Researcher profile

Peng Yue

Peng Yue contributes to research discovery and scholarly infrastructure.

ResearcherAffiliation not importedOpen to collaborate

Trust snapshot

Quick read

Trust 15 - UnverifiedVerification L1Unclaimed author
3works
0followers
2topics
4close collaborators

Actions

Decide how to stay connected

Follow researcher0

Identity and collaboration

How to connect with this researcher

Claiming links this public author record to a researcher profile and unlocks direct collaboration workflows.

Log in to claim

Direct collaboration

Open a focused conversation when the fit is right

Claim this author entity first to unlock direct invitations.

Research graph

See the researcher in context

Open full explorer

Inspect adjacent work, topics, institutions and collaborators without jumping out to a separate graph page.

Building this graph slice

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Published work

3 published item(s)

preprint2026arXiv

GuardAD: Safeguarding Autonomous Driving MLLMs via Markovian Safety Logic

Multimodal large language models (MLLMs) are increasingly integrated into autonomous driving (AD) systems; however, they remain vulnerable to diverse safety threats, particularly in accident-prone scenarios. Recent safeguard mechanisms have shown promise by incorporating logical constraints, yet most rely on static formulations that lack temporally grounded safety reasoning over evolving traffic interactions, resulting in limited robustness in dynamic driving environments. To address these limitations, we propose GuardAD, a model-agnostic safeguard that formulates AD safety as an evolving Markovian logical state. GuardAD introduces Neuro-Symbolic Logic Formalization, which represents safety predicates over heterogeneous traffic participants and continuously induces them via n-th order Markovian Logic Induction. This design enables the inference of emerging and latent hazards beyond single-step observations. Rather than simply vetoing unsafe actions, GuardAD performs Logic-Driven Action Revision, where inferred safety states actively guide action refinement without modifying the underlying MLLM. Extensive experiments on multiple benchmarks and AD-MLLMs demonstrate that GuardAD substantially reduces accident rates (-32.07%) while slightly improving task performance (+6.85%). Moreover, closed-loop simulation evaluations, together with physical-world vehicle studies, further validate the effectiveness and potential of GuardAD.

preprint2020arXiv

Information flow networks of Chinese stock market sectors

Transfer entropy measures the strength and direction of information flow between different time series. We study the information flow networks of the Chinese stock market and identify important sectors and information flow paths. This paper uses the daily closing price data of the 28 level-1 sectors from Shenyin \& Wanguo Securities ranging from 2000 to 2017 to study the information transmission between different sectors. We construct information flow networks with the sectors as the nodes and the transfer entropy between them as the corresponding edges. Then we adopt the maximum spanning arborescence (MSA) to extracting important information flows and the hierarchical structure of the networks. We find that, during the whole sample period, the \textit{composite} sector is an information source of the whole stock market, while the \textit{non-bank financial} sector is the information sink. We also find that the \textit{non-bank finance}, \textit{bank}, \textit{computer}, \textit{media}, \textit{real estate}, \textit{medical biology} and \textit{non-ferrous metals} sectors appear as high-degree root nodes in the outgoing and incoming information flow MSAs. Especially, the \textit{non-bank finance} and \textit{bank} sectors have significantly high degrees after 2008 in the outgoing information flow networks. We uncover how stock market turmoils affect the structure of the MSAs. Finally, we reveal the specificity of information source and sink sectors and make a conclusion that the root node sector as the information sink of the incoming information flow networks. Overall, our analyses show that the structure of information flow networks changes with time and the market exhibits a sector rotation phenomenon. Our work has important implications for market participants and policy makers in managing market risks and controlling the contagion of risks.

preprint2020arXiv

Information transfer between stock market sectors: A comparison between the USA and China

Information diffusion within financial markets plays a crucial role in the process of price formation and the propagation of sentiment and risk. We perform a comparative analysis of information transfer between industry sectors of the Chinese and the USA stock markets, using daily sector indices for the period from 2000 to 2017. The information flow from one sector to another is measured by the transfer entropy of the daily returns of the two sector indices. We find that the most active sector in information exchange (i.e., the largest total information inflow and outflow) is the {\textit{non-bank financial}} sector in the Chinese market and the {\textit{technology}} sector in the USA market. This is consistent with the role of the non-bank sector in corporate financing in China and the impact of technological innovation in the USA. In each market, the most active sector is also the largest information sink that has the largest information inflow (i.e., inflow minus outflow). In contrast, we identify that the main information source is the {\textit{bank}} sector in the Chinese market and the {\textit{energy}} sector in the USA market. In the case of China, this is due to the importance of net bank lending as a signal of corporate activity and the role of energy pricing in affecting corporate profitability. There are sectors such as the {\textit{real estate}} sector that could be an information sink in one market but an information source in the other, showing the complex behavior of different markets. Overall, these findings show that stock markets are more synchronized, or ordered, during periods of turmoil than during periods of stability.