Related papers: Navigating the Alpha Jungle: An LLM-Powered MCTS F…
This study explores how to enhance the reasoning capabilities of large language models (LLMs) in knowledge base question answering (KBQA) by leveraging Monte Carlo Tree Search (MCTS). Semantic parsing-based KBQA methods are particularly…
Alpha mining, a critical component in quantitative investment, focuses on discovering predictive signals for future asset returns in increasingly complex financial markets. However, the pervasive issue of alpha decay, where factors lose…
LLM-powered systems require complex multi-step decision-making abilities to solve real-world tasks, yet current planning approaches face a trade-off between the high latency of inference-time search and the limited generalization of…
Although recent advancements in large language models (LLMs) have significantly improved their performance on various tasks, they still face challenges with complex and symbolic multi-step reasoning, particularly in mathematical reasoning.…
Large language models (LLMs) demonstrate impressive language understanding and contextual learning abilities, making them suitable for natural language processing (NLP) tasks and complex mathematical reasoning. However, when applied to…
Large language models (LLMs) have demonstrated remarkable capabilities in code generation and structured reasoning; however, their performance often degrades on complex tasks that require consistent multi-step planning. Recent work has…
Recent advances demonstrate that increasing inference-time computation can significantly boost the reasoning capabilities of large language models (LLMs). Although repeated sampling (i.e., generating multiple candidate outputs) is a highly…
Automatic Heuristic Design (AHD) is an effective framework for solving complex optimization problems. The development of large language models (LLMs) enables the automated generation of heuristics. Existing LLM-based evolutionary methods…
Reinforcement learning (RL) has successfully automated the complex process of mining formulaic alpha factors, for creating interpretable and profitable investment strategies. However, existing methods are hampered by the sparse rewards…
Large language models (LLMs) show promise for natural language tasks but struggle when applied directly to complex domains like finance. LLMs have difficulty reasoning about and integrating all relevant information. We propose a…
Sparse portfolio optimization is a fundamental yet challenging problem in quantitative finance, since traditional approaches heavily relying on historical return statistics and static objectives can hardly adapt to dynamic market regimes.…
Large Language Models (LLMs) demonstrate impressive capabilities, yet their outputs often suffer from misalignment with human preferences due to the inadequacy of weak supervision and a lack of fine-grained control. Training-time alignment…
Mining of formulaic alpha factors refers to the process of discovering and developing specific factors or indicators (referred to as alpha factors) for quantitative trading in stock market. To efficiently discover alpha factors in vast…
We study alpha factor mining, the automated discovery of predictive signals from noisy, non-stationary market data-under a practical requirement that mined factors be directly executable and auditable, and that the discovery process remain…
Recent advances in large language models (LLMs) have provided new opportunities for decision-making, particularly in the task of automated feature selection. In this paper, we first comprehensively evaluate LLM-based feature selection…
Traditionally, traders and quantitative analysts address alpha decay by manually crafting formulaic alphas, mathematical expressions that identify patterns or signals in financial data, through domain expertise and trial-and-error. This…
Monte Carlo Tree Search (MCTS) is an effective test-time compute scaling (TTCS) method for improving the reasoning performance of large language models, but its highly variable execution time leads to severe long-tail latency in practice.…
Formulaic alpha factor mining is a critical yet challenging task in quantitative investment, characterized by a vast search space and the need for domain-informed, interpretable signals. However, finding novel signals becomes increasingly…
Handcrafting heuristics for solving complex optimization tasks (e.g., route planning and task allocation) is a common practice but requires extensive domain knowledge. Recently, Large Language Model (LLM)-based automatic heuristic design…
Monte Carlo Tree Search (MCTS) is a powerful algorithm for solving complex decision-making problems. This paper presents an optimized MCTS implementation applied to the FrozenLake environment, a classic reinforcement learning task…