arXiv:2606. 25811v1 Announce Type: cross Abstract: Commodity futures can be represented hierarchically, with underlying assets at the upper level and individual futures contracts at the lower level.
By Yoonsik Hong, Diego Klabjan
arXiv:2603. 19005v2 Announce Type: replace-cross Abstract: Data science plays a critical role in transforming complex data into actionable insights across numerous domains.
By An Luo, Jin Du, Xun Xian, Robert Specht, Fangqiao Tian, Ganghua Wang, Xuan Bi, Charles Fleming, Ashish Kundu, Jayanth Srinivasa, Mingyi Hong, Rui Zhang, Tianxi Li, Galin Jones, Jie Ding
arXiv:2508. 00554v5 Announce Type: replace-cross Abstract: In financial trading, large language model (LLM)-based agents demonstrate significant potential, but their decisions can be sensitive to noisy and non-stationary market information.
By Li Zhao, Rui Sun, Zuoyou Jiang, Bo Yang, Yuxiao Bai, Mengting Chen, Jing Li, Zuo Bai
arXiv:2606. 31461v1 Announce Type: new Abstract: Niche asset markets, such as Counter-Strike 2 (CS2) weapon skins, are small, volatile, and heavily driven by community discussions and platform rules.
By Yao Shi, Kingfung Luo, Nan Tang, Yuyu Luo
The paper introduces a continuously synchronized dataset suite covering the entire lifecycle of decentralized prediction markets, from market creation to final settlement. It integrates market metadata, fill-level trading records, and oracle-resolution events into a unified relational system, providing over 3.29 million market records, 1.90 billion order executions, and 21 million oracle events from October 2020 to the present. The authors detail the data model, collection pipeline, and consistency mechanisms, and demonstrate the dataset’s usefulness for sports betting, economic forecasting, and blockchain research, with public access via a website and interactive tools.
By Huaiyu Jia, Luofeng Zhou, Wentao Zhang, Lin William Cong, Siguang Li, Shuo Sun
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
Alpha‑R1 introduces a reinforcement‑learning aligned large language model framework that performs context‑aware alpha screening by semantically gating candidate factors against a dynamic market state description. The model, trained with group relative policy optimization using realized portfolio returns as reward, selects a sparse subset of factors whose economic rationale matches current market conditions. In a 12‑month out‑of‑sample test, Alpha‑R1 achieved annualized returns of 47.87% on the S&P 500 and 40.57% on the CSI 300, with Sharpe ratios of 1.62 and 2.23, demonstrating the effectiveness of semantic factor reranking in non‑stationary markets.
By Zuoyou Jiang, Li Zhao, Rui Sun, Ruohan Sun, Zhongjian Li, Jing Li, Daxin Jiang, Zuo Bai, Cheng Hua
arXiv:2609.23703v1 Announce Type: cross
Abstract: Financial language models can transform unstructured firm-specific news into structured decision signals, but financial AI research lacks an integrat...
By Kemal Kirtac
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
The paper presents the CDSP (context-conditional deliberation signal pipeline), which transforms investment committee meeting transcripts into structured predictive features. CDSP segments transcripts into topical chunks, assigns asset‑class context labels via a large language model, maps financial keywords to a taxonomy, and adds sentiment polarity and mention frequency features. Using these engineered features on 48 monthly meetings, the best model—combining sentence embeddings with CDSP features—achieves 73% accuracy and a 0.73 F1 score, outperforming a simple stock‑choice baseline, though the improvement is not statistically significant.
By Vivek Batra, Kristin Chen, Sanjiv Das, Samuel Judge, Harshad Khadilkar, Sukrit Mittal, Amir Nasrollahzadeh, Daniel Ostrov, Jacob Sisk
arXiv:2508. 05002v2 Announce Type: replace-cross Abstract: Existing unstructured data analytics systems rely on experts to write code and manage complex analysis workflows, making them both expensive and time-consuming.
By Ji Sun, Guoliang Li, Peiyao Zhou, Yihui Ma, Jingzhe Xu, Yuan Li
arXiv:2602. 00845v3 Announce Type: replace Abstract: Agentic reasoning enables large reasoning models (LRMs) to dynamically acquire external knowledge, but yet optimizing the retrieval process remains challenging due to the lack of dense, principled reward signals.
By Senkang Hu, Yong Dai, Yuzhi Zhao, Yihang Tao, Yu Guo, Zhengru Fang, Sam Tak Wu Kwong, Yuguang Fang