Recently, we introduced a new paradigm for alpha mining in the realm of quantitative investment, developing a new interactive alpha mining system framework, Alpha-GPT. This system is centered on iterative Human-AI interaction based on large language models, introducing a Human-in-the-Loop approach to alpha discovery. In this paper, we present the next-generation Alpha-GPT 2.0 \footnote{Draft. Work in progress}, a quantitative investment framework that further encompasses crucial modeling and analysis phases in quantitative investment. This framework emphasizes the iterative, interactive research between humans and AI, embodying a Human-in-the-Loop strategy throughout the entire quantitative investment pipeline. By assimilating the insights of human researchers into the systematic alpha research process, we effectively leverage the Human-in-the-Loop approach, enhancing the efficiency and precision of quantitative investment research.
From Deep Learning to LLMs: A survey of AI in Quantitative Investment
The Hong Kong University of Science and Technology (Guangzhou)(香港科技大学(广州));IDEA Research, International Digital Economy Academy(国际数字经济学院IDEA研究院);The Hong Kong University of Science and Technology(香港科技大学)
Independent Mobility GPT (IDM-GPT): A Self-Supervised Multi-Agent Large Language Model Framework for Customized Traffic Mobility Analysis Using Machine Learning Models
University of Utah(犹他大学);University of Washington(华盛顿大学)
针对交通大数据分析成本高及隐私问题,研究提出基于大语言模型的多智能体框架 IDM-GPT,通过连接用户、数据库与 ML 模型实现定制化交通分析与管理建议,使非专业用户能近实时获取分析结果,在多项交通任务中表现优异。
AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
University of the Chinese Academy of Sciences(中国科学院大学);Renaissance Era Investment Management Co., Ltd(文艺复兴时代投资管理有限公司);Shangqiu Normal University(商丘师范学院);Institute of Computing Technology, University of Chinese Academy of Sciences(中国科学院大学计算技术研究所);York University(约克大学);University of Toronto(多伦多大学)
Illinois Tech - Chicago Kent College of Law(伊利诺伊理工大学芝加哥肯特法学院);Bucerius Law School(布塞留斯法学院);CodeX - The Stanford Center for Legal Informatics(CodeX——斯坦福法律信息学中心)
AlphaAgent: LLM-Driven Alpha Mining with Regularized Exploration to Counteract Alpha Decay
Sun Yat-sen University(中山大学);University of New South Wales(新南威尔士大学);Nanyang Technological University(南洋理工大学);The Chinese University of Hong Kong, Shenzhen(香港中文大学(深圳))
Beyond Classification: Financial Reasoning in State-of-the-Art Language Models
Seoul National University of Science and Technology(首尔国立科技大学);Seoul National University(首尔国立大学);MODULABS;Yonsei University(延世大学);OneLineAI;Chung-Ang University(中央大学)
Evaluation of ChatGPT Family of Models for Biomedical Reasoning and Classification
Mass General Brigham, Harvard Medical School(麻省总医院布莱根,哈佛医学院);Brigham and Women’s Hospital/Dana-Farber Cancer Institute(布莱根妇女医院/丹娜-法伯癌症研究所);Technische Universität Darmstadt(达姆施塔特工业大学);Maastricht University(马斯特里赫特大学)
Research Entity Extraction and Topic Detection from UKRI Grant Proposals
EPCC, University of Edinburgh, UK(埃克塞特大学埃平中心,英国);Knowledge Media Institute, The Open University, UK(开放大学知识媒体研究所,英国);Institute for Technology and Humanity, University of Cambridge, UK(剑桥大学技术与人类研究所,英国);Centre for Higher Education Transformations, School of Education, University of Bristol, UK(布里斯托大学教育学院高等教育转型中心,英国);University of Oxford, UK(牛津大学,英国)
Quant 4.0: Engineering Quantitative Investment with Automated, Explainable and Knowledge-driven Artificial Intelligence
IDEA Research, International Digital Economy Academy(国际数字经济研究院(IDEA研究院));The Hong Kong University of Science and Technology (Guangzhou)(香港科技大学(广州));The Hong Kong University of Science and Technology(香港科技大学)
Pron vs Prompt: Can Large Language Models already Challenge a World-Class Fiction Author at Creative Text Writing?
School of Computer Science, UNED, Madrid, Spain(计算机科学学院,UNED,马德里,西班牙);Faculty of Education, UCM, Madrid, Spain(教育学院,UCM,马德里,西班牙);Faculty of Philosophy, UNED, Madrid, Spain(哲学学院,UNED,马德里,西班牙)
QuantFactor REINFORCE: Mining Steady Formulaic Alpha Factors with Variance-bounded REINFORCE
Guangdong Provincial Key Laboratory of Brain-Inspired Intelligent Computation, Department of Computer Science and Engineering, Department of Statistics and Data Science, Southern University of Science and Technology(广东脑启发智能计算重点实验室,计算机科学与工程系,统计与数据科学系,南方科技大学);Shenzhen Yujin Hedge Fund Company Limited(深圳尤金对冲基金有限公司);Department of Modern Physics, University of Science and Technology of China(现代物理系,中国科学技术大学)