Recent advances in reinforcement learning in finance

B Hambly, R Xu, H Yang - Mathematical Finance, 2023 - Wiley Online Library
The rapid changes in the finance industry due to the increasing amount of data have
revolutionized the techniques on data processing and data analysis and brought new …

Fingpt: Open-source financial large language models

H Yang, XY Liu, CD Wang - arXiv preprint arXiv:2306.06031, 2023 - arxiv.org
Large language models (LLMs) have shown the potential of revolutionizing natural
language processing tasks in diverse domains, sparking great interest in finance. Accessing …

Fingpt: Democratizing internet-scale data for financial large language models

XY Liu, G Wang, D Zha - arXiv preprint arXiv:2307.10485, 2023 - arxiv.org
Large language models (LLMs) have demonstrated remarkable proficiency in
understanding and generating human-like texts, which may potentially revolutionize the …

Fingpt: Instruction tuning benchmark for open-source large language models in financial datasets

N Wang, H Yang, CD Wang - arXiv preprint arXiv:2310.04793, 2023 - arxiv.org
In the swiftly expanding domain of Natural Language Processing (NLP), the potential of GPT-
based models for the financial sector is increasingly evident. However, the integration of …

GraphSAGE with deep reinforcement learning for financial portfolio optimization

Q Sun, X Wei, X Yang - Expert Systems with Applications, 2024 - Elsevier
Portfolio optimization is an active management strategy that aims to maximize returns and
control risk within reasonable limits. The Proximal Policy Optimization (PPO), a robust on …

Dynamic datasets and market environments for financial reinforcement learning

XY Liu, Z Xia, H Yang, J Gao, D Zha, M Zhu, CD Wang… - Machine Learning, 2024 - Springer
The financial market is a particularly challenging playground for deep reinforcement
learning due to its unique feature of dynamic datasets. Building high-quality market …

TradeMaster: a holistic quantitative trading platform empowered by reinforcement learning

S Sun, M Qin, W Zhang, H Xia, C Zong… - Advances in …, 2024 - proceedings.neurips.cc
The financial markets, which involve over\$90 trillion market capitals, attract the attention of
innumerable profit-seeking investors globally. Recent explosion of reinforcement learning in …

FinMem: A performance-enhanced LLM trading agent with layered memory and character design

Y Yu, H Li, Z Chen, Y Jiang, Y Li, D Zhang… - Proceedings of the …, 2024 - ojs.aaai.org
Abstract Recent advancements in Large Language Models (LLMs) have exhibited notable
efficacy in question-answering (QA) tasks across diverse domains. Their prowess in …

Lob-based deep learning models for stock price trend prediction: a benchmark study

M Prata, G Masi, L Berti, V Arrigoni, A Coletta… - Artificial Intelligence …, 2024 - Springer
The recent advancements in Deep Learning (DL) research have notably influenced the
finance sector. We examine the robustness and generalizability of fifteen state-of-the-art DL …

From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing

J Ye, B Goswami, J Gu, A Uddin, G Wang - arXiv preprint arXiv …, 2024 - arxiv.org
This paper comprehensively reviews the application of machine learning (ML) and AI in
finance, specifically in the context of asset pricing. It starts by summarizing the traditional …