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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

We introduce a new agentic artificial intelligence (AI) platform for portfolio management. Our architecture consists of three layers. First, two large language model (LLM) agents are assigned specialized tasks: one agent screens for firms…

Portfolio Management · Quantitative Finance 2026-03-25 Mehmet Caner , Agostino Capponi , Nathan Sun , Jonathan Y. Tan

The emergence of agentic artificial intelligence (AI) represents a fundamental transformation in financial markets, characterized by autonomous systems capable of reasoning, planning, and adaptive decision-making with minimal human…

Traditional models of market efficiency assume that equity prices incorporate information based on content alone, often neglecting the structural influence of reporting timing and cadence. This study introduces the Autonomous Disclosure…

Computational Finance · Quantitative Finance 2026-02-23 Krishna Neupane

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

Prediction markets allow users to trade on outcomes of real-world events, but are prone to fragmentation through overlapping questions, implicit equivalences, and hidden contradictions across markets. We present an agentic AI pipeline that…

Artificial Intelligence · Computer Science 2025-12-03 Agostino Capponi , Alfio Gliozzo , Brian Zhu

We present a novel three-stage framework leveraging Large Language Models (LLMs) within a risk-aware multi-agent system for automate strategy finding in quantitative finance. Our approach addresses the brittleness of traditional deep…

Portfolio Management · Quantitative Finance 2025-11-04 Zhizhuo Kou , Holam Yu , Junyu Luo , Jingshu Peng , Xujia Li , Chengzhong Liu , Juntao Dai , Lei Chen , Sirui Han , Yike Guo

In this paper we seek to demonstrate the predictability of stock market returns and explain the nature of this return predictability. To this end, we introduce investors with different investment horizons into the news-driven, analytic,…

General Finance · Quantitative Finance 2016-03-30 Dimitri Kroujiline , Maxim Gusev , Dmitry Ushanov , Sergey V. Sharov , Boris Govorkov

Making consistently profitable financial decisions in a continuously evolving and volatile stock market has always been a difficult task. Professionals from different disciplines have developed foundational theories to anticipate price…

Machine Learning · Computer Science 2025-11-11 Ruoyu Guo , Haochen Qiu , Xuelun Hou

MarketSenseAI is a novel framework for holistic stock analysis which leverages Large Language Models (LLMs) to process financial news, historical prices, company fundamentals and the macroeconomic environment to support decision making in…

Computational Finance · Quantitative Finance 2025-10-06 George Fatouros , Kostas Metaxas , John Soldatos , Manos Karathanassis

Conventional algorithmic trading systems are grounded in deterministic heuristics or offline-trained statistical models that cannot adapt to the semantic complexity of rapidly shifting market regimes. This paper introduces AGENTICAITA, an…

Trading and Market Microstructure · Quantitative Finance 2026-05-14 Ivan Letteri

Stock trading is one of the popular ways for financial management. However, the market and the environment of economy is unstable and usually not predictable. Furthermore, engaging in stock trading requires time and effort to analyze,…

Machine Learning · Computer Science 2025-05-20 Yunfei Luo , Zhangqi Duan

Automated alpha discovery is difficult because the search space of formulaic factors is combinatorial, the signal-to-noise ratio in daily equity data is low, and unconstrained program generation is operationally unsafe. We present Hubble,…

Artificial Intelligence · Computer Science 2026-04-15 Runze Shi , Shengyu Yan , Yuecheng Cai , Chengxi Lv

The internet has changed the way we live, work and take decisions. As it is the major modern resource for research, detailed data on internet usage exhibits vast amounts of behavioral information. This paper aims to answer the question…

Econometrics · Economics 2022-06-02 Christopher Bockel-Rickermann

Stock return predictability is an important research theme as it reflects our economic and social organization, and significant efforts are made to explain the dynamism therein. Statistics of strong explanative power, called "factor" have…

Statistical Finance · Quantitative Finance 2020-11-26 Kei Nakagawa , Masaya Abe , Junpei Komiyama

Using an artificial neural network (ANN), a fixed universe of approximately 1500 equities from the Value Line index are rank-ordered by their predicted price changes over the next quarter. Inputs to the network consist only of the ten prior…

General Finance · Quantitative Finance 2008-12-02 J. B. Satinover , D. Sornette

In this paper, we propose an Agentic Artificial Intelligence (AI) framework for wireless networks. The framework coordinates a pool of AI agents guided by Natural Language (NL) inputs from a human operator. At its core, the super agent is…

Networking and Internet Architecture · Computer Science 2026-04-07 Md Arafat Habib , Medhat Elsayed , Majid Bavand , Pedro Enrique Iturria Rivera , Yigit Ozcan , Melike Erol-Kantarci

We study whether generative AI can automate feature discovery in U.S. equities. Using large language models with retrieval-augmented generation and structured/programmatic prompting, we synthesize economically motivated features from…

Statistical Finance · Quantitative Finance 2026-02-03 Keywan Christian Rasekhschaffe

To reject the Efficient Market Hypothesis a set of 5 technical indicators and 23 fundamental indicators was identified to establish the possibility of generating excess returns on the stock market. Leveraging these data points and various…

Statistical Finance · Quantitative Finance 2021-03-17 Jaideep Singh , Matloob Khushi

This paper introduces StockGPT, an autoregressive ``number'' model trained and tested on 70 million daily U.S.\ stock returns over nearly 100 years. Treating each return series as a sequence of tokens, StockGPT automatically learns the…

Computational Finance · Quantitative Finance 2024-10-24 Dat Mai
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