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The proper design and architecture of testing machine learning models, especially in their application to quantitative finance problems, is crucial. The most important aspect of this process is selecting an adequate loss function for…

Computational Finance · Quantitative Finance 2025-07-25 Jakub Michańków , Paweł Sakowski , Robert Ślepaczuk

Much of the advancement in Multi-Agent Reinforcement Learning (MARL) for imperfect-information games has historically depended on the manual, iterative refinement of algorithmic baselines. Recently, evolutionary coding agents powered by…

Computer Science and Game Theory · Computer Science 2026-05-11 Zun Li , John Schultz , Daniel Hennes , Marc Lanctot

Pre-trained large language models (LLMs) exhibit powerful capabilities for generating natural text. Evolutionary algorithms (EAs) can discover diverse solutions to complex real-world problems. Motivated by the common collective and…

Neural and Evolutionary Computing · Computer Science 2025-03-10 Chao Wang , Jiaxuan Zhao , Licheng Jiao , Lingling Li , Fang Liu , Shuyuan Yang

Quantitative investment (quant) is an emerging, technology-driven approach in asset management, increasingy shaped by advancements in artificial intelligence. Recent advances in deep learning and large language models (LLMs) for quant…

Computational Finance · Quantitative Finance 2025-03-31 Bokai Cao , Saizhuo Wang , Xinyi Lin , Xiaojun Wu , Haohan Zhang , Lionel M. Ni , Jian Guo

Investors always want to know about the profit and the risk that they will be get before buying some assets. Our main focus is getting the profit and the probability of getting that profit using the differential evolution algorithm for…

Computational Finance · Quantitative Finance 2023-01-24 Werry Febrianti , Kuntjoro Adji Sidarto , Novriana Sumarti

Agentic AI systems built on large language models (LLMs) offer significant potential for automating complex workflows, from software development to customer support. However, LLM agents often underperform due to suboptimal configurations;…

Although real-coded differential evolution (DE) algorithms can perform well on continuous optimization problems (CoOPs), it is still a challenging task to design an efficient binary-coded DE algorithm. Inspired by the learning mechanism of…

Neural and Evolutionary Computing · Computer Science 2014-05-13 Yu Chen , Weicheng Xie , Xiufen Zou

Hyperparameter optimization is a crucial problem in Evolutionary Computation. In fact, the values of the hyperparameters directly impact the trajectory taken by the optimization process, and their choice requires extensive reasoning by…

Neural and Evolutionary Computing · Computer Science 2024-08-06 Leonardo Lucio Custode , Fabio Caraffini , Anil Yaman , Giovanni Iacca

Recent advances in Large Language Models (LLMs) have shown remarkable capabilities in financial reasoning and market understanding. Multi-agent LLM frameworks such as TradingAgent and FINMEM augment these models to long-horizon investment…

Computational Engineering, Finance, and Science · Computer Science 2025-09-30 Fei Xiong , Xiang Zhang , Aosong Feng , Siqi Sun , Chenyu You

Optimization benchmarks play a fundamental role in assessing algorithm performance; however, existing artificial benchmarks often fail to capture the diversity and irregularity of real-world problem structures, while benchmarks derived from…

Neural and Evolutionary Computing · Computer Science 2026-01-26 Yuhiro Ono , Tomohiro Harada , Yukiya Miura

Value-alignment in normative multi-agent systems is used to promote a certain value and to ensure the consistent behaviour of agents in autonomous intelligent systems with human values. However, the current literature is limited to the…

Multiagent Systems · Computer Science 2023-10-13 Maha Riad , Vinicius de Carvalho , Fatemeh Golpayegani

Evolutionary algorithms have been successful in solving multi-objective optimization problems (MOPs). However, as a class of population-based search methodology, evolutionary algorithms require a large number of evaluations of the objective…

Neural and Evolutionary Computing · Computer Science 2024-08-16 Xueming Yan , Yaochu Jin

Artificial Intelligence (AI) and Machine Learning (ML) are transforming the domain of Quantitative Trading (QT) through the deployment of advanced algorithms capable of sifting through extensive financial datasets to pinpoint lucrative…

Trading and Market Microstructure · Quantitative Finance 2023-12-27 Maochun Xu , Zixun Lan , Zheng Tao , Jiawei Du , Zongao Ye

We introduce Learning to Self-Evolve (LSE), a reinforcement learning framework that trains large language models (LLMs) to improve their own contexts at test time. We situate LSE in the setting of test-time self-evolution, where a model…

Computation and Language · Computer Science 2026-03-20 Xiaoyin Chen , Canwen Xu , Yite Wang , Boyi Liu , Zhewei Yao , Yuxiong He

Large language models (LLMs) have significantly advanced in various fields and intelligent agent applications. However, current LLMs that learn from human or external model supervision are costly and may face performance ceilings as task…

Computation and Language · Computer Science 2024-06-04 Zhengwei Tao , Ting-En Lin , Xiancai Chen , Hangyu Li , Yuchuan Wu , Yongbin Li , Zhi Jin , Fei Huang , Dacheng Tao , Jingren Zhou

The rapid advancement of large language models (LLMs) has transformed the landscape of agentic information seeking capabilities through the integration of tools such as search engines and web browsers. However, current mainstream approaches…

Computation and Language · Computer Science 2025-05-29 Dingchu Zhang , Yida Zhao , Jialong Wu , Baixuan Li , Wenbiao Yin , Liwen Zhang , Yong Jiang , Yufeng Li , Kewei Tu , Pengjun Xie , Fei Huang

This systematic review examines how machine learning (ML) and deep learning (DL) have transformed forecasting, decision-making, and financial modelling, promoting innovation and efficiency in financial systems. Following PRISMA 2020…

General Mathematics · Mathematics 2026-01-26 Soufiane El Amine El Alami , Abderazzak Mouiha , Abdelatif Hafid , Ahmed El Hilali Alaoui

This paper addresses the critical disconnect between prediction and decision quality in portfolio optimization by integrating Large Language Models (LLMs) with decision-focused learning. We demonstrate both theoretically and empirically…

Portfolio Management · Quantitative Finance 2025-02-04 Yoontae Hwang , Yaxuan Kong , Stefan Zohren , Yongjae Lee

Large language models (LLMs) fine-tuned on multimodal financial data have demonstrated impressive reasoning capabilities in various financial tasks. However, they often struggle with multi-step, goal-oriented scenarios in interactive…

In modern society, the trading methods and strategies used in financial market have gradually changed from traditional on-site trading to electronic remote trading, and even online automatic trading performed by a pre-programmed computer…

Trading and Market Microstructure · Quantitative Finance 2022-11-24 Wei-Chang Yeh , Yu-Hsin Hsieh , Chia-Ling Huang