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