arXiv:2507.10644v4 Announce Type: replace Abstract: The Web of Agents (WoA) transforms the document-centric Web into an environment of autonomous agents acting on users' behalf, a vision newly tractable as large language models (LLMs) mature. We argue that across three decades the WoA has undergone a \emph{semantic-effort migration} in chronological order: from platform-side coordination (Multi-Agent Systems, Generation~I), through data-side annotation (Semantic Web, Generation~II), to model-side interpretation (LLM-era, Generation~III). The central Gen~II~$\rightarrow$~Gen~III transition within this trajectory, which we call the \emph{semantics-in-data $\rightarrow$ semantics-in-models} shift, is predictive: each generation's failure modes and current open problems follow from where that generation located its semantic effort. The survey makes five contributions: (i)~a unified evolutionary narrative spanning 1990--2026; (ii)~a four-dimensional comparative framework (semantic foundation, communication paradigm, locus of intelligence, discovery mechanism) applied uniformly across all three generations; (iii)~classification of sixteen representative systems on these dimensions, including hybrid LLM--knowledge-graph and computer-use agents; (iv)~coverage of the November~2024--August~2026 institutional convergence (Linux Foundation's Agentic AI Foundation, A2A v1.0, MCP November~2024 launch and November~2025 specification, Visa/Mastercard/Stripe payment-network protocols, EU AI Act phased enforcement, the NIST AI Agent Standards Initiative, International AI Safety Report 2026); and (v)~seven named lessons grounded in cross-generational evidence paired with seven generation-invariant challenges that persist regardless of which protocol prevails. Further progress depends less on protocol design than on the socio-technical infrastructure now being assembled by standards bodies, regulators, and commercial payment networks.

arXiv:2506.19037v5 Announce Type: replace-cross Abstract: Masked diffusion language models (MDLMs) promise fast, non-autoregressive text generation, yet existing samplers, which pick tokens to unmask based on model confidence, ignore interactions when unmasking multiple positions in parallel and effectively reduce to slow, autoregressive behavior. We propose the Dilated Unmasking Scheduler (DUS), an inference-only, planner-model-free method that partitions sequence positions into non-adjacent dilated groups and unmasks them in parallel so as to minimize an upper bound on joint entropy gain at each denoising step. By explicitly trading off the number of network calls against generation quality, DUS recovers most of the performance lost under traditional parallel unmasking strategies. Across math (GSM8K, MATH500), code (HumanEval, MBPP), general-knowledge (BBH, MMLU-Pro), and instruction following (IFEval) benchmarks, DUS outperforms confidence-based planners and turns the diffusion-specific quality-speed trade-off into a deterministic, predictable speedup set by the block size $B$, yielding up to $5.8\times$ wall-clock speedup over token-by-token MDLM decoding without modifying the underlying denoiser. Applied as a drop-in post-filter, dilated spacing also improves adaptive samplers. Code is available at https://github.com/omerlux/DUS.

arXiv:2602.00086v3 Announce Type: replace-cross Abstract: This paper addresses stock price movement prediction by leveraging LLM-based news sentiment analysis. Earlier works have largely focused on proposing and assessing sentiment analysis models and stock movement prediction methods, however, separately. Although promising results have been achieved, a clear and in-depth understanding of the benefit of the news sentiment to this task, as well as a comprehensive assessment of different architecture types in this context, is still lacking. Herein, we conduct an evaluation study that compares 3 different LLMs, namely, DeBERTa, RoBERTa and FinBERT, for sentiment-driven stock prediction. Our results suggest that DeBERTa outperforms the other two models with an accuracy of 75% and that an ensemble model that combines the three models can increase the accuracy to about 80%. Also, we see that sentiment news features can benefit (slightly) some stock market prediction models, i.e., LSTM-, PatchTST- and tPatchGNN-based classifiers and PatchTST- and TimesNet-based regression tasks models.