Recent advances in large language models (LLMs) are transforming data-intensive domains, with finance representing a high-stakes environment where transparent and reproducible analysis of heterogeneous signals is essential. Traditional quantitative methods remain vulnerable to survivorship bias, while many AI-driven approaches struggle with signal integration, reproducibility, and computational efficiency. We introduce MASFIN, a modular multi-agent framework that integrates LLMs with structured financial metrics and unstructured news, while embedding explicit bias-mitigation protocols. The system leverages GPT-4.1-nano for reproducability and cost-efficient inference and generates weekly portfolios of 15-30 equities with allocation weights optimized for short-term performance. In an eight-week evaluation, MASFIN delivered a 7.33% cumulative return, outperforming the S&P 500, NASDAQ-100, and Dow Jones benchmarks in six of eight weeks, albeit with higher volatility. These findings demonstrate the promise of bias-aware, generative AI frameworks for financial forecasting and highlight opportunities for modular multi-agent design to advance practical, transparent, and reproducible approaches in quantitative finance.
翻译:大型语言模型(LLM)的最新进展正在变革数据密集型领域,而金融作为一个高风险领域,对异质信号进行透明且可复现的分析至关重要。传统的量化方法仍易受生存者偏差影响,而许多人工智能驱动的方法则在信号整合、可复现性和计算效率方面存在不足。我们提出了MASFIN,一个模块化的多智能体框架,它将LLM与结构化金融指标和非结构化新闻相结合,同时嵌入了显式的偏差缓解协议。该系统利用GPT-4.1-nano实现可复现且成本高效的推理,并生成包含15-30只股票、分配权重针对短期表现优化的每周投资组合。在一项为期八周的评估中,MASFIN实现了7.33%的累计回报,在八周中有六周的表现超越了标普500指数、纳斯达克100指数和道琼斯指数基准,尽管其波动性更高。这些发现证明了具有偏差意识的生成式人工智能框架在金融预测方面的潜力,并凸显了模块化多智能体设计在推动量化金融领域实用、透明和可复现方法方面的机遇。