多智能体协作提升金融分析决策准确率与适应性
Enhancing Investment Analysis: Optimizing AI-Agent Collaboration in Financial Research
- 构建可配置规模与结构的多智能体系统,协同完成投资研究
- 在30家道琼斯公司10-K年报分析中,多智能体优于单智能体
- 适合需要多视角分析的量化投资与金融研究场景
近年来,生成式人工智能在金融分析与投资决策中的应用备受关注。然而,现有方法多依赖单智能体系统,未能充分发挥多智能体协作潜力。本文提出一种新型多智能体协作系统,通过可配置的群体规模与协作结构,融合不同智能体类型的优势。采用次优组合策略,系统能动态适应不同市场条件与投资场景,优化各类任务表现。聚焦基本面、市场情绪与风险分析三项子任务,基于30家道琼斯指数上市公司2023年10-K报告进行分析。结果表明,不同配置下的智能体表现差异显著。多智能体系统在复杂金融环境中展现出更高的准确性、效率与适应性,优于传统单智能体模型。本研究凸显了多智能体系统在整合多元分析视角、推动金融分析变革方面的潜力。
原文摘要 · Abstract (English)
In recent years, the application of generative artificial intelligence (GenAI) in financial analysis and investment decision-making has gained significant attention. However, most existing approaches rely on single-agent systems, which fail to fully utilize the collaborative potential of multiple AI agents. In this paper, we propose a novel multi-agent collaboration system designed to enhance decision-making in financial investment research. The system incorporates agent groups with both configurable group sizes and collaboration structures to leverage the strengths of each agent group type. By utilizing a sub-optimal combination strategy, the system dynamically adapts to varying market conditions and investment scenarios, optimizing performance across different tasks. We focus on three sub-tasks: fundamentals, market sentiment, and risk analysis, by analyzing the 2023 SEC 10-K forms of 30 companies listed on the Dow Jones Index. Our findings reveal significant performance variations based on the configurations of AI agents for different tasks. The results demonstrate that our multi-agent collaboration system outperforms traditional single-agent models, offering improved accuracy, efficiency, and adaptability in complex financial environments. This study highlights the potential of multi-agent systems in transforming financial analysis and investment decision-making by integrating diverse analytical perspectives.
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