arXiv:2606. 08450v1 Announce Type: new Abstract: Financial portfolio trading is naturally formulated as a reinforcement learning problem, where an agent sequentially rebalances assets under changing market conditions to balance return, risk, and transaction costs.
arXiv:2607. 16028v1 Announce Type: new Abstract: This paper presents our system for Task 3 of the CLEF 2026 FinMMEval Lab, which requires daily long, flat, or short trading decisions for Bitcoin (BTC) and Tesla (TSLA) using news and historical market data.
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.
arXiv:2607. 28127v1 Announce Type: cross Abstract: Recent advances in Generative AI have substantially improved financial sentiment analysis through post-trained financial large language models (LLMs).
arXiv:2606. 00143v1 Announce Type: cross Abstract: Financial markets are inherently non-stationary, exhibiting frequent regime shifts and structural changes that render traditional Portfolio Management (PM) approaches ineffective.
PPO‑HRAP introduces a hybrid regime‑aware policy that blends Proximal Policy Optimization with a volatility‑conditioned regime prior to balance upside participation and drawdown control in trading. The agent uses market and portfolio features, rewards that combine log return, VIX‑conditioned drawdown penalty, exposure deviation, and turnover cost, and outputs a blended action between the PPO actor and the regime‑derived target exposure. In backtests on SPY (2020‑2022) it achieved a 27.62% total return, 8.48% annualized return, and reduced maximum drawdown from 34.10% to 18.47%, while maintaining stable performance across multiple seeds and ranking first on total return and Sharpe ratio in single‑run cross‑asset tests on QQQ and DIA.
META (Memory Enhanced Trading Agent) is a new agent-based trading framework that augments large language models with episodic memory. It combines specialized indicator agents—such as Trend, MACD, Stochastic, RSI, SMA, AVWAP, and Heikin‑Ashi—with a Decision Agent that fuses their reports, while a Memory module retrieves and updates past trading episodes encoded as market state embeddings with outcomes and reflections. By recalling relevant experiences and adaptively reweighting signals under similar market regimes, META improves directional accuracy and robustness in short‑horizon evaluations, offering regime‑aware, interpretable, and low‑latency decision‑making for financial trading.
arXiv:2606. 09961v1 Announce Type: cross Abstract: Training large language models (LLMs) as autonomous agents via reinforcement learning (RL) has enabled frontier models to achieve superhuman performance in long-horizon tasks.
arXiv:2607. 04713v1 Announce Type: cross Abstract: Reinforcement learning holds significant potential for training large language models (LLMs) to handle multi-turn interactive tasks.
Long-horizon large language model (LLM) agents are typically optimized with sparse terminal outcomes, making fine-grained credit assignment across multi-step interactions difficult. Existing approache...
arXiv:2609.13825v1 Announce Type: new Abstract: Reinforcement learning trading systems published in the academic literature overwhelmingly rely on price-aggregate state representations (OHLCV bars) o...
arXiv:2606. 05885v1 Announce Type: new Abstract: Long-horizon LLM agents require reinforcement learning methods that can assign credit to intermediate decisions under sparse and delayed rewards.
arXiv:2608. 16156v1 Announce Type: new Abstract: Long-horizon large language model (LLM) agents are typically optimized with sparse terminal outcomes, making fine-grained credit assignment across multi-step interactions difficult.