{"id":8035,"date":"2026-01-08T06:24:00","date_gmt":"2026-01-07T21:24:00","guid":{"rendered":"https:\/\/devneko.jp\/wordpress\/?p=8035"},"modified":"2026-01-04T20:36:03","modified_gmt":"2026-01-04T11:36:03","slug":"fineft-efficient-and-risk-aware-ensemble-reinforcement-learning-for-futures-trading","status":"publish","type":"post","link":"https:\/\/devneko.jp\/wordpress\/?p=8035","title":{"rendered":"FineFT: Efficient and Risk-Aware Ensemble Reinforcement Learning for Futures Trading"},"content":{"rendered":"\n<ul class=\"wp-block-list\">\n<li><strong>FineFT: Efficient and Risk-Aware Ensemble Reinforcement Learning for Futures Trading&nbsp;<\/strong>[39.8]<br>The Efficient and Risk-Aware Ensemble Reinforcement Learning for Futures Trading (FineFT)\u306f\u3001\u5b89\u5b9a\u3057\u305f\u30c8\u30ec\u30fc\u30cb\u30f3\u30b0\u3068\u9069\u5207\u306a\u30ea\u30b9\u30af\u7ba1\u7406\u3092\u5099\u3048\u305f\u65b0\u3057\u3044\u30a2\u30f3\u30b5\u30f3\u30d6\u30eb\u30d5\u30ec\u30fc\u30e0\u30ef\u30fc\u30af\u3067\u3042\u308b\u3002 \u30d5\u30a1\u30a4\u30ca\u30f3\u30b7\u30e3\u30ebFT\u306f6\u3064\u306e\u8ca1\u52d9\u6307\u6a19\u306b\u304a\u3044\u306612SOTA\u30d9\u30fc\u30b9\u30e9\u30a4\u30f3\u3092\u4e0a\u56de\u308a\u3001\u30ea\u30b9\u30af\u309240%\u4ee5\u4e0a\u524a\u6e1b\u3059\u308b\u4e00\u65b9\u3067\u3001\u30e9\u30f3\u30ca\u30fc\u306b\u6bd4\u3079\u3066\u512a\u308c\u305f\u53ce\u76ca\u6027\u3092\u5b9f\u73fe\u3057\u3066\u3044\u308b\u3002<br><a href=\"http:\/\/arxiv.org\/abs\/2512.23773v1\">\u8ad6\u6587<\/a>&nbsp;&nbsp;<a href=\"https:\/\/fugumt.com\/fugumt\/paper_check\/2512.23773v1\">\u53c2\u8003\u8a33\uff08\u30e1\u30bf\u30c7\u30fc\u30bf\uff09<\/a>&nbsp; &nbsp;(Mon, 29 Dec 2025 11:56:33 GMT)<\/li>\n\n\n\n<li>\u300cThis paper proposes FineFT, a novel three-stage ensemble RL ap- proach for handling high stochasticity and risk for unseen markets in futures trading. First, an ETD error is computed to update the learner selectively to improve data efficiency and performance.  Then, the ensemble is back-tested on various dynamics modelled by VAEs. Finally, we utilize risk-aware heuristic routing to avoid po- tential loss caused by epistemic uncertainty.  Extensive experiments show FineFT\u2019s high profitability and strong risk management.\u300d\u3068\u51dd\u3063\u305f\u30a2\u30d7\u30ed\u30fc\u30c1\u3002\u30ea\u30dd\u30b8\u30c8\u30ea\u304c\u516c\u958b\u3055\u308c\u3066\u3044\u308b\u306e\u304c\u3042\u308a\u304c\u305f\u3044\u3002<\/li>\n\n\n\n<li>\u30ea\u30dd\u30b8\u30c8\u30ea\u306f<a href=\"https:\/\/github.com\/qinmoelei\/FineFT_code_space\">GitHub &#8211; qinmoelei\/FineFT_code_space<\/a><\/li>\n<\/ul>\n\n\n\n<p>\u91d1\u878d\u5206\u91ce\u306eLLM\u3068\u3057\u3066\u306f\u4e0b\u8a18\u3082\u767a\u8868\u3055\u308c\u3066\u3044\u305f\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>QianfanHuijin Technical Report: A Novel Multi-Stage Training Paradigm for Finance Industrial