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Adriano Koshiyama

Adriano Koshiyama contributes to research discovery and scholarly infrastructure.

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Published work

2 published item(s)

preprint2026arXiv

Tool Calling is Linearly Readable and Steerable in Language Models

When a tool-calling agent picks the wrong tool, the failure is invisible until execution: the email gets sent, the meeting gets missed. Probing 12 instruction-tuned models across Gemma 3, Qwen 3, Qwen 2.5, and Llama 3.1 (270M to 27B), we find the identity of the chosen tool is linearly readable and steerable inside the model. Adding the mean-difference between two tools' average internal activations switches which tool the model selects at 77-100% accuracy on name-only single-turn prompts (93-100% at 4B+), and the JSON arguments that follow autoregressively match the new tool's schema, so flipping the name is enough. The same per-tool means also flag likely errors before they happen: on Gemma 3 12B and 27B, queries where the gap between the top-1 and top-2 tool is smallest produce 14-21x more wrong calls than queries with the largest gap. The causal effect concentrates along one direction, the row of the output layer that produces the target tool's first token: a unit vector along it at matched magnitude already reaches 93-100%, while what is left over leaves the choice almost untouched. Activation patching localises this to a small set of mid- and late-layer attention heads, and a within-topic probe across 14 same-domain $τ$-bench airline tools reaches top-1 61-89% across five 4B-14B models, ruling out the reading that we are just moving the model along a topic axis. Even base models encode the right tool before they can emit it: cosine readout from the internal state recovers 69-82% on BFCL while base generation reaches only 2-10%, suggesting pretraining forms the representation and instruction tuning later wires it to the output. We measure tool identity selection and JSON schema correctness in single-turn fixed-menu settings; multi-turn agentic transfer is more fragile and is discussed in Limitations.

preprint2020arXiv

QuantNet: Transferring Learning Across Systematic Trading Strategies

Systematic financial trading strategies account for over 80% of trade volume in equities and a large chunk of the foreign exchange market. In spite of the availability of data from multiple markets, current approaches in trading rely mainly on learning trading strategies per individual market. In this paper, we take a step towards developing fully end-to-end global trading strategies that leverage systematic trends to produce superior market-specific trading strategies. We introduce QuantNet: an architecture that learns market-agnostic trends and use these to learn superior market-specific trading strategies. Each market-specific model is composed of an encoder-decoder pair. The encoder transforms market-specific data into an abstract latent representation that is processed by a global model shared by all markets, while the decoder learns a market-specific trading strategy based on both local and global information from the market-specific encoder and the global model. QuantNet uses recent advances in transfer and meta-learning, where market-specific parameters are free to specialize on the problem at hand, whilst market-agnostic parameters are driven to capture signals from all markets. By integrating over idiosyncratic market data we can learn general transferable dynamics, avoiding the problem of overfitting to produce strategies with superior returns. We evaluate QuantNet on historical data across 3103 assets in 58 global equity markets. Against the top performing baseline, QuantNet yielded 51% higher Sharpe and 69% Calmar ratios. In addition we show the benefits of our approach over the non-transfer learning variant, with improvements of 15% and 41% in Sharpe and Calmar ratios. Code available in appendix.