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Designing versatile graph learning approaches is important, considering the diverse graphs and tasks existing in real-world applications. Existing methods have attempted to achieve this target through automated machine learning techniques,…

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Financial Large Language Models (FinLLMs), such as open FinGPT and proprietary BloombergGPT, have demonstrated great potential in select areas of financial services. Beyond this earlier language-centric approach, Multimodal Financial…

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Portfolio management is a fundamental problem in finance. It involves periodic reallocations of assets to maximize the expected returns within an appropriate level of risk exposure. Deep reinforcement learning (RL) has been considered a…

Computational Finance · Quantitative Finance 2022-10-05 Hui Niu , Siyuan Li , Jian Li

Recent advances in reinforcement learning, such as Dynamic Sampling Policy Optimization (DAPO), show strong performance when paired with large language models (LLMs). Motivated by this success, we ask whether similar gains can be realized…

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Medical Decision-Making (MDM) is a multi-faceted process that requires clinicians to assess complex multi-modal patient data patient, often collaboratively. Large Language Models (LLMs) promise to streamline this process by synthesizing…

To fully expedite AI-powered chemical research, high-quality chemical databases are the foundation. Automatic extraction of chemical information from the literature is essential for constructing reaction databases, but it is currently…

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High-frequency trading (HFT) that executes algorithmic trading in short time scales, has recently occupied the majority of cryptocurrency market. Besides traditional quantitative trading methods, reinforcement learning (RL) has become…

Machine Learning · Computer Science 2024-06-21 Chuqiao Zong , Chaojie Wang , Molei Qin , Lei Feng , Xinrun Wang , Bo An

Financial markets are influenced by human behavior that deviates from rationality due to cognitive biases. Traditional reinforcement learning (RL) models for financial decision-making assume rational agents, potentially overlooking the…

Machine Learning · Computer Science 2026-01-14 Liu He

We present a novel three-stage framework leveraging Large Language Models (LLMs) within a risk-aware multi-agent system for automate strategy finding in quantitative finance. Our approach addresses the brittleness of traditional deep…

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Large Language Models (LLMs) have demonstrated impressive performance across diverse domains, yet they still encounter challenges such as insufficient domain-specific knowledge, biases, and hallucinations. This underscores the need for…

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Over the past few years, the advancement of Multimodal Large Language Models (MLLMs) has captured the wide interest of researchers, leading to numerous innovations to enhance MLLMs' comprehension. In this paper, we present AdaptVision, a…

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The finance industry has adopted machine learning (ML) as a form of quantitative research to support better investment decisions, yet there are several challenges often overlooked in practice. (1) ML code tends to be unstructured and ad…

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A linear multi-factor model is one of the most important tools in equity portfolio management. The linear multi-factor models are widely used because they can be easily interpreted. However, financial markets are not linear and their…

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Large Language Models (LLMs) have demonstrated remarkable potential as autonomous agents, approaching human-expert performance through advanced reasoning and tool orchestration. However, decision-making in fully dynamic and live…

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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…

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Social media platforms generate massive volumes of heterogeneous data, capturing user behaviors, textual content, temporal dynamics, and network structures. Analyzing such data is crucial for understanding phenomena such as opinion…

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Developing effective quantitative trading strategies using reinforcement learning (RL) is challenging due to the high risks associated with online interaction with live financial markets. Consequently, offline RL, which leverages historical…

Computational Finance · Quantitative Finance 2024-11-28 Suyeol Yun

Accurate prediction of human behavior is crucial for AI systems to effectively support real-world applications, such as autonomous robots anticipating and assisting with human tasks. Real-world scenarios frequently present challenges such…

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Deep reinforcement learning (DRL) has been envisioned to have a competitive edge in quantitative finance. However, there is a steep development curve for quantitative traders to obtain an agent that automatically positions to win in the…

Trading and Market Microstructure · Quantitative Finance 2021-11-19 Xiao-Yang Liu , Hongyang Yang , Jiechao Gao , Christina Dan Wang

Financial markets exhibit complex dynamics where localized events trigger ripple effects across entities. Previous event studies, constrained by static single-company analyses and simplistic assumptions, fail to capture these ripple…

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