arXiv:2607. 12233v1 Announce Type: cross Abstract: Large language model (LLM) trading agents show promising performance in equity markets, yet remain narrowly focused on US equities with little evidence from live deployment.
By Mohotarema Rashid, Lingzi Hong, Junhua Ding, K. S. M. Tozammel Hossain
arXiv:2608. 11344v1 Announce Type: cross Abstract: Financial institutions are delegating consequential decisions to agentic AI systems that decompose goals, coordinate models and tools, and act with little oversight.
By Henry Han
arXiv:2608. 16386v1 Announce Type: cross Abstract: Financial agents must do more than recall domain knowledge: they must be both reliable, executing precise operations over grounded evidence, and executive, sustaining long-horizon research whose conclusions remain auditable.
By Agent Team, B. Zhang, Yaze Geng, Lei Tang, Yaoyang Yi, Zonghan Wu, Yifan Hu, Kun Wang, Qingsong Wen, Yilei Shao
arXiv:2605. 28850v2 Announce Type: replace Abstract: We study behavioral alignment and representation dynamics of large language model (LLM) agents in financial decision environments.
By Weicheng Xue
arXiv:2604. 24668v3 Announce Type: replace Abstract: Given the increased use of LLMs in financial systems today, it becomes important to evaluate the safety and robustness of such systems.
By Zhenyu Zhao, Aparna Balagopalan, Adi Agrawal, Dilshoda Yergasheva, Waseem Alshikh, Daniel M. Bikel
arXiv:2607. 10286v1 Announce Type: new Abstract: Large language model (LLM) agents are increasingly used in trading systems, where model reasoning, tool use, and continual decisions incur costs that are expected to produce trading value.
By Qiqi Duan, Changlun Li, Chen Wang, Fan Zhang, Mengxiang Wang, Dayi Miao, Peixian Ma, Jiangpeng Yan, Liyuan Chen, Shuoling Liu, Preslav Nakov, Yuyu Luo, Nan Tang
arXiv:2606. 08285v1 Announce Type: new Abstract: Large language models (LLMs) and agentic systems are increasingly proposed for financial trading, yet their reported performance remains difficult to compare because studies vary in data provenance, temporal split discipline, execution timing, turnover treatment, and transaction-cost modeling.
By Junyi Yao, Zihao Zheng
arXiv:2606. 31461v1 Announce Type: new Abstract: Niche asset markets, such as Counter-Strike 2 (CS2) weapon skins, are small, volatile, and heavily driven by community discussions and platform rules.
By Yao Shi, Kingfung Luo, Nan Tang, Yuyu Luo
arXiv:2606. 26028v2 Announce Type: replace-cross Abstract: As autonomous AI agents increasingly transact across organizational boundaries, a fundamental trust challenge emerges: how can an agent assess whether an unknown counterpart is trustworthy?
By Xihan Xiong, Zelin Li, Wei Wei, Qin Wang, William Knottenbelt, Zhipeng Wang
arXiv:2608. 17684v1 Announce Type: new Abstract: Self-evolving agents turn experience into reusable skills, workflows, or memories, but post-evolution accuracy alone does not show whether learned behavior preserves previously correct behavior or security.
By Jialong Li, Jialing Zhu
As autonomous AI agents increasingly transact across organizational boundaries, a fundamental trust challenge emerges: how can an agent assess whether an unknown counterpart is trustworthy? The ERC-8004 protocol addresses this challenge with the first permissionless trust layer for AI agent economies, built around three on-chain registries for Identity, Reputation, and Validation.
arXiv:2606. 31522v1 Announce Type: cross Abstract: Large Language Models (LLMs) are increasingly deployed as autonomous financial agents initialized with explicit behavioral mandates such as "preserve capital" or "avoid speculative bets" that are meant to govern every decision throughout deployment.
By Muhammad Usman Safder (Steve), Ayesha Gull (Steve), Rania Elbadry (Steve), Fan Zhang (Steve), Yankai Chen (Steve), Xueqing Peng (Steve), Xue (Steve), Liu, Preslav Nakov, Zhuohan Xie