Xin Du
Author directory2026
CEE: An Inference-Time Jailbreak Defense for Embodied Intelligence via Subspace Concept Rotation
Jirui Yang | Zheyu Lin | Zhihui Lu | Yinggui Wang | Lei Wang | Tao Wei | Qiang Duan | Xin Du | Shuhan Yang
Findings of the Association for Computational Linguistics: EMNLP 2026
Jirui Yang | Zheyu Lin | Zhihui Lu | Yinggui Wang | Lei Wang | Tao Wei | Qiang Duan | Xin Du | Shuhan Yang
Findings of the Association for Computational Linguistics: EMNLP 2026
Large language models (LLMs) are widely used for task understanding and action planning in embodied intelligence (EI) systems, but their adoption substantially increases vulnerability to jailbreak attacks. While recent work explores inference-time defenses, existing methods rely on static interventions on intermediate representations, which often degrade generation quality and impair adherence to task instructions, reducing system usability in EI settings. We propose a dynamic defense framework. For each EI inference request, we dynamically construct a task-specific safety-semantic subspace, project its hidden state to the most relevant direction, and apply SLERP rotation for adaptive safety control. At comparable defense success rates, our method preserves generation quality, improves usability, reduces tuning cost, and strengthens robustness in EI scenarios.
2020
Stock Embeddings Acquired from News Articles and Price History, and an Application to Portfolio Optimization
Xin Du | Kumiko Tanaka-Ishii
Proceedings of the 58th Annual Meeting of the Association for Computational Linguistics
Xin Du | Kumiko Tanaka-Ishii
Proceedings of the 58th Annual Meeting of the Association for Computational Linguistics
Previous works that integrated news articles to better process stock prices used a variety of neural networks to predict price movements. The textual and price information were both encoded in the neural network, and it is therefore difficult to apply this approach in situations other than the original framework of the notoriously hard problem of price prediction. In contrast, this paper presents a method to encode the influence of news articles through a vector representation of stocks called a stock embedding. The stock embedding is acquired with a deep learning framework using both news articles and price history. Because the embedding takes the operational form of a vector, it is applicable to other financial problems besides price prediction. As one example application, we show the results of portfolio optimization using Reuters & Bloomberg headlines, producing a capital gain 2.8 times larger than that obtained with a baseline method using only stock price data. This suggests that the proposed stock embedding can leverage textual financial semantics to solve financial prediction problems.