3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization
Fuente:
arXiv
Saved in:
| Main Authors: | Chen, Kefan, Ahmad, Hussain, Goel, Diksha, Szabo, Claudia |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
RegimeFolio: A Regime Aware ML System for Sectoral Portfolio Optimization in Dynamic Markets
by: Zhang, Yiyao, et al.
Published: (2025)
by: Zhang, Yiyao, et al.
Published: (2025)
A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market
by: Huang, Gang, et al.
Published: (2024)
by: Huang, Gang, et al.
Published: (2024)
Comparison of Markowitz Model and Single-Index Model on Portfolio Selection of Malaysian Stocks
by: Lee, Zhang Chern, et al.
Published: (2024)
by: Lee, Zhang Chern, et al.
Published: (2024)
Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection
by: Engel, Ryan, et al.
Published: (2025)
by: Engel, Ryan, et al.
Published: (2025)
Portfolio Optimization of Indonesian Banking Stocks Using Robust Optimization
by: Winarty, Visca Tri, et al.
Published: (2025)
by: Winarty, Visca Tri, et al.
Published: (2025)
NoxTrader: LSTM-Based Stock Return Momentum Prediction for Quantitative Trading
by: Liu, Hsiang-Hui, et al.
Published: (2023)
by: Liu, Hsiang-Hui, et al.
Published: (2023)
Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks
by: Jha, Ayush, et al.
Published: (2025)
by: Jha, Ayush, et al.
Published: (2025)
Novel Risk Measures for Portfolio Optimization Using Equal-Correlation Portfolio Strategy
by: Chakraborty, Biswarup
Published: (2025)
by: Chakraborty, Biswarup
Published: (2025)
Market-Adaptive Ratio for Portfolio Management
by: Lee, Ju-Hong, et al.
Published: (2023)
by: Lee, Ju-Hong, et al.
Published: (2023)
Robust and Sparse Portfolio Selection: Quantitative Insights and Efficient Algorithms
by: Chen, J., et al.
Published: (2024)
by: Chen, J., et al.
Published: (2024)
Dynamic Factor Model-Based Multiperiod Mean-Variance Portfolio Selection with Portfolio Constraints
by: Gao, Jianjun, et al.
Published: (2025)
by: Gao, Jianjun, et al.
Published: (2025)
Constructing a Portfolio Optimization Benchmark Framework for Evaluating Large Language Models
by: Cho, Hanyong, et al.
Published: (2026)
by: Cho, Hanyong, et al.
Published: (2026)
Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
by: Wysocki, Maciej, et al.
Published: (2025)
by: Wysocki, Maciej, et al.
Published: (2025)
Distributional Portfolio Optimization (DPO): A Unified Framework for Distributions over Weights, Returns, and Parameters
by: Alonso, Miquel Noguer i
Published: (2026)
by: Alonso, Miquel Noguer i
Published: (2026)
A General Framework for Portfolio Construction Based on Generative Models of Asset Returns
by: Cheng, Tuoyuan, et al.
Published: (2023)
by: Cheng, Tuoyuan, et al.
Published: (2023)
Multimodal Deep Reinforcement Learning for Portfolio Optimization
by: Nawathe, Sumit, et al.
Published: (2024)
by: Nawathe, Sumit, et al.
Published: (2024)
Smart Predict--then--Optimize Paradigm for Portfolio Optimization in Real Markets
by: Yi, Wang, et al.
Published: (2026)
by: Yi, Wang, et al.
Published: (2026)
Adaptive and Regime-Aware RL for Portfolio Optimization
by: Raj, Gabriel Nixon
Published: (2025)
by: Raj, Gabriel Nixon
Published: (2025)
Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks
by: Chang, Yen Jui, et al.
Published: (2025)
by: Chang, Yen Jui, et al.
Published: (2025)
Post-Screening Portfolio Selection
by: Uematsu, Yoshimasa, et al.
Published: (2026)
by: Uematsu, Yoshimasa, et al.
Published: (2026)
Portfolio and reinsurance optimization under unknown market price of risk
by: Ceci, Claudia, et al.
Published: (2024)
by: Ceci, Claudia, et al.
Published: (2024)
Beyond ESG Scores: Learning Dynamic Constraints for Sequential Portfolio Optimization
by: Li, Xin, et al.
