Researcher profile

Eric Hanchen Jiang

Eric Hanchen Jiang contributes to research discovery and scholarly infrastructure.

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Published work

2 published item(s)

preprint2026arXiv

Attention Sinks and Outliers in Attention Residuals

We propose OASIS, an outlier- and sink-aware technique built on inter-layer null signaling. As AttnResidual architectures introduce an additional depth-wise normalization channel, they improve inter-layer routing flexibility but also exacerbate attention sinks, activation outliers, and the resulting degradation in inference stability and quantization robustness. OASIS addresses this issue by introducing a Softmax1-based null space and coupling token-level null evidence to depth routing through an inter-layer null signal, thereby reducing sink-dominated routing and improving structural robustness. Theoretically, we show that the dual-normalization design of AttnResidual intensifies sink formation and quantization brittleness. Experimentally, we compare OASIS against five baselines on three real-world datasets and observe consistent improvements in both attention sink and post-quantization performance. Notably, OASIS achieves an average reduction of 9.26% in maximum infinity norm and 2.60% in average kurtosis across the evaluated settings, while lowering perplexity by 75.85% under W8A8 and improving GSM8K Pass@1 by 12.42% under W4A4.

preprint2026arXiv

QuantEval: A Benchmark for Financial Quantitative Tasks in Large Language Models

Large Language Models (LLMs) have shown strong capabilities across many domains, yet their evaluation in financial quantitative tasks remains fragmented and mostly limited to knowledge-centric question answering. We introduce QuantEval, a benchmark that evaluates LLMs across three essential dimensions of quantitative finance: knowledge-based QA, quantitative mathematical reasoning, and quantitative strategy coding. Unlike prior financial benchmarks, QuantEval integrates a CTA-style backtesting framework that executes model-generated strategies and evaluates them using financial performance metrics, enabling a more realistic assessment of quantitative coding ability. We evaluate some state-of-the-art open-source and proprietary LLMs and observe substantial gaps to human experts, particularly in reasoning and strategy coding. Finally, we conduct large-scale supervised fine-tuning and reinforcement learning experiments on domain-aligned data, demonstrating consistent improvements. We hope QuantEval will facilitate research on LLMs' quantitative finance capabilities and accelerate their practical adoption in real-world trading workflows. We additionally release the full deterministic backtesting configuration (asset universe, cost model, and metric definitions) to ensure strict reproducibility.