Parallel Market Environments for FinRL Contests

Financial reinforcement learning has attracted lots of attention recently. From 2023 to 2025, we have organized three FinRL Contests featuring different financial tasks. Large language models have a strong capability to process financial documents. By integrating LLM-generated signals into the state, trading agents can take smarter actions based on both structured market data and unstructured financial documents. In this paper, we summarize the parallel market environments for tasks used in FinRL Contests 2023-2025. To address the sampling bottleneck during training, we introduce GPU-optimized parallel market environments to address the sampling bottleneck. In particular, two new tasks incorporate LLM-generated signals and all tasks support massively parallel simulation. Contestants have used these market environments to train robust and powerful trading agents for both stock and cryptocurrency trading tasks.

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Publication Details

Published
2025-05-09
DOI
https://doi.org/10.1109/ids66066.2025.00021
Citations
6
Primary Topic
Auction Theory and Applications
Type
article
Field-Weighted Citation Impact
12.64
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article

Parallel Market Environments for FinRL Contests

Keyi Wang, Kairong Xiao, Xiao-Yang Liu Yanglet
6 citations
Auction Theory and Applications
12.64
article

Parallel Market Environments for FinRL Contests

Keyi Wang, Kairong Xiao, Xiao-Yang Liu Yanglet
article en
6 citations

Abstract

Financial reinforcement learning has attracted lots of attention recently. From 2023 to 2025, we have organized three FinRL Contests featuring different financial tasks. Large language models have a strong capability to process financial documents. By integrating LLM-generated signals into the state, trading agents can take smarter actions based on both structured market data and unstructured financial documents. In this paper, we summarize the parallel market environments for tasks used in FinRL Contests 2023-2025. To address the sampling bottleneck during training, we introduce GPU-optimized parallel market environments to address the sampling bottleneck. In particular, two new tasks incorporate LLM-generated signals and all tasks support massively parallel simulation. Contestants have used these market environments to train robust and powerful trading agents for both stock and cryptocurrency trading tasks.

Columbia University (US)
Openalex Percentile: Top 1%
Auction Theory and Applications
12.64
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