Mengnan Du

Reward modeling is essential for aligning large language models with human preferences, yet predominant architectures rely on a static pooling strategy to condense sequences into scalar scores. This paradigm, however, suffers from two key limitations: a static inductive bias that misaligns with t...

Predicting corporate earnings surprises is a profitable yet challenging task, as accurate forecasts can inform significant investment decisions. However, progress in this domain has been constrained by a reliance on expensive, proprietary, and text-only data, limiting the development of advanced...

Large vision-language models (LVLMs) have made significant progress in chart understanding. However, financial charts, characterized by complex temporal structures and domain-specific terminology, remain notably underexplored. We introduce FinChart-Bench, the first benchmark specifically focused...

Large language models (LLMs) have precipitated a dramatic improvement in the legal domain, yet the deployment of standalone models faces significant limitations regarding hallucination, outdated information, and verifiability. Recently, LLM agents have attracted significant attention as a solutio...

Predicting earnings surprises through the analysis of earnings conference call transcripts has attracted increasing attention from the financial research community. Conference calls serve as critical communication channels between company executives, analysts, and shareholders, offering valuable...

Understanding the internal representations of large language models (LLMs) remains a central challenge for interpretability research. Sparse autoencoders (SAEs) offer a promising solution by decomposing activations into interpretable features, but existing approaches rely on fixed sparsity constr...