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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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306089119 · May 202619922001200920172026
48 results for autonomous trading

AI-Trader benchmarks LLMs in live financial markets, revealing poor trading performance.

problem Challenges in real-time financial decision-making by autonomous agents.
method Fully automated, live evaluation benchmark with minimal human intervention.
result General intelligence does not translate to effective trading, highlighting limitations.

Safe autonomous decisions made with machine learning predictions using Conformal Decision Theory.

problem Safe decisions from imperfect machine learning predictions.
method Conformal Decision Theory framework for producing safe decisions.
result Safe decisions with provable statistical guarantees of low risk.

AGENTICAITA uses AI agents to autonomously trade markets without human intervention.

problem Inability of traditional trading systems to adapt to market complexity.
method Introduces an agentic AI framework with specialized LLM agents reasoning, negotiating, and acting.
result Demonstrated operational correctness and non-trivial inter-agent negotiation in live market conditions.

The algorithmic trading comes from digitalisation of the processing of trading assets on financial markets. Since 1980 the computerization of the stock market offers real time processing of financial information. This technological revolution has offered processes and mathematic methods to identify best return on trans…

2008-10-22abs ↗pdf ↗

QuantAgent learns trading signals through self-improvement.

problem Building domain-specific knowledge for LLMs in quantitative investment.
method Two-layer loop approach: inner loop refines responses, outer loop tests and learns.
result QuantAgent approximates optimal trading behavior with provable efficiency.

High-frequency trading models fail due to overfitting and survivor bias.

problem Failure of hybrid DRL-EC trading systems in high-frequency environments.
method Deployed a population of 500 agents in a high-frequency cryptocurrency environment, analyzing failure modes through multi-disciplinary lens.
result Increasing model complexity without information asymmetry exacerbates systemic fragility.

This research tackles balancing exploration and exploitation in deep RL for partially observable systems.

problem Balancing exploration and exploitation in deep RL for partially observable systems.
method Deployed and tested several techniques including adaptive and deterministic exploration strategies, and a modified quadratic loss function.
result Adaptive methods better approximate the trade-off between exploration and exploitation.

Study automates feature selection and clustering for HFT stock price forecasting.

problem Manual feature selection and clustering for high-frequency trading (HFT) stock price forecasting.
method Dual competitive feature importance mechanism and clustering via shallow neural network topology.
result Enhanced forecasting ability of the RBFNN regressor through automated feature selection and clustering.

New AI models improve financial hedging by reducing shortfall and tail risk.

problem Static model calibration gaps in derivatives markets.
method Two reinforcement learning frameworks: RLOP and QLBS.
result RLOP reduces shortfall frequency and improves tail risk in stress scenarios.

TinyML models detect RF and cyber threats in spacecraft with low latency.

problem Detecting cyber-RF threats in autonomous spacecraft with low latency.
method Analysis of classical models (RF, LR, SVM, MLP) for latency-accuracy trade-offs.
result Logistic Regression achieves microsecond-level inference with minimal accuracy loss.

AI agents in experimental markets exhibit behavioral patterns that aggregate into market dynamics.

problem Understanding AI trading behavior and its impact on market dynamics.
method Experimental asset markets populated by AI agents trained on Large Language Models (LLMs).
result AI agents' behavior leads to market dynamics similar to human traders, including bubbles.

AlphaX uses AI to outperform Brazilian stock market benchmarks.

problem AI strategies often overperform in backtests but underperform in real markets due to lookahead bias.
method Controlled simulations to mitigate lookahead bias, using Value Investing principles.
result AlphaX strategy outperforms major benchmarks and technical indicators.

ATLAS uses LLMs to adaptively trade by optimizing prompts and coordinating agents.

problem Adapting LLMs for real-time financial decision-making in noisy markets.
method ATLAS integrates structured market data, uses Adaptive-OPRO for prompt optimization, and employs multi-agent coordination.
result Adaptive-OPRO consistently outperforms fixed prompts in financial trading.

Paper develops an AI-driven framework for systematic investing.

problem Manual prompts limit model adaptability and data snooping biases.
method Closed-loop system with self-evolving AI, out-of-sample validation, and economic rationale.
result Long-short portfolios on factor signals outperform with Sharpe ratio 3.11 and return 59.53%.

