arXiv Machine Learning By Masahiro Kato

AI Economist Agent: An Agentic Framework for Evidence-Based Economic and Financial Analysis with RAG, Knowledge Graphs, and Large Language Models

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The paper introduces an AI economist agent that integrates large language models, retrieval‑augmented generation, knowledge graphs, and quantitative models to conduct evidence‑based economic and financial scenario analysis. The framework orchestrates LLM agents to plan analyses, retrieve relevant evidence, and structure economic mechanisms, while registered quantitative models produce numerical outcomes and predefined tests validate intermediate results for inclusion in the final report. Applied to European macro‑financial stress scenarios and bank capital analysis, the empirical study demonstrates the agent’s ability to combine flexible evidence retrieval and scenario construction while maintaining traceability to sources and explicit model calculations.

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arXiv Machine Learning
Aug 14

AI-Driven Multiscenario Interest Rate Forecasting: A Proof of Concept for Banking Asset Management

arXiv:2608. 12424v1 Announce Type: cross Abstract: This study focuses on developing an AI-supported prototype for multiperspective interest rate forecasting that combines classical econometric models with modern artificial intel-ligence methods.

By Ekkehardt Bauer, Dirk Holl\"ander, Linus Wolff, Christoph Ostermair, Kyrillus Aiad, Joachim Hasebrook
arXiv AI
Sep 25

PAWS: Policy-driven Agentic World Simulation

PAWS is a new dataset for policy-driven agentic world simulation that covers 36 verified U.S. financial and economic policy episodes. It includes 12,727 policy-linked news records and 65,291 stakeholder actions, each linked to supporting news and represented by a multi-layer event frame with interaction mode, financial-action family, semantic attributes, and taxonomic mappings. The dataset aligns actions with daily market-return context and has been validated by AI and human reviewers, demonstrating high agreement on interaction mode and revealing challenges in detecting rare stakeholder actions.

By Tiviatis Sim, Jia Hui Woon, Xinming Gao, Chen Gao, Fengbin Zhu, Zheng Huanhuan, Chua Tat Seng, Kenji Kawaguchi