LEAP (Likelihood Elicitation and Aggregation for Probabilistic forecasting) is a new approach that reorganizes how evidence is used in LLM-based forecasting systems. Instead of a monolithic prediction that aggregates all evidence at once, LEAP examines each evidence item separately, elicits likelihood parameters, and combines them with an explicit prior to produce a posterior distribution. The method supports continuous, single-choice, and multi-choice forecasts and has been shown to improve prediction and calibration metrics across models on a benchmark covering forecasting, information-seeking, and browsing tasks.
arXiv:2609.05905v1 Announce Type: cross Abstract: LLM agents are increasingly used for live forecasting, where they retrieve up-to-date information and produce estimates for unresolved future events....
arXiv:2608.23058v1 Announce Type: new Abstract: Large language models (LLMs) now support forecasting systems that combine language-based reasoning with temporal data, evidence retrieval, external too...
Large language models (LLMs) can synthesize financial narratives but may express high confidence when evidence is sparse, stale, or contradictory. This failure is especially consequential in forecasting, where filings, news, prices, volume, and technical signals can disagree.
Forecast-Dojo is a replayable environment designed to benchmark and train large language model (LLM) forecasting agents. It integrates resolved prediction‑market questions with dated news, enabling agents to research events and revisit predictions at successive historical dates. The platform includes 1,568 Polymarket events, 18.8 million dated news articles, and supports repeated evaluation, training interactions, and outcome feedback, with evidence that research tools lower Brier scores across 12 tested models, though all models still lag behind historical market forecasts.
AlphaBet is a reinforcement learning framework that trains a single large language model to search for evidence, reason about it, and report probabilities for unresolved events across multiple pre-resolution dates. By scoring each dated forecast with a proper scoring rule, AlphaBet uses one resolved event to supervise decisions under varying information states, decomposing forecasting regret into evidence-acquisition and probability-reporting gaps. Experiments on GLM-4.5-Air show that AlphaBet improves Brier scores on Forecast-Dojo and FutureX, attributing gains to multi-date training and better information acquisition and probability reporting.
Multi-agent systems are increasingly used for forecasting future events, as deliberation among multiple LLMs is believed to improve reasoning and calibration. Yet existing approaches overlook a critical design choice: what information each agent receives.
arXiv:2609.13345v1 Announce Type: cross Abstract: Probabilistic forecasting is central to decision-making under uncertainty, yet its methodological landscape has become increasingly fragmented across...
arXiv:2606. 02497v1 Announce Type: new Abstract: Time series forecasting has advanced rapidly, especially with the emergence of foundation models that show strong zero-shot performance on numerical extrapolation.
ROAR is a Retrieval Opportunity-Aware Refinement framework designed for zero-shot time series forecasting. It enhances predictions by weighting queries according to base-forecast difficulty and the improvement potential of retrieved historical candidates, then learning a gate to control correction strength. The method jointly calibrates the forecasting module and gate, anchoring the final prediction to an initial refined output, and achieves the lowest average MSE across seven benchmarks compared to other methods.
arXiv:2607. 01661v1 Announce Type: new Abstract: Multi-agent systems are increasingly used for forecasting future events, as deliberation among multiple LLMs is believed to improve reasoning and calibration.
The paper explores how large language models (LLMs) can forecast a firm’s future financial performance by integrating alternative data—such as consumer transactions, web traffic, and prediction markets—with traditional financial information. A two‑agent framework is proposed: one agent identifies which alternative data channels are relevant for each firm, and the other uses firm‑ and channel‑specific context to predict revenue. Experiments across four commercial alternative data channels show that incorporating alternative data in context improves LLM forecasts over using either data source alone and outperforms standard forecasting baselines.
CastFlow is a role‑specialized agentic forecasting framework that combines general‑purpose tool reasoning with specialized temporal forecasting. It uses an Experience Memory to guide a frozen LLM in acquiring evidence via a multi‑view toolkit, then a lightweight specialized LLM refines predictions through evidence‑grounded reasoning. The two‑stage training strategy—supervised fine‑tuning followed by reinforcement learning with verifiable rewards—optimizes the specialized model based on final forecasting outcomes, achieving superior performance on nine out of ten real‑world benchmarks.