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Paper · arXiv

RICE-Alpha: Reliability-Informed Correction with Event Graphs for LLM-Agent Stock Forecasting

Equity-relevant news evolves through temporally dependent corporate events, making historical information useful only when event continuity, information availability, and transition reliability are modeled. Existing LLM-based financial agents incorporate historical evidence, yet they provide limited support for preserving issuer-specific chronology under point-in-time constraints and for identifying when historical transitions contribute information beyond the current forecast. We present RICE-Alpha (Reliability-Informed Correction with Event Graphs), a point-in-time stock-scoring framework that separates a history-aware multi-view Base Alpha from a reliability-calibrated residual correct...

AuthorsTong Liu, Lanmiao Liu, Xiang Hu
Primary categorycs.LG
Published27 September 2026
Last updated at source30 September 2026
cs.LGcs.AIq-fin.CPq-fin.GN
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