4 papers
From Hypotheses to Factors: Constrained LLM Agents in Cryptocurrency Markets
Yikuan Huang, Zheqi Fan, Kaiqi Hu +1
LLM agents are promising tools for empirical discovery, but their flexibility can also turn discovery into uncontrolled search. We study how to use agents under a reproducible prot…
Cross-Stock Predictability via LLM-Augmented Semantic Networks
Yikuan Huang, Zheqi Fan, Kaiqi Hu +1
Text-based financial networks are increasingly used to study cross-stock return predictability. A common approach constructs links from similarities in firms' disclosure embeddings…
On options-driven realized volatility forecasting: Information gains via rough volatility model
Zheqi Fan, Meng Melody Wang, Yifan Ye
We examine whether model-based spot volatility estimators extracted from traded options data enhance the predictive power of the Heterogeneous Autoregressive (HAR) model for realiz…
Beyond Prompting: An Autonomous Framework for Systematic Factor Investing via Agentic AI
Allen Yikuan Huang, Zheqi Fan
This paper develops an autonomous framework for systematic factor investing via agentic AI. Rather than relying on sequential manual prompts, our approach operationalizes the model…