Financial time series exhibit non-stationary and heterogeneous statistical properties, making change-point detection challenging because no single unsupervised algorithm performs consistently across assets and market regimes. Conventional workflows consequently depend heavily on expert-driven model selection, feature design, and hyperparameter tuning, limiting their scalability and adaptability.
arXiv:2608. 17933v1 Announce Type: new Abstract: Financial time series exhibit non-stationary and heterogeneous statistical properties, making change-point detection challenging because no single unsupervised algorithm performs consistently across assets and market regimes.
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.
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.
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.
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.
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.
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.
arXiv:2605. 05580v2 Announce Type: replace Abstract: Quantitative trading agents have demonstrated substantial promise in automating factor discovery, signal aggregation, and portfolio execution.
arXiv:2607. 12455v1 Announce Type: new Abstract: Quantitative strategy optimization remains largely manual, requiring domain experts to identify weak signals, tune risk-control rules, and repeatedly validate iterative revisions.
arXiv:2607. 29626v1 Announce Type: new Abstract: As LLMs evolve from code completion systems into autonomous scientific agents, evaluating their ability to conduct experiments has become increasingly important.
arXiv:2606. 17546v1 Announce Type: new Abstract: Self-evolving LLM-based agents improve mainly by changing their agent harness: the structured execution layer around a base model, including prompts, memory, tools, middleware, runtime state, and the model-tool interaction loop.
Large language model (LLM) agents require post-training methods that can improve long-horizon decision making from environment feedback. However, existing agentic post-training pipelines often treat data curation as a fixed preprocessing step, focusing mainly on data augmentation while neglecting filtering, refinement, and adaptation to downstream failures.