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    <abstract>Large language models (LLMs) have demonstrated strong capabilities in financial analysis and reasoning, inspiring recent advances in agent-based trading frameworks. While these systems show promise, prior approaches either emphasize long-horizon forecasting or operate as stateless analyzers, limiting their applicability to the demands of trading in complicated settings. To address these gaps, we introduce META (Memory Enhanced Trading Agent), the first RAG-like episodic-memory-augmented multi-agent framework for financial decision making. META integrates a family of specialized indicator agents (e.g., Trend, MACD, Stochastic, RSI, SMA, AVWAP, Heikin-Ashi) with a Decision Agent that fuses their reports, and a Memory module that retrieves and updates past trading episodes encoded as market state embeddings with outcomes and reflections. By recalling relevant experiences and adaptively reweighting signals under similar market regimes, META achieves improved directional accuracy and robustness under short-horizon evaluation. Our results demonstrate that episodic memory provides a powerful mechanism for regime-aware, interpretable, and low-latency decision-making in trading and decision making. Code of this project is released at GitHub.</abstract>
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%0 Conference Proceedings
%T Agent Memory with Episodic Retrieval for Financial Decision-Making
%A Xu, Nuoyue
%A Liu, Jiang
%A Huang, Wenxuan
%A Zhang, Xiang
%A Cao, Juntai
%A Wei, Jiaqi
%Y Zhang, Yue
%Y Xu, Ruifeng
%Y Purwarianti, Ayu
%Y Rong, Tong
%Y Suzuki, Jun
%S Findings of the Association for Computational Linguistics: IJCNLP-AACL 2026
%D 2026
%8 November
%I Association for Computational Linguistics
%C Hengqin, China
%@ 979-8-89176-444-6
%F xu-etal-2026-agent
%X Large language models (LLMs) have demonstrated strong capabilities in financial analysis and reasoning, inspiring recent advances in agent-based trading frameworks. While these systems show promise, prior approaches either emphasize long-horizon forecasting or operate as stateless analyzers, limiting their applicability to the demands of trading in complicated settings. To address these gaps, we introduce META (Memory Enhanced Trading Agent), the first RAG-like episodic-memory-augmented multi-agent framework for financial decision making. META integrates a family of specialized indicator agents (e.g., Trend, MACD, Stochastic, RSI, SMA, AVWAP, Heikin-Ashi) with a Decision Agent that fuses their reports, and a Memory module that retrieves and updates past trading episodes encoded as market state embeddings with outcomes and reflections. By recalling relevant experiences and adaptively reweighting signals under similar market regimes, META achieves improved directional accuracy and robustness under short-horizon evaluation. Our results demonstrate that episodic memory provides a powerful mechanism for regime-aware, interpretable, and low-latency decision-making in trading and decision making. Code of this project is released at GitHub.
%U https://aclanthology.org/2026.findings-aacl.57/
%P 1120-1148

Markdown (Informal)

[Agent Memory with Episodic Retrieval for Financial Decision-Making](https://aclanthology.org/2026.findings-aacl.57/) (Xu et al., Findings 2026)

• Agent Memory with Episodic Retrieval for Financial Decision-Making (Xu et al., Findings 2026)

ACL

• Nuoyue Xu, Jiang Liu, Wenxuan Huang, Xiang Zhang, Juntai Cao, and Jiaqi Wei. 2026. Agent Memory with Episodic Retrieval for Financial Decision-Making. In Findings of the Association for Computational Linguistics: IJCNLP-AACL 2026, pages 1120–1148, Hengqin, China. Association for Computational Linguistics.