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Researcher profile

Weijia Jia

Weijia Jia contributes to research discovery and scholarly infrastructure.

ResearcherAffiliation not importedOpen to collaborate
Artificial IntelligenceComputation and LanguageInformation RetrievalMachine LearningComputer Science and Game TheoryComputer Visioneess.IVNetworking and Internet Architecture

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Published work

7 published item(s)

preprint2026arXiv

BacktestBench: Benchmarking Large Language Models for Automated Quantitative Strategy Backtesting

Quantitative backtesting is essential for evaluating trading strategies but remains hampered by high technical barriers and limited scalability. While Large Language Models (LLMs) offer a transformative path to automate this complex, interdisciplinary workflow through advanced code generation, tool usage, and agentic planning, the practical realization is significantly challenged by the current lack of a large-scale benchmark dedicated to automated quantitative backtesting, which hinders progress in this field. To bridge this critical gap, we introduce BacktestBench, the first large-scale benchmark for automated quantitative backtesting. Built from over 6 million real market records, it comprises 18,246 meticulously annotated question-answering pairs across four task categories: metrics calculation, ticker selection, strategy selection, and parameter confirmation. We also propose AutoBacktest, a robust multi-agent baseline that translates natural language strategies into reproducible backtests by coordinating a Summarizer for semantic factor extraction, a Retriever for validated SQL generation, and a Coder for Python backtesting implementation. Our evaluation on 23 mainstream LLMs, complemented by targeted ablations, identifies key factors that influence end-to-end performance and highlights the importance of grounded verification and standardized indicator representations.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Capture Salient Historical Information: A Fast and Accurate Non-Autoregressive Model for Multi-turn Spoken Language Understanding

Spoken Language Understanding (SLU), a core component of the task-oriented dialogue system, expects a shorter inference facing the impatience of human users. Existing work increases inference speed by designing non-autoregressive models for single-turn SLU tasks but fails to apply to multi-turn SLU in confronting the dialogue history. The intuitive idea is to concatenate all historical utterances and utilize the non-autoregressive models directly. However, this approach seriously misses the salient historical information and suffers from the uncoordinated-slot problems. To overcome those shortcomings, we propose a novel model for multi-turn SLU named Salient History Attention with Layer-Refined Transformer (SHA-LRT), which composes of an SHA module, a Layer-Refined Mechanism (LRM), and a Slot Label Generation (SLG) task. SHA captures salient historical information for the current dialogue from both historical utterances and results via a well-designed history-attention mechanism. LRM predicts preliminary SLU results from Transformer's middle states and utilizes them to guide the final prediction, and SLG obtains the sequential dependency information for the non-autoregressive encoder. Experiments on public datasets indicate that our model significantly improves multi-turn SLU performance (17.5% on Overall) with accelerating (nearly 15 times) the inference process over the state-of-the-art baseline as well as effective on the single-turn SLU tasks.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Mixed Strategies for Security Games with General Defending Requirements

The Stackelberg security game is played between a defender and an attacker, where the defender needs to allocate a limited amount of resources to multiple targets in order to minimize the loss due to adversarial attack by the attacker. While allowing targets to have different values, classic settings often assume uniform requirements to defend the targets. This enables existing results that study mixed strategies (randomized allocation algorithms) to adopt a compact representation of the mixed strategies. In this work, we initiate the study of mixed strategies for the security games in which the targets can have different defending requirements. In contrast to the case of uniform defending requirement, for which an optimal mixed strategy can be computed efficiently, we show that computing the optimal mixed strategy is NP-hard for the general defending requirements setting. However, we show that strong upper and lower bounds for the optimal mixed strategy defending result can be derived. We propose an efficient close-to-optimal Patching algorithm that computes mixed strategies that use only few pure strategies. We also study the setting when the game is played on a network and resource sharing is enabled between neighboring targets. Our experimental results demonstrate the effectiveness of our algorithm in several large real-world datasets.

