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Analysis of asset liability management (ALM) strategies especially for long term horizon is a crucial issue for banks, funds and insurance companies. Modern economic models, investment strategies and optimization criteria make ALM studies…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-11-11 R. Nuriyev

General agents have given rise to phenomenal applications such as OpenClaw and Claude Code. As these agent systems (a.k.a. Harnesses) strive for bolder goals, they demand increasingly stronger agentic capabilities from foundation Large…

Computation and Language · Computer Science 2026-04-21 Daoyu Wang , Qingchuan Li , Mingyue Cheng , Jie Ouyang , Shuo Yu , Qi Liu , Enhong Chen

Large Language Models (LLMs), prominently highlighted by the recent evolution in the Generative Pre-trained Transformers (GPT) series, have displayed significant prowess across various domains, such as aiding in healthcare diagnostics and…

Portfolio Management · Quantitative Finance 2023-09-08 Yang Li , Yangyang Yu , Haohang Li , Zhi Chen , Khaldoun Khashanah

Multi-agent reinforcement learning (MARL) holds substantial promise for intelligent decision-making in complex environments. However, it suffers from a coordination and scalability bottleneck as the number of agents increases. To address…

Multiagent Systems · Computer Science 2025-09-19 Tianyang Duan , Zongyuan Zhang , Songxiao Guo , Dong Huang , Yuanye Zhao , Zheng Lin , Zihan Fang , Dianxin Luan , Heming Cui , Yong Cui

Portfolio management remains a crucial challenge in finance, with traditional methods often falling short in complex and volatile market environments. While deep reinforcement approaches have shown promise, they still face limitations in…

Machine Learning · Computer Science 2025-03-07 Fengchen Gu , Zhengyong Jiang , Ángel F. García-Fernández , Angelos Stefanidis , Jionglong Su , Huakang Li

In this paper, our objective is to develop a multi-agent financial system that incorporates simulated trading, a technique extensively utilized by financial professionals. While current LLM-based agent models demonstrate competitive…

Artificial Intelligence · Computer Science 2025-10-07 Xiangyu Li , Yawen Zeng , Xiaofen Xing , Jin Xu , Xiangmin Xu

Large language models (LLMs) have shown promise in performing complex multi-step reasoning, yet they continue to struggle with mathematical reasoning, often making systematic errors. A promising solution is reinforcement learning (RL)…

Machine Learning · Computer Science 2025-09-22 Hanning Zhang , Pengcheng Wang , Shizhe Diao , Yong Lin , Rui Pan , Hanze Dong , Dylan Zhang , Pavlo Molchanov , Tong Zhang

The efficient deployment and fine-tuning of foundation models are pivotal in contemporary artificial intelligence. In this study, we present a groundbreaking paradigm integrating Mobile Edge Computing (MEC) with foundation models,…

Artificial Intelligence · Computer Science 2023-10-27 Wenhan Yu , Terence Jie Chua , Jun Zhao

Reinforcement Learning (RL) is a powerful tool to perform data-driven optimal control without relying on a model of the system. However, RL struggles to provide hard guarantees on the behavior of the resulting control scheme. In contrast,…

Systems and Control · Computer Science 2020-09-18 Sébastien Gros , Mario Zanon

Despite recent advancements of fine-tuning large language models (LLMs) to facilitate agent tasks, parameter-efficient fine-tuning (PEFT) methodologies for agent remain largely unexplored. In this paper, we introduce three key strategies…

Computation and Language · Computer Science 2025-12-29 Jing Han , Binwei Yan , Tianyu Guo , Zheyuan Bai , Mengyu Zheng , Hanting Chen , Ying Nie

Sampling-based model predictive control (MPC) has found significant success in optimal control problems with non-smooth system dynamics and cost function. Many machine learning-based works proposed to improve MPC by a) learning or…

Machine Learning · Computer Science 2024-01-08 Sungwook Yang , Chaoying Pei , Ran Dai , Chuangchuang Sun

Reinforcement learning (RL) and model predictive control (MPC) each offer distinct advantages and limitations when applied to control problems in power and energy systems. Despite various studies on these methods, benchmarks remain lacking…

Systems and Control · Electrical Eng. & Systems 2024-07-23 Mohamad Fares El Hajj Chehade , Young-ho Cho , Sandeep Chinchali , Hao Zhu

Portfolio theory is a very powerful tool in the modern investment theory. It is helpful in estimating risk of an investor's portfolio, which arises from our lack of information, uncertainty and incomplete knowledge of reality, which forbids…

Physics and Society · Physics 2010-04-27 Malgorzata Snarska , Jakub Krzych

This study develops and evaluates a deep reinforcement learning framework for dynamic portfolio allocation across global equity markets. The Soft Actor-Critic algorithm is used to learn continuous portfolio weights within a Markov Decision…

Portfolio Management · Quantitative Finance 2026-05-19 Kamil Kashif , Robert Ślepaczuk

Assignment problems are a classic combinatorial optimization problem in which a group of agents must be assigned to a group of tasks such that maximum utility is achieved while satisfying assignment constraints. Given the utility of each…

Multiagent Systems · Computer Science 2024-12-23 Joshua Holder , Natasha Jaques , Mehran Mesbahi

Agent-based Models (ABMs) are valuable tools for policy analysis. ABMs help analysts explore the emergent consequences of policy interventions in multi-agent decision-making settings. But the validity of inferences drawn from ABM…

Machine Learning · Computer Science 2020-11-09 Osonde A. Osoba , Raffaele Vardavas , Justin Grana , Rushil Zutshi , Amber Jaycocks

Large Language Models (LLMs) power numerous AI applications, yet updating their knowledge remains costly. Model editing provides a lightweight alternative through targeted parameter modifications, with meta-learning-based model editing…

Computation and Language · Computer Science 2026-01-30 Xiaopeng Li , Shasha Li , Xi Wang , Shezheng Song , Bin Ji , Shangwen Wang , Jun Ma , Xiaodong Liu , Mina Liu , Jie Yu

Economic model predictive control (EMPC) is a promising methodology for optimal operation of dynamical processes that has been shown to improve process economics considerably. However, EMPC performance relies heavily on the accuracy of the…

Systems and Control · Electrical Eng. & Systems 2021-05-10 Khalid Alhazmi , Fahad Albalawi , S. Mani Sarathy

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

Recent progress in large language models (LLMs) has been propelled by reinforcement learning with verifiable rewards (RLVR) and test-time scaling. However, the limited output length of LLMs constrains the depth of reasoning attainable in a…

Artificial Intelligence · Computer Science 2025-11-17 Shulin Liu , Dong Du , Tao Yang , Yang Li , Boyu Qiu