financial data analysts

Abstract: Change point detection (CPD) identifies abrupt and significant changes in sequential data, with applications in human activity recognition, financial markets, cybersecurity, manufacturing, and autonomous systems. Traditional CPD methods often face computational challenges in high-dimensional settings and typically provide limited explanations for detected changes, which can restrict their practical usability. This paper introduces a CPD framework that improves scalability and interpretability by leveraging the Sliced Wasserstein (SW) distance. Our contributions are fourfold: (1) we transform multivariate sequential data into one-dimensional scores using the SW distance, making the resulting representation compatible with existing CPD methods; (2) we analyze the distributional behavior of random slices of the SW distance and show that, under suitable assumptions, they can be approximated by a Gamma distribution, providing a principled basis for threshold calibration; (3) we propose a self-adapting online CPD algorithm that combines this SW-based score with an adaptive quantile-based threshold; (4) we introduce a model-specific framework for generating contrastive explanations for annotated change points. Empirically, our method reduces false positives by at least $48\%$ on average compared with popular online and offline CPD baselines, while maintaining competitive or superior detection performance. Code is available at https://github.com/jsve96/SWCPD_Code. At the same time, it produces interpretable change-point annotations, making it practical for deployment in high-stakes applications.

Abstract: Latent flow models have proven to be a reliable and cost-effective method for time series generation. However, the latent compression induces unwanted artefacts, such as a spectral mismatch with respect to the underlying dataset, thus hindering their use as training surrogates. In this article, we propose a spectrally-aligned latent-flow time series generator, where the latent space for flow matching is trained to preserve dynamical properties that are relevant for the suitability of synthetic samples. We find that incorporating fine-tuning losses based on canonical signal representations such as the Fourier, wavelet and signature transforms helps overcome these issues. The interpretability of these transformations allows us to ensure that the synthetic signals are aligned with the true ones in terms of relevant features, such as smoothness or targeted spectral content, as opposed to relying on pointwise reconstruction losses only. We compare the proposed aligned models against a base latent-flow model and the state of the art over real-world long-range univariate and multivariate benchmark datasets. Our quantitative results validate the superiority of the proposed method in terms of its performance on metrics reflecting signal realness and computational efficiency, while being aligned to the training set with respect to its local structure.

Abstract: Through long-term observation and time series analysis of Bitcoin and Ethereum, we found the similarity in long-term consistent price trends, especially in the weekly K-line. We denoised and smoothed the historical data of their prices, and further derived the periodicity of their price change trends and the timing of buying and selling. We have for the first time proposed that the full application of central bank digital currencies (CBDC) is a key signal for investors to reduce their holdings of cryptocurrencies or even exit the market. In addition, we proposed momentum opening/closing prices to replace the traditional nominal opening/closing prices to accurately describe the price trends of the 24/7 financial trading market. We found that the cryptocurrency market can be regarded as a relatively independent financial market, thereby designing a safer and more efficient arbitrage strategy.

Abstract: Warped Gaussian processes (GPs) handle non-Gaussian observations by mapping them into a latent standard GP via a parametric transformation called warping. Existing streaming variants, however, either optimize the warping parameters periodically or sacrifice analytical tractability for a higher model capacity. To bridge this gap, we show that the gradient of the instantaneous negative log-likelihood of a warped GP admits an exact recursive computation. Based on this result, we propose a novel online method for warped GPs that jointly updates the latent GP moments and optimizes the warping parameters.

Abstract: Real-world datasets often exhibit evolving distributions, known as concept drift. Ignoring drift degrades predictive performance, while reliance on fixed hyperparameters further limits model adaptability under changing conditions. Adaptive learning addresses this challenge by continuously updating models online, allowing them to incrementally adjust and remain effective as data distributions evolve. This paper presents the Stream Cruise Control Method (SCCM), a comprehensive framework for drift detection and adaptation in online regression. SCCM enables automated adaptation through early-response, pre-update drift detection, drift magnitude quantification, KPI-window-based thresholding for local false-alarm mitigation, dynamic hyperparameter tuning, and model recalibration. SCCM also adopts an in-memory design for real-time adaptability, unlike purely reactive methods that typically activate adaptation only after performance degradation is observed. By using dynamic thresholding and remaining agnostic to data distributions, SCCM supports KPI-based monitoring across varying data streams, including high-dimensional and large-scale settings. SCCM is integrated with four online regression models and evaluated on 18 synthetic datasets covering abrupt, incremental, and alternating gradual drift, together with eight real-world datasets. The evaluation uses both R2 and MSE and compares against eight detector--adaptation baselines. Results show improved predictive performance and effective drift handling across the evaluated online regression settings.

Abstract: We present the IGT system for PolyFiQA Task 2 of the FinMMEval Lab at CLEF 2026, a multilingual financial question answering task over English SEC filings and multilingual news articles (English, Chinese, Japanese, Spanish, Greek) for four companies. Our central observation is that the 344 development questions divide into two families requiring fundamentally different approaches: structured numeric types (R&D ratio, cash flow, capital expenditure) are best answered by direct keyword extraction on filing text, while synthesis types (investment strategy, capital allocation, top-three revenue focuses) require rule-based multilingual news passage selection. A dataset analysis reveals that 17-18 of 19 ground-truth reference answers per synthesis type share an exact evidence label prefix, whose unigram tokens contribute directly to ROUGE-1 overlap. The final system achieves development ROUGE-1 approximately 0.395, a 60% relative improvement over a generic RAG baseline (approximately 0.247), and ranks 3rd of 12 teams on the official test set with ROUGE-1 = 0.3071, Precision = 0.2821, and Recall = 0.4044.