arXiv:2607. 11141v1 Announce Type: new Abstract: Large language models (LLMs) based agents are beginning to participate in portfolio construction and market analysis, where decisions must be justified under evolving information and risk constraints.
arXiv:2605. 05580v2 Announce Type: replace Abstract: Quantitative trading agents have demonstrated substantial promise in automating factor discovery, signal aggregation, and portfolio execution.
arXiv:2606. 08285v1 Announce Type: new Abstract: Large language models (LLMs) and agentic systems are increasingly proposed for financial trading, yet their reported performance remains difficult to compare because studies vary in data provenance, temporal split discipline, execution timing, turnover treatment, and transaction-cost modeling.
arXiv:2607. 20645v1 Announce Type: cross Abstract: We introduce Frontier Financial Judgement, a challenging new benchmark developed in collaboration with professional equity analysts to assess agents' ability to replicate expert human judgements.
arXiv:2606. 31461v1 Announce Type: new Abstract: Niche asset markets, such as Counter-Strike 2 (CS2) weapon skins, are small, volatile, and heavily driven by community discussions and platform rules.
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.
arXiv:2607. 06624v1 Announce Type: new Abstract: We present AgentLens, a production-assessed benchmark for interactive code agents.
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.
arXiv:2608. 11683v1 Announce Type: new Abstract: AI agents are increasingly deployed for professional investment research, yet no benchmark captures the complexity of the full investor workflow.
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:2607. 10286v1 Announce Type: new Abstract: Large language model (LLM) agents are increasingly used in trading systems, where model reasoning, tool use, and continual decisions incur costs that are expected to produce trading value.
arXiv:2606. 29771v1 Announce Type: new Abstract: LLM agents are increasingly cast as autonomous portfolio managers, and benchmarks have moved from financial question-answering to sequential trading.
arXiv:2407. 18957v5 Announce Type: replace-cross Abstract: Can AI Agents simulate real-world trading environments to investigate the impact of external factors on stock trading activities (e.