Machine learning and artificial intelligence have been used widely within quantitative finance. However there is a scarcity of AI frameworks capable of autonomously performing complex tasks and quantitative analysis on structured data. This paper introduces a novel Multi-Agent framework tailored for such tasks which are routinely performed by portfolio managers and researchers within the asset management industry. Our framework facilitates mathematical modeling and data analytics by dynamically generating executable code. The framework’s innovative multi-agent architecture includes specialized components and agents for reflection, summarization, and financial expertise which coordinate to enhance problem solving abilities. We present a comprehensive empirical evaluation on portfolio management-specific tasks, addressing a critical gap in current research. Our findings reveal that the proposed Multi-Agent framework vastly outperforms Single-Agent frameworks, demonstrating its practical utility across various task categories. By using dynamic code generation with the agent’s multi-step reasoning capabilities, we broaden the range of tasks that can be successfully addressed.

Modern neural machine translation (NMT) models employ a large number of parameters, which leads to serious over-parameterization and typically causes the underutilization of computational resources. In response to this problem, we empirically investigate whether the redundant parameters can be reused to achieve better performance. Experiments and analyses are systematically conducted on different datasets and NMT architectures. We show that: 1) the pruned parameters can be rejuvenated to improve the baseline model by up to +0.8 BLEU points; 2) the rejuvenated parameters are reallocated to enhance the ability of modeling low-level lexical information.