GAUGE: Grading Agent-Built Financial Models Without a Golden Answer
arXiv:2607. 24889v1 Announce Type: cross Abstract: Financial models combine public disclosures with analyst assumptions to produce forecasts and valuations.
FinAutoRubric is a system that lets experts define reusable evaluation guidance for financial research agents, which the agents then use to automatically generate, review, and validate task‑specific rubrics. The approach replaces costly fixed rubrics with query‑specific ones that incorporate expert standards and can be updated as new information becomes available. On three expert‑authored finance benchmarks, the automatically generated rubrics closely match human scoring and are preferred by in‑house analysts in blind reviews.
arXiv:2607. 24889v1 Announce Type: cross Abstract: Financial models combine public disclosures with analyst assumptions to produce forecasts and valuations.
arXiv:2608. 04077v1 Announce Type: new Abstract: Evaluating financial AI agents requires criteria aligned with real professional work.
The paper introduces Hindsight Structured Advice Distillation (HSAD), a method that trains a small advisor model to generate structured guidance for a frozen executor language‑model agent. By analyzing executor failures on a training set, a teacher writes advice that would have helped, and the advisor learns to produce this advice from input alone, adding minimal latency. Experiments on the FrontierFinance benchmark show that an 8B advisor boosts the qualification rate of Samaya’s research agent from 52.9% to 56.6%, surpassing the agent’s high‑effort configuration while cutting cost per query by 37%, and the approach also improves performance on WebShop, BIRD text‑to‑SQL, and ExpertLongBench.
arXiv:2610.36878v1 Announce Type: new Abstract: Deep research agents conduct multi-step Web searches and synthesise retrieved information into analytical reports. Evaluating these outputs requires ch...
arXiv:2608. 06144v1 Announce Type: new Abstract: Most agent benchmarks evaluate tasks independently and cannot measure whether experience from one task helps with later tasks.
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.
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.
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.
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.
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:2606. 19887v1 Announce Type: cross Abstract: Existing safety benchmarks target general adversarial scenarios but miss finance-specific risks.
FinRiskAtlas is a Chinese-language benchmark designed to evaluate large language models (LLMs) for financial risk review by focusing on decision‑aligned tasks rather than generic financial knowledge. It contains 9,742 instances across 53 task families, including 42 domain‑knowledge families and 11 downstream review operations defined by explicit evaluation contracts. The extended FinRisk‑Ask framework replays 680 pre‑action states from 104 professional trajectories, withholding future evidence during inference to assess evidence‑state control and request targeting. Results across 33 model configurations show that operation‑level evaluation yields distinct rankings and that knowledge‑based shortlisting can incur significant regret, while frequent use of the Ask branch does not necessarily improve evidence acquisition, highlighting gaps in broad financial capability scores.