arXiv AI

What Makes a Peer? Valuation-Anchored Similarity in Private Markets

arXiv:2608. 12594v1 Announce Type: cross Abstract: As more investors contemplate private markets and contend with limited transparency, sparse disclosures, and infrequent transactions, identifying economically meaningful peer companies for comparison is a fundamental challenge for valuation, due diligence, portfolio construction, and risk management.

arXiv Machine Learning
Jul 16

Foundation Models for Credit Risk Prediction: A Game Changer?

arXiv:2605. 18147v2 Announce Type: replace Abstract: Predictive models play a pivotal role in credit risk management, guiding critical decisions through accurate estimation of default probabilities and losses.

By Bart Baesens, Andreas Goethals, Stefan Lessmann, Simon De Vos, Cristi\'an Bravo, David Martens, Victor Medina-Olivares, Christophe Mues, Maria Oskarsd\'ottir, Seppe vanden Broucke, Tony Van Gestel, Tim Verdonck, Wouter Verbeke
arXiv AI
Jun 26

AIGP: An LLM-Based Framework for Long-Term Value Alignment in E-Commerce Pricing

arXiv:2606. 26787v1 Announce Type: cross Abstract: Traditional dynamic pricing models in large-scale e-commerce suffer from limited interpretability, poor utilization of unstructured information, and misalignment with long-term business objectives such as cumulative Gross Merchandise Value (GMV), Return on Investment (ROI) and milestone achievement.

By Chennan Ma, Yanning Zhang, Siqi Hong, Xiuchong Wang, Fei Xiao, Keping Yang
arXiv AI
Jul 22

Benchmarking Generalization in Financial Statement Fraud Detection: robust evaluation and novel tasks

arXiv:2607. 19259v1 Announce Type: cross Abstract: Financial statement fraud detection (FSFD) is crucial for market integrity but faces challenges from increasingly sophisticated schemes and under-utilized textual data in financial reports.

By Guy Stephane Waffo Dzuyo (Forvis Mazars, LORIA CNRS Universit\'e de Lorraine), Ga\"el Guibon (LORIA CNRS Universit\'e de Lorraine, LIPN CNRS Universit\'e Sorbonne Paris Nord), Christophe Cerisara (LORIA CNRS Universit\'e de Lorraine), Luis Belmar-Letelier (Forvis Mazars)
arXiv AI
Sep 18

Cross-Sectional Asset Retrieval via Future-Aligned Soft Contrastive Learning

The paper introduces Future‑Aligned Soft Contrastive Learning (FASCL), a representation learning framework that uses pairwise future return correlations as continuous supervision to improve asset retrieval. FASCL’s soft contrastive loss aligns retrieved assets with correlated future returns, and the authors propose a new evaluation protocol to directly assess future trajectory similarity. Experiments on 5,631 US‑listed securities outperform 14 baselines in future return correlation, rank information coefficient, trend consistency, and gross Sharpe ratio across various retrieval depths and basket sizes.

By Hyeongmin Lee, Chanyeol Choi, Jihoon Kwon, Yoon Kim, Alejandro Lopez-Lira, Wonbin Ahn, Justin Xu, Srijan Sood, Qingsong Wen, Chun-Li Yang, Yongjae Lee