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Large language models (LLMs) achieve strong performance across benchmarks--from knowledge quizzes and math reasoning to web-agent tasks--but these tests occur in static settings, lacking real dynamics and uncertainty. Consequently, they…

Trading and Market Microstructure · Quantitative Finance 2025-11-06 Haofei Yu , Fenghai Li , Jiaxuan You

A growing body of work explores how Large Language Models (LLMs) can be embedded in trading systems as agents that perceive market information, retrieve context, reason about decisions, emit tradable actions, and adapt under market…

Artificial Intelligence · Computer Science 2026-05-20 Yihan Xia , Panpan You , Taotao Wang , Fang Liu , Han Qi , Xiaoxiao Wu , Shengli Zhang

Recent advancements in large language models (LLMs) have transformed natural language understanding and generation, leading to extensive benchmarking across diverse tasks. However, cryptanalysis - a critical area for data security and its…

Computation and Language · Computer Science 2025-09-18 Utsav Maskey , Chencheng Zhu , Usman Naseem

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

Large language models (LLMs) excel at many general-purpose natural language processing tasks. However, their ability to perform deep reasoning and mathematical analysis, particularly for complex tasks as required in cryptography, remains…

Cryptography and Security · Computer Science 2025-12-03 Mayar Elfares , Pascal Reisert , Tilman Dietz , Manpa Barman , Ahmed Zaki , Ralf Küsters , Andreas Bulling

Blockchain technology shows significant results and huge potential for serving as an interweaving fabric that goes through every industry and market, allowing decentralized and secure value exchange, thus connecting our civilization like…

Computational Finance · Quantitative Finance 2018-10-17 Zvezdin Besarabov , Todor Kolev

In financial trading, large language model (LLM)-based agents demonstrate significant potential. However, the high sensitivity to market noise undermines the performance of LLM-based trading systems. To address this limitation, we propose a…

Trading and Market Microstructure · Quantitative Finance 2025-08-19 Li Zhao , Rui Sun , Zuoyou Jiang , Bo Yang , Yuxiao Bai , Mengting Chen , Xinyang Wang , Jing Li , Zuo Bai

Cryptocurrencies have transformed financial markets with their innovative blockchain technology and volatile price movements, presenting both challenges and opportunities for predictive analytics. Ethereum, being one of the leading…

Artificial Intelligence · Computer Science 2025-04-01 Eftychia Makri , Georgios Palaiokrassas , Sarah Bouraga , Antigoni Polychroniadou , Leandros Tassiulas

LLM-based trading agents are increasingly deployed in real-world financial markets to perform autonomous analysis and execution. However, their reliability and robustness under adversarial or faulty conditions remain largely unexamined,…

Artificial Intelligence · Computer Science 2025-12-03 Lewen Yan , Jilin Mei , Tianyi Zhou , Lige Huang , Jie Zhang , Dongrui Liu , Jing Shao

Recent advances in Large Language Models (LLMs) have shown remarkable capabilities in financial reasoning and market understanding. Multi-agent LLM frameworks such as TradingAgent and FINMEM augment these models to long-horizon investment…

Computational Engineering, Finance, and Science · Computer Science 2025-09-30 Fei Xiong , Xiang Zhang , Aosong Feng , Siqi Sun , Chenyu You

Large language models (LLMs) demonstrate strong potential as autonomous agents, with promising capabilities in reasoning, tool use, and sequential decision-making. While prior benchmarks have evaluated LLM agents in various domains, the…

Machine Learning · Computer Science 2026-03-03 Yanxu Chen , Zijun Yao , Yantao Liu , Amy Xin , Jin Ye , Jianing Yu , Lei Hou , Juanzi Li

We introduce a large language model (LLM) based approach to answer complex questions requiring multi-hop numerical reasoning over financial reports. While LLMs have exhibited remarkable performance on various natural language and reasoning…

Computation and Language · Computer Science 2023-11-28 Karmvir Singh Phogat , Chetan Harsha , Sridhar Dasaratha , Shashishekar Ramakrishna , Sai Akhil Puranam

The integration of Large Language Models (LLMs) into autonomous robotic agents for conducting online transactions poses significant cybersecurity challenges. This study aims to enforce robust cybersecurity constraints to mitigate the risks…

Cryptography and Security · Computer Science 2025-04-04 Shraddha Pradipbhai Shah , Aditya Vilas Deshpande

While Large Language Model (LLM) agents show promise in automated trading, they still face critical limitations. Prominent multi-agent frameworks often suffer from inefficiency, produce inconsistent signals, and lack the end-to-end…

Computational Engineering, Finance, and Science · Computer Science 2026-04-21 Zheye Deng , Weixiang Yan , Changlong Yu , Jiashu Wang

Large Language Models (LLMs) have recently been leveraged for asset pricing tasks and stock trading applications, enabling AI agents to generate investment decisions from unstructured financial data. However, most evaluations of LLM…

Trading and Market Microstructure · Quantitative Finance 2026-05-26 Weixian Waylon Li , Hyeonjun Kim , Mihai Cucuringu , Tiejun Ma

Nowadays, success of financial organizations heavily depends on their ability to process digital traces generated by their clients, e.g., transaction histories, gathered from various sources to improve user modeling pipelines. As…

This paper presents a deep learning framework based on Long Short-term Memory Network(LSTM) that predicts price movement of cryptocurrencies from trade-by-trade data. The main focus of this study is on predicting short-term price changes in…

Statistical Finance · Quantitative Finance 2020-10-16 Qi Zhao

This paper presents a realistic simulated stock market where large language models (LLMs) act as heterogeneous competing trading agents. The open-source framework incorporates a persistent order book with market and limit orders, partial…

Computational Finance · Quantitative Finance 2025-04-16 Alejandro Lopez-Lira

This paper presents a novel risk-sensitive trading agent combining reinforcement learning and large language models (LLMs). We extend the Conditional Value-at-Risk Proximal Policy Optimization (CPPO) algorithm, by adding risk assessment and…

Trading and Market Microstructure · Quantitative Finance 2025-02-12 Mostapha Benhenda

Numerous large language model (LLM) agents have been built for different tasks like web navigation and online shopping due to LLM's wide knowledge and text-understanding ability. Among these works, many of them utilize in-context examples…

Artificial Intelligence · Computer Science 2024-03-12 Ruiwen Zhou , Yingxuan Yang , Muning Wen , Ying Wen , Wenhao Wang , Chunling Xi , Guoqiang Xu , Yong Yu , Weinan Zhang