arXiv:2608. 11381v1 Announce Type: new Abstract: We study whether the localized numerical operations and integrative judgments of financial analysis benefit from the same form of LLM specialization.
Summary generated by The Flow from the publisher's feed. The full article lives at arXiv AI.
arXiv:2606. 32017v1 Announce Type: cross Abstract: Agentic reinforcement learning requires assigning credit to environment-facing actions such as searches, clicks, edits, navigation commands, and object interactions.
arXiv:2606. 17591v1 Announce Type: new Abstract: Training-free verbal reinforcement learning enables LLM agents to learn from world feedback -- objective signals such as dynamic task outcomes, market returns, or demand forecasts -- by extracting verbal rules from experience and injecting them as context, updating the agent's behavior without parameter changes.
arXiv:2606. 05885v1 Announce Type: new Abstract: Long-horizon LLM agents require reinforcement learning methods that can assign credit to intermediate decisions under sparse and delayed rewards.
arXiv:2608. 06144v1 Announce Type: new Abstract: Most agent benchmarks evaluate tasks independently and cannot measure whether experience from one task helps with later tasks.
arXiv:2606. 29771v1 Announce Type: new Abstract: LLM agents are increasingly cast as autonomous portfolio managers, and benchmarks have moved from financial question-answering to sequential trading.
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.