arXiv subjects

Stella Zhao

Publications and source records attributed to Stella Zhao.

2 recordsLinked to original sources

arXiv2026

GoAnt: Quality-Diversity Multi-Agent Search for Alpha Factor Discovery in Market Microstructure Data

Automated alpha factor discovery searches symbolic trading signals from price-volume panels and order-book data under a fixed evaluation budget. Existing single- and multi-agent program-search systems can overfit predictive proxies that fail after execution costs and repeatedly explore redundant factor families, limiting execution robustness and behavioral diversity. We introduce GoAnt, a quality-diversity multi-agent search framework that combines non-communicating Explorer, Exploiter and Connector workers with a shared adaptive Mental Map and a compact Queen dispatcher. The Mental Map organizes candidates by leakage-free execution profiles and retains one elite per niche, while the Queen reallocates the evaluation budget from explicit search-state summaries. We also define a map-independent effective-yield protocol that counts high-quality, mutually nonredundant factors directly from each method's evaluation records, giving archive-based and map-free systems the same ruler. On real A-share microstructure data spanning 2023--2026, GoAnt reaches quality-weighted yields of 41.8 and 47.6 in price-volume and order-book settings, improving the strongest baseline by 57% and 97% under matched budgets. Its locked populations retain 0.64 and 0.67 of in-sample quality out of sample, compared with 0.61 and 0.63 for a static map.

cs.AI↗

arXiv2026

BenchScope: How Many Independent Signals Does Your Benchmark Provide?

AI evaluation suites often report many scores without checking whether those scores carry independent information. We introduce Effective Dimensionality (ED), the participation ratio of a centered benchmark-score spectrum, as a fast, population-conditional upper-bound diagnostic of measurement breadth. Applied at per-instance granularity to 22 benchmarks across 8 domains and more than 8,400 model evaluations, ED reveals substantial redundancy: the six-score Open LLM Leaderboard behaves like roughly two effective measurement axes (ED = 1.7), BBH and MMLU-Pro are near-interchangeable (rho = 0.96, stable across seven subpopulations), and measurement breadth varies more than 20x across current benchmarks. We show that relative ED rankings are stable under matched-dimension controls and that ED can flag redundant suite components, monitor performance-conditional compression, and guide benchmark maintenance. Because binary spectra overestimate absolute latent dimensionality, we interpret ED as a screening statistic rather than a literal factor count and complement it with null, reliability, and saturation analyses. We provide a 22-benchmark reference atlas and a four-step diagnostic workflow that benchmark maintainers can run with a score matrix and a few lines of code.

cs.AI↗