FaVOR: LLM-Based Agentic Framework for Factor Mining via Empirical Validation
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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...
arXiv:2610.14959v2 Announce Type: new Abstract: Formulaic alpha mining seeks to discover executable expressions that capture predictive market signals in a vast, noisy search space. Recent LLM-based...
arXiv:2610.06947v1 Announce Type: cross Abstract: Factor mining seeks to discover signals from financial data that predict future asset returns and guide portfolio construction. Automated factor mini...
Alpha‑R1 introduces a reinforcement‑learning aligned large language model framework that performs context‑aware alpha screening by semantically gating candidate factors against a dynamic market state description. The model, trained with group relative policy optimization using realized portfolio returns as reward, selects a sparse subset of factors whose economic rationale matches current market conditions. In a 12‑month out‑of‑sample test, Alpha‑R1 achieved annualized returns of 47.87% on the S&P 500 and 40.57% on the CSI 300, with Sharpe ratios of 1.62 and 2.23, demonstrating the effectiveness of semantic factor reranking in non‑stationary markets.
arXiv:2608. 12841v1 Announce Type: cross Abstract: We study recursive self-improvement at the level of quantitative-investment research: whether an autonomous system can use evidence from earlier experiments to improve the hypotheses and candidates proposed in later iterations.
AgenticFinBench is a new benchmark comprising 230 real‑world financial tasks across eight categories, two languages, and four complexity levels, designed to capture the breadth and open‑ended nature of financial AI work. It introduces a reference‑free evaluation framework that uses question‑specific rubrics and a two‑stage claim audit to detect hallucinations, aligning assessment more closely with real‑world financial practice. Experiments on 18 agent configurations show that ignoring hallucinations inflates performance, that harness differences drive evidence grounding more than model differences, and that task complexity reduces quality scores, highlighting challenges in explaining financial impacts and comparing data consistently.