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.
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arXiv:2606. 08285v1 Announce Type: new Abstract: Large language models (LLMs) and agentic systems are increasingly proposed for financial trading, yet their reported performance remains difficult to compare because studies vary in data provenance, temporal split discipline, execution timing, turnover treatment, and transaction-cost modeling.
arXiv:2608. 08621v1 Announce Type: new Abstract: Running a business is a challenging form of intelligent work.
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.
arXiv:2605. 05580v2 Announce Type: replace Abstract: Quantitative trading agents have demonstrated substantial promise in automating factor discovery, signal aggregation, and portfolio execution.
arXiv:2407. 18957v5 Announce Type: replace-cross Abstract: Can AI Agents simulate real-world trading environments to investigate the impact of external factors on stock trading activities (e.
arXiv:2606. 01886v1 Announce Type: new Abstract: Financial AI agents often fail for a simple reason: they make users carry the complexity.