Author

Anthony K. H. Tung

2 papers indexed here

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Preprint Aug 2026

EvoTS-Agent: A Self-Evolving LLM Agent for Financial Time Series Change Point Detection

Financial time series exhibit non-stationary and heterogeneous statistical properties, making change-point detection challenging because no single unsupervised algorithm performs consistently across assets and market regimes. Conventional workflows consequently depend heavily on expert-driven model selection, feature d...

Lei Jiang, Yehua Wei, Xinyu Xi et al. · 0 citations

Book Open access Aug 2026

Directional Time Series Editing via Retrieval-Guided Jacobian-Vector Inference

A new TSE setting for continuous, magnitude-aware condition transitions is introduced and JAVELIN, a retrieval-guided framework for directional editing via JAcobian-VEctor Latent INference is proposed, enabling precise, content-preserving edits without retraining the generative model.

Yifan Bao, Yihao Ang, Qiang Huang et al. · Proceedings of the 32nd ACM... · 0 citations