3 accepted papers
We present a novel three-stage framework leveraging Large Language Models (LLMs) within a risk-aware multi-agent system for automate strategy finding in quantitative finance. Our approach addresses the brittleness of traditional deep learning models in financial applications by: employing prompt-eng
Multimodal Large Language Models (MLLMs) have experienced rapid development in recent years. However, in the financial domain, there is a notable lack of effective and specialized multimodal evaluation datasets. To advance the development of MLLMs in the finance domain, we introduce FinMME, encompas…
Unsupervised Graph Domain Adaptation (UGDA) leverages labeled source domain graphs to achieve effective performance in unlabeled target domains despite distribution shifts. However, existing methods often yield suboptimal results due to the entanglement of causal-spurious features and the failure of…