On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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2 results for “multi-LLM”

3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimizationq-fin.PM

3S-Trader uses LLMs to optimize stock portfolios by scoring, strategizing, and selecting stocks.

problem Lack of multi-LLM frameworks for adaptive stock scoring, strategy, and selection in portfolio optimization.

method 3S-Trader incorporates scoring, strategy, and selection modules for stock portfolio construction, using historical strategies and market conditions to generate optimized selections.

result 3S-Trader achieves the highest accumulated return of 131.83% on DJIA constituents with a Sharpe ratio of 0.31 and Calmar ratio of 11.84.

stock trading portfolio optimization multi-LLM adaptive strategy financial data

2025-10-20abs ↗pdf ↗

Multi-LLM Adaptive Conformal Inference for Reliable LLM Responsescs.LG

MACI improves LLM factuality inference with higher retention and lower time cost.

problem Ensuring factuality in LLM responses for high-stakes domains.

method Reformulated conformal inference in a multiplicative filtering setting, leveraging ensembles for more accurate factuality scores and group-conditional calibration.

result MACI achieves higher retention and lower time cost compared to baselines, preserving validity through group-conditional calibration.

Large Language Models Conformal Inference Factuality Adaptive Error Rates Ensembles

2026-02-01abs ↗pdf ↗