Published: (2026)
by: Li, Xin, et al.
Published: (2026)
LLM-Enhanced Black-Litterman Portfolio Optimization
by: Lee, Youngbin, et al.
Published: (2025)
by: Lee, Youngbin, et al.
Published: (2025)
EFS: Evolutionary Factor Searching for Sparse Portfolio Optimization Using Large Language Models
by: Luo, Haochen, et al.
Published: (2025)
by: Luo, Haochen, et al.
Published: (2025)
Sparse Portfolio Selection via Topological Data Analysis based Clustering
by: Goel, Anubha, et al.
Published: (2024)
by: Goel, Anubha, et al.
Published: (2024)
Quantum-Inspired Portfolio Optimization In The QUBO Framework
by: Lu, Ying-Chang, et al.
Published: (2024)
by: Lu, Ying-Chang, et al.
Published: (2024)
Optimizing Portfolios with Pakistan-Exposed ETFs: Risk and Performance Insight
by: Jaffri, Ali, et al.
Published: (2025)
by: Jaffri, Ali, et al.
Published: (2025)
Multi-Objective Bayesian Optimization of Deep Reinforcement Learning for Environmental, Social, and Governance (ESG) Financial Portfolio Management
by: Coronado-Vaca, M.
Published: (2025)
by: Coronado-Vaca, M.
Published: (2025)
Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management
by: Li, Zhenglong, et al.
Published: (2024)
by: Li, Zhenglong, et al.
Published: (2024)
Portfolio Optimization via Transfer Learning
by: Wang, Kexin, et al.
Published: (2025)
by: Wang, Kexin, et al.
Published: (2025)
PO-QA: A Framework for Portfolio Optimization using Quantum Algorithms
by: Zaman, Kamila, et al.
Published: (2024)
by: Zaman, Kamila, et al.
Published: (2024)
Semiparametric Dynamic Copula Models for Portfolio Optimization
by: Pareek, Savita, et al.
Published: (2025)
by: Pareek, Savita, et al.
Published: (2025)
Mesoscopic Structure of the Stock Market and Portfolio Optimization
by: Zema, Sebastiano Michele, et al.
Published: (2021)
by: Zema, Sebastiano Michele, et al.
Published: (2021)
Bayesian Parametric Portfolio Policies
by: Herculano, Miguel C.
Published: (2026)
by: Herculano, Miguel C.
Published: (2026)
Optimizing Portfolio with Two-Sided Transactions and Lending: A Reinforcement Learning Framework
by: Habibnia, Ali, et al.
Published: (2024)
by: Habibnia, Ali, et al.
Published: (2024)
Bimodal Dynamics of the Artificial Limit Order Book Stock Exchange with Autonomous Traders
by: Steinbacher, Matej, et al.
Published: (2025)
by: Steinbacher, Matej, et al.
Published: (2025)
Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity
by: Kothari, Saumya, et al.
Published: (2024)
by: Kothari, Saumya, et al.
Published: (2024)
Robust MCVaR Portfolio Optimization with Ellipsoidal Support and Reproducing Kernel Hilbert Space-based Uncertainty
by: Yadav, Rupendra, et al.
Published: (2025)
by: Yadav, Rupendra, et al.
Published: (2025)
Liquidity Adjustment in Multivariate Volatility Modeling: Evidence from Portfolios of Cryptocurrencies and US Stocks
by: Deng, Qi
Published: (2024)
by: Deng, Qi
Published: (2024)
A Practitioner's Guide to AI+ML in Portfolio Investing
by: Fan, Mehmet Caner Qingliang
Published: (2025)
by: Fan, Mehmet Caner Qingliang
Published: (2025)
Similar Items
-
RegimeFolio: A Regime Aware ML System for Sectoral Portfolio Optimization in Dynamic Markets
by: Zhang, Yiyao, et al.
Published: (2025) -
A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market
by: Huang, Gang, et al.
Published: (2024) -
Comparison of Markowitz Model and Single-Index Model on Portfolio Selection of Malaysian Stocks
by: Lee, Zhang Chern, et al.
Published: (2024) -
Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection
by: Engel, Ryan, et al.
Published: (2025) -
Portfolio Optimization of Indonesian Banking Stocks Using Robust Optimization
by: Winarty, Visca Tri, et al.
Published: (2025)