arXiv:2606. 00143v1 Announce Type: cross Abstract: Financial markets are inherently non-stationary, exhibiting frequent regime shifts and structural changes that render traditional Portfolio Management (PM) approaches ineffective.
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arXiv:2606. 30997v1 Announce Type: new Abstract: We present a three-phase deep reinforcement learning system for personalized portfolio management that addresses three limitations shared by all prior financial RL work: 1) ticker lock-in, 2) monolithic objectives , and 3) static user models.
META (Memory Enhanced Trading Agent) is a new agent-based trading framework that augments large language models with episodic memory. It combines specialized indicator agents—such as Trend, MACD, Stochastic, RSI, SMA, AVWAP, and Heikin‑Ashi—with a Decision Agent that fuses their reports, while a Memory module retrieves and updates past trading episodes encoded as market state embeddings with outcomes and reflections. By recalling relevant experiences and adaptively reweighting signals under similar market regimes, META improves directional accuracy and robustness in short‑horizon evaluations, offering regime‑aware, interpretable, and low‑latency decision‑making for financial trading.
arXiv:2607. 07847v1 Announce Type: new Abstract: As large language models (LLMs) become increasingly capable, the next question is how can we enable models to continually learn?
arXiv:2606. 08452v1 Announce Type: new Abstract: In many real-world settings, data streams are nonstationary and arrive sequentially, requiring learning systems to adapt continuously without retraining from scratch.
arXiv:2606. 05661v1 Announce Type: new Abstract: Continual learning, the ability of AI systems to improve through sequential experience, has attracted substantial interest, but no high-quality benchmark exists to evaluate it.
arXiv:2606. 09104v1 Announce Type: cross Abstract: Deep reinforcement learning (DRL) frameworks for portfolio optimization have shown promise for their ability to learn allocation rules dynamically from market data.