A Unified Multi-Modal Framework for Intelligent Financial Systems: Integrating Reinforcement Learning, High-Frequency Trading, and Game-Theoretic Approaches with Cross-Modal Sentiment Analysis
Authors: Fanrong Liu, Zhang Yuwei, Mingni Luo
Organizations: Henan University, International Eurasia College, Kaifeng, Henan, China · City University of Hong Kong, College of Business, Hong Kong, China · Northeastern University, School of Electronic and Information Engineering, Seattle, United States
Abstract
The rapid evolution of financial technology demands sophisticated artificial intelligence systems capable of handling diverse challenges across multiple domains simultaneously. This paper presents a groundbreaking unified framework that seamlessly integrates Proximal Policy Optimization for robo-advisory systems, advanced time-series prediction models for high-frequency trading, in-context learning mechanisms for dynamic investment advisory, game-theoretic approaches for competitive banking scenarios, and unified embeddings for cross-modal financial sentiment analysis. Our comprehensive framework addresses the critical gap in existing literature where these technologies have been developed in isolation, failing to leverage their synergistic potential. Through extensive experimentation across multiple financial datasets and real-world scenarios, we demonstrate that our integrated approach achieves superior performance compared to specialized single-domain systems. Specifically, our framework shows a 23.7% improvement in portfolio optimization metrics, reduces prediction error in high-frequency trading by 31.2%, enhances investment recommendation accuracy by 18.9%, optimizes competitive banking strategies with a 27.4% increase in Nash equilibrium convergence speed, and improves sentiment analysis accuracy by 15.6% through cross-modal fusion. The theoretical foundation of our work establishes convergence guarantees for the integrated optimization problem, while our empirical results validate the practical applicability across diverse financial institutions. This research not only advances the state-of-the-art in financial AI but also provides a blueprint for developing comprehensive intelligent systems that can adapt to the complex, interconnected nature of modern financial markets.
With increasingly diverse and heterogeneous information sources, effectively leveraging multimodal data is becoming pivotal for high-quality financial trading. Although recent advancements in Large Language Model (LLM)-based agents have enabled the ingestion of multimodal inputs, existing methods fail to capture nuanced cross-modal dependencies and remain vulnerable to market noise, due to limited multimodal modeling, ineffective fusion mechanisms, and inadequate robustness. To address these challenges, we propose F2Agent, a novel multimodal agentic paradigm driven by the Financial Fusion of Agentic Intelligence. F2Agent first deploys a hierarchy of specialized agents to comprehensively extract modality-specific signals. It further introduces a modality-aware adaptive fusion mechanism coupled with noise-robust consistency regularization to dynamically capture fine-grained inter-modality dependencies and generate noise-resilient trading signals. Extensive experiments on six stocks and cryptocurrency assets demonstrate that F2Agent consistently outperforms 16 competitive baselines across multiple trading metrics, with over 20% relative improvement in annualized return on average. Notably, F2Agent delivers returns of 120.48% on GOOG and 148.41% on TSLA, demonstrating its efficacy and robustness in varying market dynamics.
Recent advances in Generative AI have substantially improved financial sentiment analysis through post-trained financial large language models (LLMs). However, existing approaches remain confined to a market-agnostic, supervised learning paradigm that relies on limited, static and human-annotated datasets, and thus are incapable of adapting to evolving market conditions. To address this limitation, we introduce FinSMART, the first market-aligned reinforcement learning framework for financial sentiment analysis, which directly optimizes sentiment signals using realized market outcomes. To deal with the noisy, non-stationary, and multifactorial nature of financial markets, FinSMART incorporates a signal extraction pipeline that combines market-aware data filtering with a discrete asymmetric trading reward, enabling stable reinforcement learning from economically meaningful market feedback. Experimental results demonstrate that FinSMART significantly outperforms existing state-of-the-art methods in profitability, risk-adjusted performance, and sentiment signal quality, improving cumulative trading returns by 220% over the strongest baseline. Uniquely, the FinSMART framework naturally supports market-aware retraining, at any point in time, by replacing costly manual annotation with newly observed financial articles and their realized market outcomes. Such a retraining strategy enables the model to continuously adapt to changing market dynamics, resulting in consistent performance gains over its static counterpart. These findings demonstrate the practical applicability of market-aligned reinforcement learning and highlight its potential as a next-generation paradigm for developing adaptive financial LLMs.
Multi-agent systems powered by large language models (LLMs) are increasingly used for financial analysis and decision support. However, existing coordination schemes, especially those emphasizing consensus or debate, are vulnerable to sycophancy: agents conform to peer reasoning instead of evidence, leading to premature agreement and degraded outcomes. We introduce FinCom (Financial Committee), a governed multi-agent framework and interactive system that operationalizes the Disagree-or-Commit (DoC) protocol to embed structured dissent into financial AI committees. A central Supervisor orchestrates three ReAct-enabled specialist agents: Research, Quantitative, and Risk. Each agent is equipped with role-specific tools for retrieval, computation, and stress testing. During deliberation, agents must either explicitly critique or commit to their peers' reasoning before converging on a unified recommendation. This demonstration showcases how FinCom supports committee-style financial analysis through coordinated multi-agent interaction, including structured report generation and interactive decision support. Evaluated across the most recent financial agent benchmark, in addition to 90 internal handcrafted financial tasks using an LLM-as-a-Judge protocol, DoC improves reasoning accuracy and risk awareness significantly over a consensus-seeking baseline on both an in-house and external evaluation set. By reframing disagreement as a governance primitive rather than noise, FinCom offers a lightweight, prompt-only recipe for improving accountability, transparency, and epistemic robustness in agentic financial systems.