RICE-Alpha: Reliability-Informed Correction with Event Graphs for LLM-Agent Stock Forecasting
arXiv:2609.34004v2 Announce Type: cross Abstract: 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 informa…