Cover Image

Beyond Prompting: An Autonomous Framework for Systematic Factor Investing via Agentic AI

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Huang, Allen Yikuan, Fan, Zheqi
Format:	Preprint
Published:	2026
Subjects:	Portfolio Management General Finance Pricing of Securities
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Evaluating Investment Risks in LATAM AI Startups: Ranking of Investment Potential and Framework for Valuation
by: Ramos-Torres, Abraham, et al.
Published: (2024)

ChatGPT in Systematic Investing -- Enhancing Risk-Adjusted Returns with LLMs
by: Anic, Nikolas, et al.
Published: (2025)

Identifying Risk Variables From Raw ESG Data Using Its Hierarchical Structure
by: Chen, Zhi, et al.
Published: (2025)

Market-Based Portfolio Variance
by: Olkhov, Victor
Published: (2025)

Expressions of Market-Based Correlations Between Prices and Returns of Two Assets
by: Olkhov, Victor
Published: (2024)

Volatility Depends on Market Trades and Macro Theory
by: Olkhov, Victor
Published: (2020)

To VaR, or Not to VaR, That is the Question
by: Olkhov, Victor
Published: (2021)

The Virtue of Sparsity in Complexity
by: Afsharhajari, Nima, et al.
Published: (2026)

Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litecoin, and Monero
by: Sovbetov, Yhlas
Published: (2025)

Common Risk Factors in Decentralized AI Subnets
by: Maymin, Philip Z.
Published: (2026)

Bridging Stochastic Control and Deep Hedging: Structural Priors for No-Transaction Band Networks
by: Arzel, Jules, et al.
Published: (2026)

Randomization of Short-Rate Models, Analytic Pricing and Flexibility in Controlling Implied Volatilities
by: Grzelak, Lech A.
Published: (2022)

StockGPT: A GenAI Model for Stock Prediction and Trading
by: Mai, Dat
Published: (2024)

Cross-Stock Predictability via LLM-Augmented Semantic Networks
by: Huang, Yikuan, et al.
Published: (2026)

Signature approach for pricing and hedging path-dependent options with frictions
by: Jaber, Eduardo Abi, et al.
Published: (2025)

Music as an Asset Class
by: Stoikov, Sasha, et al.
Published: (2026)

Sizing the Risk: Kelly, VIX, and Hybrid Approaches in Put-Writing on Index Options
by: Wysocki, Maciej
Published: (2025)

From Hypotheses to Factors: Constrained LLM Agents in Cryptocurrency Markets
by: Huang, Yikuan, et al.
Published: (2026)

Risk valuation of quanto derivatives on temperature and electricity
by: Alfonsi, Aurélien, et al.
Published: (2023)

Shifting the yield curve for fixed-income and derivatives portfolios
by: Bianchi, Michele Leonardo, et al.
Published: (2024)

RVRAE: A Dynamic Factor Model Based on Variational Recurrent Autoencoder for Stock Returns Prediction
by: Wang, Yilun, et al.
Published: (2024)

Loss-Versus-Rebalancing under Deterministic and Generalized block-times
by: Nezlobin, Alex, et al.
Published: (2025)

Re(Visiting) Time Series Foundation Models in Finance
by: Rahimikia, Eghbal, et al.
Published: (2025)

Event-Driven Market Co-Movement Dynamics in Critical Mineral Equities: An Empirical Framework Using Change Point Detection and Cross-Sectional Analysis
by: Wang, Haibo
Published: (2026)

Bimodal Dynamics of the Artificial Limit Order Book Stock Exchange with Autonomous Traders
by: Steinbacher, Matej, et al.
Published: (2025)

Automate Strategy Finding with LLM in Quant Investment
by: Kou, Zhizhuo, et al.
Published: (2024)

Building Trust in Illiquid Markets: an AI-Powered Replication of Private Equity Funds
by: Benhamou, E., et al.
Published: (2025)

Automated Market Making and Arbitrage Profits in the Presence of Fees
by: Milionis, Jason, et al.
Published: (2023)

Automated Market Making and Loss-Versus-Rebalancing
by: Milionis, Jason, et al.
Published: (2022)

Revisiting the Structure of Trend Premia: When Diversification Hides Redundancy
by: Etienne, Alban, et al.
Published: (2025)

Common Idiosyncratic Quantile Factors and Asset Prices
by: Barunik, Jozef, et al.
Published: (2022)

Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions
by: Olkhov, Victor
Published: (2023)

Sovereign Debt Default and Climate Risk
by: Barucci, Emilio, et al.
Published: (2025)

Autonomous Market Intelligence: Agentic AI Nowcasting Predicts Stock Returns
by: Chen, Zefeng, et al.
Published: (2026)

Crypto Pricing with Hidden Factors
by: Brigida, Matthew
Published: (2026)

Theoretical Frameworks for Integrating Sustainability Factors into Institutional Investment Decision-Making
by: Alhamis, Innocentus
Published: (2025)

On options-driven realized volatility forecasting: Information gains via rough volatility model
by: Fan, Zheqi, et al.
Published: (2026)

ESG Signaling on Wall Street in the AI Era
by: Chu, Qionghua
Published: (2025)

Fundamentals of Perpetual Futures
by: He, Songrun, et al.
Published: (2022)

Risks of heterogeneously persistent higher moments
by: Barunik, Jozef, et al.
Published: (2021)