification, and shows that access to clarification alone does not guarantee better outcomes: success depends on what agents ask and how effectively they incorporate the resulting feedback.
Yingchaojie Feng, Qiang Huang, Xiao-Yan Xie et al.· 2 citations
A new TSE setting for continuous, magnitude-aware condition transitions is introduced and JAVELIN, a retrieval-guided framework for directional editing via JAcobian-VEctor Latent INference is proposed, enabling precise, content-preserving edits without retraining the generative model.
Yifan Bao, Yihao Ang, Qiang Huang et al.· Proceedings of the 32nd ACM...· 0 citations
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