:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Koulouris, Christos Spyridon, Campajola, Carlo
Format:	Preprint
Published:	2026
Subjects:	Computational Finance Artificial Intelligence
Online Access:	https://arxiv.org/abs/2605.20348
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A Deep Reinforcement Learning Approach for Trading Optimization in the Forex Market with Multi-Agent Asynchronous Distribution
by: Sarani, Davoud, et al.
Published: (2024)

Deep Reinforcement Learning Algorithms for Option Hedging
by: Neagu, Andrei, et al.
Published: (2025)

Reinforcement Learning Framework for Quantitative Trading
by: Yasin, Alhassan S., et al.
Published: (2024)

Synergistic Formulaic Alpha Generation for Quantitative Trading based on Reinforcement Learning
by: Shin, Hong-Gi, et al.
Published: (2024)

FLAG-Trader: Fusion LLM-Agent with Gradient-based Reinforcement Learning for Financial Trading
by: Xiong, Guojun, et al.
Published: (2025)

QuantAgent: Seeking Holy Grail in Trading by Self-Improving Large Language Model
by: Wang, Saizhuo, et al.
Published: (2024)

$\text{Alpha}^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning
by: Xu, Feng, et al.
Published: (2024)

An Adaptive Multi Agent Bitcoin Trading System
by: Singhi, Aadi
Published: (2025)

Logic-Q: Improving Deep Reinforcement Learning-based Quantitative Trading via Program Sketch-based Tuning
by: Li, Zhiming, et al.
Published: (2023)

News-Aware Direct Reinforcement Trading for Financial Markets
by: Lan, Qing-Yu, et al.
Published: (2025)

FlowHFT: Imitation Learning via Flow Matching Policy for Optimal High-Frequency Trading under Diverse Market Conditions
by: Li, Yang, et al.
Published: (2025)

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts
by: Li, Yang, et al.
Published: (2025)

Trading-R1: Financial Trading with LLM Reasoning via Reinforcement Learning
by: Xiao, Yijia, et al.
Published: (2025)

When Valid Signals Fail: Regime Boundaries Between LLM Features and RL Trading Policies
by: Yang, Zhengzhe
Published: (2026)

Reinforcement Learning for Trade Execution with Market and Limit Orders
by: Cheridito, Patrick, et al.
Published: (2025)

TradingAgents: Multi-Agents LLM Financial Trading Framework
by: Xiao, Yijia, et al.
Published: (2024)

Strategic Collusion of LLM Agents: Market Division in Multi-Commodity Competitions
by: Lin, Ryan Y., et al.
Published: (2024)

Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study
by: Vidler, Alicia, et al.
Published: (2024)

Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models
by: Pokou, Fredy, et al.
Published: (2025)

Orchestration Framework for Financial Agents: From Algorithmic Trading to Agentic Trading
by: Li, Jifeng, et al.
Published: (2025)

The Alpha Illusion: Reported Alpha from LLM Trading Agents Should Not Be Treated as Deployment Evidence
by: Ye, Yuxuan, et al.
Published: (2026)

Deep Learning Enhanced Multivariate GARCH
by: Wang, Haoyuan, et al.
Published: (2025)

Sparse Computations in Deep Learning Inference
by: Tasou, Ioanna, et al.
Published: (2025)

Label Unbalance in High-frequency Trading
by: Zhao, Zijian, et al.
Published: (2025)

Maintenance Strategies for Sewer Pipes with Multi-State Degradation and Deep Reinforcement Learning
by: Jimenez-Roa, Lisandro A., et al.
Published: (2024)

EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods
by: Ding, Hongcheng, et al.
Published: (2024)

INVESTORBENCH: A Benchmark for Financial Decision-Making Tasks with LLM-based Agent
by: Li, Haohang, et al.
Published: (2024)

A Review of Reinforcement Learning in Financial Applications
by: Bai, Yahui, et al.
Published: (2024)

StockGPT: A GenAI Model for Stock Prediction and Trading
by: Mai, Dat
Published: (2024)

Deep Hedging with Market Impact
by: Neagu, Andrei, et al.
Published: (2024)

Deep Learning Models Meet Financial Data Modalities
by: Khubiev, Kasymkhan, et al.
Published: (2025)

Agent Trading Arena: A Study on Numerical Understanding in LLM-Based Agents
by: Ma, Tianmi, et al.
Published: (2025)

Explainable Post hoc Portfolio Management Financial Policy of a Deep Reinforcement Learning agent
by: Escudero, Alejandra de la Rica, et al.
Published: (2024)

Exploring Sentiment Manipulation by LLM-Enabled Intelligent Trading Agents
by: Byrd, David
Published: (2025)

R&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization
by: Li, Yuante, et al.
Published: (2025)

Minimizing the Value-at-Risk of Loan Portfolio via Deep Neural Networks
by: Di Wang, Albert, et al.
Published: (2025)

Optimal Text-Based Time-Series Indices
by: Ardia, David, et al.
Published: (2024)

Reinforcement Learning of Large Language Models for Interpretable Credit Card Fraud Detection
by: Lin, Cooper, et al.
Published: (2026)

Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling
by: Zeng, Liang, et al.
Published: (2021)

Scenario-based Thermal Management Parametrization Through Deep Reinforcement Learning
by: Rudolf, Thomas, et al.
Published: (2024)