EvoTS-Agent is a self‑evolving large language model agent designed for autonomous change‑point detection in financial time series. It begins with curated exploratory data analysis to set up candidate models, then iteratively refines its detection pipeline using three operators—Revision, Alternative Strategy, and Recombination—guided by validation feedback. Across four benchmark datasets, EvoTS-Agent consistently outperforms existing LLM‑based agents and achieves a 100% execution success rate on all tested backbone LLMs.
By Lei Jiang, Ye Wei, Xinyu Xi, Jordan Langham-Lopez, Yifan Bao, Raad Khraishi, Yihao Ang, Anthony K. H. Tung, Lukasz Szpruch, Hao Ni
EvolveTrade is a self‑evolving framework that treats the system prompt of a tool‑using LLM trading agent as a text‑parameterized policy. After each update interval, a Policy Agent revises this policy using accumulated decision traces and portfolio feedback while keeping the backbone LLM fixed, allowing the agent to refine its information‑acquisition and portfolio‑construction procedures over time. Experiments across multiple market regimes and two LLM backbones show that EvolveTrade often improves Sharpe Ratio and Cumulative Return over fixed‑policy baselines, with behavioral analyses indicating increased code‑mediated analysis and regime‑relevant computations.
By Sehee Kim, Yumin Choi, Minki Kang, Sung Ju Hwang
Self-evolving agents convert interaction feedback into persistent artifacts, such as memories or skills, which in turn guide subsequent decisions. As these artifacts are iteratively updated throughout...
arXiv:2608. 03764v1 Announce Type: new Abstract: Agent self-evolution updates an agent's persistent state from prior experience and reuses it to solve related tasks more effectively.
By Leijun Zhou, Zhihao Liu, Xiang Qu, Chenxu Liu, Yifei Liu, Yanke Yu, Jingzhe Xu, Xuejun Wu, Buyue Qian, Xi Chen, Yaowei Zheng, Junhao Hu
HarnessEvolve is a self‑evolving framework that improves agent harnesses—prompts, skills, tools, and execution logic—by learning from reference trajectories. It separates execution, evaluation, optimization, and gating into independent modules, addressing credit assignment failure, shortcut learning, and catastrophic forgetting. The approach uses reference trajectories to extract error signals, applies quality and performance gates to candidate updates, and validates updates on held‑out data, consistently outperforming state‑of‑the‑art baselines across diverse benchmarks.
By Wen Jiang, Mingmin Chu, Yimeng Tian, Qianxin Zhang, Haofei Yang, Rui Yang, Yang Liu, Tao Lv, Fangming Li
arXiv:2608. 14270v1 Announce Type: new Abstract: Time series analysis in high-stakes domains relies on recurring data releases, where new observations can alter the evidence base and the validity of later conclusions.
By Qingren Yao, Yaxuan Kong, Yuqi Nie, Yichen Li, Stefan Zohren, Anna Vettoruzzo, Qingsong Wen, Ming Jin, Joaquin Vanschoren
arXiv:2607. 27853v2 Announce Type: replace-cross Abstract: Powered by advances in LLMs and autonomous agents, deep research has become one of the most widely adopted agentic products.
By Yijia Xiao, Rujun Han, Yanfei Chen, Zifeng Wang, Ke Jiang, Zhongying CuiZhu, Vishy Tirumalashetty, Wei Wang, Burak Gokturk, Tomas Pfister, Chen-Yu Lee
arXiv:2602. 10226v2 Announce Type: replace-cross Abstract: Optimizing large-scale machine learning systems, such as recommendation models for global video platforms, requires navigating a massive hyperparameter search space and, more critically, designing sophisticated optimizers, architectures, and reward functions to capture nuanced user behaviors.
By Haochen Wang, Yi Wu, Daryl Chang, Li Wei, Lukasz Heldt
arXiv:2607. 11141v1 Announce Type: new Abstract: Large language models (LLMs) based agents are beginning to participate in portfolio construction and market analysis, where decisions must be justified under evolving information and risk constraints.
By Changlun Li, Peixian Ma, Qiqi Duan, Zhenyu Lin, Peineng Wu
arXiv:2609.24663v1 Announce Type: new
Abstract: Self-evolving agents convert interaction feedback into persistent artifacts, such as memories or skills, which in turn guide subsequent decisions. As t...
By Hongqiang Lin, Chao Liu, Xiaofan Bai, Xuan Jin, Yuhong Li, Nenggan Zheng, Xipeng Cao
arXiv:2607. 05202v1 Announce Type: new Abstract: Agent self-evolution in long-horizon LLM systems is largely procedural: useful experience is not merely stored information, but reusable procedures for searching, debugging, and verification.
By Xingze Gao, Chuanrui Hu, Hongda Chen, Pengfei Yao, Zhao Wang, Yi Bai, Zhengwei Wu, Yunyun Han, Xiaofeng Cong, Jie Gui, Yafeng Deng, Teng Li
arXiv:2605. 05580v2 Announce Type: replace Abstract: Quantitative trading agents have demonstrated substantial promise in automating factor discovery, signal aggregation, and portfolio execution.
By Yishuo Yuan, Jiayi Sheng, Sirui Zeng, Jiaqi Wang, Jiaheng Liu