Sichun Luo, Yi Huang, Mukai Li, Haochen Luo, Guanzhi Deng, Haibo Wang, Jian Xu, Zefa Hu 等 10 位作者
Large language model (LLM)-driven agent scaffold evolution improves agent workflows through iterative candidate generation and evaluation. Evaluation both guides subsequent search and determines the final scaffold, but evaluating every candidate on the full task set incurs substantial execution costs. We investigate how evaluation budgets can be allocated across these two roles. Our experiments show that sparse feedback can sustain productive evolution, while additional targeted evaluation improves final selection. Replay analyses further show that shared informative items and a common scoring reference support comparisons among closely matched candidates. Motivated by these findings, we propose \method, an evaluation allocation framework that combines sparse search-time feedback with targeted final confirmation. A short fully evaluated warm-up establishes a shared informative core and calibrates a response model whose item parameters remain fixed during search. After search, \method refits the model and applies paired successive halving, reusing accumulated observations and executing only missing evaluations. Across four benchmarks and two evolution frameworks, \method achieves higher mean performance than full evaluation in most settings while using approximately half as many evaluation cells.
Haochen Luo, Yifan LI, Ho Tin Ko City University of Hong Kong, An Binh Minh, Junjie Xu, Tang Pok Hin City University of Hong Kong, Wang Chak Wong, Gao Yuan 等 11 位作者
Large language model (LLM) agents are increasingly applied to financial decision-making tasks that require interaction with external tools, including market data retrieval, news analysis, and trade execution. However, existing trading systems rely on fragmented and task-specific APIs, resulting in inconsistent schemas, complex integration, and limited reproducibility. We present QFinZero, a unified trading environment for LLM-based financial agents. QFinZero standardizes three core capabilities: (i) multi-frequency market and derivatives data access, (ii) structured news and event retrieval, and (iii) stateful brokerage simulation with explicit order lifecycle management. All tools adopt consistent JSON schemas and time-aligned interfaces, enabling agents to acquire information and execute trades within a coherent framework. By abstracting financial interaction into composable, agent-invokable primitives, QFinZero reduces engineering overhead and supports reproducible evaluation through comprehensive logging and deterministic replay. We argue that such a standardized trading environment is essential for scalable research on LLM-based financial agents.
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cs.CL
Proceedings of the 64th Annual Meeting of the Association for Computational Linguistics (Volume 3: System Demonstrations) · 2026 · 正式发表