AI 研究PPR-01
Can Structured Disambiguation Improve Text-to-SQL Accuracy?
This work proposes structured disambiguation, where users resolve ambiguity through explicit, constrained interactions instead of free-form dialogue clarification, and introduces the ARCS benchmark, which annotates naturally occurring ambiguity points, interpretations, and SQL queries over real-world databases. Its value lies in turning ambiguity from a conversational burden into a reproducible input condition for evaluating intent misalignment in text-to-SQL deployment.
#text-to-SQL#ambiguity resolution#structured disambiguation
AI 研究PPR-02
VERSE: A Verified Self-Evolving Optimizer for Agent Harnesses
Existing methods typically fix the optimizer's own tools and procedures, improving only the target agent's prompts, tools, and workflow. VERSE enables the optimizer to also improve how it diagnoses failures, develops edits, and tests effects, using execution-based verification, failure replay, and step perturbation to enhance optimization. On SWE-rebench in-distribution and cross-language out-of-distribution tasks, its best validation-selected harness reaches 42.3% and 37.7%
#AI agents#harness optimization#self-evolving optimizer
金融研究PPR-03
World-Model Policy Arbiter Integrates Frozen Policies for Goal-Conditioned Reinforcement Learning
This work introduces a test-time framework that, without retraining policies, combines multiple frozen goal-conditioned policies into a portfolio, selecting the best policy at each state by imagining futures in a world model. Its novelty lies in comparing heterogeneous policies via a shared value function and avoiding excessive switching. On 18 state-based OGBench datasets, it improves macro-average success from 44% to 58%, offering a plug-and-play policy integration approach
#Offline Reinforcement Learning#Goal-Conditioned Reinforcement Learning#World Models
AI 研究PPR-04
RT-SAFE: Benchmarking Agent Safety in Real-Time Embodied Environments
Existing agent safety evaluations mostly focus on digital environments. This work introduces RT-SAFE, a simulated urban benchmark in which the world keeps evolving during inference and action execution, bringing decision latency into embodied safety assessment. Its value lies in showing that high task completion can mask safety failures and in offering an environment for offline RL training to reduce collisions.
#embodied agents#agent safety#real-time constraints
AI 研究PPR-05
Knowledge Boundary Probing and Demand-Guided Intervention for LLM-Based Power System Code Generation
This study addresses first-pass failures in locally deployed LLM-generated power-system simulation code, proposing a deployment-time workflow that requires no weight updates: documentation-driven L0-L3 probes build per-model API profiles, query-side demand estimation selects layered API evidence before generation, and execution feedback routes targeted repair. Its value lies in turning common API hallucination and parameter misuse into a diagnosable and calibratable engineeri
#large language models#power system simulation#code generation
AI × QuantPPR-06
Agentic AI Systems and Financial Stability: From Model Risk to Systemic Risk
Formalizes the systemic risk of agentic AI across six mathematical settings: from an expected-harm identity for expected loss and the non-diversifiable common exposure of a shared foundation model to an observability trichotomy and runtime-impossibility corollary for runtime guardrails, arguing the systematic component of agentic risk cannot be diversified away, detected away, or reversed and can only be met by ex-ante structural prevention.
#agentic AI#financial stability#systemic risk
金融研究PPR-07
Optimal Transport Offers a New Mathematical Language for Distributional Comparison and Stress Testing in Actuarial Science
These lecture notes introduce optimal transport as a mathematical language for actuarial science, treating losses, premiums, reserves, and climate losses as probability measures to be compared, transported, averaged, stressed, and interpolated. The novelty lies in systematically connecting optimal transport tools with actuarial problems such as risk measures, Wasserstein robustness, pricing, capital allocation, and longevity risk, while emphasizing the interpretation of model
#Optimal Transport#Actuarial Science#Wasserstein Distance
金融研究PPR-08
DSTNet: Dynamic Spectral Trajectory Network for Causal Multi-Horizon Financial Forecasting
DSTNet introduces a causal spectral trajectory representation that retains the recent evolution of wavelet filter-bank magnitudes rather than only denoising or using a single-point snapshot, combined with a scale-temporal factored Transformer and gated fusion. On seven equity indices and gold under an expanding-window protocol, the model beats the random-walk persistence benchmark in all 32 series-horizon cells, but paired testing is inconclusive against the strongest competi
#financial forecasting#causal modeling#wavelet transform
Quantitative ResearchPPR-09
Dyson-Schwinger Effective-Action Methods for Rough Volatility: A Correlation-Response Architecture for Calibration, Exotics and Risk
The work introduces the two-particle-irreducible effective action and Dyson-Schwinger gap equations from quantum field theory into stochastic-volatility option pricing as a non-perturbative closure. Its novelty lies in replacing Taylor truncation with the exact Gaussian moment-generating function for exponential and CEV vertices; in exp-OU the melon-level correction reduces the Hartree error by 20-130x to 0.01-0.11 bp. The method targets calibration, forward-start smiles, bar
#rough volatility#stochastic volatility#quantum field theory methods
Quantitative ResearchPPR-10
A Price-Based Framework for Stochastic Portfolio Theory: Strategy Generation and Benchmark Conversion under Split Adjustments
This study proposes a stochastic portfolio theory framework in which trading strategies are generated from nominal price weights and evaluated against a price-weighted benchmark. Its novelty lies in incorporating split- and reverse-split-induced jumps in generating weights into the self-financing condition and providing explicit jump-corrected wealth decompositions; it is useful because it shows that the usual long-horizon relative arbitrage argument does not extend directly
#stochastic portfolio theory#price-weighted benchmark#split adjustment
金融研究PPR-11
Dirichlet Mixed-Membership Model for Exact Multivariate Distributional Credibility
The study proposes a Dirichlet mixed-membership model that extends classical credibility theory from conditional means to multivariate distributions, enabling insurers to combine portfolio priors and individual experience posteriors exactly.
#Credibility theory#Dirichlet mixed-membership model#Multivariate distributions