mlsanityData to 7 Oct 2026

AlphaDiverse: Post-Training Local Quantitative Research Agents for Diverse Exploration in Alpha Factor Mining

arXiv 2609.29014 ↗First posted 24 Sep 2026cs.AI cs.CE cs.MAcited by 0

On the map: LLM agents and tool use → Financial trading and forecasting agents also fits: Web, search, and research agents

Abstract (arXiv)

Large language model (LLM)-based multi-agent systems can automate alpha factor mining, but their reliance on external APIs limits control over cost, availability, and confidentiality. Long research loops also tend to revisit a few successful economic mechanisms that lead to research path collapse. To address these limitations, we propose AlphaDiverse, a framework that integrates a multi-agent alpha research system, diverse research path collection, and post-training for local agents. We let the research system generate complementary plan portfolios and vary research environments across loops to collect diverse research paths. Using these diverse traces, we warm-start local Planner and Realizer agents with supervised fine-tuning. Then, we propose a joint GRPO method to optimize both of them using predictive quality and diversity of contributions. Research feedback is confined to inner period data, while a frozen final model is evaluated on a later outer period data, thereby avoiding test-set tuning. Experiments across four Chinese stock universes show that AlphaDiverse can combine competitive prediction with broader exploration.

Key facts. No citing papers in the map yet (data through 7 Oct 2026). Placed in Financial trading and forecasting agents, one of 16 directions in LLM agents and tool use. Builds on 44 of its 57 references that are in the map. First posted on arXiv 24 Sep 2026.

Builds on

44 of 57 references.

Closest ancestors · 6

Same direction, newest first

  1. 2026AQuA: Recursively Self-Improving Quantitative Trading Research Agents13 Aug
  2. 2026AutoScientist-Quant: Self-Evolving Coding Agents for Automatic Research in Quantitative Investment5 Aug
  3. 2026Hubble: An LLM-Driven Agentic Framework for Safe, Diverse, and Reproducible Alpha Factor Discovery9 Mar
  4. 2025R&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization21 May
  5. 2025FLAG-Trader: Fusion LLM-Agent with Gradient-based Reinforcement Learning for Financial Trading17 Feb
  6. 2024TradingAgents: Multi-Agents LLM Financial Trading Framework28 Dec

Other references · 38

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  2. 2021LoRA: Low-Rank Adaptation of Large Language Modelscited by 14,084
  3. 2024DeepSeekMath: Pushing the Limits of Mathematical Reasoning in Open Language Modelscited by 8,851
  4. 2014Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translationcited by 4,016
  5. 2022A Time Series is Worth 64 Words: Long-term Forecasting with Transformerscited by 1,981
  6. 2018An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modelingcited by 1,447
  7. 2024The AI Scientist: Towards Fully Automated Open-Ended Scientific Discoverycited by 1,002
  8. 2023iTransformer: Inverted Transformers Are Effective for Time Series Forecastingcited by 906
  9. 2021The Surprising Effectiveness of PPO in Cooperative, Multi-Agent Gamescited by 903
  10. 2017Counterfactual Multi-Agent Policy Gradientscited by 733
  11. 2017A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Predictioncited by 245
  12. 2023FinGPT: Open-Source Financial Large Language Modelscited by 244
26 more
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  2. 2015Generalization in Adaptive Data Analysis and Holdout Reusecited by 76
  3. 2025MARFT: Multi-Agent Reinforcement Fine-Tuningcited by 51
  4. 2025LLM Collaboration With Multi-Agent Reinforcement Learningcited by 47
  5. 2019Deep Learning in Asset Pricingcited by 41
  6. 2023Generating Synergistic Formulaic Alpha Collections via Reinforcement Learningcited by 37
  7. 2025AlphaAgent: LLM-Driven Alpha Mining with Regularized Exploration to Counteract Alpha Decaycited by 36
  8. 2023MASTER: Market-Guided Stock Transformer for Stock Price Forecastingcited by 27
  9. 2024AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factorscited by 25
  10. 2025The More You Automate, the Less You See: Hidden Pitfalls of AI Scientist Systemscited by 24
  11. 2024MDGNN: Multi-Relational Dynamic Graph Neural Network for Comprehensive and Dynamic Stock Investment Predictioncited by 18
  12. 2025Multi-Agent Deep Research: Training Multi-Agent Systems with M-GRPOcited by 17
  13. 2026FactorMiner: A Self-Evolving Agent with Skills and Experience Memory for Financial Alpha Discoverycited by 13
  14. 2025Cognitive Alpha Mining via LLM-Driven Code-Based Evolutioncited by 12
  15. 2026QuantaAlpha: An Evolutionary Framework for LLM-Driven Alpha Miningcited by 12
  16. 2026Auto Research with Specialist Agents Develops Effective and Non-Trivial Training Recipescited by 10
  17. 2025FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Predictioncited by 7
  18. 2025What Does It Take to Be a Good AI Research Agent? Studying the Role of Ideation Diversitycited by 7
  19. 2026Diversity Collapse in Multi-Agent LLM Systems: Structural Coupling and Collective Failure in Open-Ended Idea Generationcited by 7
  20. 2026Closed-loop Auto Research for Molecular Property Prediction: Discovering and Certifying Generalizable Improvementscited by 6
  21. 2025AlphaQuanter: An End-to-End Tool-Augmented Agentic Reinforcement Learning Framework for Stock Tradingcited by 5
  22. 2026Auto Research for Materials: Auditable AI-Scientist Workflows with Held-Out Transfercited by 5
  23. 2026From Feedback Loops to Policy Updates: Reinforcement Fine-Tuning for LLM-Based Alpha Factor Discoverycited by 4
  24. 2026AlphaMemo: Structured Search-Process Memory for Self-Evolving Alpha Mining Agentscited by 3
  25. 2026XALPHA: A Memory-Driven AI Quant Researcher for Hypothesis-to-Code Alpha Discoverycited by 2
  26. 2026AlphaSchema: Exploring the Space of Trading Semantics for LLM-Based Alpha Miningcited by 2

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