AlphaDiverse is a framework that enhances large language model–based multi‑agent systems for alpha factor mining by addressing cost, availability, and confidentiality constraints. It generates diverse research paths through varied environments and post‑training local agents, then fine‑tunes these agents with supervised learning and optimizes them jointly using a GRPO method that balances predictive quality and diversity. The approach limits research feedback to inner‑period data and evaluates a frozen model on outer‑period data to avoid test‑set tuning, demonstrating competitive prediction and broader exploration across four Chinese stock universes.
By Qingzhuo Wang, Zikun Wei, Zhihua Wei, Wen Shen
arXiv:2603.16365v3 Announce Type: replace
Abstract: We study alpha factor mining, the automated discovery of predictive signals from noisy, non-stationary market data-under a practical requirement th...
By Qinhong Lin, Ruitao Feng, Yinglun Feng, Zhenxin Huang, Yukun Chen, Zhongliang Yang, Linna Zhou, Binjie Fei, Jiaqi Liu, Yu Li
arXiv:2608.28632v1 Announce Type: new
Abstract: Large language model agents can discover alphas, yet current methods have three weaknesses. The search cannot adapt during the run, automation usually...
By Zongqian Li, Yaoyiran Li, Yaohui Guo, Ming Zhang, Nigel Collier, Eugene Ie
The paper introduces AIDE^2, an AI research agent that recursively improves its own code by proposing, benchmarking, and selecting modifications. Over an eight‑day autonomous run, it achieved seven successive improvements—including new search policies and memory mechanisms—that transferred to four held‑out benchmarks in machine learning, algorithm engineering, and weather forecasting. The agent’s best version matched or outperformed a top human‑engineered production research agent and also reduced reward‑hacking rates, despite never optimizing for that metric.
By Dhruv Srikanth, Bingchen Zhao, Dixing Xu, Yuxiang Wu, Zhengyao Jiang
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.
The paper introduces AgentX-Model, a dual‑agent framework that links proposal development with model experimentation in industrial recommender systems. The Research Agent drafts proposals from literature and prior findings, while the Model Agent runs multi‑round experiments, returning code, metrics, and open questions. The framework iteratively selects starting implementations and formulates new research questions, organizing work into Reproduce, Follow‑up, Composition, and Diagnose actions. Across production evaluations, most experiments exceeded business baselines, with recent A/B tests showing significant gains in acquisition efficiency, advertising spend, and watch time while reducing computational cost.
By Shuang Yang, Zijie Zhuang, Changxin Lao, Pengbo Xu, Hanwen Xu, Yusheng Huang, Han Gao, Guanchen Wang, Tianbao Ma, Linxun Chen, Peilin Song, Xuming Wang, Chen Li, Fan Wu, Tao Wang, Zibo Zhao, Xiangyu Wu, An Liu, Fei Pan, Peng Jiang, Chen Yang, Zhaojie Liu, Wenwu Ou