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We explore deep Reinforcement Learning(RL) algorithms for scalping trading and knew that there is no appropriate trading gym and agent examples. Thus we propose gym and agent like Open AI gym in finance. Not only that, we introduce new RL…

Artificial Intelligence · Computer Science 2019-04-02 Uk Jo , Taehyun Jo , Wanjun Kim , Iljoo Yoon , Dongseok Lee , Seungho Lee

Developing professional, structured reasoning on par with human financial analysts and traders remains a central challenge in AI for finance, where markets demand interpretability and trust. Traditional time-series models lack…

Trading and Market Microstructure · Quantitative Finance 2025-09-16 Yijia Xiao , Edward Sun , Tong Chen , Fang Wu , Di Luo , Wei Wang

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

LLM-based optimization has shown remarkable potential in enhancing agentic systems. However, the conventional approach of prompting LLM optimizer with the whole training trajectories on training dataset in a single pass becomes untenable as…

Computation and Language · Computer Science 2025-05-08 Jiale Liu , Yifan Zeng , Shaokun Zhang , Chi Zhang , Malte Højmark-Bertelsen , Marie Normann Gadeberg , Huazheng Wang , Qingyun Wu

The functionality of Large Language Model (LLM) agents is primarily determined by two capabilities: action planning and answer summarization. The former, action planning, is the core capability that dictates an agent's performance. However,…

Machine Learning · Computer Science 2025-08-28 Zhiwei Li , Yong Hu , Wenqing Wang

Language model (LM) agents have gained significant attention for their ability to autonomously complete tasks through interactions with environments, tools, and APIs. LM agents are primarily built with prompt engineering or supervised…

Artificial Intelligence · Computer Science 2025-07-22 Renxi Wang , Rifo Ahmad Genadi , Bilal El Bouardi , Yongxin Wang , Fajri Koto , Zhengzhong Liu , Timothy Baldwin , Haonan Li

Reinforcement learning (RL) has become a central post-training paradigm for large language models (LLMs), but its performance is highly sensitive to the quality of training problems. This sensitivity stems from the non-stationarity of RL:…

Machine Learning · Computer Science 2026-02-26 Ningyuan Yang , Weihua Du , Weiwei Sun , Sean Welleck , Yiming Yang

This paper investigates the application of large language models (LLMs) to financial tasks. We fine-tuned foundation models using the Open FinLLM Leaderboard as a benchmark. Building on Qwen2.5 and Deepseek-R1, we employed techniques…

Computation and Language · Computer Science 2025-04-18 Varun Rao , Youran Sun , Mahendra Kumar , Tejas Mutneja , Agastya Mukherjee , Haizhao Yang

Large Language Models (LLMs) have shown remarkable reasoning capabilities in mathematical and scientific tasks. To enhance complex reasoning, multi-agent systems have been proposed to harness the collective intelligence of LLM agents.…

Artificial Intelligence · Computer Science 2025-10-22 Zhenyu Bi , Meng Lu , Yang Li , Swastik Roy , Weijie Guan , Morteza Ziyadi , Xuan Wang

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

Large Language Models (LLMs) like GPT-4 have revolutionized natural language processing, showing remarkable linguistic proficiency and reasoning capabilities. However, their application in strategic multi-agent decision-making environments…

Computation and Language · Computer Science 2024-05-29 Chuanhao Li , Runhan Yang , Tiankai Li , Milad Bafarassat , Kourosh Sharifi , Dirk Bergemann , Zhuoran Yang

As agentic AI becomes more widespread, agents with distinct and possibly conflicting goals will interact in complex ways. These multi-agent interactions pose a fundamental challenge, particularly in social dilemmas, where agents' individual…

Machine Learning · Computer Science 2025-12-02 Dereck Piche , Mohammed Muqeeth , Milad Aghajohari , Juan Duque , Michael Noukhovitch , Aaron Courville

This paper presents a novel hierarchical framework for portfolio optimization, integrating lightweight Large Language Models (LLMs) with Deep Reinforcement Learning (DRL) to combine sentiment signals from financial news with traditional…

Portfolio Management · Quantitative Finance 2025-07-25 Benjamin Coriat , Eric Benhamou

Large language models (LLMs) show promise for natural language tasks but struggle when applied directly to complex domains like finance. LLMs have difficulty reasoning about and integrating all relevant information. We propose a…

Computation and Language · Computer Science 2023-11-15 Zhixuan Chu , Huaiyu Guo , Xinyuan Zhou , Yijia Wang , Fei Yu , Hong Chen , Wanqing Xu , Xin Lu , Qing Cui , Longfei Li , Jun Zhou , Sheng Li

Can large language models (LLMs) generate continuous numerical features that improve reinforcement learning (RL) trading agents? We build a modular pipeline where a frozen LLM serves as a stateless feature extractor, transforming…

Computation and Language · Computer Science 2026-04-14 Zhengzhe Yang

This study proposes a novel hybrid deep learning framework that integrates a Large Language Model (LLM) with a Transformer architecture for stock price forecasting. The research addresses a critical theoretical gap in existing approaches…

Detecting fraud in financial transactions typically relies on tabular models that demand heavy feature engineering to handle high-dimensional data and offer limited interpretability, making it difficult for humans to understand predictions.…

Machine Learning · Computer Science 2026-04-10 Xuwei Tan , Yao Ma , Xueru Zhang

The recent advancement of Large Language Models (LLMs) has established their potential as autonomous interactive agents. However, they often struggle in strategic games of incomplete information, such as bilateral price negotiation. In this…

Artificial Intelligence · Computer Science 2026-04-14 Shuze Daniel Liu , Claire Chen , Jiabao Sean Xiao , Lei Lei , Yuheng Zhang , Yisong Yue , David Simchi-Levi

Existing agents for solving tasks such as ML engineering rely on prompting powerful language models. As a result, these agents do not improve with more experience. In this paper, we show that agents backed by weaker models that improve via…

Machine Learning · Computer Science 2025-09-04 Sherry Yang , Joy He-Yueya , Percy Liang

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