arXiv subjects

Hongkang Zhang

Publications and source records attributed to Hongkang Zhang.

5 recordsLinked to original sources

arXiv2026

FactorMiner: A Self-Evolving Agent with Skills and Experience Memory for Financial Alpha Discovery

Formulaic alpha factor mining is a critical yet challenging task in quantitative investment, characterized by a vast search space and the need for domain-informed, interpretable signals. However, finding novel signals becomes increasingly difficult as the library grows due to high redundancy. We propose FactorMiner, a lightweight and flexible self-evolving agent framework designed to navigate this complex landscape through continuous knowledge accumulation. FactorMiner combines a Modular Skill Architecture that encapsulates systematic financial evaluation into executable tools with a structured Experience Memory that distills historical mining trials into actionable insights (successful patterns and failure constraints). By instantiating the Ralph Loop paradigm -- retrieve, generate, evaluate, and distill -- FactorMiner iteratively uses memory priors to guide exploration, reducing redundant search while focusing on promising directions. Experiments on multiple datasets across different assets and Markets show that FactorMiner constructs a diverse library of high-quality factors with competitive performance, while maintaining low redundancy among factors as the library scales. Overall, FactorMiner provides a practical approach to scalable discovery of interpretable formulaic alpha factors under the "Correlation Red Sea" constraint.

q-fin.TR↗

arXiv2026

AgentIF-OneDay: A Task-level Instruction-Following Benchmark for General AI Agents in Daily Scenarios

The capacity of AI agents to effectively handle tasks of increasing duration and complexity continues to grow, demonstrating exceptional performance in coding, deep research, and complex problem-solving evaluations. However, in daily scenarios, the perception of these advanced AI capabilities among general users remains limited. We argue that current evaluations prioritize increasing task difficulty without sufficiently addressing the diversity of agentic tasks necessary to cover the daily work, life, and learning activities of a broad demographic. To address this, we propose AgentIF-OneDay, aimed at determining whether general users can utilize natural language instructions and AI agents to complete a diverse array of daily tasks. These tasks require not only solving problems through dialogue but also understanding various attachment types and delivering tangible file-based results. The benchmark is structured around three user-centric categories: Open Workflow Execution, which assesses adherence to explicit and complex workflows; Latent Instruction, which requires agents to infer implicit instructions from attachments; and Iterative Refinement, which involves modifying or expanding upon ongoing work. We employ instance-level rubrics and a refined evaluation pipeline that aligns LLM-based verification with human judgment, achieving an 80.1% agreement rate using Gemini-3-Pro. AgentIF-OneDay comprises 104 tasks covering 767 scoring points. We benchmarked four leading general AI agents and found that agent products built based on APIs and ChatGPT agents based on agent RL remain in the first tier simultaneously. Leading LLM APIs and open-source models have internalized agentic capabilities, enabling AI application teams to develop cutting-edge Agent products.

cs.CL↗

arXiv2025

VFEM: Visual Feature Empowered Multivariate Time Series Forecasting with Cross-Modal Fusion

Large time series foundation models often adopt channel-independent architectures to handle varying data dimensions, but this design ignores crucial cross-channel dependencies. Meanwhile, existing cross-modal methods predominantly rely on textual modalities, leaving the spatial pattern recognition capabilities of vision models underexplored for time series analysis. To address these limitations, we propose VFEM, a cross-modal forecasting model that leverages pre-trained large vision models (LVMs) to capture complex cross-variable patterns. VFEM transforms multivariate time series into visual representations, enabling LVMs to perceive spatial relationships that are not explicitly modeled by channel-independent models. Through a dual-branch architecture, visual and temporal features are independently extracted and then fused via cross-modal attention, allowing complementary information from both modalities to enhance forecasting. By freezing the LVM and training only 7.45% of the total parameters, VFEM achieves competitive performance on multiple benchmarks, offering a new perspective on multivariate time series forecasting.

cs.LG↗

arXiv2025

FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model

Financial time series forecasting is both highly significant and challenging. Previous approaches typically standardized time series data before feeding it into forecasting models, but this encoding process inherently leads to a loss of important information. Moreover, past time series models generally require fixed numbers of variables or lookback window lengths, which further limits the scalability of time series forecasting. Besides, the interpretability and the uncertainty in forecasting remain areas requiring further research, as these factors directly impact the reliability and practical value of predictions. To address these issues, we first construct a diverse financial image-text dataset (FVLDB) and develop the Uncertainty-adjusted Group Relative Policy Optimization (UARPO) method to enable the model not only output predictions but also analyze the uncertainty of those predictions. We then proposed FinZero, a multimodal pre-trained model finetuned by UARPO to perform reasoning, prediction, and analytical understanding on the FVLDB financial time series. Extensive experiments validate that FinZero exhibits strong adaptability and scalability. After fine-tuning with UARPO, FinZero achieves an approximate 13.48\% improvement in prediction accuracy over GPT-4o in the high-confidence group, demonstrating the effectiveness of reinforcement learning fine-tuning in multimodal large model, including in financial time series forecasting tasks.

q-fin.CP↗

arXiv2025

FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models

Despite the growing attention to time series forecasting in recent years, many studies have proposed various solutions to address the challenges encountered in time series prediction, aiming to improve forecasting performance. However, effectively applying these time series forecasting models to the field of financial asset pricing remains a challenging issue. There is still a need for a bridge to connect cutting-edge time series forecasting models with financial asset pricing. To bridge this gap, we have undertaken the following efforts: 1) We constructed three datasets from the financial domain; 2) We selected over ten time series forecasting models from recent studies and validated their performance in financial time series; 3) We developed new metrics, msIC and msIR, in addition to MSE and MAE, to showcase the time series correlation captured by the models; 4) We designed financial-specific tasks for these three datasets and assessed the practical performance and application potential of these forecasting models in important financial problems. We hope the developed new evaluation suite, FinTSBridge, can provide valuable insights into the effectiveness and robustness of advanced forecasting models in finanical domains.

cs.LG↗