arXiv:2607. 09641v1 Announce Type: cross Abstract: Financial anomaly detection suffers from extreme class imbalance, causing traditional single-objective algorithms to exhibit ``fraud collapse'', defaulting to the majority class and failing to balance anomaly interdiction with customer friction.
arXiv:2609.34211v2 Announce Type: replace Abstract: In financial fraud detection, rich semantic context can provide important evidence for transaction behavior modeling and fraud reasoning. However,...
Recommender systems often induce filter bubbles and semantic homogenization by monolithically optimizing for immediate user engagement. Standard single-objective models, including traditional Deep Q-Networks, are ill-equipped to navigate the trade-offs between platform retention and critical societal values like information diversity and provider fairness.
arXiv:2606. 24042v1 Announce Type: new Abstract: Recommender systems often induce filter bubbles and semantic homogenization by monolithically optimizing for immediate user engagement.
FINESSE is an agent‑based simulation framework that generates synthetic, structured datasets of multiple interdependent financial event streams, such as transactions, payments, account status changes, and policy interventions. Each stream has its own action space, schema, and variable types, and the streams are coupled through agents’ evolving latent states, allowing temporally rich interactions. The accompanying FINESSE‑Bench dataset supports four tasks—balance forecasting, transaction fraud detection, missed payment prediction, and next event prediction—and baseline results are provided using various time‑series and event‑sequence methods.
arXiv:2606. 08146v1 Announce Type: new Abstract: Fraud detection in payment, e-commerce, and telecommunications systems requires accuracy at the individual level, robustness under severe class imbalance, and ease of understanding for risk managers.
arXiv:2607. 04713v1 Announce Type: cross Abstract: Reinforcement learning holds significant potential for training large language models (LLMs) to handle multi-turn interactive tasks.
arXiv:2607. 03126v1 Announce Type: cross Abstract: Reinforcement Learning (RL) has substantially improved the reasoning ability of large language models (LLMs), but sparse outcome rewards still make token-level credit assignment difficult.
SR‑Fraud is a framework that uses a frozen, stateless LLM agent to score transactions in real time while an offline reflection agent proposes boundary hypotheses based on matured errors. The system then verifies these hypotheses deterministically before updating its knowledge state. On a production payment‑fraud benchmark, SR‑Fraud outperforms both static and periodically retrained CatBoost models and successfully detects an emerging fraud burst.
The paper introduces a test‑time reinforcement learning framework for anomalous video understanding, addressing challenges such as unreliable pseudo‑labels, inadequate reward design, and collapsed group‑relative advantages. It proposes dual‑query consistency filtering, an entropy‑aware consensus reward, and a virtual negative anchor mechanism to improve sample reliability, reward quality, and policy‑gradient signals. Experiments on VAU‑Bench demonstrate significant performance gains, especially on the ECVA subset where accuracy rises from 75.81% to 90.00%.
arXiv:2512. 02436v2 Announce Type: replace Abstract: Prediction markets allow users to trade on outcomes of real-world events, but are prone to fragmentation with overlapping questions, implicit equivalences, and hidden contradictions across markets.
arXiv:2607. 28127v1 Announce Type: cross Abstract: Recent advances in Generative AI have substantially improved financial sentiment analysis through post-trained financial large language models (LLMs).
arXiv:2609.33289v2 Announce Type: replace Abstract: Autonomous large language model (LLM) agents operating in multi-product markets must make sequential decisions under information asymmetry and reso...