DAST: Difficulty-Adaptive Slow-Thinking for Large Reasoning Models

Recent advancements in slow-thinking reasoning models have shown exceptional performance in complex reasoning tasks. However, these models often exhibit overthinking-generating redundant reasoning steps for simple problems, leading to excessive computational resource usage. While current mitigation strategies uniformly reduce reasoning tokens, they risk degrading performance on challenging tasks that require extended reasoning. This paper introduces Difficulty-Adaptive Slow-Thinking (DAST), a novel framework that enables models to autonomously adjust the length of Chain-of-Thought(CoT) based on problem difficulty. We first propose a Token Length Budget (TLB) metric to quantify difficulty, then leveraging length-aware reward shaping and length preference optimization to implement DAST. DAST penalizes overlong responses for simple tasks while incentivizing sufficient reasoning for complex problems. Experiments on diverse datasets and model scales demonstrate that DAST effectively mitigates overthinking (reducing token usage by over 30\% on average) while preserving reasoning accuracy on complex problems.

A Tensor-Based Sub-Mode Coordinate Algorithm for Stock Prediction

The investment on the stock market is prone to be affected by the Internet. For the purpose of improving the prediction accuracy, we propose a multi-task stock prediction model that not only considers the stock correlations but also supports multi-source data fusion. Our proposed model first utilizes tensor to integrate the multi-sourced data, including financial Web news, investors' sentiments extracted from the social network and some quantitative data on stocks. In this way, the intrinsic relationships among different information sources can be captured, and meanwhile, multi-sourced information can be complemented to solve the data sparsity problem. Secondly, we propose an improved sub-mode coordinate algorithm (SMC). SMC is based on the stock similarity, aiming to reduce the variance of their subspace in each dimension produced by the tensor decomposition. The algorithm is able to improve the quality of the input features, and thus improves the prediction accuracy. And the paper utilizes the Long Short-Term Memory (LSTM) neural network model to predict the stock fluctuation trends. Finally, the experiments on 78 A-share stocks in CSI 100 and thirteen popular HK stocks in the year 2015 and 2016 are conducted. The results demonstrate the improvement on the prediction accuracy and the effectiveness of the proposed model.