mlsanityData to 7 Oct 2026

Do Your Own Research: Learning to Forecast by Learning to Search

arXiv 2610.01955 ↗First posted 1 Oct 2026cs.LGcited by 0

On the map: LLM agents and tool use → Financial trading and forecasting agents

Abstract (arXiv)

Outcome-based reinforcement learning can train language models to forecast real-world events, but prior forecasting work either freezes research context before training or deploys agentic research only at test time, so the skill of gathering evidence is never shaped by the reward. We introduce an agentic forecasting environment, dataset, and harness built from 2,100+ resolved Polymarket questions; the agent acquires its own context at rollout time (web search, page reading, and financial time series, all restricted by layered leak filtering to information published before each question's cutoff), and we train Qwen3.5-35B-A3B (3B active parameters) on it with single-epoch GRPO under a Brier-score reward. Training changes how the agent interacts with information: calibration improves 30-40%, and search attempts fall from 3.8 to 2.25 per rollout as evidence discipline is learned. Evaluated in an identical harness against four frontier models, the trained policy also finishes ahead of every frontier model tested at evidence-based forecasting, including Claude Opus 4.5 (soft-Brier 0.254 vs. 0.256, n=265), at about 5% of the inference cost, and its margin is widest on the hardest questions, the ones the crowd itself had not decided. We release the environment, dataset, and per-rollout records as a reusable harness for temporal forecasting agents.

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 4 of its 9 references that are in the map. First posted on arXiv 1 Oct 2026.

Builds on

4 of 9 references.

References · 4

  1. 2024DeepSeekMath: Pushing the Limits of Mathematical Reasoning in Open Language Modelscited by 8,851
  2. 2025Search-R1: Training LLMs to Reason and Leverage Search Engines with Reinforcement Learningcited by 1,371
  3. 2023A decoder-only foundation model for time-series forecastingcited by 650
  4. 2024Approaching Human-Level Forecasting with Language Modelscited by 102

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  1. 2026ForecastCompass: Guiding Agentic Forecasting with Adaptive Factor Memory
  2. 2025Scaling Open-Ended Reasoning to Predict the Future
  3. 2026Forecast-Dojo: Replayable Environments for Benchmarking and Training LLM Forecasting Agents
  4. 2026FinEvolveBench: A Benchmark for Self-Evolving Agents on Low-Repetition Tasks with Implicit Rewards
  5. 2026From Narrative to Auditable Forecasts: A Structured Scaffold for Agentic Forecasting
  6. 2026KARL: Knowledge Agents via Reinforcement Learning
  7. 2026FinDeepForecast: A Live Multi-Agent System for Benchmarking Deep Research Agents in Financial Forecasting
  8. 2025Outcome-based Reinforcement Learning to Predict the Future