Weixian Waylon Li

Author directory

2026

Backtesting large language models (LLMs) on historical financial data is unreliable when their pre-training data include the evaluated events. An LLM trained in 2024 may already encode how stocks moved during 2018-2020. We name this failure parametric look-ahead bias and propose FinCAD, an inference-time adaptation of Context-Aware Decoding that attenuates contributions from memorised historical outcomes without retraining. FinCAD pairs an adversarial bias-discovery pipeline that learns a model-specific memory-activating prior prompt with an entity- and date-adaptive rule that scales the CAD strength using a per-(entity, date) confidence signal. Across five 7-14B LLMs and five mega-cap equities, the largest model-level mean in-sample return correction is -67.1%. For the three larger models, 2025 out-of-sample returns remain within 8K and mean Sharpe within ±0.10 of baseline; mean general-benchmark accuracy remains positive or within -1.7 points for four of five models. On an eleven-model leaderboard, FinCAD raises the subset-averaged in-sample/out-of-sample Spearman correlation from +0.779 to +0.846, yielding rankings that are more closely aligned with post-cutoff performance.
Structured memory representations such as knowledge graphs are central to autonomous agents and other long-lived systems. However, most existing approaches model time as discrete metadata, either sorting by recency (burying old-yet-permanent knowledge), simply overwriting outdated facts, or requiring an expensive LLM call at every ingestion step, leaving them unable to distinguish persistent facts from evolving ones. To address this, we introduce RoMem, a drop-in temporal knowledge graph module for structured memory systems, applicable to agentic memory and beyond. A pretrained Semantic Speed Gate maps each relation’s text embedding to a volatility score, learning from data that evolving relations (e.g., “president of”) should rotate fast while persistent ones (e.g., “born in”) should remain stable. Combined with continuous phase rotation, this enables geometric shadowing: obsolete facts are rotated out of phase in complex vector space, so temporally correct facts naturally outrank contradictions without deletion. On temporal knowledge graph completion, RoMem achieves state-of-the-art results on ICEWS05-15 (72.6 MRR). Applied to agentic memory, it delivers 2-3x MRR and answer accuracy on temporal reasoning (MultiTQ), dominates hybrid benchmark (LoCoMo), preserves static memory with zero degradation (DMR-MSC), and generalises zero-shot to unseen financial domains (FinTMMBench).

2023

We introduce a task consisting in matching a proof to a given mathematical statement. The task fits well within current research on Mathematical Information Retrieval and, more generally, mathematical article analysis (Mathematical Sciences, 2014). We present a dataset for the task (the MATcH dataset) consisting of over 180k statement-proof pairs extracted from modern mathematical research articles. We find this dataset highly representative of our task, as it consists of relatively new findings useful to mathematicians. We propose a bilinear similarity model and two decoding methods to match statements to proofs effectively. While the first decoding method matches a proof to a statement without being aware of other statements or proofs, the second method treats the task as a global matching problem. Through a symbol replacement procedure, we analyze the “insights” that pre-trained language models have in such mathematical article analysis and show that while these models perform well on this task with the best performing mean reciprocal rank of 73.7, they follow a relatively shallow symbolic analysis and matching to achieve that performance.