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.
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.
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:2607. 07847v1 Announce Type: new Abstract: As large language models (LLMs) become increasingly capable, the next question is how can we enable models to continually learn?
arXiv:2606. 08452v1 Announce Type: new Abstract: In many real-world settings, data streams are nonstationary and arrive sequentially, requiring learning systems to adapt continuously without retraining from scratch.
arXiv:2606. 05661v1 Announce Type: new Abstract: Continual learning, the ability of AI systems to improve through sequential experience, has attracted substantial interest, but no high-quality benchmark exists to evaluate it.
arXiv:2606. 09104v1 Announce Type: cross Abstract: Deep reinforcement learning (DRL) frameworks for portfolio optimization have shown promise for their ability to learn allocation rules dynamically from market data.
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).
EvolveTrade is a self‑evolving framework that treats the system prompt of a tool‑using LLM trading agent as a text‑parameterized policy. After each update interval, a Policy Agent revises this policy using accumulated decision traces and portfolio feedback while keeping the backbone LLM fixed, allowing the agent to refine its information‑acquisition and portfolio‑construction procedures over time. Experiments across multiple market regimes and two LLM backbones show that EvolveTrade often improves Sharpe Ratio and Cumulative Return over fixed‑policy baselines, with behavioral analyses indicating increased code‑mediated analysis and regime‑relevant computations.
arXiv:2608. 15841v1 Announce Type: new Abstract: Reinforcement learning has gained increasing attention as a data-driven approach for stock trading.
arXiv:2608.29372v1 Announce Type: new Abstract: Retrospective backtests provide a limited test of adaptive trading agents: they cannot rule out historical contamination, expose sensitivity to a singl...
arXiv:2606. 03704v1 Announce Type: new Abstract: Financial decision-making tasks such as stock recommendation and portfolio allocation typically estimate future return and risk and then select trades or allocations for an investor, and the chosen optimization objective often determines realized performance.
arXiv:2609.36559v1 Announce Type: cross Abstract: Extrapolative temporal knowledge graph reasoning (TKGR) predicts future facts from historical snapshots. Most existing methods train once on an early...