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.
arXiv:2608. 16386v1 Announce Type: cross Abstract: Financial agents must do more than recall domain knowledge: they must be both reliable, executing precise operations over grounded evidence, and executive, sustaining long-horizon research whose conclusions remain auditable.
arXiv:2605. 14355v3 Announce Type: replace Abstract: As AI agents improve, the central question is no longer whether they can solve isolated well-defined financial tasks, but whether they can reliably carry out financial professional work.
arXiv:2606. 03918v1 Announce Type: new Abstract: AI agents can increasingly handle the mechanical tasks of financial analysis: retrieving documents, calculating formulas, updating spreadsheets.
arXiv:2511. 07322v3 Announce Type: replace-cross Abstract: While LLMs have shown great success in financial tasks like stock prediction and question answering, their application in fully automating Equity Research Report generation remains uncharted territory.
Deep Research Bench II is a new benchmark designed to evaluate Deep Research Agents (DRAs) by requiring them to produce research reports for 132 grounded tasks across 22 domains. Each report is assessed using 9,430 fine‑grained binary rubrics that cover information recall, analysis, and presentation, all derived from expert‑written investigative articles through a rigorous LLM‑plus‑human pipeline. Evaluation of current state‑of‑the‑art DRAs shows that even the best models satisfy fewer than 50% of these rubrics, highlighting a significant gap between automated agents and human experts.
arXiv:2607. 19409v1 Announce Type: new Abstract: Recent advances in large language models have accelerated deployment of agentic systems in operational finance.
AI agents are increasingly deployed for professional investment research, yet no benchmark captures the complexity of the full investor workflow. Existing benchmarks mainly target financial data extraction, a narrow slice that current models have largely saturated, while reference-based metrics and generic LLM-as-a-judge scoring fall short on the open-ended, long-form answers that real analyst queries demand.
FinSkillBench is an evaluation suite that tests whether language model agents can use financial domain skills to solve investment management tasks across portfolio construction, risk management, and fundamental analysis. The benchmark contains 12 subtasks with 2,603 episodes, each providing point‑in‑time inputs, hidden ground truth, and a verifier. Experiments show that curated skill packages improve performance significantly, while self‑generated skills offer little benefit, indicating that reliable procedural skills are crucial for effective AI agents in this domain.
arXiv:2606. 06823v1 Announce Type: cross Abstract: While deep learning has excelled in various domains, its application to sequential decision-making in finance remains challenging due to the low Signal-to-Noise Ratio (SNR) and non-stationarity of financial data.
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.
arXiv:2609.07603v1 Announce Type: new Abstract: Financial scenarios are diverse and complex, spanning varying data conditions, tool configurations, and workflows. Yet existing CUA, Computer-Using Age...
arXiv:2606. 26350v1 Announce Type: new Abstract: Although large language model agents are increasingly applied to quantitative-finance workflows, their evaluation remains fragmented across isolated tasks, while the financial relevance of benchmark tasks is often overlooked.