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cs.AI2026
Quant Convergence: Bridging Classical Value Investing and Modern Factor Models for Systematic Equity Selection
Augusto Eiji Yamazaki, Hugo Garrido-Lestache Belinchon
Modern finance relies heavily on complex machine learning models to find patterns in the stock market. However, as these AI models get more complicated, they often memorize short-t…
cs.AI2026
Source-Aware Reranking for Retrieval-Augmented Generation: A Reliability Prior Approach
Yuktha Tata Koganti, Hugo Garrido-Lestache Belinchon
Standard Retrieval-Augmented Generation pipelines rank retrieved documents by semantic similarity alone, without accounting for source provenance or credibility. This work evaluate…