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Autonomous agents based on Large Language Models (LLMs) that devise plans and tackle real-world challenges have gained prominence.However, tailoring these agents for specialized domains like quantitative investment remains a formidable…

Artificial Intelligence · Computer Science 2024-02-07 Saizhuo Wang , Hang Yuan , Lionel M. Ni , Jian Guo

Multi-stage decision-making is crucial in various real-world artificial intelligence applications, including recommendation systems, autonomous driving, and quantitative investment systems. In quantitative investment, for example, the…

Machine Learning · Computer Science 2024-11-19 Jian Guo , Saizhuo Wang , Yiyan Qi

As deep reinforcement learning (DRL) has been recognized as an effective approach in quantitative finance, getting hands-on experiences is attractive to beginners. However, to train a practical DRL trading agent that decides where to trade,…

Trading and Market Microstructure · Quantitative Finance 2022-03-03 Xiao-Yang Liu , Hongyang Yang , Qian Chen , Runjia Zhang , Liuqing Yang , Bowen Xiao , Christina Dan Wang

With the fast development of quantitative portfolio optimization in financial engineering, lots of AI-based algorithmic trading strategies have demonstrated promising results, among which reinforcement learning begins to manifest…

Mathematical Finance · Quantitative Finance 2023-03-10 Huifang Huang , Ting Gao , Pengbo Li , Jin Guo , Peng Zhang , Nan Du

This paper introduced key aspects of applying Machine Learning (ML) models, improved trading strategies, and the Quasi-Reversibility Method (QRM) to optimize stock option forecasting and trading results. It presented the findings of the…

Computational Finance · Quantitative Finance 2022-11-30 Zheng Cao , Raymond Guo , Wenyu Du , Jiayi Gao , Kirill V. Golubnichiy

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

With the application of artificial intelligence in the financial field, quantitative trading is considered to be profitable. Based on this, this paper proposes an improved deep recurrent DRQN-ARBR model because the existing quantitative…

Statistical Finance · Quantitative Finance 2021-12-01 Peng Zhou , Jingling Tang

Large Language Models (LLMs) have shown strong capabilities across many domains, yet their evaluation in financial quantitative tasks remains fragmented and mostly limited to knowledge-centric question answering. We introduce QuantEval, a…

The rapid advancement of Large Language Models (LLMs) has led to a surge of financial benchmarks, evolving from static knowledge evaluation toward interactive trading simulations. However, existing frameworks for evaluating real-time…

Trading and Market Microstructure · Quantitative Finance 2026-05-28 Wentao Zhang , Mingxuan Zhao , Jincheng Gao , Jieshun You , Huaiyu Jia , Yilei Zhao , Bo An , Shuo Sun

This project addresses the challenge of automated stock trading, where traditional methods and direct reinforcement learning (RL) struggle with market noise, complexity, and generalization. Our proposed solution is an integrated deep…

Machine Learning · Computer Science 2025-05-08 John Christopher Tidwell , John Storm Tidwell

Quantum computing is becoming strategically relevant to finance because several core financial bottlenecks are already defined by combinatorial search, expectation estimation, rare-event analysis, representation learning, and long-horizon…

Computational Finance · Quantitative Finance 2026-04-10 Hui Gong , Akash Sedai , Thomas Schroeder , Francesca Medda

We present FinRL-X, a modular and deployment-consistent trading architecture that unifies data processing, strategy construction, backtesting, and broker execution under a weight-centric interface. While existing open-source platforms are…

Trading and Market Microstructure · Quantitative Finance 2026-03-24 Hongyang Yang , Boyu Zhang , Yang She , Xinyu Liao , Xiaoli Zhang

Artificial intelligence is transforming financial investment decision-making frameworks, with deep reinforcement learning demonstrating substantial potential in robo-advisory applications. This paper addresses the limitations of traditional…

Portfolio Management · Quantitative Finance 2025-02-24 Gang Huang , Xiaohua Zhou , Qingyang Song

This scientific research paper presents an innovative approach based on deep reinforcement learning (DRL) to solve the algorithmic trading problem of determining the optimal trading position at any point in time during a trading activity in…

Trading and Market Microstructure · Quantitative Finance 2022-06-06 Thibaut Théate , Damien Ernst

Quantum machine learning, as an extension of classical machine learning that harnesses quantum mechanics, facilitates effiient learning from data encoded in quantum states. Training a quantum neural network typically demands a substantial…

Quantum Physics · Physics 2026-02-17 Yongcheng Ding , Yue Ban , Mikel Sanz , José D. Martín-Guerrero , Xi Chen

The financial markets, which involve more than $90 trillion market capitals, attract the attention of innumerable investors around the world. Recently, reinforcement learning in financial markets (FinRL) has emerged as a promising direction…

Trading and Market Microstructure · Quantitative Finance 2023-03-06 Shuo Sun , Molei Qin , Xinrun Wang , Bo An

Modeling and characterizing multiple factors is perhaps the most important step in achieving excess returns over market benchmarks. Both academia and industry are striving to find new factors that have good explanatory power for future…

Computational Finance · Quantitative Finance 2022-10-31 Zikai Wei , Bo Dai , Dahua Lin

The inherent volatility and dynamic fluctuations within the financial stock market underscore the necessity for investors to employ a comprehensive and reliable approach that integrates risk management strategies, market trends, and the…

Trading and Market Microstructure · Quantitative Finance 2024-11-13 Alhassan S. Yasin , Prabdeep S. Gill

Stock recommendation is critical in Fintech applications, which leverage price series and alternative information to estimate future stock performance. Traditional time-series forecasting training often fails to capture stock trends and…

Statistical Finance · Quantitative Finance 2026-01-27 Hao Wang , Jingshu Peng , Yanyan Shen , Xujia Li , Quanqing Xu , Chuanhui Yang , Lei Chen

Quality and diversity are two critical metrics for the training data of large language models (LLMs), positively impacting performance. Existing studies often optimize these metrics separately, typically by first applying quality filtering…

Computation and Language · Computer Science 2025-04-29 Fengze Liu , Weidong Zhou , Binbin Liu , Zhimiao Yu , Yifan Zhang , Haobin Lin , Yifeng Yu , Bingni Zhang , Xiaohuan Zhou , Taifeng Wang , Yong Cao