Zhaoyang Guan

Zhaoyang Guan, Huixi Cao, Ming Zhong et al.

Multi-agent large language model systems can tackle complex multi-step tasks by decomposing work and coordinating specialized behaviors. However, current coordination mechanisms typically rely on statically assigned roles and centralized controllers. As agent pools and task distributions evolve, these design choices can lead to inefficient routing, poor adaptability, and fragile fault recovery. We introduce Symphony-Coord, a task-local coordination framework with decentralized execution that transforms agent selection into an online multi-armed bandit problem. Instead of relying on a fixed task-to-role map, Symphony-Coord allows routing specializations to emerge from interaction and feedback. The framework employs a two-stage dynamic beacon protocol:(i) a lightweight candidate screening mechanism to limit communication and computation overhead; and (ii) an adaptive LinUCB selector that routes subtasks using context features derived from task requirements and agent states, updated through delayed post-execution feedback. Under candidate-conditional linear bandit assumptions, we prove sublinear regret bounds for the immediate-feedback selector and explicitly separate the deferred-update effects introduced by post-vote rewards. Validation through simulation experiments and real-world large language model benchmarks shows that Symphony-Coord improves task routing efficiency and recovery behavior under distribution shifts and agent failures.

Siyi Wu, Junqiao Wang, Zhaoyang Guan et al.

Cryptocurrency trading is a challenging task requiring the integration of heterogeneous data from multiple modalities. Traditional deep learning and reinforcement learning approaches typically demand large training datasets and encode diverse inputs into numerical representations, often at the cost of interpretability. Recent progress in large language model (LLM)-based agents has demonstrated the capacity to process multi-modal data and support complex investment decision-making. Building on these advances, we present \textbf{MountainLion}, a multi-modal, multi-agent system for financial trading that coordinates specialized LLM-based agents to interpret financial data and generate investment strategies. MountainLion processes textual news, candlestick charts, and trading signal charts to produce high-quality financial reports, while also enabling modification of reports and investment recommendations through data-driven user interaction and question answering. A central reflection module analyzes historical trading signals and outcomes to continuously refine decision processes, and the system is capable of real-time report analysis, summarization, and dynamic adjustment of investment strategies. Empirical results confirm that MountainLion systematically enriches technical price triggers with contextual macroeconomic and capital flow signals, providing a more interpretable, robust, and actionable investment framework that improves returns and strengthens investor confidence.

Junqiao Wang, Zhaoyang Guan, Guanyu Liu et al.

Predicting cryptocurrency returns is notoriously difficult: price movements are driven by a fast-shifting blend of on-chain activity, news flow, and social sentiment, while labeled training data are scarce and expensive. In this paper, we present Meta-RL-Crypto, a unified transformer-based architecture that unifies meta-learning and reinforcement learning (RL) to create a fully self-improving trading agent. Starting from a vanilla instruction-tuned LLM, the agent iteratively alternates between three roles-actor, judge, and meta-judge-in a closed-loop architecture. This learning process requires no additional human supervision. It can leverage multimodal market inputs and internal preference feedback. The agent in the system continuously refines both the trading policy and evaluation criteria. Experiments across diverse market regimes demonstrate that Meta-RL-Crypto shows good performance on the technical indicators of the real market and outperforming other LLM-based baselines.