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q-fin.PM2025
3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization
Kefan Chen, Hussain Ahmad, Diksha Goel +1
Large Language Models (LLMs) have recently gained popularity in stock trading for their ability to process multimodal financial data. However, most existing methods focus on single…
q-fin.PM2025
RegimeFolio: A Regime Aware ML System for Sectoral Portfolio Optimization in Dynamic Markets
Yiyao Zhang, Diksha Goel, Hussain Ahmad +1
Financial markets are inherently non-stationary, with shifting volatility regimes that alter asset co-movements and return distributions. Standard portfolio optimization methods, t…