Algorithm speeds up search for stationary targets with guaranteed accuracy.

problem Minimize search time while ensuring high detection accuracy of stationary targets.
method Multi-fidelity Gaussian process model and EMTS algorithm.
result Guaranteed performance in target detection accuracy and search time.

The study uses AI to optimize trading in FX markets by considering size-dependent fees and risk-aversion.

problem Optimizing trading in FX markets with size-dependent fees and risk-aversion.
method Fitted Natural Actor-Critic (FNC) Reinforcement Learning algorithm.
result The algorithm effectively trades with variable order sizes, reducing transaction costs and promoting risk-averse behavior.

QTNet uses deep reinforcement learning to automate trading strategies.

problem Handling noisy and high-frequency financial data, balancing exploration and exploitation.
method QTNet employs deep reinforcement learning (DRL) with imitative learning to autonomously formulate trading strategies.
result QTNet demonstrates proficiency in extracting robust market features and adaptability to diverse conditions.

Study shows market quality improves with larger orders, not smaller tick sizes or higher trading frequencies.

problem Impact of order book tick sizes, metaorders, and trading frequencies on market quality.
method Multi-agent reinforcement learning model to simulate stock market dynamics.
result Market quality benefits from larger orders but not from smaller tick sizes or higher trading frequencies.

Improved investment performance with fine-grained LLM tasks.

problem Abstract financial trading systems often overlook real-world workflow intricacies, leading to degraded performance.
method Proposes a multi-agent LLM trading framework that decomposes investment analysis into fine-grained tasks.
result Fine-grained task decomposition significantly improves risk-adjusted returns compared to coarse-grained designs.

This work improves safety validation of autonomous vehicles by finding interpretable failures.

problem Finding interpretable failures of autonomous systems in simulation.
method Signal temporal logic expressions optimized for high likelihood and human interpretability.
result Our methodology finds more interpretable failures with higher likelihood compared to baseline approaches.

This paper describes the design, implementation, and successful use of the Bristol Stock Exchange (BSE), a novel minimal simulation of a centralised financial market, based on a Limit Order Book (LOB) such as is common in major stock exchanges. Construction of BSE was motivated by the fact that most of the world's majo…

2018-09-17abs ↗pdf ↗

Agents trained with reinforcement learning deviate from Nash equilibrium in optimal execution game.

problem Deviation of reinforcement learning strategies from Nash equilibrium in optimal execution game.
method Two-player optimal execution game with reinforcement learning algorithms (Double Deep Q-Learning).
result Strategies learned by agents deviate significantly from Nash equilibrium, exhibiting supra-competitive solutions.

A first attempt at obtaining market--directional information from a non--stationary solution of the dynamic equation "future price tends to the value that maximizes the number of shares traded per unit time" [1] is presented. We demonstrate that the concept of price impact is poorly applicable to market dynamics. Inste…

2017-09-20abs ↗pdf ↗

FinMem enhances LLM trading agents with layered memory and character design.

problem Developing purpose-driven LLM agents for financial decision-making.
method Integrates layered memory and character design modules into an LLM framework.
result Significantly enhanced trading performance in financial markets.

Generalizes energy-momentum method for non-autonomous Hamiltonian systems.

problem Stability analysis of non-autonomous Hamiltonian systems with symmetries.
method Develops a new approach to relative equilibrium points and stability conditions for non-autonomous systems.
result Conditions ensuring stability of relative equilibrium points in non-autonomous Hamiltonian systems.

This paper explores formal verification for autonomous systems, identifying limitations and proposing improvements.

problem Ensuring safety of autonomous systems like self-driving cars and drones.
method Formal verification techniques based on formal methods, analyzing three assumptions and their limitations.
result Preliminary work to improve the strength of evidence provided by formal verification.

The study explores autonomous systems and their connections to contact geometry and Frobenius manifolds.

problem Understanding the connections between autonomous systems and geometric structures.
method Investigation of the Darboux-Halphen-Ramanujan system, contact geometry, and Frobenius manifolds.
result Highlighting the role of contact geometry in autonomous systems.