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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…

Portfolio Management · Quantitative Finance 2026-05-28 Hanyong Cho , Jang Ho Kim

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…

Computation and Language · Computer Science 2025-02-14 Zhiyin Tan , Jennifer D'Souza

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 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…

Computer Science and Game Theory · Computer Science 2024-12-03 Ismail Lotfi , Nouf Alabbasi , Omar Alhussein

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…

Machine Learning · Computer Science 2026-02-10 Giang Ngo , Dat Phan Trong , Dang Nguyen , Sunil Gupta , Svetha Venkatesh

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…

Information Retrieval · Computer Science 2024-10-18 Wei Xu , Jue Xiao , Jianlong Chen

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…

Computation and Language · Computer Science 2023-09-15 Walid S. Saba

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,…

Computation and Language · Computer Science 2026-05-12 Yao Du , Shanshan Song , Xiaomeng Li

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…

Computation and Language · Computer Science 2025-08-29 Miguel Moura Ramos , Patrick Fernandes , Sweta Agrawal , André F. T. Martins

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…

Mathematical Finance · Quantitative Finance 2020-11-24 Qing Yang , Zhenning Hong , Ruyan Tian , Tingting Ye , Liangliang Zhang

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…

Machine Learning · Computer Science 2024-05-28 Pei-Fu Guo , Ying-Hsuan Chen , Yun-Da Tsai , Shou-De Lin

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…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Mingyang Gao , Suyang Zhou , Wei Gu , Zhi Wu , Haiquan Liu , Aihua Zhou

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…

Information Retrieval · Computer Science 2025-10-21 Kirandeep Kaur , Vinayak Gupta , Manya Chadha , Chirag Shah

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…

Computational Finance · Quantitative Finance 2025-12-02 Xiaoting Kuang , Boken Lin

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…

Artificial Intelligence · Computer Science 2025-10-01 Margot Geerts , Manon Reusens , Bart Baesens , Seppe vanden Broucke , Jochen De Weerdt

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…

Computation and Language · Computer Science 2025-08-13 Marios Papachristou , Longqi Yang , Chin-Chia Hsu

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…

Computational Engineering, Finance, and Science · Computer Science 2025-10-22 Lang Cao

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…

Databases · Computer Science 2024-12-03 Humam Kourani , Alessandro Berti , Daniel Schuster , Wil M. P. van der Aalst

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…

Artificial Intelligence · Computer Science 2025-12-09 Hadi Hosseini , Samarth Khanna , Ronak Singh