Papers by Xujia Li
Automate Strategy Finding with LLM in Quant Investment (2025.findings-emnlp)
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Zhizhuo Kou, Holam Yu, Junyu Luo, Jingshu Peng, Xujia Li, Chengzhong Liu, Juntao Dai, Lei Chen, Sirui Han, Yike Guo
| Challenge: | Experimental results demonstrate robust performance of the strategy in Chinese & US market regimes compared to established benchmarks. |
| Approach: | They propose a framework leveraging Large Language Models within a risk-aware multi-agent system for automate strategy finding in quantitative finance. |
| Outcome: | The proposed framework outperforms all benchmarks in Chinese & US market regimes with 53.17% cumulative return on SSE50. |