arXiv AI June 10, 2026 By Fanrong Liu, Zhang Yuwei, Mingni Luo

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.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv AI.

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

arXiv Machine Learning

Jul 8

MASCA: LLM based-Multi Agents System for Credit Assessment

arXiv:2507. 22758v2 Announce Type: replace-cross Abstract: Recent advancements in financial problem-solving have leveraged LLMs and agent-based systems, with a primary focus on trading and financial modeling.

By Gautam Jajoo, Atharva Pandey, Pranjal A Chitale, Saksham Agarwal

llms agents safety

arXiv Machine Learning

Jun 2

FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting

arXiv:2502. 18834v3 Announce Type: replace-cross Abstract: Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investment strategies.

By Yifan Hu, Yuante Li, Peiyuan Liu, Yuxia Zhu, Naiqi Li, Tao Dai, Shu-tao Xia, Dawei Cheng, Changjun Jiang

benchmarks data-engineering

arXiv Machine Learning

5d ago

AI-Driven Multiscenario Interest Rate Forecasting: A Proof of Concept for Banking Asset Management

arXiv:2608. 12424v1 Announce Type: cross Abstract: This study focuses on developing an AI-supported prototype for multiperspective interest rate forecasting that combines classical econometric models with modern artificial intel-ligence methods.

By Ekkehardt Bauer, Dirk Holl\"ander, Linus Wolff, Christoph Ostermair, Kyrillus Aiad, Joachim Hasebrook

nlp

arXiv Machine Learning

Aug 11

RA-FinBERT: Rule-aware LoRA adaptation for low-resource financial sentiment classification

arXiv:2608. 09834v1 Announce Type: cross Abstract: Financial sentiment analysis converts unstructured financial news into quantitative signals that can support market analysis and decision-making.

By Fan Zhang, Jiaming Li

llms nlp fine-tuning

arXiv AI

Jun 8

PandaAI: A Practical Agent CQ2 for Neuro-symbolic Data Analysis And Integrated Decision-Making in Quantitative Finance

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

llms agents fine-tuning benchmarks safety

Related stories

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

MASCA: LLM based-Multi Agents System for Credit Assessment

FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting

AI-Driven Multiscenario Interest Rate Forecasting: A Proof of Concept for Banking Asset Management

RA-FinBERT: Rule-aware LoRA adaptation for low-resource financial sentiment classification

PandaAI: A Practical Agent CQ2 for Neuro-symbolic Data Analysis And Integrated Decision-Making in Quantitative Finance