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Learning profitable intraday trading policies from financial time series is challenging due to heavy noise, non-stationarity, and strong cross-sectional dependence among related assets. We propose \emph{WaveLSFormer}, a learnable…

Machine Learning · Computer Science 2026-03-13 Shuozhe Li , Du Cheng , Leqi Liu

Large language models (LLMs) have recently been adapted to tabular prediction by serializing structured features into natural language, but their performance in low-data regimes remains limited compared to gradient-boosted decision trees…

Machine Learning · Computer Science 2026-05-12 Yi-Siang Wang , Kuan-Yu Chen , Yu-Chen Den , Darby Tien-Hao Chang

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…

Computational Finance · Quantitative Finance 2023-12-05 Yangyang Yu , Haohang Li , Zhi Chen , Yuechen Jiang , Yang Li , Denghui Zhang , Rong Liu , Jordan W. Suchow , Khaldoun Khashanah

We present a new financial domain large language model, InvestLM, tuned on LLaMA-65B (Touvron et al., 2023), using a carefully curated instruction dataset related to financial investment. Inspired by less-is-more-for-alignment (Zhou et al.,…

General Finance · Quantitative Finance 2023-09-27 Yi Yang , Yixuan Tang , Kar Yan Tam

Process reward models (PRMs) are a cornerstone of test-time scaling (TTS), designed to verify and select the best responses from large language models (LLMs). However, this promise is challenged by recent benchmarks where simple majority…

Computation and Language · Computer Science 2026-04-24 Peng Kuang , Yanli Wang , Xiaoyu Han , Yaowenqi Liu , Kaidi Xu , Haohan Wang

This paper investigates whether large language models (LLMs) can generate reliable stock market predictions. We evaluate four state-of-the-art models - ChatGPT, Gemini, DeepSeek, and Perplexity - across three prompting strategies: a naive…

Trading and Market Microstructure · Quantitative Finance 2026-04-21 Ricardo Crisostomo , Diana Mykhalyuk

We propose a novel investment decision strategy (IDS) based on deep learning. The performance of many IDSs is affected by stock similarity. Most existing stock similarity measurements have the problems: (a) The linear nature of many…

Computational Finance · Quantitative Finance 2018-02-20 Guosheng Hu , Yuxin Hu , Kai Yang , Zehao Yu , Flood Sung , Zhihong Zhang , Fei Xie , Jianguo Liu , Neil Robertson , Timothy Hospedales , Qiangwei Miemie

Large language models (LLMs) are increasingly being applied across various specialized fields, leveraging their extensive knowledge to empower a multitude of scenarios within these domains. However, each field encompasses a variety of…

Computation and Language · Computer Science 2024-04-09 Yuhang Zhou , Zeping Li , Siyu Tian , Yuchen Ni , Sen Liu , Guangnan Ye , Hongfeng Chai

Large language models (LLMs), with advanced linguistic capabilities, have been employed in reranking tasks through a sequence-to-sequence approach. In this paradigm, multiple passages are reranked in a listwise manner and a textual reranked…

Information Retrieval · Computer Science 2024-11-08 Ruiyang Ren , Yuhao Wang , Kun Zhou , Wayne Xin Zhao , Wenjie Wang , Jing Liu , Ji-Rong Wen , Tat-Seng Chua

In Large Language Model (LLM) fine-tuning, parameter and data selection are common strategies for reducing fine-tuning cost, yet they are typically driven by separate scoring mechanisms. When a parameter mask and data subset jointly…

Machine Learning · Computer Science 2026-05-08 Xinrui Chen , Liu Yang , Ou Wu

Portfolio management remains a crucial challenge in finance, with traditional methods often falling short in complex and volatile market environments. While deep reinforcement approaches have shown promise, they still face limitations in…

Machine Learning · Computer Science 2025-03-07 Fengchen Gu , Zhengyong Jiang , Ángel F. García-Fernández , Angelos Stefanidis , Jionglong Su , Huakang Li

Multi-objective optimization problems (MOPs) are ubiquitous in real-world applications, presenting a complex challenge of balancing multiple conflicting objectives. Traditional evolutionary algorithms (EAs), though effective, often rely on…

Neural and Evolutionary Computing · Computer Science 2024-07-29 Yuxiao Huang , Shenghao Wu , Wenjie Zhang , Jibin Wu , Liang Feng , Kay Chen Tan

Instruction tuning is a pivotal technique for aligning large language models (LLMs) with human intentions, safety constraints, and domain-specific requirements. This survey provides a comprehensive overview of the full pipeline,…

Computation and Language · Computer Science 2025-11-20 Xudong Han , Junjie Yang , Tianyang Wang , Ziqian Bi , Xinyuan Song , Junfeng Hao , Junhao Song

The task of financial analysis primarily encompasses two key areas: stock trend prediction and the corresponding financial question answering. Currently, machine learning and deep learning algorithms (ML&DL) have been widely applied for…

Computation and Language · Computer Science 2024-03-20 Xiang Li , Zhenyu Li , Chen Shi , Yong Xu , Qing Du , Mingkui Tan , Jun Huang , Wei Lin

Financial markets are integral to a country's economic success, yet their complex nature raises challenging issues for predicting their behaviors. There is a growing demand for an integrated system that explores the vast and diverse data in…

Statistical Finance · Quantitative Finance 2024-12-10 Ali Abrishami , Jafar Habibi , AmirAli Jarrahi , Dariush Amiri , MohammadAmin Fazli

Recent advancements in tool learning have enabled large language models (LLMs) to integrate external tools, enhancing their task performance by expanding their knowledge boundaries. However, relying on tools often introduces tradeoffs…

Computation and Language · Computer Science 2025-03-11 Hongshen Xu , Zihan Wang , Zichen Zhu , Lei Pan , Xingyu Chen , Lu Chen , Kai Yu

Recently, large language models (LLMs) have demonstrated outstanding reasoning capabilities on mathematical and coding tasks. However, their application to financial tasks-especially the most fundamental task of stock movement…

Computation and Language · Computer Science 2025-10-27 Xueyuan Lin , Cehao Yang , Ye Ma , Ming Li , Rongjunchen Zhang , Yang Ni , Xiaojun Wu , Chengjin Xu , Jian Guo , Hui Xiong

Trading range breakout is a key method in the technical analysis of financial trading, widely employed by traders in financial markets such as stocks, futures, and foreign exchange. However, distinguishing between true and false breakout…

Artificial Intelligence · Computer Science 2025-02-25 Kang Zhang , Osamu Yoshie , Lichao Sun , Weiran Huang

Cryptocurrency markets exhibit pronounced momentum effects and regime-dependent volatility, presenting both opportunities and challenges for systematic trading strategies. We propose AdaptiveTrend, a multi-component algorithmic trading…

Computational Engineering, Finance, and Science · Computer Science 2026-02-13 Duc Bui , Thanh Nguyen

Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

Machine Learning · Computer Science 2019-01-28 Pengqian Yu , Joon Sern Lee , Ilya Kulyatin , Zekun Shi , Sakyasingha Dasgupta