Nov 2025· arXiv.org· Vol abs/2511.12563· 3 citations· 21 references
Computer Science
TL;DR
This work introduces LOBERT, a general-purpose encoder-only foundation model for LOB data suitable for downstream fine-tuning and achieves leading performance in tasks such as predicting mid-price movements and next messages, while reducing the required context length compared to previous methods.
Abstract
Modeling the dynamics of financial Limit Order Books (LOB) at the message level is challenging due to irregular event timing, rapid regime shifts, and the reactions of high-frequency traders to visible order flow. Previous LOB models require cumbersome data representations and lack adaptability outside their original tasks, leading us to introduce LOBERT, a general-purpose encoder-only foundation model for LOB data suitable for downstream fine-tuning. LOBERT adapts the original BERT architecture for LOB data by using a novel tokenization scheme that treats complete multi-dimensional messages as single tokens while retaining continuous representations of price, volume, and time. With these methods, LOBERT achieves leading performance in tasks such as predicting mid-price movements and next messages, while reducing the required context length compared to previous methods.
GAOKAO-Bench is introduced, an intuitive benchmark that employs questions from the Chinese GAOKAO examination as test samples, including both subjective and objective questions that contribute a robust evaluation benchmark for future large language models and offers valuable insights into the advantages and limitations...
Xiaotian Zhang, Chun-yan Li, Yi Zong et al.· arXiv.org· 216 citations· ⚡17
This work investigates the possibilities of using LLMs in a resume screening setting via a document retrieval framework that simulates job candidate selection and finds that the MTEs are biased, significantly favoring White-associated names in 85% of cases and female-associated names in only 11.1% of cases.
This paper presents a comprehensive overview of the Ultralytics YOLO family, emphasizing architectural evolution, benchmarking, deployment, and emerging directions from YOLOv5 through YOLO27, and examines detection, segmentation, depth, classification, pose, oriented detection, tracking, export, quantization, and deplo...
This work revisits schema linking when using the latest generation of large language models (LLMs) and finds empirically that newer models are adept at utilizing relevant schema elements during generation even in the presence of large numbers of irrelevant ones.
Karime Maamari, Fadhil Abubaker, Daniel Jaroslawicz et al.· arXiv.org· 109 citations· ⚡19
A novel threat is unveiled in which attackers steer the RAG system's response by injecting malicious passages into its knowledge base, enabling the attacker to steer the response without altering the user input or modifying the RAG weights.
Jiaqi Xue, Meng Zheng, Yebowen Hu et al.· arXiv.org· 109 citations· ⚡8
Empirically, PRISM reduces the end-to-end time for data selection and model tuning to just 30% of conventional pipelines, and achieves this efficiency while simultaneously enhancing performance, surpassing models fine-tuned on the full dataset across eight multimodal and three language understanding benchmarks.
Jinhe Bi, Yifan Wang, Danqi Yan et al.· arXiv.org· 73 citations· ⚡4
With $2.1 million funding from Google.org, the open-source Public Transit Intelligence Hub will unify public transit monitoring, operations, and passenger communication.
Professor Sherry Turkle’s new book, “Artificial Intimacy,” offers a withering critique of chatbots and the antisocial dynamics she believes they encourage.
We use cookies to run the site and, with your consent, for analytics and to show ads.
See our Cookie Policy.