The paper introduces FinSkillBench, a benchmark of 2,603 financial AI agent episodes across portfolio construction, risk management, and fundamental analysis, evaluated with deterministic verifiers. Experiments on 9 models and 3 resource settings show that curated skill packages improve performance by +16.2 points, while in‑episode skill generation adds only +0.5 points. Decomposing the premium reveals that executable tools contribute +19.5 points, documentation +5.6 points, and their combination is subadditive, with the effect varying by workflow type.
By Jermyn Zhen Yong Bek, Zhuang Qiang Bok, Zhongtian Sun
arXiv:2607. 27853v2 Announce Type: replace-cross Abstract: Powered by advances in LLMs and autonomous agents, deep research has become one of the most widely adopted agentic products.
By Yijia Xiao, Rujun Han, Yanfei Chen, Zifeng Wang, Ke Jiang, Zhongying CuiZhu, Vishy Tirumalashetty, Wei Wang, Burak Gokturk, Tomas Pfister, Chen-Yu Lee
arXiv:2605. 27864v3 Announce Type: replace Abstract: Large language models (LLMs) are increasingly applied in finance, yet most existing work emphasizes trading signals or financial NLP tasks centered on prediction.
By Di Zhu, Lei Nico Zheng, Zihan Chen
arXiv:2606. 01886v1 Announce Type: new Abstract: Financial AI agents often fail for a simple reason: they make users carry the complexity.
By Ailiya Borjigin, Igor Stadnyk, Ben Bilski, Maksym Chikita, Dmytro Kyrylenko, Sofiia Pidturkina, Julia Stadnyk
arXiv:2606. 17819v1 Announce Type: cross Abstract: Agent skills -- structured, reusable knowledge artifacts that augment LLM agent capabilities -- have been rapidly adopted in industry, yet their cross-domain impact and use across commercial and open-source models remain under-studied, and no reusable methodology exists for evaluating an individual skill.
By Maksim Shaposhnikov, Nicolas Fortuin, Simon Stipcich, Maria I. Gorinova, Amy Heineike, Rob Willoughby
arXiv:2605.27864v5 Announce Type: replace
Abstract: Large language models (LLMs) are increasingly applied in finance, yet most existing work emphasizes trading signals or financial NLP tasks centered...
By Di Zhu, Lei Nico Zheng, Zihan Chen
arXiv:2608. 06108v1 Announce Type: new Abstract: Investment competence is inherently personalized: the same market evidence can justify different actions for investors with different goals, horizons, portfolios, and risk boundaries.
By Yuanhong Jiang, Jingjie Zou, Zhenghong Lin, Xusheng Yu, Qiqi Huang, Shuai Jia, Shijie Dai
arXiv:2608. 04077v1 Announce Type: new Abstract: Evaluating financial AI agents requires criteria aligned with real professional work.
By Ben Wang, Kang Zhou, Lifan Guo, Feng Chen, Chi Zhang
arXiv:2606. 23032v3 Announce Type: replace Abstract: Finance Agent v2 (by Vals AI) has emerged as the reference benchmark for evaluating both Anthropic Claude and OpenAI ChatGPT frontier language models on financial tasks.
By Mostapha Benhenda
arXiv:2607. 19409v1 Announce Type: new Abstract: Recent advances in large language models have accelerated deployment of agentic systems in operational finance.
By Wolfgang M. Pauli, Sarah Panda, Kidus Admassu, Said Bleik, Ademola Okerinde, Jeremy Reynolds
Finance Agent v2 (by Vals AI) has emerged as the reference benchmark for evaluating both Anthropic Claude and OpenAI ChatGPT frontier language models on financial tasks. However, it narrowly deals with periodic reporting from publicly traded companies (SEC 10-K and 10-Q filings), and its agentic harness relies on naive, unenriched chunk retrieval.
arXiv:2606. 30997v1 Announce Type: new Abstract: We present a three-phase deep reinforcement learning system for personalized portfolio management that addresses three limitations shared by all prior financial RL work: 1) ticker lock-in, 2) monolithic objectives , and 3) static user models.
By Ramin Pishehvar