3 papers
cs.AI2026
Time Series Augmented Generation for Financial Applications
Anton Kolonin, Alexey Glushchenko, Evgeny Bochkov +1
Evaluating the reasoning capabilities of Large Language Models (LLMs) for complex, quantitative financial tasks is a critical and unsolved challenge. Standard benchmarks often fail…
cs.CE2023
Adaptive Predictive Portfolio Management Agent
Anton Kolonin, Alexey Glushchenko, Arseniy Fokin +3
The paper presents an advanced version of an adaptive market-making agent capable of performing experiential learning, exploiting a "try and fail" approach relying on a swarm of su…
q-fin.TR2022
Adaptive Multi-Strategy Market-Making Agent For Volatile Markets
Ali Raheman, Anton Kolonin, Alexey Glushchenko +2
Crypto-currency market uncertainty drives the need to find adaptive solutions to maximise gain or at least to avoid loss throughout the periods of trading activity. Given the high…