arXiv:2607. 09230v1 Announce Type: cross Abstract: Building event-conditioned market models requires separating macro-event labels from persistent microstructure state.
arXiv:2608. 19227v1 Announce Type: cross Abstract: Market microstructure simulation aims to model how liquidity, prices, and order flow evolve in electronic financial markets.
arXiv:2606. 27032v1 Announce Type: cross Abstract: Energy trading decisions depend not only on current market prices, but also on expected future market conditions, and operational constraints.
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:2609.23659v1 Announce Type: new Abstract: Ethereum decentralized finance (DeFi) provides a public, time-stamped record of transaction-level event streams, but the same public symbols can create...
arXiv:2606. 07846v1 Announce Type: cross Abstract: LLM-agent workflows chain model calls and tool invocations, and spend most of their wall-clock time waiting on upstream operations before downstream ones can start.
The paper introduces committed reveal sampling (CRS), a training‑free sampler for uniform discrete diffusion models that stores selected argmax tokens as persistent context for subsequent predictions. CRS keeps these tokens visible in later model inputs, which theoretically prevents Bayes error from increasing as noise decreases and encourages consistent sequence‑level choices. Empirical tests on Duo‑distilled data show that CRS without top‑p truncation achieves lower generative perplexity than fixed‑p baselines across various numbers of function evaluations, offering a more favorable perplexity–entropy trade‑off.
UQ-LOB is a lightweight, encoder‑agnostic module that adds uncertainty quantification to any pretrained limit order book (LOB) encoder. It offers two variants: UQ‑regression, which outputs a calibrated Gaussian over future tick displacement, and UQ‑classification, which outputs a categorical distribution over down/up/stationary. On 5.2 billion LOB events across seven cryptocurrency assets, UQ‑regression achieves near‑nominal 68 % interval coverage, and selecting the top 10 % most confident predictions boosts directional macro F1 by 0.11–0.15 for regression and 0.05–0.11 for classification, reaching F1 scores of 0.88 (down) and 0.83 (up) at a 5‑second horizon.
arXiv:2607. 13929v1 Announce Type: new Abstract: Financial observations are continuous, heterogeneous, and noisy, whereas decoder-only next-token models are usually built around discrete symbolic inputs.
arXiv:2605. 28850v2 Announce Type: replace Abstract: We study behavioral alignment and representation dynamics of large language model (LLM) agents in financial decision environments.
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.
The paper introduces PRICE, a systematic framework for adapting Large Language Models to short‑term Bitcoin price forecasting. PRICE combines parameter‑efficient fine‑tuning with LoRA, recursive multi‑step inference, integer‑rounded numerical representation, Context‑Task‑Format prompting, and exact zero‑temperature decoding, all built on a 4‑bit quantized LLaMA‑3 8B model. Ablation studies and comparative evaluations show that each component improves accuracy and reliability, enabling PRICE to achieve the lowest forecasting errors among eight transformer‑based and time‑series foundation models.
arXiv:2509. 13374v2 Announce Type: replace-cross Abstract: We develop and audit a history-aware financial path generator based on Denoising Levy Probabilistic Models (DLPMs) for conditional equity-index path generation.