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Peking University
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Kimi K3's innovative architecture achieves a 2.5x scaling efficiency improvement, enabling robust performance across diverse long-horizon tasks.
LLMs can beat SOTA quantitative finance baselines by modeling financial markets as a dynamic competition between "Modes of Thought" and prioritizing enduring market wisdom over transient anomalies.
By explicitly modeling the factor pool as a dynamic, interconnected graph, AlphaPROBE uncovers more robust and diverse alpha factors than traditional methods that treat factor discovery as isolated events or fragmented chains.
