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 information beyond the current forecast. We present RICE-Alpha (Reliability-Informed Correction with Event G

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