3 papers indexed
Jie Mao, Changlun Li, Xiang Li, Qiqi Duan, Jinhui Yuan, Xiang Liu, et al.
Quantitative strategy optimization remains largely manual, requiring domain experts to identify weak signals, tune risk-control rules, and repeatedly validate iterative revisions. Large language models can accelerate this process, but directly relying on them to rewrite trading s…
Qiqi Duan, Changlun Li, Chen Wang, Fan Zhang, Mengxiang Wang, Dayi Miao, et al.
Large language model (LLM) agents are increasingly used in trading systems, where model reasoning, tool use, and continual decisions incur costs that are expected to produce trading value. Existing evaluations typically report performance metrics, but rarely examine agentic viabi…
Yao Shi, Kingfung Luo, Nan Tang, Yuyu Luo
Niche asset markets, such as Counter-Strike 2 (CS2) weapon skins, are small, volatile, and heavily driven by community discussions and platform rules. These properties make them hard for traditional quantitative models, but provide an ideal testbed for studying how large language…