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Following an analysis of existing AI-related exchange-traded funds (ETFs), we reveal the selection criteria for determining which stocks qualify as AI-related are often opaque and rely on vague phrases and subjective judgments. This paper…

General Finance · Quantitative Finance 2025-01-06 Lennart Ante , Aman Saggu

This paper develops an autonomous framework for systematic factor investing via agentic AI. Rather than relying on sequential manual prompts, our approach operationalizes the model as a self-directed engine that endogenously formulates…

Portfolio Management · Quantitative Finance 2026-04-07 Allen Yikuan Huang , Zheqi Fan

On a periodic basis, publicly traded companies are required to report fundamentals: financial data such as revenue, operating income, debt, among others. These data points provide some insight into the financial health of a company.…

Machine Learning · Statistics 2018-04-27 John Alberg , Zachary C. Lipton

In response to growing demand for resilient and transparent financial instruments, we introduce a novel framework for replicating private equity (PE) performance using liquid, AI-enhanced strategies. Despite historically delivering robust…

Pricing of Securities · Quantitative Finance 2025-10-28 E. Benhamou , JJ. Ohana , B. Guez , E. Setrouk , T. Jacquot

Matching companies and investors is usually considered a highly specialized decision making process. Building an AI agent that can automate such recommendation process can significantly help reduce costs, and eliminate human biases and…

Information Retrieval · Computer Science 2021-11-04 Simerjot Kaur , Ivan Brugere , Andrea Stefanucci , Armineh Nourbakhsh , Sameena Shah , Manuela Veloso

The recruitment of new personnel is one of the most essential business processes which affect the quality of human capital within any company. It is highly essential for the companies to ensure the recruitment of right talent to maintain a…

Machine Learning · Computer Science 2015-04-09 Gaurav Singh Thakur , Anubhav Gupta , Sangita Gupta

Financial performance management is at the core of business management and has historically relied on financial ratio analysis using Balance Sheet and Income Statement data to assess company performance as compared with competitors. Little…

Statistical Finance · Quantitative Finance 2023-11-13 Ricardo Cuervo

With the advent of Web 2.0, various types of data are being produced every day. This has led to the revolution of big data. Huge amount of structured and unstructured data are produced in financial markets. Processing these data could help…

General Finance · Quantitative Finance 2018-11-27 Dhanya Jothimani , Ravi Shankar , Surendra S. Yadav

Long term investment is one of the major investment strategies. However, calculating intrinsic value of some company and evaluating shares for long term investment is not easy, since analyst have to care about a large number of financial…

Machine Learning · Computer Science 2024-04-11 Nikola Milosevic

Company fundamentals are key to assessing companies' financial and overall success and stability. Forecasting them is important in multiple fields, including investing and econometrics. While statistical and contemporary machine learning…

Statistical Finance · Quantitative Finance 2025-06-04 Felix Divo , Eric Endress , Kevin Endler , Kristian Kersting , Devendra Singh Dhami

Stock recommendation is vital to investment companies and investors. However, no single stock selection strategy will always win while analysts may not have enough time to check all S&P 500 stocks (the Standard & Poor's 500). In this paper,…

Trading and Market Microstructure · Quantitative Finance 2025-11-18 Hongyang Yang , Xiao-Yang Liu , Qingwei Wu

Does AI conform to humans, or will we conform to AI? An ethical evaluation of AI-intensive companies will allow investors to knowledgeably participate in the decision. The evaluation is built from nine performance indicators that can be…

Computers and Society · Computer Science 2025-07-11 James Brusseau

As the number of publicly traded companies as well as the amount of their financial data grows rapidly, it is highly desired to have tracking, analysis, and eventually stock selections automated. There have been few works focusing on…

Statistical Finance · Quantitative Finance 2014-06-04 Sercan Arik , Sukru Burc Eryilmaz , Adam Goldberg

In this paper we characterize the performance of venture capital-backed firms based on their ability to attract investment. The aim of the study is to identify relevant predictors of success built from the network structure of firms' and…

Robotic process automation (RPA) is a technology for centralized automation of business processes. RPA automates user interaction with graphical user interfaces, whereby it promises efficiency gains and a reduction of human negligence…

Software Engineering · Computer Science 2020-09-10 Christian Wellmann , Matthias Stierle , Sebastian Dunzer , Martin Matzner

Within the Private Equity (PE) market, the event of a private company undertaking an Initial Public Offering (IPO) is usually a very high-return one for the investors in the company. For this reason, an effective predictive model for the…

Machine Learning · Computer Science 2019-11-26 Giuseppe C. Calafiore , Marisa H. Morales , Vittorio Tiozzo , Giulia Fracastoro , Serge Marquie

We designed a machine learning algorithm that identifies patterns between ESG profiles and financial performances for companies in a large investment universe. The algorithm consists of regularly updated sets of rules that map regions into…

General Finance · Quantitative Finance 2020-04-07 Carmine de Franco , Christophe Geissler , Vincent Margot , Bruno Monnier

We present a multi-agent, AI-driven framework for fundamental investing that integrates macro indicators, industry-level and firm-specific information to construct optimized equity portfolios. The architecture comprises: (i) a Macro agent…

Portfolio Management · Quantitative Finance 2025-10-27 Chujun He , Zhonghao Huang , Xiangguo Li , Ye Luo , Kewei Ma , Yuxuan Xiong , Xiaowei Zhang , Mingyang Zhao

On a periodic basis, publicly traded companies report fundamentals, financial data including revenue, earnings, debt, among others. Quantitative finance research has identified several factors, functions of the reported data that…

Statistical Finance · Quantitative Finance 2020-07-16 Lakshay Chauhan , John Alberg , Zachary C. Lipton

This project investigates the interplay of technical, market, and statistical factors in predicting stock market performance, with a primary focus on S&P 500 companies. Utilizing a comprehensive dataset spanning multiple years, the analysis…

Statistical Finance · Quantitative Finance 2024-12-18 Jiajun Gu , Zichen Yang , Xintong Lin , Sixun Chen , YuTing Lu
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