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
arXiv:2605. 05580v2 Announce Type: replace Abstract: Quantitative trading agents have demonstrated substantial promise in automating factor discovery, signal aggregation, and portfolio execution.
By Yishuo Yuan, Jiayi Sheng, Sirui Zeng, Jiaqi Wang, Jiaheng Liu
arXiv:2603. 21563v4 Announce Type: replace Abstract: Collaborative multi-agent large language models (LLMs) can solve complex reasoning tasks by decomposing roles, but reinforcement learning for such systems is limited by credit assignment: shared terminal rewards obscure individual contributions and can encourage free-riding.
By Zhongyi Li, Wan Tian, Yikun Ban, Jinju Chen, Huiming Zhang, Yang Liu, Fuzhen Zhuang
arXiv:2602. 08335v2 Announce Type: replace Abstract: Integrating Large Language Models (LLMs) with external tools via multi-agent systems offers a promising new paradigm for decomposing and solving complex problems.
By Yanming Li, Xuelin Zhang, WenJie Lu, Ziye Tang, Maodong Wu, Haotian Luo, Tongtong Wu, Zijie Peng, Hongze Mi, Yibo Feng, Naiqiang Tan, Chao Huang, Lian Peng, Li Shen
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: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