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We present a reproducible research framework for market microstructure combining a deterministic C++ limit order book (LOB) simulator with stochastic order flow generated by multivariate marked Hawkes processes. The paper derives full…

Trading and Market Microstructure · Quantitative Finance 2025-10-10 Sohaib El Karmi

The autonomous synthesis of deep research reports represents a critical frontier for Large Language Models (LLMs), demanding sophisticated information orchestration and non-linear narrative logic. Current approaches rely on rigid predefined…

Multiagent Systems · Computer Science 2026-04-22 Kuo Tian , Pengfei Sun , Zhen Wu , Junran Ding , Xinyu Dai

Recent years have witnessed a surge of interest in machine learning on graphs and networks with applications ranging from vehicular network design to IoT traffic management to social network recommendations. Supervised machine learning…

Social and Information Networks · Computer Science 2019-08-23 Manoj Reddy Dareddy , Mahashweta Das , Hao Yang

Discrete diffusion language models have emerged as a competitive alternative to auto-regressive language models, but training them efficiently under limited parameter and memory budgets remains challenging. Modern architectures are…

Computation and Language · Computer Science 2026-04-07 Zihao Wu , Haoming Yang , Juncheng Dong , Vahid Tarokh

In this paper, we propose a sequence-to-set method that can transform any sequence generative model based on maximum likelihood to a set generative model where we can evaluate the utility/probability of any set. An efficient importance…

Machine Learning · Computer Science 2022-09-20 Longtao Tang , Ying Zhou , Yu Yang

Discrete tokenizers have emerged as indispensable components in modern machine learning systems, particularly within the context of autoregressive modeling and large language models (LLMs). These tokenizers serve as the critical interface…

Information Retrieval · Computer Science 2025-02-19 Jian Jia , Jingtong Gao , Ben Xue , Junhao Wang , Qingpeng Cai , Quan Chen , Xiangyu Zhao , Peng Jiang , Kun Gai

The rapid advancement of large language models (LLMs) has sparked interest in data synthesis techniques, aiming to generate diverse and high-quality synthetic datasets. However, these synthetic datasets often suffer from a lack of diversity…

Computation and Language · Computer Science 2024-08-09 Himanshu Gupta , Kevin Scaria , Ujjwala Anantheswaran , Shreyas Verma , Mihir Parmar , Saurabh Arjun Sawant , Chitta Baral , Swaroop Mishra

Loops--short audio segments designed for seamless repetition--are central to many music genres, particularly those rooted in dance and electronic styles. However, current generative music models struggle to produce truly loopable audio, as…

In light of micro-scale inefficiencies induced by the high degree of fragmentation of the Bitcoin trading landscape, we utilize a granular data set comprised of orderbook and trades data from the most liquid Bitcoin markets, in order to…

Trading and Market Microstructure · Quantitative Finance 2021-08-24 Jakob Albers , Mihai Cucuringu , Sam Howison , Alexander Y. Shestopaloff

Large Language Models (LLMs) struggle with long-context reasoning, not only due to the quadratic scaling of computational complexity with sequence length but also because of the scarcity and expense of annotating long-context data. There…

Computation and Language · Computer Science 2025-04-18 Linda He , Jue Wang , Maurice Weber , Shang Zhu , Ben Athiwaratkun , Ce Zhang

Scaling long-context ability is essential for Large Language Models (LLMs). To amortize the memory consumption across multiple devices in long-context training, inter-data partitioning (a.k.a. Data Parallelism) and intra-data partitioning…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-09-01 Hao Ge , Junda Feng , Qi Huang , Fangcheng Fu , Xiaonan Nie , Lei Zuo , Haibin Lin , Bin Cui , Xin Liu

Tokenization plays a critical role in language modeling, yet existing approaches such as Byte-Pair Encoding (BPE) or WordPiece operate purely on frequency statistics, ignoring the underlying semantic structure of text. This leads to…

Computation and Language · Computer Science 2025-08-22 Dong Liu , Yanxuan Yu

The limit order book (LOB) depicts the fine-grained demand and supply relationship for financial assets and is widely used in market microstructure studies. Nevertheless, the availability and high cost of LOB data restrict its wider…

Trading and Market Microstructure · Quantitative Finance 2021-07-02 Zijian Shi , John Cartlidge

We present EasyGen, an efficient model designed to enhance multimodal understanding and generation by harnessing the capabilities of diffusion models and large language models (LLMs), Unlike existing multimodal models that predominately…

Artificial Intelligence · Computer Science 2024-05-20 Xiangyu Zhao , Bo Liu , Qijiong Liu , Guangyuan Shi , Xiao-Ming Wu

Token serves as the fundamental unit of computation in modern autoregressive models, and generation length directly influences both inference cost and reasoning performance. Despite its importance, existing approaches lack fine-grained…

There is a rising interest in further exploring the zero-shot learning potential of large pre-trained language models (PLMs). A new paradigm called data-generation-based zero-shot learning has achieved impressive success. In this paradigm,…

Computation and Language · Computer Science 2023-02-28 Jiahui Gao , Renjie Pi , Yong Lin , Hang Xu , Jiacheng Ye , Zhiyong Wu , Weizhong Zhang , Xiaodan Liang , Zhenguo Li , Lingpeng Kong

We study a novel language model architecture that is capable of scaling test-time computation by implicitly reasoning in latent space. Our model works by iterating a recurrent block, thereby unrolling to arbitrary depth at test-time. This…

Transformer-based entropy models have gained prominence in recent years due to their superior ability to capture long-range dependencies in probability distribution estimation compared to convolution-based methods. However, previous…

Computer Vision and Pattern Recognition · Computer Science 2024-05-03 Daxin Li , Yuanchao Bai , Kai Wang , Junjun Jiang , Xianming Liu , Wen Gao

Large Language Models (LLMs) have excelled in various tasks but perform better in high-resource scenarios, which presents challenges in low-resource scenarios. Data scarcity and the inherent difficulty of adapting LLMs to specific tasks…

Computation and Language · Computer Science 2024-04-02 Yuanhao Zeng , Min Wang , Yihang Wang , Yingxia Shao

Existing methods for training LLMs on long-sequence data, such as Tensor Parallelism and Context Parallelism, exhibit low Model FLOPs Utilization as sequence lengths and number of GPUs increase, especially when sequence lengths exceed 1M…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-09-25 Ao Sun , Weilin Zhao , Xu Han , Cheng Yang , Zhiyuan Liu , Chuan Shi , Maosong sun