Hugging Face Trending Papers

LiveMACE: Process-Aware Evaluation of LLM Agent Capabilities in Evolving Markets

arXiv Computation and Language
Oct 8

LiveMACE: Process-Aware Evaluation of LLM Agent Capabilities in Evolving Markets

arXiv:2610.09872v1 Announce Type: cross Abstract: Evaluating agents by outcomes alone can obscure the capabilities that produce them. This problem is especially pronounced in evolving environments, w...

By Jun Zhao, Leiming Fu, Yanbo Wen, Yiding Wang, Xuantong Liu, Yang Shu, Yuyang Lu, Xuanran Xing, Jingqi Tong, Hao Xu, Qi Zhang, Xuanjing Huang
arXiv AI
Jul 14

Can Agentic Trading Systems Pay for Their Own Intelligence?

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
Hugging Face Trending Papers
Aug 18

EvoTS-Agent: A Self-Evolving LLM Agent for Financial Time Series Change Point Detection

EvoTS-Agent is a self‑evolving large language model agent designed for autonomous change‑point detection in financial time series. It begins with curated exploratory data analysis to set up candidate models, then iteratively refines detection pipelines using three operators—Revision, Alternative Strategy, and Recombination—guided by validation feedback. Across four benchmark datasets, EvoTS-Agent consistently outperforms existing LLM‑based agents and achieves a 100% execution success rate with all tested backbone LLMs.

arXiv AI
Jun 9

Beyond Agent Architecture: Execution Assumptions and Reproducibility in LLM-Based Trading Systems

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 AI
Oct 27

LiveOption: Evaluating LLM Agents in Structured Option Trading with Nonlinear Payoffs

LiveOption is an evaluation framework designed to assess large language model (LLM) agents in option trading, a domain characterized by nonlinear payoffs and multi-leg strategy construction. The framework treats option trading as structured sequential decision-making under realistic execution and capital constraints, offering a reproducible environment with standardized interaction protocols. It includes three task suites—portfolio overlays, event-driven earnings trading, and 0DTE intraday trading—and introduces a hierarchical metric suite that evaluates action validity, decision quality, risk characteristics, and outcome-level performance, revealing that current agents often fail to achieve competitive returns.

By Haochen Luo, Yifan Li, Binh Minh An, Xiaolong Luo, Zhengzhao Lai, Yuan Zhang, Chen Liu