CompEvo: Competition-Induced Evolution for Multi-Agent in News-Driven Time Series Forecasting

Yuxuan Zhang, Yangyang Feng, Yong Guan, Daifeng Li, Kexin Zhang, Junlan Chen, Bowen Deng, Jun Liu, Zehua Zeng


Abstract
News-driven time series forecasting (NTSF) uses evolving textual events together with historical observations to predict future values, supporting applications such as market risk monitoring and resource scheduling. In multi-agent settings, two challenges still remain. The first is degeneration of thought, where agents converge to similar evidence-seeking behaviors. The second is insufficient theoretical grounding, where strategy updates are often heuristic and lack a principled formulation. To address the above challenges, we propose CompEvo, a competition-induced evolution framework for multi-agent NTSF. At the theoretical level, our evolutionary game formulation establishes equilibrium existence and local convergence under the stated assumptions. At the methodological level, we construct a trainable multi-agent evolution framework that integrates strategy execution, fitness-based differentiable selection, and competition-induced strategy evolution. CompEvo enables heterogeneous agents to explore diverse news evidence, converts forecasting feedback into differentiable influence weights, and evolves agent strategies under competitive pressure to preserve effective logic while maintaining diversity. Experiments on four real-world datasets show that CompEvo reduces RMSE by 29.8% and MAPE by 30.3% on average relative to the strongest multi-agent baseline. Further analysis indicates that CompEvo maintains diverse and specialized agent behaviors.
Anthology ID:
2026.findings-emnlp.2354
Volume:
Findings of the Association for Computational Linguistics: EMNLP 2026
Month:
October
Year:
2026
Address:
Budapest, Hungary
Editors:
Hung-Yi Lee, Sunipa Dev, Jessy Li, Desmond Elliott
Venue:
Findings
SIG:
SIGDAT
Publisher:
Association for Computational Linguistics
Note:
Pages:
50581–50607
Language:
URL:
https://aclanthology.org/2026.findings-emnlp.2354/
DOI:
Bibkey:
Cite (ACL):
Yuxuan Zhang, Yangyang Feng, Yong Guan, Daifeng Li, Kexin Zhang, Junlan Chen, Bowen Deng, Jun Liu, and Zehua Zeng. 2026. CompEvo: Competition-Induced Evolution for Multi-Agent in News-Driven Time Series Forecasting. In Findings of the Association for Computational Linguistics: EMNLP 2026, pages 50581–50607, Budapest, Hungary. Association for Computational Linguistics.
Cite (Informal):
CompEvo: Competition-Induced Evolution for Multi-Agent in News-Driven Time Series Forecasting (Zhang et al., Findings 2026)
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PDF:
https://aclanthology.org/2026.findings-emnlp.2354.pdf