2 papers
cs.MA2026
QRAFTI: An Agentic Framework for Empirical Research in Quantitative Finance
Terence Lim, Kumar Muthuraman, Michael Sury
We introduce a multi-agent framework intended to emulate parts of a quantitative research team and support equity factor research on large financial panel datasets. QRAFTI integrat…
stat.ML2026
Mini-Batch Covariance, Diffusion Limits, and Oracle Complexity in Stochastic Gradient Descent: A Sampling-Design Perspective
Daniel Zantedeschi, Kumar Muthuraman
Stochastic gradient descent (SGD) is central to simulation optimization, stochastic programming, and online M-estimation, where sampling effort is a decision variable. We study the…