{"id":"https://openalex.org/W4416037289","doi":"https://doi.org/10.18653/v1/2025.emnlp-industry.55","title":"A Multi-Agent Framework for Quantitative Finance : An Application to Portfolio Management Analytics","display_name":"A Multi-Agent Framework for Quantitative Finance : An Application to Portfolio Management Analytics","publication_year":2025,"publication_date":"2025-01-01","ids":{"openalex":"https://openalex.org/W4416037289","doi":"https://doi.org/10.18653/v1/2025.emnlp-industry.55"},"language":null,"primary_location":{"id":"doi:10.18653/v1/2025.emnlp-industry.55","is_oa":true,"landing_page_url":"https://doi.org/10.18653/v1/2025.emnlp-industry.55","pdf_url":"https://aclanthology.org/2025.emnlp-industry.55.pdf","source":null,"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2025 Conference on Empirical Methods in Natural Language Processing: Industry Track","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://aclanthology.org/2025.emnlp-industry.55.pdf","any_repository_has_fulltext":null},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5008528107","display_name":"S. Kundu","orcid":"https://orcid.org/0000-0002-9912-8906"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Sayani Kundu","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5032366494","display_name":"Dushyant Sahoo","orcid":"https://orcid.org/0000-0002-7155-4145"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Dushyant Sahoo","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5056877599","display_name":"Victor O. K. Li","orcid":"https://orcid.org/0000-0002-1380-9445"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Victor Li","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5120309214","display_name":"Jennifer Rabowsky","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Jennifer Rabowsky","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5066438549","display_name":"Amit Varshney","orcid":"https://orcid.org/0000-0002-4466-6993"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Amit Varshney","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":5,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.35136974,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"812","last_page":"824"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.18199999630451202,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.18199999630451202,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.14800000190734863,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.11670000106096268,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/analytics","display_name":"Analytics","score":0.4101000130176544},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.40389999747276306},{"id":"https://openalex.org/keywords/project-portfolio-management","display_name":"Project portfolio management","score":0.37770000100135803},{"id":"https://openalex.org/keywords/quantitative-analysis","display_name":"Quantitative analysis (chemistry)","score":0.3327000141143799},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.3082999885082245},{"id":"https://openalex.org/keywords/application-portfolio-management","display_name":"Application portfolio management","score":0.30250000953674316}],"concepts":[{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.5009999871253967},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.47679999470710754},{"id":"https://openalex.org/C79158427","wikidata":"https://www.wikidata.org/wiki/Q485396","display_name":"Analytics","level":2,"score":0.4101000130176544},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.40689998865127563},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.40389999747276306},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.390500009059906},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.37770000100135803},{"id":"https://openalex.org/C95986675","wikidata":"https://www.wikidata.org/wiki/Q185168","display_name":"Quantitative analysis (chemistry)","level":2,"score":0.3327000141143799},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.3082999885082245},{"id":"https://openalex.org/C73938075","wikidata":"https://www.wikidata.org/wiki/Q2858767","display_name":"Application portfolio management","level":4,"score":0.30250000953674316},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3010999858379364},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.29899999499320984},{"id":"https://openalex.org/C175801342","wikidata":"https://www.wikidata.org/wiki/Q1988917","display_name":"Data analysis","level":2,"score":0.29030001163482666},{"id":"https://openalex.org/C26517878","wikidata":"https://www.wikidata.org/wiki/Q228039","display_name":"Key (lock)","level":2,"score":0.2800000011920929},{"id":"https://openalex.org/C506796395","wikidata":"https://www.wikidata.org/wiki/Q4738155","display_name":"Financial management","level":2,"score":0.2768999934196472},{"id":"https://openalex.org/C189188589","wikidata":"https://www.wikidata.org/wiki/Q14864997","display_name":"Investment management","level":3,"score":0.25920000672340393},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.2529999911785126}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.18653/v1/2025.emnlp-industry.55","is_oa":true,"landing_page_url":"https://doi.org/10.18653/v1/2025.emnlp-industry.55","pdf_url":"https://aclanthology.org/2025.emnlp-industry.55.pdf","source":null,"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2025 Conference on Empirical Methods in Natural Language Processing: Industry Track","raw_type":"proceedings-article"}],"best_oa_location":{"id":"doi:10.18653/v1/2025.emnlp-industry.55","is_oa":true,"landing_page_url":"https://doi.org/10.18653/v1/2025.emnlp-industry.55","pdf_url":"https://aclanthology.org/2025.emnlp-industry.55.pdf","source":null,"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2025 Conference on Empirical Methods in Natural Language Processing: Industry Track","raw_type":"proceedings-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4416037289.pdf","grobid_xml":"https://content.openalex.org/works/W4416037289.grobid-xml"},"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"Machine":[0],"learning":[1],"and":[2,25,48,59,74,79],"artificial":[3],"intelligence":[4],"have":[5],"been":[6],"used":[7],"widely":[8],"within":[9,50],"quantitative":[10,26],"finance.However":[11],"there":[12],"is":[13],"a":[14,33,90,99],"scarcity":[15],"of":[16,20,138],"AI":[17],"frameworks":[18],"capable":[19],"autonomously":[21],"performing":[22],"complex":[23],"tasks":[24,40,139],"analysis":[27],"on":[28,94],"structured":[29],"data.This":[30],"paper":[31],"introduces":[32],"novel":[34],"Multi-Agent":[35,110],"framework":[36,55,111],"tailored":[37],"for":[38,76],"such":[39],"which":[41,82],"are":[42],"routinely":[43],"performed":[44],"by":[45,62],"portfolio":[46,95],"managers":[47],"researchers":[49],"the":[51,108,129,136],"asset":[52],"management":[53],"industry.Our":[54],"facilitates":[56],"mathematical":[57],"modeling":[58],"data":[60],"analytics":[61],"dynamically":[63],"generating":[64],"executable":[65],"code.The":[66],"framework's":[67],"innovative":[68],"multi-agent":[69],"architecture":[70],"includes":[71],"specialized":[72],"components":[73],"agents":[75],"reflection,":[77],"summarization,":[78],"financial":[80],"expertise":[81],"coordinate":[83],"to":[84],"enhance":[85],"problem":[86],"solving":[87],"abilities.We":[88],"present":[89],"comprehensive":[91],"empirical":[92],"evaluation":[93],"management-specific":[96],"tasks,":[97],"addressing":[98],"critical":[100],"gap":[101],"in":[102],"current":[103],"research.Our":[104],"findings":[105],"reveal":[106],"that":[107,140],"proposed":[109],"vastly":[112],"outperforms":[113],"Single-Agent":[114],"frameworks,":[115],"demonstrating":[116],"its":[117],"practical":[118],"utility":[119],"across":[120],"various":[121],"task":[122],"categories.By":[123],"using":[124],"dynamic":[125],"code":[126],"generation":[127],"with":[128],"agent's":[130],"multi-step":[131],"reasoning":[132],"capabilities,":[133],"we":[134],"broaden":[135],"range":[137],"can":[141],"be":[142],"successfully":[143],"addressed.":[144]},"counts_by_year":[],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-11-08T00:00:00"}
