arXiv:2606. 08228v1 Announce Type: cross Abstract: Algorithmic trading systems on decentralised exchanges (DEXs) reject most candidate tokens they evaluate.
arXiv:2605. 30363v2 Announce Type: replace-cross Abstract: Regime shifts in financial markets reorganise the joint dynamics of asset prices and macro variables, breaking any single-regime calibration.
arXiv:2607. 19453v1 Announce Type: cross Abstract: We audit whether candle-based machine-learning models can turn predictions of cryptocurrency extrema or short-horizon outcomes into positive Binance Spot paper policies after assumed costs.
arXiv:2608. 05373v1 Announce Type: cross Abstract: Intraday market manipulation is hard to detect because its footprint is brief, buried in millions of quotes, and statistically similar to ordinary volatility.
arXiv:2607. 20129v1 Announce Type: new Abstract: Quantized small autoregressive reasoning models can enter long, repetitive, or unproductive trajectories, yet inference-time compute is usually allocated without observing how a trajectory develops.
arXiv:2608. 14425v1 Announce Type: new Abstract: LLM evaluations often use fixed sampling budgets, testing every item the same number of times even after estimates are precise.
arXiv:2606. 29018v1 Announce Type: cross Abstract: We show that net demand for liquidity by algo strategies is identifiable from its trade and price history alone, with no knowledge of its signal or optimization problem.
arXiv:2606. 15621v1 Announce Type: new Abstract: Per-token counterfactual credit estimation asks which token in a language-model rollout caused the final answer to be right or wrong: cut the transcript at a pivot, substitute an alternative token, replay continuations, and compare outcomes.
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.
arXiv:2607. 15414v1 Announce Type: cross Abstract: Large Language Models (LLMs) have emerged as powerful tools for processing the heterogeneous information environments of modern financial markets.
arXiv:2607. 11653v1 Announce Type: new Abstract: Black-box conditional quantile forecasts are widely used for sequential decisions under asymmetric costs, such as inventory planning in supply chain management.
arXiv:2607. 11141v1 Announce Type: new Abstract: Large language models (LLMs) based agents are beginning to participate in portfolio construction and market analysis, where decisions must be justified under evolving information and risk constraints.
arXiv:2608. 14903v1 Announce Type: new Abstract: Quantitative forecasts of frontier artificial intelligence often connect dated targets to trends in benchmark scores, training compute, release time, or expert belief.