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The integration of Artificial Intelligence (AI) techniques, particularly large language models (LLMs), in finance has garnered increasing academic attention. Despite progress, existing studies predominantly focus on tasks like financial…
This study introduces a benchmark framework for evaluating the financial decision-making capabilities of large language models (LLMs) through portfolio optimization problems with mathematically explicit solutions. Unlike existing financial…
This study presents a framework for automated evaluation of dynamically evolving topic taxonomies in scientific literature using Large Language Models (LLMs). In digital library systems, topic modeling plays a crucial role in efficiently…
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…
This paper explores the application of large language models (LLMs) in designing strategic mechanisms -- including auctions, contracts, and games -- for specific purposes in communication networks. Traditionally, strategic mechanism design…
Bayesian Optimization critically depends on the choice of acquisition function, but no single strategy is universally optimal; the best choice is non-stationary and problem-dependent. Existing adaptive portfolio methods often base their…
This study deeply explores the application of large language model (LLM) in personalized recommendation system of e-commerce. Aiming at the limitations of traditional recommendation algorithms in processing large-scale and multi-dimensional…
In our opinion the exuberance surrounding the relative success of data-driven large language models (LLMs) is slightly misguided and for several reasons (i) LLMs cannot be relied upon for factual information since for LLMs all ingested text…
Multimodal large language models (MLLMs) struggle with numerical regression under long-tailed target distributions. Token-level supervised fine-tuning (SFT) and point-wise regression rewards bias learning toward high-density regions,…
Large language models (LLMs) have demonstrated strong performance in sentence-level machine translation, but scaling to document-level translation remains challenging, particularly in modeling long-range dependencies and discourse phenomena…
In this paper, we document a novel machine learning based bottom-up approach for static and dynamic portfolio optimization on, potentially, a large number of assets. The methodology applies to general constrained optimization problems and…
In this work, we conduct an assessment of the optimization capabilities of LLMs across various tasks and data sizes. Each of these tasks corresponds to unique optimization domains, and LLMs are required to execute these tasks with…
Accurate load forecasting is crucial for maintaining the power balance between generators and consumers,particularly with the increasing integration of renewable energy sources, which introduce significant intermittent volatility. With the…
Conventional recommendation systems (RSs) are typically optimized to enhance performance metrics uniformly across all training samples, inadvertently overlooking the needs of diverse user populations. The performance disparity among various…
Large Language Models (LLMs) excel at understanding context and qualitative nuances but struggle with the rigorous and transparent reasoning required in high-stakes quantitative domains such as financial trading. We propose a model-first…
The real estate market is vital to global economies but suffers from significant information asymmetry. This study examines how Large Language Models (LLMs) can democratize access to real estate insights by generating competitive and…
In various work contexts, such as meeting scheduling, collaborating, and project planning, collective decision-making is essential but often challenging due to diverse individual preferences, varying work focuses, and power dynamics among…
Alpha factor mining is a fundamental task in quantitative trading, aimed at discovering interpretable signals that can predict asset returns beyond systematic market risk. While traditional methods rely on manual formula design or heuristic…
Large Language Models (LLMs) are rapidly transforming various fields, and their potential in Business Process Management (BPM) is substantial. This paper assesses the capabilities of LLMs on business process modeling using a framework for…
The rise of Large Language Models (LLMs) has driven progress in reasoning tasks -- from program synthesis to scientific hypothesis generation -- yet their ability to handle ranked preferences and structured algorithms in combinatorial…