A Unified Multi-Modal Framework for Intelligent Financial Systems: Integrating Reinforcement Learning, High-Frequency Trading, and Game-Theoretic Approaches with Cross-Modal Sentiment Analysis

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.

Instruction Finetuning DeepSeek-R1-8B Model Using LoRA and NEFTune

Financial named-entity recognition (NER) is essential for translating unstructured financial reports and news into structured knowledge graphs. However, general-purpose large language models (LLMs) often misclassify financial entities or ignore domain-specific patterns. This paper investigates the use of DeepSeek-R1-8B, a recent open-source large language model, combined with Low-Rank Adaptation (LoRA) and Noisy Embedding Fine-Tuning (NEFTune) for financial NER. Each annotated sentence in our corpus of 1693 samples is converted into an instruction-input-output triple. We insert lightweight LoRA matrices into the Transformer layers and apply NEFTune to improve generalisation by adding uniform noise to embedding vectors during training. Experiments show that the LoRA-adapted DeepSeek-R1-8B achieves a micro-F1 of 0.901 on seven entity types (Company, Date, Location, Money, Person, Product and Quantity), and adding NEFTune further boosts the micro-F1 to 0.912, outperforming Llama3-8B, Qwen3-8B, Baichuan2-7B, T5 and BERT-Base baselines.