Designing Agentic AI-Based Screening for Portfolio Investment
基于代理AI的资产组合投资筛选设计
机构 * North Carolina State University, Nelson Hall, Department of Economics(北卡罗来纳州立大学,Nelson Hall,经济学系) ; Columbia University. Department of Industrial Engineering and Operations Research and Columbia Business School(哥伦比亚大学,工业工程与运筹学系及哥伦比亚商学院) ; Columbia University. Department of Industrial Engineering and Operations Research(哥伦比亚大学,工业工程与运筹学系)
AI总结 本文提出基于代理AI的资产组合投资筛选框架,通过两个专用代理筛选优质公司并生成买卖信号,结合高维精度矩阵估计确定最优权重,实验证明其在S&P 500数据上优于传统方法。