arXiv:2607. 09230v1 Announce Type: cross Abstract: Building event-conditioned market models requires separating macro-event labels from persistent microstructure state.
Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.
arXiv:2606. 27032v1 Announce Type: cross Abstract: Energy trading decisions depend not only on current market prices, but also on expected future market conditions, and operational constraints.
arXiv:2605. 30363v2 Announce Type: replace-cross Abstract: Regime shifts in financial markets reorganise the joint dynamics of asset prices and macro variables, breaking any single-regime calibration.
arXiv:2606. 07846v1 Announce Type: cross Abstract: LLM-agent workflows chain model calls and tool invocations, and spend most of their wall-clock time waiting on upstream operations before downstream ones can start.
arXiv:2607. 13929v1 Announce Type: new Abstract: Financial observations are continuous, heterogeneous, and noisy, whereas decoder-only next-token models are usually built around discrete symbolic inputs.
arXiv:2605. 28850v2 Announce Type: replace Abstract: We study behavioral alignment and representation dynamics of large language model (LLM) agents in financial decision environments.
arXiv:2607. 19453v1 Announce Type: cross Abstract: We audit whether candle-based machine-learning models can turn predictions of cryptocurrency extrema or short-horizon outcomes into positive Binance Spot paper policies after assumed costs.