LLMs\u00a0<\/strong>[30.7]<br>\u672c\u7a3f\u3067\u306f\u3001\u91d1\u878d\u5206\u91ce\u306eLLM\u3067\u3042\u308bQianfan Huijin\u3092\u7d39\u4ecb\u3057\u3001\u7523\u696d\u30e2\u30c7\u30eb\u5f37\u5316\u306e\u305f\u3081\u306e\u4e00\u822c\u5316\u53ef\u80fd\u306a\u591a\u6bb5\u968e\u30c8\u30ec\u30fc\u30cb\u30f3\u30b0\u30d1\u30e9\u30c0\u30a4\u30e0\u3092\u63d0\u6848\u3059\u308b\u3002 \u6211\u3005\u306e\u30a2\u30d7\u30ed\u30fc\u30c1\u306f\u3001\u77e5\u8b58\u57fa\u76e4\u3092\u7d71\u5408\u3059\u308b\u305f\u3081\u306e\u8ca1\u52d9\u30b3\u30fc\u30d1\u30b9\u306e\u7d99\u7d9a\u4e8b\u524d\u5b66\u7fd2(CPT)\u304b\u3089\u59cb\u307e\u308a\u307e\u3059\u3002 \u91d1\u878dSFT\u304b\u3089\u59cb\u307e\u308a\u3001\u30d5\u30a1\u30a4\u30ca\u30f3\u30b9\u63a8\u8ad6RL\u3068\u30d5\u30a1\u30a4\u30ca\u30f3\u30b9\u30a8\u30fc\u30b8\u30a7\u30f3\u30c8RL\u306b\u9032\u307f\u3001\u30b8\u30a7\u30cd\u30e9\u30ebRL\u3067\u7d42\u4e86\u3059\u308b\u3002<br><a href=\"http:\/\/arxiv.org\/abs\/2512.24314v1\">\u8ad6\u6587<\/a>\u00a0\u00a0<a href=\"https:\/\/fugumt.com\/fugumt\/paper_check\/2512.24314v1\">\u53c2\u8003\u8a33\uff08\u30e1\u30bf\u30c7\u30fc\u30bf\uff09<\/a>\u00a0 \u00a0(Tue, 30 Dec 2025 16:10:51 GMT)<\/li>\n\n\n\n<li>\u8907\u6570\u30b9\u30c6\u30fc\u30b8\u306b\u3088\u308b\u91d1\u878d\u5f37\u5316\u578bLLM\u3002\u30af\u30ed\u30fc\u30ba\u30e2\u30c7\u30eb\u306e\u3088\u3046\u3060\u304c\u3001\u6027\u80fd\u5411\u4e0a\u5e45\u306a\u3069\u53c2\u8003\u306b\u306a\u308b\u3002<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>\u91d1\u878d\u5206\u91ce\u306eLLM\u3068\u3057\u3066\u306f\u4e0b\u8a18\u3082\u767a\u8868\u3055\u308c\u3066\u3044\u305f\u3002<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2],"tags":[665],"class_list":["post-8035","post","type-post","status-publish","format-standard","hentry","category-arxiv","tag-665"],"_links":{"self":[{"href":"https:\/\/devneko.jp\/wordpress\/index.php?rest_route=\/wp\/v2\/posts\/8035","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/devneko.jp\/wordpress\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/devneko.jp\/wordpress\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/devneko.jp\/wordpress\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/devneko.jp\/wordpress\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=8035"}],"version-history":[{"count":2,"href":"https:\/\/devneko.jp\/wordpress\/index.php?rest_route=\/wp\/v2\/posts\/8035\/revisions"}],"predecessor-version":[{"id":8045,"href":"https:\/\/devneko.jp\/wordpress\/index.php?rest_route=\/wp\/v2\/posts\/8035\/revisions\/8045"}],"wp:attachment":[{"href":"https:\/\/devneko.jp\/wordpress\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=8035"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/devneko.jp\/wordpress\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=8035"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/devneko.jp\/wordpress\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=8035"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}