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待翻譯:EvolveTrade: Experience-Driven Policy Refinement for Self-Evolving LLM Trading Agents

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AI 服務暫時不可用,以下為來源摘要,待恢復後補全翻譯:arXiv:2609.17632v1 Announce Type: new Abstract: Large language model (LLM) trading agents can combine market data, news, and executable analysis, but their behavior is often controlled by static hand-written tool-use policies that are fixed before deployment. This limits their ability to adapt how they gather evidence, invoke tools, verify signals, and manage risk under changing market regimes. We introduce EvolveTrade, a self-evolving framework that treats the system prompt of a tool-using trading agent as a text-parameterized policy. After each update interval, a Policy Agent revises this policy using accumulated decision traces and realized portfolio feedback, while keeping the backbone LLM fixed. The updated policy is then used for the next batch of trading…

來源arXiv AI作者: Sehee Kim, Yumin Choi, Minki Kang, Sung Ju Hwang
待翻譯:EvolveTrade: Experience-Driven Policy Refinement for Self-Evolving LLM Trading Agents
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[Submitted on 15 Sep 2026] Title:EvolveTrade: Experience-Driven Policy Refinement for Self-Evolving LLM Trading Agents View a PDF of the paper titled EvolveTrade: Experience-Driven Policy Refinement for Self-Evolving LLM Trading Agents, by Sehee Kim and 3 other authors View PDF HTML (experimental) Abstract:Large language model (LLM) trading agents can combine market data, news, and executable analysis, but their behavior is often controlled by static hand-written tool-use policies that are fixed before deployment. This limits their ability to adapt how they gather evidence, invoke tools, verify signals, and manage risk under changing market regimes. We introduce EvolveTrade, a self-evolving framework that treats the system prompt of a tool-using trading agent as a text-parameterized policy. After each update interval, a Policy Agent revises this policy using accumulated decision traces and realized portfolio feedback, while keeping the backbone LLM fixed. The updated policy is then used for the next batch of trading decisions, enabling the agent to refine its information-acquisition and portfolio-construction procedure over time. Experiments across multiple market regimes and two LLM backbones show that EvolveTrade often improves Sharpe Ratio and Cumulative Return over fixed-policy LLM baselines, achieving the improved SR and CR in most evaluated settings. Behavioral analyses further show that self-evolved policies increase code-mediated analysis and activate regime-relevant computations; case-level policy-to-return attributions trace how policy-induced allocation changes contribute to realized return differences. These results suggest that adapting the reusable procedure governing tool use is a key direction for building more robust LLM trading agents. Subjects: Artificial Intelligence (cs.AI); Computation and Language (cs.CL) Cite as: arXiv:2609.17632 [cs.AI] (or arXiv:2609.17632v1 [cs.AI] for this version) https://doi.org/10.48550/arXiv.2609.17632 arXiv-issued DOI via DataCite (pending registration) Submission history From: Sehee Kim [view email] [v1] Tue, 15 Sep 2026 10:35:18 UTC (500 KB) Full-text links: Access Paper: View a PDF of the paper titled EvolveTrade: Experience-Driven Policy Refinement for Self-Evolving LLM Trading Agents, by Sehee Kim and 3 other authors View PDF HTML (experimental) TeX Source view license Current browse context: cs.AI new | recent | 2026-09 Change to browse by: cs cs.CL References & Citations NASA ADS Google Scholar Semantic Scholar Loading... Data provided by: Bibliographic Tools Bibliographic and Citation Tools Bibliographic Explorer Toggle Bibliographic Explorer (What is the Explorer?) Connected Papers Toggle Connected Papers (What is Connected Papers?) Litmaps Toggle Litmaps (What is Litmaps?) scite.ai Toggle scite Smart Citations (What are Smart Citations?) Code, Data, Media Code, Data and Media Associated with this Article alphaXiv Toggle alphaXiv (What is alphaXiv?) Links to Code Toggle CatalyzeX Code Finder for Papers (What is CatalyzeX?) DagsHub Toggle DagsHub (What is DagsHub?) GotitPub Toggle Gotit.pub (What is GotitPub?) Huggingface Toggle Hugging Face (What is Huggingface?) ScienceCast Toggle ScienceCast (What is ScienceCast?) Demos Demos Replicate Toggle Replicate (What is Replicate?) Spaces Toggle Hugging Face Spaces (What is Spaces?) Spaces Toggle TXYZ.AI (What is TXYZ.AI?) Related Papers Recommenders and Search Tools Link to Influence Flower Influence Flower (What are Influence Flowers?) Core recommender toggle CORE Recommender (What is CORE?) Author Venue Institution Topic About arXivLabs arXivLabs: experimental projects with community collaborators arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website. Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them. Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs. Which authors of this paper are endorsers? | Disable MathJax (What is MathJax?)

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  • arXiv:2609.17632v1 Announce Type: new Abstract: Large language model (LLM) trading agents can combine market data, news, and executable analysis, but their behavior is often contr…

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