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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

Large language models have demonstrated strong performance on general-purpose programming tasks, yet their ability to generate executable algorithmic trading strategies remains underexplored. Unlike standard code benchmarks,…

Computation and Language · Computer Science 2026-04-17 Alexey Khoroshilov , Alexey Chernysh , Orkhan Ekhtibarov , Nini Kamkia , Dmitry Zmitrovich

Long-term memory (LTM) is essential for large language models (LLMs) to achieve autonomous intelligence in complex, evolving environments. Despite increasing efforts in memory-augmented and retrieval-based architectures, there remains a…

Computation and Language · Computer Science 2025-06-17 Luanbo Wan , Weizhi Ma

Large language models (LLMs) are increasingly deployed in financial research workflows, where their role is evolving from single-model assistance for human analysts toward autonomous collaboration among multiple agents. Yet real-world…

Computation and Language · Computer Science 2026-05-11 Yiyun Zhu , Yidong Jiang , Ziwen Xu , Yinsheng Yao , Dawei Cheng , Jinru Ding , Jie Xu

Large language models (LLMs) are increasingly used as quantitative research copilots to translate natural-language strategy specifications into executable trading code. Yet most existing evaluations either focus on static financial…

Software Engineering · Computer Science 2026-04-07 Yuchen Cao , Hanlin Zhang , Jacky Wai Keung , Yang Chen , Linqi Song

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

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

Financial metrics like the Sharpe ratio are pivotal in evaluating investment performance by balancing risk and return. However, traditional metrics often struggle with robustness and generalization, particularly in dynamic and volatile…

Portfolio Management · Quantitative Finance 2025-02-05 Kamer Ali Yuksel , Hassan Sawaf

Large Language Models (LLMs) have transformed how people interact with artificial intelligence (AI) systems, achieving state-of-the-art results in various tasks, including scientific discovery and hypothesis generation. However, the lack of…

Computation and Language · Computer Science 2024-11-06 Sikun Guo , Amir Hassan Shariatmadari , Guangzhi Xiong , Albert Huang , Eric Xie , Stefan Bekiranov , Aidong Zhang

Large language models (LLMs) achieve impressive performance on complex mathematical benchmarks yet sometimes fail on basic math reasoning while generating unnecessarily verbose responses. In this paper, we present LLMThinkBench, a…

Computation and Language · Computer Science 2026-04-24 Gaurav Srivastava , Aafiya Hussain , Sriram Srinivasan , Xuan Wang

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…

Portfolio Management · Quantitative Finance 2025-11-04 Zhizhuo Kou , Holam Yu , Junyu Luo , Jingshu Peng , Xujia Li , Chengzhong Liu , Juntao Dai , Lei Chen , Sirui Han , Yike Guo

Large Language Models (LLMs) have been employed in financial decision making, enhancing analytical capabilities for investment strategies. Traditional investment strategies often utilize quantitative models, fundamental analysis, and…

General Finance · Quantitative Finance 2025-07-04 Sedigheh Mahdavi , Jiating , Chen , Pradeep Kumar Joshi , Lina Huertas Guativa , Upmanyu Singh

This study explores the potential of large language models (LLMs) to conduct market experiments, aiming to understand their capability to comprehend competitive market dynamics. We model the behavior of market agents in a controlled…

Human-Computer Interaction · Computer Science 2024-11-04 Jingru Jia , Zehua Yuan

Modern quantitative trading increasingly relies on systematic models to extract predictive signals from large-scale financial data, where alpha factor discovery plays a central role in transforming market observations into tradable signals.…

Computational Engineering, Finance, and Science · Computer Science 2026-05-18 Lingzhe Zhang , Tong Jia , Yunpeng Zhai , Zixuan Xie , Chiming Duan , Minghua He , Philip S. Yu , Ying Li

Large language models (LLMs) have become increasingly pivotal across various domains, especially in handling complex data types. This includes structured data processing, as exemplified by ChartQA and ChatGPT-Ada, and multimodal…

This paper presents a realistic simulated stock market where large language models (LLMs) act as heterogeneous competing trading agents. The open-source framework incorporates a persistent order book with market and limit orders, partial…

Computational Finance · Quantitative Finance 2025-04-16 Alejandro Lopez-Lira

Artificial intelligence is making significant strides in the finance industry, revolutionizing how data is processed and interpreted. Among these technologies, large language models (LLMs) have demonstrated substantial potential to…

Computation and Language · Computer Science 2024-07-02 Cehao Yang , Chengjin Xu , Yiyan Qi

Large language models (LLMs) have sparked growing interest in machine learning research agents that can autonomously propose ideas and conduct experiments. However, existing benchmarks predominantly adopt an engineering-oriented…

Computation and Language · Computer Science 2026-02-26 Qiran Zou , Hou Hei Lam , Wenhao Zhao , Yiming Tang , Tingting Chen , Samson Yu , Tianyi Zhang , Chang Liu , Xiangyang Ji , Dianbo Liu

Large Language Models (LLMs) have emerged as a powerful tool in advancing the Text-to-SQL task, significantly outperforming traditional methods.Nevertheless, as a nascent research field, there is still no consensus on the optimal prompt…

Computation and Language · Computer Science 2026-03-20 Bin Zhang , Yuxiao Ye , Guoqing Du , Xiaoru Hu , Zhishuai Li , Chi Harold Liu , Zhiwei Xu , Guoliang Fan , Rui Zhao , Ziyue Li , Hangyu Mao

The ability of large language models (LLMs) to manage and acquire economic resources remains unclear. In this paper, we introduce \textbf{Market-Bench}, a comprehensive benchmark that evaluates the capabilities of LLMs in…

Artificial Intelligence · Computer Science 2026-04-21 Yushuo Zheng , Huiyu Duan , Zicheng Zhang , Yucheng Zhu , Xiongkuo Min , Guangtao Zhai