相关论文: FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinfor…

Deep reinforcement learning (DRL) is a well-suited approach to financial decision-making, where an agent makes decisions based on its trading strategy developed from market observations. Existing DRL intraday trading strategies mainly use…

Peer-to-peer (P2P) trading is increasingly recognized as a key mechanism for decentralized market regulation, yet existing approaches often lack robust frameworks to ensure fairness. This paper presents FairMarket-RL, a novel hybrid…

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…

Inspired by the developments in deep generative models, we propose a model-based RL approach, coined Reinforced Deep Markov Model (RDMM), designed to integrate desirable properties of a reinforcement learning algorithm acting as an…

The inherent volatility and dynamic fluctuations within the financial stock market underscore the necessity for investors to employ a comprehensive and reliable approach that integrates risk management strategies, market trends, and the…

Traditional Long Short-Term Memory (LSTM) networks are effective for handling sequential data but have limitations such as gradient vanishing and difficulty in capturing long-term dependencies, which can impact their performance in dynamic…

Reinforcement learning (RL) has emerged as a key paradigm for aligning and optimizing large language models (LLMs). Standard approaches treat the LLM as the policy and apply RL directly over the full vocabulary space. However, this…

Agentic reinforcement learning (RL) for Large Language Models (LLMs) critically depends on the exploration capability of the base policy, as training signals emerge only within its in-capability region. For tasks where the base policy…

Recent advances in Reinforcement Learning (RL) largely benefit from the inclusion of Deep Neural Networks, boosting the number of novel approaches proposed in the field of Deep Reinforcement Learning (DRL). These techniques demonstrate the…

Companies across all economic sectors continue to deploy large language models at a rapid pace. Reinforcement learning is experiencing a resurgence of interest due to its association with the fine-tuning of language models from human…

Trading is a highly competitive task that requires a combination of strategy, knowledge, and psychological fortitude. With the recent success of large language models(LLMs), it is appealing to apply the emerging intelligence of LLM agents…

Dynamic Portfolio optimization is the process of distribution and rebalancing of a fund into different financial assets such as stocks, cryptocurrencies, etc, in consecutive trading periods to maximize accumulated profits or minimize risks…

With the rapid adoption of large language models (LLMs) in financial service scenarios, dialogue security detection under high regulatory risk presents significant challenges. Existing methods mainly rely on single-dimensional semantic…

Large Language Models (LLMs) perform well in language tasks but often lack collaborative awareness and struggle to optimize global performance in multi-agent settings. We present a reinforcement learning-augmented LLM agent framework that…

The advancement of large language models (LLMs) has accelerated the development of autonomous financial trading systems. While mainstream approaches deploy multi-agent systems mimicking analyst and manager roles, they often rely on abstract…

Since the release of Deepseek-R1, reinforcement learning with verifiable rewards (RLVR) has become a central approach for training large language models (LLMs) on reasoning tasks. Recent work has largely focused on modifying loss functions…

Financial sentiment analysis is crucial for understanding the influence of news on stock prices. Recently, large language models (LLMs) have been widely adopted for this purpose due to their advanced text analysis capabilities. However,…

Large language models (LLMs) have demonstrated notable potential in conducting complex tasks and are increasingly utilized in various financial applications. However, high-quality sequential financial investment decision-making remains…

Reinforcement learning with verifiable reward has recently emerged as a central paradigm for post-training large language models (LLMs); however, prevailing mean-based methods, such as Group Relative Policy Optimization (GRPO), suffer from…

Reinforcement learning (RL) has emerged as a powerful paradigm for solving decision-making problems in dynamic environments. In this research, we explore the application of Double DQN (DDQN) and Dueling Network Architectures, to financial…