AI 研究PPR-01
SynAct: Decision-Level Active Feedback Learning for LLM Agents
This work introduces SynAct, a framework that allocates expert feedback at the individual decision level rather than at the task level, using mutual information to identify consequential decisions and improve multi-step LLM agent accuracy under scarce expert attention.
#LLM agents#active learning#expert feedback
AI 研究PPR-02
ReasoningShield: Safety Detection over Reasoning Traces of Large Reasoning Models
This study systematically reveals a unique hidden safety threat in large reasoning models (LRMs): harmful content can be embedded in intermediate Chain-of-Thought (CoT) steps while the final answer appears benign. Existing state-of-the-art moderation tools suffer substantial performance degradation on CoT moderation (F1 drops by up to 35.2%). To address this, the authors release the ReasoningShield benchmark (9.2K annotated pairs) and train lightweight 1B/3B models that achie
#Large Reasoning Models#Chain-of-Thought Safety#Safety Moderation
AI 研究PPR-03
Reflective Prompt Optimization: Topic-Disjoint Multi-Seed Evaluation of Transferable Gains
This study applies reflective prompt evolution (GEPA) to two system prompts of a multi-agent deep-research agent, evaluating transferability under a topic-disjoint split. Its novelty lies in showing that the validation-minus-held-out gap is small-sample selection rather than memorization, and identifying decomposed per-dimension feedback as the causal ingredient for transferable gains, implying credible evaluation requires held-out topics, multiple seeds, and verifier ablatio
#prompt optimization#deep-research agent#transferable gains
AI 研究PPR-04
Benchmarking Attention for Tabular Foundation Models Across Hardware and Shapes
This study builds a reproducible benchmark for the alternating row and column attention patterns unique to tabular in-context learners, comparing Torch SDPA, FlashAttention-2/3/4, vLLM, and SageAttention on three GPUs for forward and backward throughput. It is novel in extending efficient attention evaluation from one-dimensional language sequences to two-dimensional tabular settings, showing that the optimal backend varies with column/row attention, sequence length, head dim
#tabular foundation models#attention mechanisms#benchmarking
AI 研究PPR-05
Protocol choice strongly affects cross-family performance in feature-based hardware-Trojan detection
Holding detector configuration fixed and varying only the test boundary, this study quantifies how reuse of Trust-Hub host variants across train and test folds inflates apparent performance. It provides empirical grounding for family-aware holdout evaluation in hardware-Trojan benchmarks.
#hardware Trojan detection#benchmark evaluation#data leakage
Quantitative ResearchPPR-06
Realized Tail-Risk Conditional Autoregressive Expectile Models Improve Stability of VaR and ES Forecasting
This study proposes the RTCARE model, which incorporates realized quantile and realized ES constructed from intraday high-frequency returns into the dynamics and measurement equations of conditional expectiles for joint VaR and ES forecasting. Its novelty lies in combining low-frequency tail-risk forecasting with high-frequency realized tail information; it has potential practical value for quantitative risk management and backtesting.
#VaR#Expected Shortfall#Realized Volatility
金融研究PPR-07
Enhancing Credit Risk Scorecards with Transactional Behavioural Features
This study targets transaction narrative text, which credit risk modelling has long overlooked, and proposes an explainable method to convert it into behavioural features. Its novelty lies in using natural language processing and regular expressions to build a categorisation algorithm that maps unstructured transaction descriptions into interpretable spending categories, and in validating their incremental predictive value within a traditional scorecard framework. For quantit
#credit risk#scorecard#transaction text
Quantitative ResearchPPR-08
Convergence of Restricted Entropic and Quadratic Hedging in the Small-Risk-Aversion Limit
New contribution: in discrete-time incomplete markets, restricting strategies to bounded finite-dimensional parametric classes makes the admissible gain set compact and convex in L². The paper proves that as risk aversion tends to zero, restricted entropic hedging gains converge in L² to the unique restricted quadratic hedge, providing a unified framework for both optimization problems.
#incomplete markets#entropic hedging#quadratic hedging
Quantitative ResearchPPR-09
Stochastic Policy Gradient Methods in the Uncertain Volatility Model
A backward actor-critic stochastic policy-gradient scheme is proposed, combining discrete dynamic programming with PPO and one-hidden-layer neural-network approximations of value function and control policy. Continuous controls are represented by a squashed Gaussian policy built on a C-vine correlation-matrix representation that enforces positive definiteness by construction. Beyond robust prices, the trained critic's spatial gradient approximates the superhedging strategy, a
#Uncertain Volatility Model#Robust Option Pricing#Stochastic Policy Gradient