QRAFTI is a multi-agent framework using tool-calling and reflection-based planning to emulate quant research tasks like factor replication and signal testing on financial data.
Proceedings of the 6th ACM International Conference on AI in Finance , pages =
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
years
2026 2verdicts
UNVERDICTED 2representative citing papers
SPO-based DFL induces prediction inflation and excessive turnover in portfolio optimization because decisions act as ranking over adjusted marginal scores, with clipping, rescaling, and partial adjustment as mitigations.
citing papers explorer
-
QRAFTI: An Agentic Framework for Empirical Research in Quantitative Finance
QRAFTI is a multi-agent framework using tool-calling and reflection-based planning to emulate quant research tasks like factor replication and signal testing on financial data.
-
Decision-Induced Ranking Explains Prediction Inflation and Excessive Turnover in SPO-Based Portfolio Optimization
SPO-based DFL induces prediction inflation and excessive turnover in portfolio optimization because decisions act as ranking over adjusted marginal scores, with clipping, rescaling, and partial adjustment as mitigations.