相关论文: MadEvolve: Evolutionary Optimization of Trading Sy…
Multi-objective evolutionary algorithms (MOEAs) are widely used to solve multi-objective optimization problems. The algorithms rely on setting appropriate parameters to find good solutions. However, this parameter tuning could be very…
The application of Large Language Models (LLMs) for Automated Algorithm Discovery (AAD), particularly for optimisation heuristics, is an emerging field of research. This emergence necessitates robust, standardised benchmarking practices to…
Machine learning driven trading strategies have garnered a lot of interest over the past few years. There is, however, limited consensus on the ideal approach for the development of such trading strategies. Further, most literature has…
Automatic performance tuning (auto-tuning) is essential for optimizing high-performance applications, where vast and irregular search spaces make manual exploration infeasible. While auto-tuners traditionally rely on classical approaches…
Large Language Models (LLMs) are evolving into autonomous trading agents, yet existing benchmarks often overlook the interplay between architectural reasoning and strategy consistency. We propose Strat-LLM, a framework grounded in…
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.…
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…
Tackling complex optimization problems often relies on expert-designed heuristics, typically crafted through extensive trial and error. Recent advances demonstrate that large language models (LLMs), when integrated into well-designed…
Alpha factor mining is a fundamental task in quantitative trading, aimed at discovering interpretable signals that can predict asset returns beyond systematic market risk. While traditional methods rely on manual formula design or heuristic…
Recent work has demonstrated the promise of orchestrating large language models (LLMs) within evolutionary and agentic optimization systems. However, the mechanisms driving these optimization gains remain poorly understood. In this work, we…
This paper investigates how Large Language Models (LLMs) from leading providers (OpenAI, Google, Anthropic, DeepSeek, and xAI) can be applied to quantitative sector-based portfolio construction. We use LLMs to identify investable universes…
Bitcoin is firmly becoming a mainstream asset in our global society. Its highly volatile nature has traders and speculators flooding into the market to take advantage of its significant price swings in the hope of making money. This work…
Geospatial modeling provides critical solutions for pressing global challenges such as sustainability and climate change. Existing large language model (LLM)-based algorithm discovery frameworks, such as AlphaEvolve, excel at evolving…
Evolve-based agent such as AlphaEvolve is one of the notable successes in using Large Language Models (LLMs) to build AI Scientists. These agents tackle open-ended scientific problems by iteratively improving and evolving programs,…
This study utilizes machine learning algorithms to analyze and organize knowledge in the field of algorithmic trading. By filtering a dataset of 136 million research papers, we identified 14,342 relevant articles published between 1956 and…
Online ride-hailing platforms aim to deliver efficient mobility-on-demand services, often facing challenges in balancing dynamic and spatially heterogeneous supply and demand. Existing methods typically fall into two categories:…
In this work, we propose a hybrid variant of the level-based learning swarm optimizer (LLSO) for solving large-scale portfolio optimization problems. Our goal is to maximize a modified formulation of the Sharpe ratio subject to cardinality,…
A new model for evolving Evolutionary Algorithms (EAs) is proposed in this paper. The model is based on the Multi Expression Programming (MEP) technique. Each MEP chromosome encodes an evolutionary pattern that is repeatedly used for…
Test-time scaling has emerged as a promising direction for enhancing the reasoning capabilities of Large Language Models in last few years. In this work, we propose Population-Evolve, a training-free method inspired by Genetic Algorithms to…
Optimizing functions without access to gradients is the remit of black-box methods such as evolution strategies. While highly general, their learning dynamics are often times heuristic and inflexible - exactly the limitations that…