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q-fin.PM2026
Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning
Yan Liu, Ye Luo, Zigan Wang +1
Machine learning is central to empirical asset pricing, but portfolio construction still relies on point predictions and largely ignores asset-specific estimation uncertainty. We p…
q-fin.PM2025
Hierarchical AI Multi-Agent Fundamental Investing: Evidence from China's A-Share Market
Chujun He, Zhonghao Huang, Xiangguo Li +5
We present a multi-agent, AI-driven framework for fundamental investing that integrates macro indicators, industry-level and firm-specific information to construct optimized equity…