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With the continuous development of artificial intelligence technology, using machine learning technology to predict market trends may no longer be out of reach. In recent years, artificial intelligence has become a research hotspot in the…

Portfolio Management · Quantitative Finance 2024-04-30 Shuochen Bi , Wenqing Bao , Jue Xiao , Jiangshan Wang , Tingting Deng

In this paper, we explore potential uses of generative AI models, such as ChatGPT, for investment portfolio selection. Trusting investment advice from Generative Pre-Trained Transformer (GPT) models is a challenge due to model…

Portfolio Management · Quantitative Finance 2023-08-14 Oleksandr Romanko , Akhilesh Narayan , Roy H. Kwon

The intricate behavior patterns of financial markets are influenced by fundamental, technical, and psychological factors. During times of high volatility and regime shifts causes many traditional strategies like trend-following or…

Computational Finance · Quantitative Finance 2026-01-28 Varun Narayan Kannan Pillai , Akshay Ajith , Sumesh K J

AI tools, particularly large-scale language model (LLM) based applications such as ChatGPT, have the potential to simplify qualitative research. Through semi-structured interviews with seventeen participants, we identified challenges and…

Human-Computer Interaction · Computer Science 2025-05-14 He Zhang , Chuhao Wu , Jingyi Xie , Yao Lyu , Jie Cai , John M. Carroll

The model-based investing using financial factors is evolving as a principal method for quantitative investment. The main challenge lies in the selection of effective factors towards excess market returns. Existing approaches, either…

Human-Computer Interaction · Computer Science 2021-04-26 Xuanwu Yue , Qiao Gu , Deyun Wang , Huamin Qu , Yong Wang

In the rapidly evolving field of business process management, there is a growing need for analytical tools that can transform complex data into actionable insights. This research introduces a novel approach by integrating Large Language…

Computation and Language · Computer Science 2024-05-20 Mehrdad Agha Mohammad Ali Kermani , Hamid Reza Seddighi , Mehrdad Maghsoudi

Formula alpha mining, which generates predictive signals from financial data, is critical for quantitative investment. Although various algorithmic approaches-such as genetic programming, reinforcement learning, and large language…

Artificial Intelligence · Computer Science 2025-08-20 Hongjun Ding , Binqi Chen , Jinsheng Huang , Taian Guo , Zhengyang Mao , Guoyi Shao , Lutong Zou , Luchen Liu , Ming Zhang

The utilisation of AI-driven tools, notably ChatGPT, within academic research is increasingly debated from several perspectives including ease of implementation, and potential enhancements in research efficiency, as against ethical concerns…

Human-Computer Interaction · Computer Science 2024-05-16 Aleksei Turobov , Diane Coyle , Verity Harding

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…

Artificial Intelligence · Computer Science 2026-02-13 Taian Guo , Haiyang Shen , Junyu Luo , Binqi Chen , Hongjun Ding , Jinsheng Huang , Luchen Liu , Yun Ma , Ming Zhang

The increasing use of generative artificial intelligence (GenAI) in qualitative research raises important questions about analytic practice and interpretive authority. This study examines how researchers interact with an Inductive Thematic…

Artificial Intelligence · Computer Science 2026-01-21 Matthew Nyaaba , Min SungEun , Mary Abiswin Apam , Kwame Owoahene Acheampong , Emmanuel Dwamena , Xiaoming Zhai

Factor investing is ultimately grounded in market logic - the latent mechanism behind observed alpha factors that explains why they should persist across assets and regimes. However, recent factor mining prioritizes factor discovery over…

Computational Finance · Quantitative Finance 2026-03-24 Zhangyuhua Weng , Shengli Zhang , Taotao Wang , Yihan Xia

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

Qualitative research, renowned for its in-depth exploration of complex phenomena, often involves time-intensive analysis, particularly during the coding stage. Existing software for qualitative evaluation frequently lacks automatic coding…

Human-Computer Interaction · Computer Science 2024-07-23 He Zhang , Chuhao Wu , Jingyi Xie , Fiona Rubino , Sydney Graver , ChanMin Kim , John M. Carroll , Jie Cai

As Generative AI systems increasingly engage in long-term, personal, and relational interactions, human-AI engagements are becoming significantly complex, making them more challenging to understand and govern. These Interactive AI systems…

Computers and Society · Computer Science 2025-08-26 Yulu Pi , Cagatay Turkay , Daniel Bogiatzis-Gibbons

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. We…

Computational Finance · Quantitative Finance 2026-01-30 Han Yang , Dong Hao , Zhuohan Wang , Qi Shi , Xingtong Li

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

Alphas are stock prediction models capturing trading signals in a stock market. A set of effective alphas can generate weakly correlated high returns to diversify the risk. Existing alphas can be categorized into two classes: Formulaic…

Artificial Intelligence · Computer Science 2021-04-02 Can Cui , Wei Wang , Meihui Zhang , Gang Chen , Zhaojing Luo , Beng Chin Ooi

There are inefficiencies in financial markets, with unexploited patterns in price, volume, and cross-sectional relationships. While many approaches use large-scale transformers, we take a domain-focused path: feed-forward and recurrent…

Portfolio Management · Quantitative Finance 2025-10-15 Sid Ghatak , Arman Khaledian , Navid Parvini , Nariman Khaledian

Artificial intelligence (AI) and large language models (LLM) are reshaping science, with most recent advances culminating in fully-automated scientific discovery pipelines. But qualitative research has been left behind. Researchers in…

Artificial Intelligence · Computer Science 2025-11-13 Stine Beltoft , Lukas Galke

This paper presents a novel approach named Persona-Grouping-Intelligence (PGI), which has been crafted to tackle the challenges posed by GPT models when applied to real-world business issues. PGI leverages the inherent capabilities of the…

Artificial Intelligence · Computer Science 2023-08-28 Aline Ioste