A new paper introduces Agentic Empirical Asset Pricing (AEAP), a paradigm where LLM agents autonomously conduct the scientific discovery process for asset pricing. The research defines AEAP, outlines its core components, and proposes a rigorous evaluation standard for these autonomous discovery systems, moving beyond just backtesting outputs. The paper also presents a reference architecture and a method for out-of-sample backtesting of the discovery system itself, highlighting potential evaluation pitfalls through negative findings and limitations. AI
IMPACT Introduces a novel framework for autonomous scientific discovery in finance using LLM agents.
RANK_REASON The cluster contains a research paper published on arXiv detailing a new methodology. [lever_c_demoted from research: ic=1 ai=1.0]
- Agentic Empirical Asset Pricing
- alphaXiv
- arXiv
- CatalyzeX
- DagsHub
- Gotit.pub
- Hugging Face
- LLM agents
- ScienceCast
- Sead Kolašinac
- US equity
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