Related papers: A New DAPO Algorithm for Stock Trading

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining the financial assets price "prediction" step and the…

Diffusion large language models (dLLMs) are promising alternatives to autoregressive large language models (AR-LLMs), as they potentially allow higher inference throughput. Reinforcement learning (RL) is a crucial component for dLLMs to…

Large Language Models (LLMs) have shown promise in solving complex mathematical problems, yet they still fall short of producing accurate and consistent solutions. Reinforcement Learning (RL) is a framework for aligning these models with…

Reinforcement learning (RL) has emerged as a promising strategy for improving the reasoning capabilities of language models (LMs) in domains such as mathematics and coding. However, most modern RL algorithms were designed to target robotics…

We deploy large language models (LLMs) as business development (BD) agents for persuasive price negotiation in online travel agencies (OTAs). The agent must follow a multi-stage Standard Operating Procedure (SOP) and strict guardrails (no…

Sentiment analysis plays a crucial role in various domains, such as business intelligence and financial forecasting. Large language models (LLMs) have become a popular paradigm for sentiment analysis, leveraging multi-task learning to…

Recent advances in group-based reinforcement learning (RL) have driven frontier large language models (LLMs) in single-turn tasks like mathematical reasoning. However, their scalability to multi-turn LLM agent training remains limited.…

Dynamic Portfolio optimization is the process of distribution and rebalancing of a fund into different financial assets such as stocks, cryptocurrencies, etc, in consecutive trading periods to maximize accumulated profits or minimize risks…

Machine Learning (ML) has been embraced as a powerful tool by the financial industry, with notable applications spreading in various domains including investment management. In this work, we propose a full-cycle data-driven investment…

Agentic Reinforcement Learning (Agentic RL) has shown remarkable potential in large language model-based (LLM) agents. These works can empower LLM agents to tackle complex tasks via multi-step, tool-integrated reasoning. However, an…

Since DeepSeek-R1 popularized, Group Relative Policy Optimization (GRPO) has become the core part of training Reasoning LLMs. However, we find some deficiency that influences RL stability and inference efficiency, like zero-variance in…

General agents have given rise to phenomenal applications such as OpenClaw and Claude Code. As these agent systems (a.k.a. Harnesses) strive for bolder goals, they demand increasingly stronger agentic capabilities from foundation Large…

Multi-agent systems (MAS) and reinforcement learning (RL) are widely used to enhance the agentic capabilities of large language models (LLMs). MAS improves task performance through role-based orchestration, while RL uses environmental…

Large language models (LLMs) have recently advanced in reasoning when optimized with reinforcement learning (RL) under verifiable rewards. Existing methods primarily rely on outcome-based supervision to strengthen internal LLM reasoning,…

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…

We introduce the first end-to-end Deep Reinforcement Learning (DRL) based framework for active high frequency trading in the stock market. We train DRL agents to trade one unit of Intel Corporation stock by employing the Proximal Policy…

We propose a reinforcement learning (RL) framework that leverages multimodal data including historical stock prices, sentiment analysis, and topic embeddings from news articles, to optimize trading strategies for SP100 stocks. Building upon…

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…

Post-training language models (LMs) with reinforcement learning (RL) can enhance their complex reasoning capabilities without supervised fine-tuning, as demonstrated by DeepSeek-R1-Zero. However, effectively utilizing RL for LMs requires…

More and more stock trading strategies are constructed using deep reinforcement learning (DRL) algorithms, but DRL methods originally widely used in the gaming community are not directly adaptable to financial data with low signal-to-noise…