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FactorMAD: A Multi-Agent Debate Framework Based on Large Language Models for Interpretable Stock Alpha Factor Mining

International Conference on AI in Finance
In quantitative investment, alpha factor mining plays a crucial role in predicting stock returns. Traditional approaches rely on human experts to design factors based on financial intuition.
Yitong Duan, Chuheng Zhang, Jian Li
semanticscholar   +1 more source

Symbolic AI Approaches: Wolfram|Alpha and Context-Free Grammar

Wilmott Magazine
This series of four articles will take a deep dive into the world of artificial intelligence (AI) with a view of its current and potential applications in finance.
Wolfram Wolfram
semanticscholar   +1 more source

Interpretable Machine Learning for Macro Alpha: A News Sentiment Case Study

arXiv.org
This study introduces an interpretable machine learning (ML) framework to extract macroeconomic alpha from global news sentiment. We process the Global Database of Events, Language, and Tone (GDELT) Project's worldwide news feed using FinBERT -- a ...
Yu-Ke Zhang
semanticscholar   +1 more source

Multi-Agent LLM Framework for Formulaic Alpha Generation and Selection in Quantitative Trading

BigData Congress [Services Society]
This study proposes a multi-agent Large Language Model (LLM) framework for formulaic alpha generation and selection in quantitative finance. In this context, an alpha refers to a predictive trading signal or mathematical expression designed to capture ...
Qizhao Chen, Hiroaki Kawashima
semanticscholar   +1 more source

The Effect of Social Media on Corporate Innovation: Evidence from Seeking Alpha Coverage

Management Sciences
Seeking Alpha (SA) is the most popular crowdsourced social media platform specializing in the financial analysis of U.S. firms, and it attracts over 17 million visitors per month.
Qi-Yang He   +3 more
semanticscholar   +1 more source

Look-Ahead-Bench: a Standardized Benchmark of Look-ahead Bias in Point-in-Time LLMs for Finance

arXiv.org
We introduce Look-Ahead-Bench, a standardized benchmark measuring look-ahead bias in Point-in-Time (PiT) Large Language Models (LLMs) within realistic and practical financial workflows.
Mostapha Benhenda
semanticscholar   +1 more source

Alpha Discovery via Grammar-Guided Learning and Search

arXiv.org
Automatically discovering formulaic alpha factors is a central problem in quantitative finance. Existing methods often ignore syntactic and semantic constraints, relying on exhaustive search over unstructured and unbounded spaces.
Han-Lin Yang   +4 more
semanticscholar   +1 more source

AlphaPROBE: Alpha Mining via Principled Retrieval and On-graph biased evolution

arXiv.org
Extracting signals through alpha factor mining is a fundamental challenge in quantitative finance. Existing automated methods primarily follow two paradigms: Decoupled Factor Generation, which treats factor discovery as isolated events, and Iterative ...
Taian Guo   +8 more
semanticscholar   +1 more source

Innovation in the Quality of Returns and Alpha Strategies of China's A-shares under the Background of Digital Finance

Journal of Statistics and Economics
The rapid development of digital finance has profoundly transformed the ecosystem of China's A-share market, providing a new path for enhancing the quality of returns and optimizing Alpha strategies. This article, through theoretical analysis, explores how digital financial technology can enhance the quality of A-share returns by improving information ...
openaire   +1 more source

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