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Monte Carlo Tree Search (MCTS) based methods provide promising approaches for generating synthetic data to enhance the self-training of Large Language Model (LLM) based multi-agent systems (MAS). These methods leverage Q-values to estimate…

Large language models (LLMs) often struggle with complex reasoning tasks due to their limitations in addressing the vast reasoning space and inherent ambiguities of natural language. We propose the Mixture-of-Search-Agents (MoSA) paradigm,…

The discovery of patterns that accurately discriminate one class label from another remains a challenging data mining task. Subgroup discovery (SD) is one of the frameworks that enables to elicit such interesting hypotheses from labeled…

Monte-Carlo Tree Search (MCTS) is a class of methods for solving complex decision-making problems through the synergy of Monte-Carlo planning and Reinforcement Learning (RL). The highly combinatorial nature of the problems commonly…

This paper introduces a Large Language Model (LLM)-based multi-agent framework designed to enhance anomaly detection within financial market data, tackling the longstanding challenge of manually verifying system-generated anomaly alerts.…

Large language models (LLMs) are increasingly used to automate feature engineering in tabular learning. Given task-specific information, LLMs can propose diverse feature transformation operations to enhance downstream model performance.…

Few real-world hybrid systems are amenable to formal verification, due to their complexity and black box components. Optimization-based falsification---a methodology of search-based testing that employs stochastic optimization---is…

Large Language Models (LLMs) have recently been leveraged for asset pricing tasks and stock trading applications, enabling AI agents to generate investment decisions from unstructured financial data. However, most evaluations of LLM…

The remarkable achievements and rapid advancements of Large Language Models (LLMs) such as ChatGPT and GPT-4 have showcased their immense potential in quantitative investment. Traders can effectively leverage these LLMs to analyze financial…

This paper introduces the MCT Self-Refine (MCTSr) algorithm, an innovative integration of Large Language Models (LLMs) with Monte Carlo Tree Search (MCTS), designed to enhance performance in complex mathematical reasoning tasks. Addressing…

Large Language Models (LLMs) harness extensive data from the Internet, storing a broad spectrum of prior knowledge. While LLMs have proven beneficial as decision-making aids, their reliability is hampered by limitations in reasoning,…

Large language models (LLMs) are increasingly deployed in agentic frameworks, in which prompts trigger complex tool-based analysis in pursuit of a goal. While these frameworks have shown promise across multiple domains including in finance,…

Tree search has become as a representative framework for test-time reasoning with large language models (LLMs), exemplified by methods such as Tree-of-Thought and Monte Carlo Tree Search. However, it remains difficult to provide instant and…

Large language models (LLMs) have demonstrated their remarkable capacity across a variety of tasks. However, reasoning remains a challenge for LLMs. To improve LLMs' reasoning ability, process supervision has proven to be better than…

Algorithms are the engine for reproducible problem-solving. We present a framework automating algorithm discovery by conceptualizing them as sequences of operations, represented as tokens. These computational tokens are chained using a…

Feature transformation aims to reconstruct the feature space of raw features to enhance the performance of downstream models. However, the exponential growth in the combinations of features and operations poses a challenge, making it…

Large Language Models (LLMs) often struggle with generating truly innovative ideas, typically defaulting to high-probability, familiar concepts within their training data's "gravity wells." While advanced search-based methods like Tree of…

The financial domain presents a complex environment for stock market prediction, characterized by volatile patterns and the influence of multifaceted data sources. Traditional models have leveraged either Convolutional Neural Networks (CNN)…

A burgeoning area within reinforcement learning (RL) is the design of sequential decision-making agents centered around large language models (LLMs). While autonomous decision-making agents powered by modern LLMs could facilitate numerous…

Financial metrics like the Sharpe ratio are pivotal in evaluating investment performance by balancing risk and return. However, traditional metrics often struggle with robustness and generalization, particularly in dynamic and volatile…