arXiv AI

BiasMix-Finance: Post-Generation KYC Guardrails for LLM Portfolio Advice

arXiv Computation and Language
Sep 3

Can LLM-as-a-Judge Reliably Verify Rubrics in Agentic Scenarios?

The paper introduces RuVerBench, a benchmark with 2,458 instances for evaluating the reliability of Large Language Models acting as judges (LaaJ) in verifying rubric compliance within agentic scenarios such as deep research and agentic coding. It systematically meta‑evaluates frontier LLMs, revealing that even the most advanced models perform well yet still produce substantial noise. The study also examines how prompt design, batching, and majority voting affect verification accuracy, noting that weaker models are more prompt‑sensitive, batched verification trades accuracy for efficiency, and majority voting offers diminishing returns.

By Yangda Peng, Yunjia Qi, Haotian Xia, Guanzhong He, Xintong Shi, Richeng Xuan, Songyuanyi Lu, Yixian Liu, Zhichao Hu, Yuhong Liu, Hao Peng
arXiv Computation and Language
Sep 21

Draft-OPD: On-Policy Distillation for Speculative Draft Models

Draft-OPD introduces an on‑policy distillation method for speculative draft models, addressing the mismatch between supervised fine‑tuning and inference by letting the target model supervise the drafter on draft‑induced states. The approach uses target‑assisted rollouts for stable continuations and replays drafting from error positions exposed during verification, enabling the drafter to learn from both accepted and rejected proposals. Experiments demonstrate that Draft‑OPD achieves more than five‑fold lossless acceleration across diverse tasks, outperforming prior draft models such as EAGLE‑3 and DFlash by 23 % and 13 % respectively.

By Haodi Lei, Yafu Li, Haoran Zhang, Shunkai Zhang, Qianjia Cheng, Xiaoye Qu, Ganqu Cui, Bowen Zhou, Ning Ding, Yun Luo, Yu Cheng
arXiv AI
Jun 3

Dynamic Objective Selection with Safeguards and LLM Oversight for Financial Decision-Making

arXiv:2606. 03704v1 Announce Type: new Abstract: Financial decision-making tasks such as stock recommendation and portfolio allocation typically estimate future return and risk and then select trades or allocations for an investor, and the chosen optimization objective often determines realized performance.

By Keigo Sakurai, Takahiro Ogawa, Miki Haseyama, Anjyu Anan, Kei Nakagawa