相关论文: A Multimodal Foundation Agent for Financial Tradin…
Synthetic augmentation is increasingly used to mitigate data scarcity in financial machine learning, yet its statistical role remains poorly understood. We formalize synthetic augmentation as a modification of the effective training…
Financial AI systems suffer from a critical blind spot: while Retrieval-Augmented Generation (RAG) excels at finding relevant documents, language models still generate calculation errors and regulatory violations during reasoning, even with…
Mathematical error detection in educational settings presents a significant challenge for Multimodal Large Language Models (MLLMs), requiring a sophisticated understanding of both visual and textual mathematical content along with complex…
Large Language Models (LLMs) have demonstrated remarkable potential as autonomous agents, approaching human-expert performance through advanced reasoning and tool orchestration. However, decision-making in fully dynamic and live…
In this thesis, we develop a comprehensive account of the expressive power, modelling efficiency, and performance advantages of so-called trading agents (i.e., Deep Soft Recurrent Q-Network (DSRQN) and Mixture of Score Machines (MSM)),…
In this paper, reinforcement learning is applied to the problem of optimizing market making. A multi-agent reinforcement learning framework is used to optimally place limit orders that lead to successful trades. The framework consists of…
Agent-based models help explain stock price dynamics as emergent phenomena driven by interacting investors. In this modeling tradition, investor behavior has typically been captured by two distinct mechanisms -- learning and heterogeneous…
Retrieval-Augmented Generation (RAG) plays a vital role in the financial domain, powering applications such as real-time market analysis, trend forecasting, and interest rate computation. However, most existing RAG research in finance…
The application of advanced generative artificial intelligence in education is often constrained by the lack of real-time adaptability, personalization, and reliability of the content. To address these challenges, we propose ExpertAgent -…
This paper is intended to explain, in simple terms, some of the mechanisms and agents common to multiagent financial market simulations. We first discuss the necessity to include an exogenous price time series ("the fundamental value") for…
Data marketplaces, which mediate the purchase and exchange of data from third parties, have attracted growing attention for reducing the cost and effort of data collection while enabling the trading of diverse datasets. However, a…
We present the setup and the tasks of the FinMMEval Lab at CLEF 2026, which introduces the first multilingual and multimodal evaluation framework for financial Large Language Models (LLMs). While recent advances in financial natural…
Agent-based models, particularly those applied to financial markets, demonstrate the ability to produce realistic, simulated system dynamics, comparable to those observed in empirical investigations. Despite this, they remain fairly…
Affective Image Manipulation (AIM) aims to alter visual elements within an image to evoke specific emotional responses from viewers. However, existing AIM approaches rely on rigid \emph{one-to-one} mappings between emotions and visual cues,…
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…
Procedural activity assistants potentially support humans in a variety of settings, from our daily lives, e.g., cooking or assembling flat-pack furniture, to professional situations, e.g., manufacturing or biological experiments. Despite…
Human intelligence naturally intertwines omni-modal perception -- spanning vision, audio, and language -- with complex reasoning and tool usage to interact with the world. However, current multi-modal LLMs are primarily confined to bi-modal…
Traditional technical analysis methods face limitations in accurately predicting trends in today's complex financial markets. This paper introduces ElliottAgents, an multi-agent system that integrates the Elliott Wave Principle with AI for…
Advanced algorithms based on Deep Reinforcement Learning (DRL) have been able to become a reliable tool for the Forex market traders and provide a suitable strategy for maximizing profit and reducing trading risk. These tools try to find…
Cryptocurrency markets present unique prediction challenges due to their extreme volatility, 24/7 operation, and hypersensitivity to news events, with existing approaches suffering from key information extraction and poor sideways market…