FaVOR: LLM-Based Agentic Framework for Factor Mining via Empirical Validation
FaVOR (Factor Validation through Observable Reasoning), an agentic framework that restructures factor mining around hypothesis-level evidence rather than return outcomes, shows that hypothesis-grounded factor discovery produces signals that are interpretable by construction, regime-robust, and economically faithful.
Hyeonjin Kim, Minseok Kim, Seunghyeon Jung et al.
· 0 citations