MoFE is a deep learning framework that combines Fourier Neural Operators with a Mixture-of-Experts architecture to forecast cryptocurrency prices. It models volatility as a mix of multi-frequency components—including fundamental growth, mining costs, halving events, and market sentiment—using adaptive FNO and convolutional experts. Experiments on Bitcoin data from 2020 to 2025 show MoFE outperforms existing models in short‑term horizons, reducing phase‑lag errors and improving directional accuracy and information coefficient, which translates into higher Sharpe ratios in simulated trading.
By Bowen Liu, Mingming Sun
Artificial Intelligence now underpins investment workflows from data and prediction to execution and tool use, yet its technical prowess does not automatically translate into profitability. A comprehensive review of public research up to 31 August 2026 across equities, ETFs, crypto spot, perpetual futures, and on‑chain markets shows real progress in prediction, text processing, portfolio design, and workflow integration, but evidence for durable net performance remains thin. The study highlights that factors such as temporal contamination, survivorship bias, weak benchmarks, implementation costs, and venue mechanics can erode alpha, and no single AI architecture has proven to deliver persistent, cross‑regime, capacity‑aware net alpha.
"whyItMatters":"The findings underscore that while AI advances are evident, investors must rigorously test and govern AI systems to avoid overestimating their profitability potential."
By Linsen Zhu, Mengqing Cai
arXiv:2606. 04574v1 Announce Type: new Abstract: This study aims to determine whether the application of Deep Reinforcement Learning (DRL) as a specialized execution overlay can enhance pair trading in highly volatile cryptocurrency markets.
By Damian Lebied\'z, Robert \'Slepaczuk
arXiv:2608. 05668v1 Announce Type: cross Abstract: With increasingly diverse and heterogeneous information sources, effectively leveraging multimodal data is becoming pivotal for high-quality financial trading.
By Changshuo Liu, Yanzheng Jin, Shangfeng Cai, Peng Fang, Xiaokui Xiao, Beng Chin Ooi
arXiv:2606. 06823v1 Announce Type: cross Abstract: While deep learning has excelled in various domains, its application to sequential decision-making in finance remains challenging due to the low Signal-to-Noise Ratio (SNR) and non-stationarity of financial data.
By Yuqi Li, Siyuan Liu, Bingjun Liu
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
With increasingly diverse and heterogeneous information sources, effectively leveraging multimodal data is becoming pivotal for high-quality financial trading. Although recent advancements in Large Language Model (LLM)-based agents have enabled the ingestion of multimodal inputs, existing methods fail to capture nuanced cross-modal dependencies and remain vulnerable to market noise, due to limited multimodal modeling, ineffective fusion mechanisms, and inadequate robustness.
arXiv:2607. 27853v2 Announce Type: replace-cross Abstract: Powered by advances in LLMs and autonomous agents, deep research has become one of the most widely adopted agentic products.
By Yijia Xiao, Rujun Han, Yanfei Chen, Zifeng Wang, Ke Jiang, Zhongying CuiZhu, Vishy Tirumalashetty, Wei Wang, Burak Gokturk, Tomas Pfister, Chen-Yu Lee
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.
By Ramin Pishehvar
arXiv:2608. 16386v1 Announce Type: cross Abstract: Financial agents must do more than recall domain knowledge: they must be both reliable, executing precise operations over grounded evidence, and executive, sustaining long-horizon research whose conclusions remain auditable.
By Agent Team, B. Zhang, Yaze Geng, Lei Tang, Yaoyang Yi, Zonghan Wu, Yifan Hu, Kun Wang, Qingsong Wen, Yilei Shao
arXiv:2504. 16116v4 Announce Type: replace-cross Abstract: The Web3 ecosystem, underpinned by cryptographic primitives and decentralized consensus, represents a high-stakes environment where software vulnerabilities and incentive misalignments translate directly into financial loss.
By Enhao Huang, Pengyu Sun, Shuxun Wang, Zixin Lin, Alex Chen, Kaichun Hu, Joey Ouyang, Frank Li, Zhiyu Zhang, Haobo Wang, Yiming Li, Zhan Qin, James Yi, Gang Zhao, Ziang Ling, Lowes Yang
VertiFuseX is a hybrid LSTM architecture that fuses multi‑scale temporal representations at the penultimate layer, stacking features from LSTM, Bi‑LSTM, and St‑LSTM branches and a parallel DNN stream. On 15 years of global equity index data, it reduces MAPE by 30‑54% and improves MAE and RMSE by over 40% compared to LSTM baselines, outperforming seven state‑of‑the‑art models across 33 metric‑dataset comparisons. The model is lightweight (675k parameters, 2.6 MB footprint) with 1.5 ms/sample inference latency and demonstrates robust, interpretable forecasting with reduced drawdowns in algorithmic trading simulations.
By Aashish Bohra, Vivek Vijay