Agentic Trading: When LLM Agents Meet Financial Markets
cs.AI
Submitted: 2026-05-19
Updated: 2026-10-04
Comments: 59 pages, 17 figures, 27 tables
License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
Terminology
Sources
- Realistic Market Impact Modeling for Reinforcement Learning Trading Environments
- Hidden Leaks in Time Series Forecasting: How Data Leakage Affects LSTM Evaluation Across Configurations and Validation Strategies
- Agentic Artificial Intelligence in Finance: A Comprehensive Survey
- A Multi-Agent Orchestration Framework for Venture Capital Due Diligence
- FinBERT: Financial Sentiment Analysis with Pre-trained Language Models
- PredictionMarketBench: A SWE-bench-Style Framework for Backtesting Trading Agents on Prediction Markets
- STRIDE: A Systematic Framework for Selecting AI Modalities -- Agentic AI, AI Assistants, or LLM Calls
- An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling
- PolySwarm: A Multi-Agent Large Language Model Framework for Prediction Market Trading and Latency Arbitrage
- FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents
- Simulation of Social Media-Driven Bubble Formation in Financial Markets using an Agent-Based Model with Hierarchical Influence Network
- End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning
- Absorbing Complexity: An Interaction-Native Knowledge Harness for Financial LLM Agents
- Markowitz Portfolio Construction at Seventy
- Deep Limit Order Book Forecasting
- Language Models are Few-Shot Learners
- OpenPM: Auditable Point-in-Time Evaluation for LLM Portfolio-Management Agents
- Designing Agentic AI-Based Screening for Portfolio Investment
- Portfolio Analysis in High Dimensions with TE and Weight Constraints
- SysTradeBench: An Iterative Build-Test-Patch Benchmark for Strategy-to-Code Trading Systems with Drift-Aware Diagnostics
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