AutoML

If AutoML is a fast car, financial institutions need a train with tracks—a workflow that knows where it’s going, logs every switch, and won’t derail when markets regime-shift. A new framework called TS-Agent proposes exactly that: a structured, auditable, LLM-driven agent that plans model development for financial time series instead of blindly searching. Unlike generic AutoML, TS-Agent formalizes modeling as a multi-stage decision process—Model Pre-selection → Code Refinement → Fine-tuning—and anchors each step in domain-curated knowledge banks and reflective feedback from real runs. The result is not just higher accuracy; it’s traceability and consistency that pass governance sniff tests. ...

When it comes to forecasting traffic patterns, weather, or financial activity, the prevailing wisdom in machine learning has long been: better models mean better predictions. But a new approach flips this assumption on its head. Instead of chasing ever-more complex architectures, the DCATS framework (Data-Centric Agent for Time Series), developed by researchers at Visa, suggests we should first get our data in order—and let a language model do it. The Agentic Turn in AutoML DCATS builds on the trend of integrating Large Language Model (LLM) agents into AutoML pipelines, but with a twist. While prior systems like AIDE focus on automating model design and hyperparameter tuning, DCATS delegates a more fundamental task to its LLM agent: curating the right data. ...

The next generation of quantitative investment agents must be more than data-driven—they must be logic-aware and structurally adaptive. Two recently published research efforts provide important insights into how reasoning patterns and evolving workflows can be integrated to create intelligent, verticalized financial agents. Kimina-Prover explores how reinforcement learning can embed formal reasoning capabilities within a language model for theorem proving. Learning to Be a Doctor shows how workflows can evolve dynamically based on diagnostic feedback, creating adaptable multi-agent frameworks. While each stems from distinct domains—formal logic and medical diagnostics—their approaches are deeply relevant to two classic quant strategies: the Black-Litterman portfolio optimizer and a sentiment/technical-driven Bitcoin perpetual futures trader. ...