arXiv AI

A Three-Phase Foundation Model for Tax-Aware Personalized Portfolio Management

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.

arXiv AI

Aug 7

An Emerging Retail Portfolio Management Application: Personalized, Tax-Aware Reinforcement Learning with Natural Language Goals

arXiv:2608. 05255v1 Announce Type: cross Abstract: Retail investors lack access to the kind of personalized, tax-aware portfolio management that institutional clients take for granted -- existing robo-advisors use static, rule-based allocation, and institutional-grade systems require account minimums and technology stacks unavailable to individual investors.

By Ramin Pishehvar

reinforcement-learning fine-tuning

arXiv AI

Jun 2

Regime-Adaptive Continual Learning for Portfolio Management

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.

By Chaofan Pan, Lingfei Ren, Linbo Xiong, Yonghao Li, Wei Wei, Xin Yang

agents fine-tuning

arXiv AI

Jun 9

GIFT: LLM-Guided State-Reward Interface for Financial Reinforcement Learning

arXiv:2606. 08450v1 Announce Type: new Abstract: Financial portfolio trading is naturally formulated as a reinforcement learning problem, where an agent sequentially rebalances assets under changing market conditions to balance return, risk, and transaction costs.

By Yanyan Wu, Boyi Zhang, Yanlin Liu, Xinyu Fang, Jining Luan, Meiqi Zhang, Jiacheng Liu, Hao Zeng, Dexu Yu, Chang Liu, Hanwen Du, Yongxin Ni, Youhua Li

llms agents reinforcement-learning

arXiv Machine Learning

1d ago

Self-Supervised Auxiliary Task Discovery for Stable Reinforcement Learning in Stock Trading

arXiv:2608. 15841v1 Announce Type: new Abstract: Reinforcement learning has gained increasing attention as a data-driven approach for stock trading.

By Arishi Orra, Himanshu Choudhary, Manoj Thakur

reinforcement-learning

arXiv Machine Learning

Jul 20

CLaC@FinMMEval 2026 Task 3: Sentiment-Augmented Deep Reinforcement Learning for Active Trading -- An Alpha-Reward Approach

arXiv:2607. 16028v1 Announce Type: new Abstract: This paper presents our system for Task 3 of the CLEF 2026 FinMMEval Lab, which requires daily long, flat, or short trading decisions for Bitcoin (BTC) and Tesla (TSLA) using news and historical market data.

By Andrei Neagu, Eeham Khan, Leila Kosseim

llms agents reinforcement-learning

arXiv AI

Jun 10

A Unified Multi-Modal Framework for Intelligent Financial Systems: Integrating Reinforcement Learning, High-Frequency Trading, and Game-Theoretic Approaches with Cross-Modal Sentiment Analysis

arXiv:2606. 10412v1 Announce Type: new Abstract: The rapid evolution of financial technology demands sophisticated artificial intelligence systems capable of handling diverse challenges across multiple domains simultaneously.

By Fanrong Liu, Zhang Yuwei, Mingni Luo

llms rag nlp reinforcement-learning multimodal benchmarks

arXiv AI

Jun 17

LLM-Powered Multi-Agent System for Automated Crypto Portfolio Management

arXiv:2501. 00826v3 Announce Type: replace-cross Abstract: Cryptocurrency portfolio management requires the fusion of heterogeneous multi-modal signals, including structured price and on-chain time series, unstructured news text, and technical indicators, under high-volatility and real-time constraints.

By Yichen Luo, Yebo Feng, Jiahua Xu, Paolo Tasca, Yang Liu

llms rag agents multimodal benchmarks

arXiv Machine Learning

6d ago

TradingMoE: Routing the Right Experts in Evolving Markets

arXiv:2608. 11785v1 Announce Type: new Abstract: Large language models (LLMs) have shown strong potential for financial analysis and trading, but direct trading remains challenging because the predictive capabilities required can vary across assets, decision fields, and market conditions.

By Chang Zhou, Xingtong Yu, Minbin Huang, Zhennan Wu, Yuan Fang, Hong Cheng, Xinming Zhang

llms

arXiv AI

Jun 3

Dynamic Objective Selection with Safeguards and LLM Oversight for Financial Decision-Making

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.

By Keigo Sakurai, Takahiro Ogawa, Miki Haseyama, Anjyu Anan, Kei Nakagawa

llms

arXiv Machine Learning

Jun 25

MacroLens: A Multi-Task Benchmark for Contextual Financial Reasoning under Macroeconomic Scenarios

arXiv:2606. 24950v1 Announce Type: new Abstract: Financial decision-making is contextual: forecasting prices, valuing companies, and assessing event exposure weigh price history, accounting fundamentals, macroeconomic regime, and contemporaneous text.

By Patara Trirat, Jin Myung Kwak, Jay Heo, Heejun Lee, Sung Ju Hwang

llms fine-tuning benchmarks

arXiv AI

Jun 19

Can In-Context Learning Support Intrinsic Curiosity?

arXiv:2606. 19476v1 Announce Type: cross Abstract: Effective machine learning depends not only on how we model data, but also on what data we choose to collect.

By Eric Elmoznino, Sangnie Bhardwaj, Johannes von Oswald, Rajai Nasser, Blaise Ag\"uera y Arcas, Jo\~ao Sacramento, Rif A. Saurous, Guillaume Lajoie

llms agents reinforcement-learning safety

arXiv Machine Learning

Jul 31

FinSMART: Financial Sentiment Analysis for Algorithmic Trading through Market-Aligned Reinforcement Learning

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).

By Giorgos Iacovides, Wuyang Zhou, Danilo Mandic

llms nlp reinforcement-learning benchmarks

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