Related papers: FinMarBa: A Market-Informed Dataset for Financial …

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Recent advancements in Large Language Models (LLMs) have exhibited notable efficacy in question-answering (QA) tasks across diverse domains. Their prowess in integrating extensive web knowledge has fueled interest in developing LLM-based…

The fusion of public sentiment data in the form of text with stock price prediction is a topic of increasing interest within the financial community. However, the research literature seldom explores the application of investor sentiment in…

The paper considers the possibility to fine-tune Llama 2 GPT large language model (LLM) for the multitask analysis of financial news. For fine-tuning, the PEFT/LoRA based approach was used. In the study, the model was fine-tuned for the…

This paper provides different approaches for a binary sentiment classification on a small training dataset. LLMs that provided state-of-the-art results in sentiment analysis and similar domains are being used, such as BERT, RoBERTa and…

Portfolio management is the art and science in fiance that concerns continuous reallocation of funds and assets across financial instruments to meet the desired returns to risk profile. Deep reinforcement learning (RL) has gained increasing…

Large language models (LLMs) have drastically changed the possible ways to design intelligent systems, shifting the focuses from massive data acquisition and new modeling training to human alignment and strategical elicitation of the full…

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,…

This paper introduces a new hybrid framework that combines Reinforcement Learning (RL) and Large Language Models (LLMs) to improve robotic manipulation tasks. By utilizing RL for accurate low-level control and LLMs for high level task…

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…

Financial sentiment analysis plays a crucial role in uncovering latent patterns and detecting emerging trends, enabling individuals to make well-informed decisions that may yield substantial advantages within the constantly changing realm…

Large language models (LLMs) continue to advance, with an increasing number of domain-specific variants tailored for specialised tasks. However, these models often lack transparency and explainability, can be costly to fine-tune, require…

Financial portfolio management describes the task of distributing funds and conducting trading operations on a set of financial assets, such as stocks, index funds, foreign exchange or cryptocurrencies, aiming to maximize the profit while…

Traditional stochastic control methods in finance rely on simplifying assumptions that often fail in real world markets. While these methods work well in specific, well defined scenarios, they underperform when market conditions change. We…

The stock market is extremely difficult to predict in the short term due to high market volatility, changes caused by news, and the non-linear nature of the financial time series. This research proposes a novel framework for improving…

Financial market prediction is a challenging application of machine learning, where even small improvements in directional accuracy can yield substantial value. Most models struggle to exceed 55--57\% accuracy due to high noise,…

Financial trading has been a challenging task, as it requires the integration of vast amounts of data from various modalities. Traditional deep learning and reinforcement learning methods require large training data and often involve…

Large Language Models (LLMs) are evolving into autonomous trading agents, yet existing benchmarks often overlook the interplay between architectural reasoning and strategy consistency. We propose Strat-LLM, a framework grounded in…

We introduce a new language representation model in finance called Financial Embedding Analysis of Sentiment (FinEAS). In financial markets, news and investor sentiment are significant drivers of security prices. Thus, leveraging the…

Deep Research (DR) Agents powered by advanced Large Language Models (LLMs) have fundamentally shifted the paradigm for completing complex research tasks. Yet, a comprehensive and live evaluation of their forecasting performance on…