A Hybrid Architecture for Options Wheel Strategy Decisions: LLM-Generated Bayesian Networks for Transparent Trading
Fuente:
arXiv
Saved in:
| Main Authors: | Kuang, Xiaoting, Lin, Boken |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
High-Frequency Options Trading | With Portfolio Optimization
by: Bhatia, Sid
Published: (2024)
by: Bhatia, Sid
Published: (2024)
Pretrained LLM Adapted with LoRA as a Decision Transformer for Offline RL in Quantitative Trading
by: Yun, Suyeol
Published: (2024)
by: Yun, Suyeol
Published: (2024)
KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks
by: Handal, Rushikesh, et al.
Published: (2024)
by: Handal, Rushikesh, et al.
Published: (2024)
Data-driven Approach for Static Hedging of Exchange Traded Options
by: Dhandapani, Vikranth Lokeshwar, et al.
Published: (2023)
by: Dhandapani, Vikranth Lokeshwar, et al.
Published: (2023)
Designing On-Chain Options: Amortizing Perpetual Options
by: Bichuch, Maxim, et al.
Published: (2026)
by: Bichuch, Maxim, et al.
Published: (2026)
Generating Alpha: A Hybrid AI-Driven Trading System Integrating Technical Analysis, Machine Learning and Financial Sentiment for Regime-Adaptive Equity Strategies
by: Pillai, Varun Narayan Kannan, et al.
Published: (2026)
by: Pillai, Varun Narayan Kannan, et al.
Published: (2026)
From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market
by: Zhang, Wenxuan, et al.
Published: (2026)
by: Zhang, Wenxuan, et al.
Published: (2026)
American Call Options Pricing With Modular Neural Networks
by: Unnikrishnan, Ananya
Published: (2024)
by: Unnikrishnan, Ananya
Published: (2024)
Probabilistic Predictions of Option Prices with Modular Approximate Bayesian Inference
by: Maneesoonthorn, Worapree, et al.
Published: (2024)
by: Maneesoonthorn, Worapree, et al.
Published: (2024)
TrustTrade: Human-Inspired Selective Consensus Reduces Decision Uncertainty in LLM Trading Agents
by: Li, Minghan, et al.
Published: (2026)
by: Li, Minghan, et al.
Published: (2026)
Neural Term Structure of Additive Process for Option Pricing
by: Lin, Jimin, et al.
Published: (2024)
by: Lin, Jimin, et al.
Published: (2024)
Shallow Representation of Option Implied Information
by: Lin, Jimin
Published: (2026)
by: Lin, Jimin
Published: (2026)
Decision Trees for Intuitive Intraday Trading Strategies
by: Naga, Prajwal, et al.
Published: (2024)
by: Naga, Prajwal, et al.
Published: (2024)
MLP, XGBoost, KAN, TDNN, and LSTM-GRU Hybrid RNN with Attention for SPX and NDX European Call Option Pricing
by: Ter-Avanesov, Boris, et al.
Published: (2024)
by: Ter-Avanesov, Boris, et al.
Published: (2024)
Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
by: Rahman, Abdul, et al.
Published: (2024)
by: Rahman, Abdul, et al.
Published: (2024)
Pricing Barrier Options with DeepBSDEs
by: Ganesan, Narayan, et al.
Published: (2020)
by: Ganesan, Narayan, et al.
Published: (2020)
Option Pricing with Convolutional Kolmogorov-Arnold Networks
by: Li, Zeyuan, et al.
Published: (2024)
by: Li, Zeyuan, et al.
Published: (2024)
Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading
by: Wang, Yueyi, et al.
Published: (2025)
by: Wang, Yueyi, et al.
Published: (2025)
SANOS Smooth strictly Arbitrage-free Non-parametric Option Surfaces
by: Buehler, Hans, et al.
Published: (2026)
by: Buehler, Hans, et al.
Published: (2026)
Pricing American Parisian Options under General Time-Inhomogeneous Markov Models
by: Liu, Yuhao, et al.
Published: (2025)
by: Liu, Yuhao, et al.
Published: (2025)
Deep Reinforcement Learning Algorithms for Option Hedging
by: Neagu, Andrei, et al.
Published: (2025)
by: Neagu, Andrei, et al.
