Absorbing Complexity: An Interaction-Native Knowledge Harness for Financial LLM Agents
arXiv:2606. 01886v1 Announce Type: new Abstract: Financial AI agents often fail for a simple reason: they make users carry the complexity.
arXiv:2605. 27864v3 Announce Type: replace Abstract: Large language models (LLMs) are increasingly applied in finance, yet most existing work emphasizes trading signals or financial NLP tasks centered on prediction.
arXiv:2606. 01886v1 Announce Type: new Abstract: Financial AI agents often fail for a simple reason: they make users carry the complexity.
arXiv:2607. 04103v3 Announce Type: replace-cross Abstract: Generative artificial intelligence is moving from general-purpose experimentation toward specialized applications across banking, capital markets, insurance, payments, and wealth management.
Demand for personalized financial advising is growing, but consistent advisor expertise is difficult to obtain, scale, and encode in LLM systems. Simple persona prompts rarely specify how a financial advisor should reason and often drift toward generic recommendations.
arXiv:2606. 20041v1 Announce Type: cross Abstract: We propose a model-grounded RAG-based AI economist with an agentic framework for economic scenario analysis using large language models (LLMs) and knowledge graphs.
arXiv:2607. 21503v1 Announce Type: new Abstract: Production AI agents' failures are less often due to an inability to reason well and more often because they cannot manage what is in their reasoning context: conversation histories, large prompts, large tool definitions, and ballooning tool outputs.
arXiv:2607. 27853v2 Announce Type: replace-cross Abstract: Powered by advances in LLMs and autonomous agents, deep research has become one of the most widely adopted agentic products.
arXiv:2607. 21268v1 Announce Type: cross Abstract: In many social-science research tasks, such as economics, LLM-based agents must produce outputs for which no cheap, task-complete, machine-readable correctness signal exists.
arXiv:2608. 05545v1 Announce Type: cross Abstract: Generative AI used as a capable servant has greatly accelerated intellectual work, but it also risks eroding human epistemic agency by encouraging uncritical acceptance of AI-generated reasoning.
arXiv:2606. 30997v1 Announce Type: new Abstract: We present a three-phase deep reinforcement learning system for personalized portfolio management that addresses three limitations shared by all prior financial RL work: 1) ticker lock-in, 2) monolithic objectives , and 3) static user models.
Production AI agents' failures are less often due to an inability to reason well and more often because they cannot manage what is in their reasoning context: conversation histories, large prompts, large tool definitions, and ballooning tool outputs. Agents drown in their own accumulating history while paying a token cost that grows every turn, producing missing recalls within and across conversations.
arXiv:2607. 19409v1 Announce Type: new Abstract: Recent advances in large language models have accelerated deployment of agentic systems in operational finance.
arXiv:2501. 00826v3 Announce Type: replace-cross Abstract: Cryptocurrency portfolio management requires the fusion of heterogeneous multi-modal signals, including structured price and on-chain time series, unstructured news text, and technical indicators, under high-volatility and real-time constraints.