Wei Yang
Publications
Early Rug Pull Warning for BSC Meme Tokens via Multi-Granularity Wash-Trading Pattern Profiling
The high-frequency issuance and short-cycle speculation of meme tokens in decentralized finance (DeFi) have significantly amplified rug-pull risk. Existing approaches still struggle to provide stable early warning under scarce anomalies, incomplete labels, and limited interpretability. To address this issue, an end-to-end warning framework is proposed for BSC meme tokens, consisting of four stages: dataset construction and labeling, wash-trading pattern feature modeling, risk prediction, and error analysis. Methodologically, 12 token-level behavioral features are constructed based on three wash-trading patterns (Self, Matched, and Circular), unifying transaction-, address-, and flow-level signals into risk vectors. Supervised models are then employed to output warning scores and alert decisions. Under the current setting (7 tokens, 33,242 records), Random Forest outperforms Logistic Regression on core metrics, achieving AUC=0.9098, PR-AUC=0.9185, and F1=0.7429. Ablation results show that trade-level features are the primary performance driver (Delta PR-AUC=-0.1843 when removed), while address-level features provide stable complementary gain (Delta PR-AUC=-0.0573). The model also demonstrates actionable early-warning potential for a subset of samples, with a mean Lead Time (v1) of 3.8133 hours. The error profile (FP=1, FN=8) indicates that the current system is better positioned as a high-precision screener rather than a high-recall automatic alarm engine. The main contributions are threefold: an executable and reproducible rug-pull warning pipeline, empirical validation of multi-granularity wash-trading features under weak supervision, and deployment-oriented evidence through lead-time and error-bound analysis.
TemporalBench: A Benchmark for Evaluating LLM-Based Agents on Contextual and Event-Informed Time Series Tasks
It is unclear whether strong forecasting performance reflects genuine temporal understanding or the ability to reason under contextual and event-driven conditions. We introduce TemporalBench, a multi-domain benchmark designed to evaluate temporal reasoning behavior under progressively richer informational settings. TemporalBench adopts a four-tier task taxonomy that examines historical structure interpretation, context-free forecasting, contextual temporal reasoning, and event-conditioned prediction across four real-world domains: retail, healthcare, energy, and physical systems. By controlling access to future targets and contextual information, the benchmark enables a diagnostic analysis of whether models can correctly interpret temporal patterns, align them with external context, and adapt predictions when conditions change. Extensive baseline experiments show that strong numerical forecasting accuracy does not reliably translate into robust contextual or event-aware temporal reasoning; instead, existing agent frameworks exhibit fragmented strengths and systematic failure modes that remain largely hidden under forecasting-only benchmarks. The TemporalBench dataset is publicly available at https://huggingface.co/datasets/Melady/TemporalBench, and we additionally provide a public leaderboard at https://huggingface.co/spaces/Melady/TemporalBench_Leaderboard.
De-conflating Preference and Qualification: Constrained Dual-Perspective Reasoning for Job Recommendation with Large Language Models
Professional job recommendation involves a complex bipartite matching process that must reconcile a candidate's subjective preference with an employer's objective qualification. While Large Language Models (LLMs) are well-suited for modeling the rich semantics of resumes and job descriptions, existing paradigms often collapse these two decision dimensions into a single interaction signal, yielding confounded supervision under recruitment-funnel censoring and limiting policy controllability. To address these challenges, We propose JobRec, a generative job recommendation framework for de-conflating preference and qualification via constrained dual-perspective reasoning. JobRec introduces a Unified Semantic Alignment Schema that aligns candidate and job attributes into structured semantic layers, and a Two-Stage Cooperative Training Strategy that learns decoupled experts to separately infer preference and qualification. Building on these experts, a Lagrangian-based Policy Alignment module optimizes recommendations under explicit eligibility requirements, enabling controllable trade-offs. To mitigate data scarcity, we construct a synthetic dataset refined by experts. Experiments show that JobRec consistently outperforms strong baselines and provides improved controllability for strategy-aware professional matching.