Daily Papers

Transportation Cyber-Physical Systems (T-CPS) enhance safety and mobility by integrating cyber and physical transportation systems. A key component of T-CPS is the Digital Twin (DT), a virtual representation that enables simulation, analysis, and optimization through real-time data exchange and communication. Although existing studies have explored DTs for vehicles, communications, pedestrians, and traffic, real-world validations and implementations of DTs that encompass infrastructure, vehicles, signals, communications, and more remain limited due to several challenges. These include accessing real-world connected infrastructure, integrating heterogeneous, multi-sourced data, ensuring real-time data processing, and synchronizing the digital and physical systems. To address these challenges, this study develops a traffic DT based on a real-world connected vehicle corridor. Leveraging the Cellular Vehicle-to-Everything (C-V2X) infrastructure in the corridor, along with communication, computing, and simulation technologies, the proposed DT accurately replicates physical vehicle behaviors, signal timing, communications, and traffic patterns within the virtual environment. Building upon the previous data pipeline, the digital system ensures robust synchronization with the physical environment. Moreover, the DT's scalable and redundant architecture enhances data integrity, making it capable of supporting future large-scale C-V2X deployments. Furthermore, its ability to provide feedback to the physical system is demonstrated through applications such as signal timing adjustments, vehicle advisory messages, and incident notifications. The proposed DT is a vital tool in T-CPS, enabling real-time traffic monitoring, prediction, and optimization to enhance the reliability and safety of transportation systems.

Large language models (LLMs) excel at generating human-like responses but often struggle with interactive tasks that require access to real-time information. This limitation poses challenges in finance, where models must access up-to-date information, such as recent news or price movements, to support decision-making. To address this, we introduce Financial Agent, a knowledge-grounding approach for LLMs to handle financial queries using real-time text and tabular data. Our contributions are threefold: First, we develop a Financial Context Dataset of over 50,000 financial queries paired with the required context. Second, we train FinBloom 7B, a custom 7 billion parameter LLM, on 14 million financial news articles from Reuters and Deutsche Presse-Agentur, alongside 12 million Securities and Exchange Commission (SEC) filings. Third, we fine-tune FinBloom 7B using the Financial Context Dataset to serve as a Financial Agent. This agent generates relevant financial context, enabling efficient real-time data retrieval to answer user queries. By reducing latency and eliminating the need for users to manually provide accurate data, our approach significantly enhances the capability of LLMs to handle dynamic financial tasks. Our proposed approach makes real-time financial decisions, algorithmic trading and other related tasks streamlined, and is valuable in contexts with high-velocity data flows.