0 citations0 reviewsNo code linkedOpen access
preprint2021arXiv

Combinatorial Resources Auction in Decentralized Edge-Thing Systems Using Blockchain and Differential Privacy

With the continuous expansion of Internet of Things (IoT) devices, edge computing mode has emerged in recent years to overcome the shortcomings of traditional cloud computing mode, such as high delay, network congestion, and large resource consumption. Thus, edge-thing systems will replace the classic cloud-thing/cloud-edge-thing systems and become mainstream gradually, where IoT devices can offload their tasks to neighboring edge nodes. A common problem is how to utilize edge computing resources. For the sake of fairness, double auction can be used in the edge-thing system to achieve an effective resource allocation and pricing mechanism. Due to the lack of third-party management agencies and mutual distrust between nodes, in our edge-thing systems, we introduce blockchains to prevent malicious nodes from tampering with transaction records and smart contracts to act as an auctioneer to realize resources auction. Since the auction results stored in this blockchain-based system are transparent, they are threatened with inference attacks. Thus in this paper, we design a differentially private combinatorial double auction mechanism by exploring the exponential mechanism such that maximizing the revenue of edge computing platform, in which each IoT device requests a resource bundle and edge nodes compete with each other to provide resources. It can not only guarantee approximate truthfulness and high revenue, but also ensure privacy security. Through necessary theoretical analysis and numerical simulations, the effectiveness of our proposed mechanisms can be validated.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Interpretable Crowd Flow Prediction with Spatial-Temporal Self-Attention

Crowd flow prediction has been increasingly investigated in intelligent urban computing field as a fundamental component of urban management system. The most challenging part of predicting crowd flow is to measure the complicated spatial-temporal dependencies. A prevalent solution employed in current methods is to divide and conquer the spatial and temporal information by various architectures (e.g., CNN/GCN, LSTM). However, this strategy has two disadvantages: (1) the sophisticated dependencies are also divided and therefore partially isolated; (2) the spatial-temporal features are transformed into latent representations when passing through different architectures, making it hard to interpret the predicted crowd flow. To address these issues, we propose a Spatial-Temporal Self-Attention Network (STSAN) with an ST encoding gate that calculates the entire spatial-temporal representation with positional and time encodings and therefore avoids dividing the dependencies. Furthermore, we develop a Multi-aspect attention mechanism that applies scaled dot-product attention over spatial-temporal information and measures the attention weights that explicitly indicate the dependencies. Experimental results on traffic and mobile data demonstrate that the proposed method reduces inflow and outflow RMSE by 16% and 8% on the Taxi-NYC dataset compared to the SOTA baselines.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Label Smoothing and Adversarial Robustness

Recent studies indicate that current adversarial attack methods are flawed and easy to fail when encountering some deliberately designed defense. Sometimes even a slight modification in the model details will invalidate the attack. We find that training model with label smoothing can easily achieve striking accuracy under most gradient-based attacks. For instance, the robust accuracy of a WideResNet model trained with label smoothing on CIFAR-10 achieves 75% at most under PGD attack. To understand the reason underlying the subtle robustness, we investigate the relationship between label smoothing and adversarial robustness. Through theoretical analysis about the characteristics of the network trained with label smoothing and experiment verification of its performance under various attacks. We demonstrate that the robustness produced by label smoothing is incomplete based on the fact that its defense effect is volatile, and it cannot defend attacks transferred from a naturally trained model. Our study enlightens the research community to rethink how to evaluate the model's robustness appropriately.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Preserving Dynamic Attention for Long-Term Spatial-Temporal Prediction

Effective long-term predictions have been increasingly demanded in urban-wise data mining systems. Many practical applications, such as accident prevention and resource pre-allocation, require an extended period for preparation. However, challenges come as long-term prediction is highly error-sensitive, which becomes more critical when predicting urban-wise phenomena with complicated and dynamic spatial-temporal correlation. Specifically, since the amount of valuable correlation is limited, enormous irrelevant features introduce noises that trigger increased prediction errors. Besides, after each time step, the errors can traverse through the correlations and reach the spatial-temporal positions in every future prediction, leading to significant error propagation. To address these issues, we propose a Dynamic Switch-Attention Network (DSAN) with a novel Multi-Space Attention (MSA) mechanism that measures the correlations between inputs and outputs explicitly. To filter out irrelevant noises and alleviate the error propagation, DSAN dynamically extracts valuable information by applying self-attention over the noisy input and bridges each output directly to the purified inputs via implementing a switch-attention mechanism. Through extensive experiments on two spatial-temporal prediction tasks, we demonstrate the superior advantage of DSAN in both short-term and long-term predictions.

0 citations0 reviewsNo code linkedOpen access