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q-fin.CP2025★ 1 cited
R&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization
Yuante Li, Xu Yang, Xiao Yang +4
Financial markets pose fundamental challenges for asset return prediction due to their high dimensionality, non-stationarity, and persistent volatility. Despite advances in large l…
q-fin.CP2024
MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
Junjie Li, Yang Liu, Weiqing Liu +4
Generative models aim to simulate realistic effects of various actions across different contexts, from text generation to visual effects. Despite significant efforts to build real-…