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.
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:2606. 01886v1 Announce Type: new Abstract: Financial AI agents often fail for a simple reason: they make users carry the complexity.
arXiv:2606. 20785v2 Announce Type: replace Abstract: Collecting computer use data from human demonstrations is expensive and slow, motivating the need for scalable generation strategies.
arXiv:2607. 25415v1 Announce Type: new Abstract: Production LLM agents are increasingly assembled from a frozen model wrapped in a harness: a prompt template, a tool set, a memory/retrieval layer, a planning strategy, and a verification policy.
arXiv:2606. 09138v1 Announce Type: new Abstract: Agentic reinforcement learning (RL) has become an important post-training paradigm for turning LLMs from static chatbots into interactive agents, giving rise to representative applications such as OpenClaw.
arXiv:2606. 02240v1 Announce Type: cross Abstract: Indirect prompt injection in tool-use agents is a concrete production threat: LLM agents read from integrations (third-party services such as Gmail, Salesforce, or Jira accessed through tool calls) whose response content the user neither writes nor controls.
arXiv:2601. 07376v2 Announce Type: replace Abstract: We introduce \textsc{OpenTinker}, an open infrastructure for training large language model (LLM) agents with many LoRA-backed policies over shared execution resources.
arXiv:2607. 01465v1 Announce Type: new Abstract: Large language models are trained to predict the next token, not to act inside a specific API.
arXiv:2609.38043v1 Announce Type: new Abstract: Interactive agent benchmarks and multi-turn reinforcement learning increasingly place a second language model in the role of the user. This simulated u...
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:2606. 02798v1 Announce Type: new Abstract: Many decision-support settings require systems that adapt to individual users, but evaluation data for this problem remain limited.
arXiv:2608. 19741v1 Announce Type: new Abstract: Recent agent benchmarks increasingly ground evaluation in executable environments, from code repair to web navigation, app APIs, and function calling.