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A reinforcement learning model based on reward correction for quantitative stock selection, Chen, Haibo, Zhang, Chenyu, Li, Yunke
A reinforcement learning model based on reward correction for quantitative stock selection, Chen, Haibo, Zhang, Chenyu, Li, Yunke
Source: Crossref public DOI API · observed Oct 11, 2026.
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Agent Trading Arena probes numerical understanding of LLM-based trading agents in a zero-sum market simulation
InvestorBench evaluates LLM-based agents on financial decision-making tasks across multiple asset classes and markets
FinMTEB is a finance-specific massive text embedding benchmark with 64 datasets across seven financial NLP task types
