arXiv:2508. 13174v2 Announce Type: replace Abstract: Formula alpha mining, which generates predictive signals from financial data, is critical for quantitative investment.
arXiv:2607. 26642v1 Announce Type: new Abstract: Automated alpha mining has increasingly adopted large language model (LLM) agents for factor generation and iterative discovery.
arXiv:2608. 11250v1 Announce Type: new Abstract: Language models can propose many plausible trading factors, but an autonomous research system must also allocate its evaluation budget, verify its own evidence, and preserve how each candidate was produced.
Automated alpha mining has increasingly adopted large language model (LLM) agents for factor generation and iterative discovery. However, existing LLM-based systems often delegate both factor construction and search decisions to the agent itself, without an explicit exploration space or a principled mechanism for navigating that space.
arXiv:2607. 24131v1 Announce Type: new Abstract: Classical alpha mining achieves strong risk-adjusted returns by combining many low-correlated predictive signals, yet deep learning stock-ranking methods typically produce a single alpha per stock, rely on increasingly complex architectures with diminishing gains, and obtain diversity only through separate models or implicit routing, without explicitly controlling inter-alpha correlation.
arXiv:2606. 29194v1 Announce Type: new Abstract: Automated alpha mining holds the scoring function fixed and varies the search algorithm over it.
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:2602. 02905v2 Announce Type: replace Abstract: Autonomous agents powered by large language models (LLMs) promise to accelerate scientific discovery end-to-end, but rigorously evaluating their capacity for verifiable discovery remains a central challenge.
Quantitative strategy optimization remains largely manual, requiring domain experts to identify weak signals, tune risk-control rules, and repeatedly validate iterative revisions. Large language models can accelerate this process, but directly relying on them to rewrite trading strategies often introduces hallucinated edits, strategy drift, and backtest overfitting.
arXiv:2511. 07322v3 Announce Type: replace-cross Abstract: While LLMs have shown great success in financial tasks like stock prediction and question answering, their application in fully automating Equity Research Report generation remains uncharted territory.
arXiv:2606. 10412v1 Announce Type: new Abstract: The rapid evolution of financial technology demands sophisticated artificial intelligence systems capable of handling diverse challenges across multiple domains simultaneously.
arXiv:2502. 18834v3 Announce Type: replace-cross Abstract: Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investment strategies.