arXiv · cs.AI · Eric Benhamou, Jean-Jacques Ohana, Beatrice Guez, Ethan Setrouk, Chamyl Saadi, Thomas Jacquot2026-11-03 13:00 · 9 小时前模型评分47

PROMOTE：为自适应金融研究智能体提供随时有效的策略晋级检验

Can We Stop the Backtest Yet? Anytime-Valid Promotion Tests for Adaptive Financial Research Agents

导读

研究团队提出 PROMOTE 协议，为每个候选交易规则在诞生时分配可预测的检验预算，仅用后续收益累积带成本的 e-process，从而在允许候选相关、随时新增和无限期监控的情况下控制错误晋级概率。

分类置信度

中 · 待人工复核

来源级别：媒体与个人

应用领域：金融

事件类型：研究发布

证据摘录

“We introduce PROMOTE, a protocol that assigns every candidate predictable testing wealth at birth and accumulates a cost-aware e-process only from subsequent returns.”
“If lifetime allocations sum to at most one, a weighted Ville argument bounds the probability of ever promoting a rule whose declared bounded net score has always had nonpositive conditional mean.”
“The certificate controls historical false promotion under the declared null; it is not a certificate that an earlier edge remains profitable at deployment.”

来源：arXiv · cs.AI · arxiv.org