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A multi-agent AI system (MAS) is composed of multiple autonomous agents that interact, exchange information, and make decisions based on internal generative models. Recent advances in large language models and tool-using agents have made…

We propose and study the integration of sentiment analysis and deep reinforcement learning ensemble algorithms for stock trading by evaluating strategies capable of dynamically altering their active agent given the concurrent market…

Trading and Market Microstructure · Quantitative Finance 2024-11-21 Andrew Ye , James Xu , Vidyut Veedgav , Yi Wang , Yifan Yu , Daniel Yan , Ryan Chen , Vipin Chaudhary , Shuai Xu

Classical multi-agent reinforcement learning (MARL) assumes risk neutrality and complete objectivity for agents. However, in settings where agents need to consider or model human economic or social preferences, a notion of risk must be…

Machine Learning · Computer Science 2024-02-09 Hafez Ghaemi , Hamed Kebriaei , Alireza Ramezani Moghaddam , Majid Nili Ahamdabadi

This study presents a Reinforcement Learning (RL)-based portfolio management model tailored for high-risk environments, addressing the limitations of traditional RL models and exploiting market opportunities through two-sided transactions…

Portfolio Management · Quantitative Finance 2024-08-13 Ali Habibnia , Mahdi Soltanzadeh

Generative multiagent systems are rapidly emerging as transformative tools for scalable automation and adaptive decisionmaking in telecommunications. Despite their promise, these systems introduce novel risks that remain underexplored,…

Systems and Control · Electrical Eng. & Systems 2025-11-25 Zeinab Nezami , Shehr Bano , Abdelaziz Salama , Maryam Hafeez , Syed Ali Raza Zaidi

Multi-agent LLM decision systems for portfolio management still lack a principled way to assign credit across specialist agents, remain vulnerable to cold-start dominance under regime shifts, and offer limited transparency into how final…

Artificial Intelligence · Computer Science 2026-05-26 Yunhua Pei , Zerui Ge , Jin Zheng , John Cartlidge

Resource balancing within complex transportation networks is one of the most important problems in real logistics domain. Traditional solutions on these problems leverage combinatorial optimization with demand and supply forecasting.…

Multiagent Systems · Computer Science 2019-03-05 Xihan Li , Jia Zhang , Jiang Bian , Yunhai Tong , Tie-Yan Liu

Machine Learning (ML) has been embraced as a powerful tool by the financial industry, with notable applications spreading in various domains including investment management. In this work, we propose a full-cycle data-driven investment…

Portfolio Management · Quantitative Finance 2021-05-20 Haoran Wang , Shi Yu

Adversarial optimization algorithms that explicitly search for flaws in agents' policies have been successfully applied to finding robust and diverse policies in multi-agent settings. However, the success of adversarial optimization has…

Artificial Intelligence · Computer Science 2025-11-13 Niklas Lauffer , Ameesh Shah , Micah Carroll , Sanjit A. Seshia , Stuart Russell , Michael Dennis

Retrieval-augmented generation (RAG) agents are increasingly deployed to answer questions over local knowledge bases that cannot be centralized due to knowledge-sovereignty constraints. This results in two recurring failures in production:…

Multiagent Systems · Computer Science 2026-04-07 Feijie Wu , Zitao Li , Fei Wei , Yaliang Li , Bolin Ding , Jing Gao

This paper presents a spatio-temporal inverse optimal control framework for understanding interactions in multi-agent systems (MAS). We employ a graph representation approach and model the dynamics of interactions between agents as…

Systems and Control · Electrical Eng. & Systems 2024-11-04 Sara Honarvar , Yancy Diaz-Mercado

Multi-task reinforcement learning (MTRL) aims to train a single agent to efficiently optimize performance across multiple tasks simultaneously. However, jointly optimizing all tasks often yields imbalanced learning: agents quickly solve…

Machine Learning · Computer Science 2026-05-15 Nicholas E. Corrado , Wenyuan Huang , Josiah P. Hanna

The energy transition has increased the reliance on intermittent energy sources, destabilizing energy markets and causing unprecedented volatility, culminating in the global energy crisis of 2021. In addition to harming producers and…

Trading and Market Microstructure · Quantitative Finance 2023-08-07 Jonas Hanetho

Enterprise AI systems increasingly deploy multiple intelligent agents across mission-critical workflows that must satisfy hard policy constraints, bounded risk exposure, and comprehensive auditability (SOX, HIPAA, GDPR). Existing…

Artificial Intelligence · Computer Science 2026-04-21 Vinil Pasupuleti , Shyalendar Reddy Allala , Siva Rama Krishna Varma Bayyavarapu , Shrey Tyagi

Multi-agent systems (MAS) have emerged as a promising approach for enhancing the reasoning capabilities of large language models in complex problem-solving; however, current MAS frameworks suffer from poor flexibility and scalability with…

Multiagent Systems · Computer Science 2025-06-02 Heng Zhou , Hejia Geng , Xiangyuan Xue , Li Kang , Yiran Qin , Zhiyong Wang , Zhenfei Yin , Lei Bai

In recent years, Large Language Models (LLMs) have demonstrated remarkable capabilities in data analytics when integrated with Multi-Agent Systems (MAS). However, these systems often struggle with complex tasks that involve diverse…

Artificial Intelligence · Computer Science 2024-12-19 Yi Huang , Fangyin Cheng , Fan Zhou , Jiahui Li , Jian Gong , Hongjun Yang , Zhidong Fan , Caigao Jiang , Siqiao Xue , Faqiang Chen

We investigate portfolio optimization in financial markets from a trading and risk management perspective. We term this task Risk-Aware Trading Portfolio Optimization (RATPO), formulate the corresponding optimization problem, and propose an…

Risk Management · Quantitative Finance 2025-03-07 Marco Bianchetti , Gabriele D'Acunto , Gianmarco De Francisci Morales , Yuko Kuroki , Marco Scaringi , Fabio Vitale

Stock trading is one of the popular ways for financial management. However, the market and the environment of economy is unstable and usually not predictable. Furthermore, engaging in stock trading requires time and effort to analyze,…

Machine Learning · Computer Science 2025-05-20 Yunfei Luo , Zhangqi Duan

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

Multi-agent systems (MAS) enable complex reasoning by coordinating multiple agents, but often incur high inference latency due to multi-step execution and repeated model invocations, severely limiting their scalability and usability in…

Multiagent Systems · Computer Science 2026-01-16 Xi Shi , Mengxin Zheng , Qian Lou