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While traditional equity factor investing relies heavily on slow-moving fundamental accounting metrics, these models frequently suffer from factor crowding and miss real-time, sentiment-driven market dislocations. This study explores how…

Statistical Finance · Quantitative Finance 2026-05-22 Jin Du , Alexander Walter , Maxim Ulrich

Large scale reinforcement learning has become a central tool for improving reasoning in large language models. At this scale, generation is often lagged or asynchronous, so updates are performed on data collected by older policies. This…

Machine Learning · Computer Science 2026-05-28 Otmane Sakhi , Aleksei Arzhantsev , Imad Aouali , Flavian Vasile

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

Training large-scale recommendation models under a single global objective implicitly assumes homogeneity across user populations. However, real-world data are composites of heterogeneous cohorts with distinct conditional distributions. As…

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

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,…

Statistical Finance · Quantitative Finance 2025-07-14 Dimitrios Emmanoulopoulos , Ollie Olby , Justin Lyon , Namid R. Stillman

Cryptocurrency trading is a challenging task requiring the integration of heterogeneous data from multiple modalities. Traditional deep learning and reinforcement learning approaches typically demand large training datasets and encode…

Trading and Market Microstructure · Quantitative Finance 2025-09-22 Siyi Wu , Junqiao Wang , Zhaoyang Guan , Leyi Zhao , Xinyuan Song , Xinyu Ying , Dexu Yu , Jinhao Wang , Hanlin Zhang , Michele Pak , Yangfan He , Yi Xin , Jianhui Wang , Tianyu Shi

This article explores dynamic factor allocation by analyzing the cyclical performance of factors through regime analysis. The authors focus on a U.S. equity investment universe comprising seven long-only indices representing the market and…

Portfolio Management · Quantitative Finance 2024-10-22 Yizhan Shu , John M. Mulvey

The lead-lag effect, where the price movement of one asset systematically precedes that of another, has been widely observed in financial markets and conveys valuable predictive signals for trading. However, traditional lead-lag detection…

Computational Engineering, Finance, and Science · Computer Science 2025-11-04 Wanyun Zhou , Saizhuo Wang , Mihai Cucuringu , Zihao Zhang , Xiang Li , Jian Guo , Chao Zhang , Xiaowen Chu

Stochastic portfolio theory aims at finding relative arbitrages, i.e. trading strategies which outperform the market with probability one. Functionally generated portfolios, which are deterministic functions of the market weights, are an…

Mathematical Finance · Quantitative Finance 2021-01-19 Patrick Mijatovic

Software logging is critical for system observability, yet developers face a dual crisis of costly overlogging and risky underlogging. Existing automated logging tools often overlook the fundamental whether-to-log decision and struggle with…

Software Engineering · Computer Science 2025-11-25 Renyi Zhong , Yintong Huo , Wenwei Gu , Yichen Li , Michael R. Lyu

Sentiment analysis, widely used in product reviews, also impacts financial markets by influencing asset prices through microblogs and news articles. Despite research in sentiment-driven finance, many studies focus on sentence-level…

We demonstrate that a modification of the classical index calculus algorithm can be used to factor integers. More generally, we reduce the factoring problem to finding an overdetermined system of multiplicative relations in any factor base…

Number Theory · Mathematics 2023-07-21 Katherine E. Stange

In the era of rapid Internet and social media platform development, individuals readily share their viewpoints online. The overwhelming quantity of these posts renders comprehensive analysis impractical. This necessitates an efficient…

Computation and Language · Computer Science 2024-09-27 Chung-Chi Chen , Hen-Hsen Huang , Hsin-Hsi Chen , Hiroya Takamura , Ichiro Kobayashi , Yusuke Miyao

Retrieval-Augmented Generation (RAG) lifts the factuality of Large Language Models (LLMs) by injecting external knowledge, yet it falls short on problems that demand multi-step inference; conversely, purely reasoning-oriented approaches…

As the interest in Artificial Intelligence continues to grow it is becoming more and more important to investigate formalization and tools that allow us to exploit logic to reason about the world. In particular, given the increasing number…

Artificial Intelligence · Computer Science 2019-09-19 Francesco Fabiano

We enable aProbLog---a probabilistic logical programming approach---to reason in presence of uncertain probabilities represented as Beta-distributed random variables. We achieve the same performance of state-of-the-art algorithms for highly…

Artificial Intelligence · Computer Science 2018-11-16 Federico Cerutti , Lance Kaplan , Angelika Kimmig , Murat Sensoy

Current labor markets are strongly affected by the economic forces of adverse selection, moral hazard, and reputation, each of which arises due to $\textit{incomplete information}$. These economic forces will still be influential after AI…

Artificial Intelligence · Computer Science 2025-05-27 Simpson Zhang , Tennison Liu , Mihaela van der Schaar

Collaborative information from user-item interactions is a fundamental source of signal in successful recommender systems. Recently, researchers have attempted to incorporate this knowledge into large language model-based recommender…

Information Retrieval · Computer Science 2026-03-24 Shahrooz Pouryousef , Ali Montazeralghaem

This paper presents a portfolio construction process, including mainly two parts, Factors Selection and Weight Allocations. For the factors selection part, We have chosen 20 factors by considering three aspects, the global market, different…

Portfolio Management · Quantitative Finance 2023-11-09 Fanyu Zhao
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