AgentPEN: A Prediction-Explanation Network for Sequential Stock Movement via LLMs and Recurrent Generation
inforesearchPeer-ReviewedLLM-Specific
research
Source: JMLR (Journal of Machine Learning Research)December 31, 2025
Summary
AgentPEN is a system that uses large language models (LLMs, AI systems trained on massive text data) to predict stock price movements while explaining why those predictions are made. The system works by combining financial news data with stock price information through a special agent that selects relevant news, remembers important information over time and across different sources, and then predicts stock movements based on the combined insights.
Classification
Attack SophisticationModerate
AI Component TargetedModel
Monthly digest — independent AI security research
Original source: http://jmlr.org/papers/v27/25-2175.html
First tracked: September 7, 2026 at 08:01 PM
Classified by LLM (prompt v3) · confidence: 85%