4 papers
FlagGAM: Rule-Basis Generalized Additive Models for Explainable Tabular Prediction
Zijie Zhao, Roy E. Welsch
Tabular applications often require inspectable prediction rules and stable behavior when records are incomplete. We propose FlagGAM, a rule-basis framework that separates feature-l…
Point-in-Time Financial RAG with Frozen LLMs and Market-Feedback Adaptive Retrieval
Zijie Zhao, Roy E. Welsch
Financial retrieval-augmented generation (RAG) systems typically rank evidence by textual relevance, but in financial markets evidence utility depends on event type, forecast horiz…
Aligning LLMs with Human Instructions and Stock Market Feedback in Financial Sentiment Analysis
Zijie Zhao, Roy E. Welsch
Financial sentiment analysis is crucial for trading and investment decision-making. This study introduces an adaptive retrieval augmented framework for Large Language Models (LLMs)…
Hierarchical Reinforced Trader (HRT): A Bi-Level Approach for Optimizing Stock Selection and Execution
Zijie Zhao, Roy E. Welsch
Automated equity trading requires converting noisy market and news signals into executable portfolio decisions under risk, turnover, and transaction costs. We propose Hierarchical…