超越智能体架构：基于LLM的交易系统中的执行假设与可复现性
Execution Realism and Reproducibility in LLM-Based Trading Systems: A Systematic Scoping Review and Evidence Audit
AI总结：
本文通过审计30项相关研究，发现LLM交易研究中执行假设报告不足，导致结果难以比较，提出需建立执行现实性、可复现性和评估可比性的报告标准。
摘要：
大型语言模型（LLM）和智能体系统越来越多地被用于金融交易，但其报告的性能仍然难以比较，因为研究在数据来源、时间分割纪律、执行时机、周转处理和交易成本建模方面存在差异。本文对基于LLM的交易研究中的执行现实性进行了有针对性的主题回顾和可复现性审计。一个包含30项交易相关主要研究的编码证据矩阵用于评估时点控制、分割透明度、保留评估、成本和周转处理、执行语义、宇宙定义和工件发布。在审计样本中，架构报告通常比判断交易结果是否经济可解释或可复现所需的评估假设更清晰。一个包含10只股票的工作示例仅作为方法学框架，以说明明确的摩擦和时机选择如何实质性地压缩主动策略结果。主要结论是，LLM交易研究的下一步有用进展不仅是更好的智能体设计，还包括更清晰的执行现实性、可复现性和评估可比性的报告标准。
英文摘要：
Execution realism remains weakly standardized in research on large-language-model-based trading systems, limiting comparison and reproduction across backtests, simulations, and portfolio benchmarks. This article presents a PRISMA-ScR systematic scoping review with a nested execution-reproducibility evidence audit. Eight reproducible query families returned 796 query-level records; DOI/title deduplication left 687 unique records, 101 reports were sought for retrieval, and 59 full texts were recovered through direct and fallback open-access routes. Fifty-three reports are provisionally eligible for expanded evidence charting, subject to reconciliation of two blind author-validation packets. The charting framework separately evaluates point-in-time controls, temporal splits, held-out evaluation, trading costs and turnover, execution semantics, universe construction, architecture reporting, and artifact availability. Direct-trading, portfolio or alpha-construction, and benchmark studies are retained as distinct descriptive subgroups rather than pooled as a common performance estimand. Search responses, retrieval attempts, file hashes, evidence excerpts, screening decisions, and coding worksheets are archived with the review materials. Final field-level counts are intentionally withheld until author validation is complete.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
