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cs.AI2026
EvoTS-Agent: A Self-Evolving LLM Agent for Financial Time Series Change Point Detection
Lei Jiang, Ye Wei, Xinyu Xi +7
Financial time series exhibit non-stationary and heterogeneous statistical properties, making change-point detection challenging because no single unsupervised algorithm performs c…
cs.AI2026
MOSAIC: Modular Orchestration for Structured Agentic Intelligence and Composition
Yifan Bao, Xinyu Xi, Xinyu Liu +8
Automated data science is a structured model-selection problem. A solution must choose data transformations, feature representations, architecture, training procedure, evaluation p…
cs.AI2025
Structured Agentic Workflows for Financial Time-Series Modeling with LLMs and Reflective Feedback
Yihao Ang, Yifan Bao, Lei Jiang +4
Time-series data is central to decision-making in financial markets, yet building high-performing, interpretable, and auditable models remains a major challenge. While Automated Ma…