Linna Zhou
Publications
FactorEngine: A Program-level Knowledge-Infused Factor Mining Framework for Quantitative Investment
We study alpha factor mining, the automated discovery of predictive signals from noisy, non-stationary market data-under a practical requirement that mined factors be directly executable and auditable, and that the discovery process remain computationally tractable at scale. Existing symbolic approaches are limited by bounded expressiveness, while neural forecasters often trade interpretability for performance and remain vulnerable to regime shifts and overfitting. We introduce FactorEngine (FE), a program-level factor discovery framework that casts factors as Turing-complete code and improves both effectiveness and efficiency via three separations: (i) logic revision vs. parameter optimization, (ii) LLM-guided directional search vs. Bayesian hyperparameter search, and (iii) LLM usage vs. local computation. FE further incorporates a knowledge-infused bootstrapping module that transforms unstructured financial reports into executable factor programs through a closed-loop multi-agent extraction-verification-code-generation pipeline, and an experience knowledge base that supports trajectory-aware refinement (including learning from failures). Across extensive backtests on real-world OHLCV data, FE produces factors with substantially stronger predictive stability and portfolio impact-for example, higher IC/ICIR (and Rank IC/ICIR) and improved AR/Sharpe, than baseline methods, achieving state-of-the-art predictive and portfolio performance.
AgentMark: Utility-Preserving Behavioral Watermarking for Agents
LLM-based agents are increasingly deployed to autonomously solve complex tasks, raising urgent needs for IP protection and regulatory provenance. While content watermarking effectively attributes LLM-generated outputs, it fails to directly identify the high-level planning behaviors (e.g., tool and subgoal choices) that govern multi-step execution. Critically, watermarking at the planning-behavior layer faces unique challenges: minor distributional deviations in decision-making can compound during long-term agent operation, degrading utility, and many agents operate as black boxes that are difficult to intervene in directly. To bridge this gap, we propose AgentMark, a behavioral watermarking framework that embeds multi-bit identifiers into planning decisions while preserving utility. It operates by eliciting an explicit behavior distribution from the agent and applying distribution-preserving conditional sampling, enabling deployment under black-box APIs while remaining compatible with action-layer content watermarking. Experiments across embodied, tool-use, and social environments demonstrate practical multi-bit capacity, robust recovery from partial logs, and utility preservation. The code is available at https://github.com/Tooooa/AgentMark.
Robust Uncertainty Quantification for Factual Generation of Large Language Models
The rapid advancement of large language model(LLM) technology has facilitated its integration into various domains of professional and daily life. However, the persistent challenge of LLM hallucination has emerged as a critical limitation, significantly compromising the reliability and trustworthiness of AI-generated content. This challenge has garnered significant attention within the scientific community, prompting extensive research efforts in hallucination detection and mitigation strategies. Current methodological frameworks reveal a critical limitation: traditional uncertainty quantification approaches demonstrate effectiveness primarily within conventional question-answering paradigms, yet exhibit notable deficiencies when confronted with non-canonical or adversarial questioning strategies. This performance gap raises substantial concerns regarding the dependability of LLM responses in real-world applications requiring robust critical thinking capabilities. This study aims to fill this gap by proposing an uncertainty quantification scenario in the task of generating with multiple facts. We have meticulously constructed a set of trap questions contained with fake names. Based on this scenario, we innovatively propose a novel and robust uncertainty quantification method(RU). A series of experiments have been conducted to verify its effectiveness. The results show that the constructed set of trap questions performs excellently. Moreover, when compared with the baseline methods on four different models, our proposed method has demonstrated great performance, with an average increase of 0.1-0.2 in ROCAUC values compared to the best performing baseline method, providing new sights and methods for addressing the hallucination issue of LLMs.