Jul 2026
Can Large Language Models Execute Parent Orders?
Parent-order execution is a core problem in algorithmic trading, where the goal is to split a large order into smaller orders while reducing execution costs. Existing approaches either rely on pre-specified market assumptions that may not hold in practice, or require task-specific training that limits adaptability to n...
Zane Shen, Xinli Xu, Guangyi Zhang et al.
· arXiv.org · 1 citation