Published: (2025)
Stochastic Expansion for the Pricing of Asian and Basket Options
by: Floc'h, Fabien Le
Published: (2024)
by: Floc'h, Fabien Le
Published: (2024)
Proactive Market Making and Liquidity Analysis for Everlasting Options in DeFi Ecosystems
by: Mohanty, Hardhik, et al.
Published: (2025)
by: Mohanty, Hardhik, et al.
Published: (2025)
Boosting Binomial Exotic Option Pricing with Tensor Networks
by: van Damme, Maarten, et al.
Published: (2025)
by: van Damme, Maarten, et al.
Published: (2025)
INVESTORBENCH: A Benchmark for Financial Decision-Making Tasks with LLM-based Agent
by: Li, Haohang, et al.
Published: (2024)
by: Li, Haohang, et al.
Published: (2024)
Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement
by: Zaugg, Nicola F., et al.
Published: (2024)
by: Zaugg, Nicola F., et al.
Published: (2024)
Noise, Adaptation, and Strategy: Assessing LLM Fidelity in Decision-Making
by: Feng, Yuanjun, et al.
Published: (2025)
by: Feng, Yuanjun, et al.
Published: (2025)
Option pricing model under the G-expectation framework
by: Pei, Ziting, et al.
Published: (2026)
by: Pei, Ziting, et al.
Published: (2026)
Pricing Options on Forwards in Function-Valued Affine Stochastic Volatility Models
by: He, Jian, et al.
Published: (2025)
by: He, Jian, et al.
Published: (2025)
Deep Learning for Options Trading: An End-To-End Approach
by: Tan, Wee Ling, et al.
Published: (2024)
by: Tan, Wee Ling, et al.
Published: (2024)
Exact Terminal Condition Neural Network for American Option Pricing Based on the Black-Scholes-Merton Equations
by: Zhang, Wenxuan, et al.
Published: (2025)
by: Zhang, Wenxuan, et al.
Published: (2025)
Finance-Informed Neural Network: Learning the Geometry of Option Pricing
by: Aboussalah, Amine M., et al.
Published: (2024)
by: Aboussalah, Amine M., et al.
Published: (2024)
Pricing Lookback Options on a Quantum Computer
by: Paquette, Florence, et al.
Published: (2026)
by: Paquette, Florence, et al.
Published: (2026)
Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates
by: Hao, Nicole, et al.
Published: (2024)
by: Hao, Nicole, et al.
Published: (2024)
Trading Devil: Robust backdoor attack via Stochastic investment models and Bayesian approach
by: Mengara, Orson
Published: (2024)
by: Mengara, Orson
Published: (2024)
Reinforcement Learning in Financial Decision Making: A Systematic Review of Performance, Challenges, and Implementation Strategies
by: Hoque, Mohammad Rezoanul, et al.
Published: (2025)
by: Hoque, Mohammad Rezoanul, et al.
Published: (2025)
Efficient Importance Sampling under Heston Model: Short Maturity and Deep Out-of-the-Money Options
by: Tu, Yun-Feng, et al.
Published: (2025)
by: Tu, Yun-Feng, et al.
Published: (2025)
Revisiting Stochastic Collocation with Exponential Splines for an Arbitrage-Free Interpolation of Option Prices
by: Floc'h, Fabien Le
Published: (2025)
by: Floc'h, Fabien Le
Published: (2025)
Deep Learning Option Pricing with Market Implied Volatility Surfaces
by: Ding, Lijie, et al.
Published: (2025)
by: Ding, Lijie, et al.
Published: (2025)
On Pricing of Discrete Asian and Lookback Options under the Heston Model
by: Perotti, Leonardo, et al.
Published: (2022)
by: Perotti, Leonardo, et al.
Published: (2022)
Similar Items
-
High-Frequency Options Trading | With Portfolio Optimization
by: Bhatia, Sid
Published: (2024) -
Pretrained LLM Adapted with LoRA as a Decision Transformer for Offline RL in Quantitative Trading
by: Yun, Suyeol
Published: (2024) -
KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks
by: Handal, Rushikesh, et al.
Published: (2024) -
Data-driven Approach for Static Hedging of Exchange Traded Options
by: Dhandapani, Vikranth Lokeshwar, et al.
Published: (2023) -
Designing On-Chain Options: Amortizing Perpetual Options
by: Bichuch, Maxim, et al.
Published: (2026)