Stock price forecasting is a long-standing challenge in computational finance, driven by the inherent randomness of markets and complex temporal patterns. While recent deep-learning models have raised forecasting accuracy by jointly modeling inter-stock and temporal price dynamics, they conflate inter-stock relationshi...
Heng-Yi Yang, Si-Da Lin, Yi-Yan Qi et al.· 0 citations
This survey reviews agentic quantitative trading across five stages: factor mining, signal discovery, portfolio construction, order execution, and risk management, and finds that current systems remain concentrated on signal discovery, while complete integration with portfolio construction, execution, and risk control...
Feng-Rui Hua, Heng-Yi Yang, Xinqing Hao et al.· 1 citation
CostAda is introduced, a cost-calibrated adaptive controller built around a cost-calibrated frontier utility that reaches the strongest baseline's full-budget quality with at most half the budget on twelve of sixteen benchmark--backbone pairs while achieving the strongest mean final quality on all eight benchmarks unde...
Yansen Zhang, Yilu Liu, Tianyu Liu et al.· arXiv.org· 0 citations
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