Data mixing strategy is essential for large language model (LLM) training. Empirical evidence shows that inappropriate strategies can significantly reduce generalization. Although recent methods have improved empirical performance, several fundamental questions remain open: what constitutes a domain, whether human and model perceptions of domains are aligned, and how domain weighting influences generalization. We address these questions by establishing formal connections between gradient dynamics and domain distributions, offering a theoretical framework that clarifies the role of domains in training dynamics. Building on this analysis, we introduce DoGraph, a reweighting framework that formulates data scheduling as a graph-constrained optimization problem. Extensive experiments on GPT-2 models of varying scales demonstrate that DoGraph consistently achieves competitive performance.

As large language models (LLMs) evolve from conversational assistants into agents capable of handling complex tasks, they are increasingly deployed in high-risk domains. However, existing benchmarks largely rely on mixed queries and posterior evaluation, output-level scoring, which quantifies hallucination severity but offers limited insight into where and why hallucinations arise in the generation pipeline. We therefore reformulate hallucination evaluation as a diagnostic problem and propose PRISM, a controlled benchmark that disentangles hallucinations into four dimensions: knowledge missing, knowledge errors, reasoning errors, and instruction-following errors, grounded in three stages of generation (memory, instruction, and reasoning). PRISM contains 9,448 instances across 65 tasks and supports fine-grained, stage-aware diagnostic evaluation. Evaluating 24 mainstream open-source and proprietary LLMs, we uncover consistent trade-offs across instruction following, memory retrieval, and logical reasoning, showing that mitigation strategies often improve specific dimensions at the expense of others.We hope PRISM provides a framework for understanding the specific mechanisms behind LLMs hallucinations, ultimately accelerating the development of trustworthy large language models.

Financial markets exhibit complex dynamics where localized events trigger ripple effects across entities. Previous event studies, constrained by static single-companies analyses and simplistic assumptions, fail to capture these ripple effects. While large language models (LLMs) offer emergent reasoning capabilities, their direct application falters due to structural market unawareness and limited capacity to analyze ripple effects. We propose FinRipple, an elegant framework that empowers LLMs with the ability to analyze ripple effects through financial theory-guided large-scale reinforcement learning. We begin by relaxing the assumptions of previous methods, incorporating a time-varying knowledge graph to accurately represent market structure. By seamlessly integrating classical asset pricing theory, we align the LLM with the market, enabling it to predict ripple effects. To the best of our knowledge, we are the first to provide a standardized definition of ripple effect prediction, a task that is extremely important yet unexplored in the financial domain. Extensive experiments demonstrate that FinRipple provides a promising solution to this task.