MASFIN: AI for Financial Forecasting
Analysis
This paper introduces MASFIN, a multi-agent AI system leveraging LLMs (GPT-4.1-nano) for financial forecasting. It addresses limitations of traditional methods and other AI approaches by integrating structured and unstructured data, incorporating bias mitigation, and focusing on reproducibility and cost-efficiency. The system generates weekly portfolios and demonstrates promising performance, outperforming major market benchmarks in a short-term evaluation. The modular multi-agent design is a key contribution, offering a transparent and reproducible approach to quantitative finance.
Key Takeaways
- •MASFIN is a multi-agent AI system for financial forecasting.
- •It uses LLMs (GPT-4.1-nano) and integrates structured and unstructured data.
- •The system incorporates bias mitigation and focuses on reproducibility and cost-efficiency.
- •MASFIN generated a 7.33% cumulative return in an 8-week evaluation, outperforming major benchmarks in most weeks.
- •The modular multi-agent design is a key contribution for transparent and reproducible quantitative finance.
Reference / Citation
View Original"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."