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Recent advances in large language models, tool-using agents, and financial machine learning are shifting financial automation from isolated prediction tasks to integrated decision systems that can perceive information, reason over…

General Finance · Quantitative Finance 2026-04-23 Hui Gong

Classic no-trade theorems attribute trade to heterogeneous beliefs. We re-examine this conclusion for AI agents, asking if trade can arise from computational limitations, under common beliefs. We model agents' bounded computational…

Computer Science and Game Theory · Computer Science 2025-12-23 Hanyu Li , Xiaotie Deng

The integration of Artificial Intelligence (AI) in the financial domain has opened new avenues for quantitative trading, particularly through the use of Large Language Models (LLMs). However, the challenge of effectively synthesizing…

Artificial Intelligence · Computer Science 2025-05-14 Qianggang Ding , Haochen Shi , Jiadong Guo , Bang Liu

In recent years, a wide range of investment models have been created using artificial intelligence. Automatic trading by artificial intelligence can expand the range of trading methods, such as by conferring the ability to operate 24 hours…

Trading and Market Microstructure · Quantitative Finance 2021-12-17 Koya Ishikawa , Kazuhide Nakata

The efficient market hypothesis (EMH) famously stated that prices fully reflect the information available to traders. This critically depends on the transfer of information into prices through trading strategies. Traders optimise their…

Mathematical Finance · Quantitative Finance 2025-01-14 Paolo Barucca , Flaviano Morone

With recent development of artificial intelligence, it is more common to adopt AI agents in economic activities. This paper explores the economic actions of agents, including human agents and AI agents, in an economic game of trading…

Theoretical Economics · Economics 2026-03-03 Huan Cai , Ziqing Lu , Catherine Xu , Weiyu Xu , Jie Zheng

The realization that AI-driven decision-making is indispensable in today's fast-paced and ultra-competitive marketplace has raised interest in industrial machine learning (ML) applications significantly. The current demand for analytics…

Machine Learning · Computer Science 2025-06-03 Marc Schmitt

AI leaders and companies have much to offer to AI/ML practitioners to support them in addressing and mitigating biases in the AI/ML systems they develop. AI/ML practitioners need to receive the necessary resources and support from experts…

Software Engineering · Computer Science 2024-07-15 Aastha Pant , Rashina Hoda , Burak Turhan , Chakkrit Tantithamthavorn

Large language models (LLMs) have demonstrated remarkable capabilities in natural language tasks, yet their performance in dynamic, real-world financial environments remains underexplored. Existing approaches are limited to historical…

Machine Learning · Computer Science 2025-09-03 Tianmi Ma , Jiawei Du , Wenxin Huang , Wenjie Wang , Liang Xie , Xian Zhong , Joey Tianyi Zhou

A critical review of artificial intelligence and deep machine learning (AI/ML) applied to downscaling of global climate model simulations provides some words of caution, based on past experiences and well-established principles. Recent…

Geophysics · Physics 2026-01-06 Rasmus E. Benestad

Investors try to predict returns of financial assets to make successful investment. Many quantitative analysts have used machine learning-based methods to find unknown profitable market rules from large amounts of market data. However,…

Trading and Market Microstructure · Quantitative Finance 2020-12-21 Katsuya Ito , Kentaro Minami , Kentaro Imajo , Kei Nakagawa

Artificial Intelligence (AI) increasingly shows its potential to outperform predicate logic algorithms and human control alike. In automatically deriving a system model, AI algorithms learn relations in data that are not detectable for…

Artificial Intelligence · Computer Science 2022-10-12 Simon Daniel Duque Anton , Daniel Schneider , Hans Dieter Schotten

This paper examines two different yet related questions related to explainable AI (XAI) practices. Machine learning (ML) is increasingly important in financial services, such as pre-approval, credit underwriting, investments, and various…

Machine Learning · Computer Science 2022-09-21 Swati Tyagi

This paper initiates a study into the century-old issue of market predictability from the perspective of computational complexity. We develop a simple agent-based model for a stock market where the agents are traders equipped with simple…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 James Aspnes , David F. Fischer , Michael J. Fischer , Ming-Yang Kao , Alok Kumar

The rise in the use of AI/ML applications across industries has sparked more discussions about the fairness of AI/ML in recent times. While prior research on the fairness of AI/ML exists, there is a lack of empirical studies focused on…

Computers and Society · Computer Science 2024-08-02 Aastha Pant , Rashina Hoda , Chakkrit Tantithamthavorn , Burak Turhan

Artificial Intelligence (AI) and Machine Learning (ML) are transforming the domain of Quantitative Trading (QT) through the deployment of advanced algorithms capable of sifting through extensive financial datasets to pinpoint lucrative…

Trading and Market Microstructure · Quantitative Finance 2023-12-27 Maochun Xu , Zixun Lan , Zheng Tao , Jiawei Du , Zongao Ye

AI agents negotiate and transact in natural language with unfamiliar counterparts: a buyer bot facing an unknown seller, or a procurement assistant negotiating with a supplier. In such interactions, the counterpart's LLM, prompts, control…

Machine Learning · Computer Science 2026-05-13 Eilam Shapira , Moshe Tennenholtz , Roi Reichart

Generative AI is transforming the provision of expert services. This article uses a series of one-shot experiments to quantify the behavioral, welfare and distribution consequences of large language models (LLMs) on AI-AI, Human-Human,…

General Economics · Economics 2025-09-09 Alexander Erlei

Large language models (LLMs) are increasingly deployed in agentic frameworks, in which prompts trigger complex tool-based analysis in pursuit of a goal. While these frameworks have shown promise across multiple domains including in finance,…

Statistical Finance · Quantitative Finance 2025-07-14 Dimitrios Emmanoulopoulos , Ollie Olby , Justin Lyon , Namid R. Stillman

Markets increasingly accommodate large language models (LLMs) as autonomous decision-making agents. As this transition occurs, it becomes critical to evaluate how these agents behave relative to their human and task-specific statistical…

Artificial Intelligence · Computer Science 2026-01-27 Crystal Qian , Kehang Zhu , John Horton , Benjamin S. Manning , Vivian Tsai , James Wexler , Nithum Thain