arXiv:2607. 12233v1 Announce Type: cross Abstract: Large language model (LLM) trading agents show promising performance in equity markets, yet remain narrowly focused on US equities with little evidence from live deployment.
By Mohotarema Rashid, Lingzi Hong, Junhua Ding, K. S. M. Tozammel Hossain
arXiv:2608. 11344v1 Announce Type: cross Abstract: Financial institutions are delegating consequential decisions to agentic AI systems that decompose goals, coordinate models and tools, and act with little oversight.
By Henry Han
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:2605. 28850v2 Announce Type: replace Abstract: We study behavioral alignment and representation dynamics of large language model (LLM) agents in financial decision environments.
By Weicheng Xue
arXiv:2604. 24668v3 Announce Type: replace Abstract: Given the increased use of LLMs in financial systems today, it becomes important to evaluate the safety and robustness of such systems.
By Zhenyu Zhao, Aparna Balagopalan, Adi Agrawal, Dilshoda Yergasheva, Waseem Alshikh, Daniel M. Bikel
arXiv:2607. 10286v1 Announce Type: new Abstract: Large language model (LLM) agents are increasingly used in trading systems, where model reasoning, tool use, and continual decisions incur costs that are expected to produce trading value.
By Qiqi Duan, Changlun Li, Chen Wang, Fan Zhang, Mengxiang Wang, Dayi Miao, Peixian Ma, Jiangpeng Yan, Liyuan Chen, Shuoling Liu, Preslav Nakov, Yuyu Luo, Nan Tang