Generating actionable financial advice from business records demands that models integrate numerical reasoning, domain knowledge, and sound judgment, while avoiding recommendations that could harm the business. Direct supervision is difficult: historical decisions are not necessarily optimal, and high-quality free-form labels are expensive to obtain.
arXiv:2608. 11787v1 Announce Type: cross Abstract: Generating actionable financial advice from business records demands that models integrate numerical reasoning, domain knowledge, and sound judgment, while avoiding recommendations that could harm the business.
By Ofir Ben Shoham, Shrutendra Harsola, Vignesh Subrahmaniam, Shravan Mohan, Yakov Gazman, Oded Vainas
arXiv:2607. 24889v1 Announce Type: cross Abstract: Financial models combine public disclosures with analyst assumptions to produce forecasts and valuations.
By Jiacheng Lu, Sinuo Wang, Wentao Zhao, Rui Sun, Cheng Hua, Tao Song, Hui Cai, Beidi Luan, Zhengze Wu, Lingjing Teng, Yijia He, Jing Li, Daxin Jiang, Zuo Bai, Haibing Guan
arXiv:2607. 18867v1 Announce Type: new Abstract: Large language models leak parametric knowledge of realized outcomes into historical financial decision tasks.
By Haozhe Jia
arXiv:2604. 27374v2 Announce Type: replace Abstract: As LLMs become credible readers of earnings calls, investor-relations Q\&A, guidance, and disclosure language, supervised financial NLP benchmarks increasingly function as decision evidence for model selection and deployment.
By Sidi Chang, Peiying Zhu, Yuxiao Chen, Rongdong Chai
arXiv:2608. 17223v1 Announce Type: cross Abstract: Financial-news direction prediction has become a popular NLP benchmark, yet reported gains depend critically on whether the train-test split is chronological or random, i.
By Chenhao Xue, Raslen Guesmi, Siwei Feng, Yucheng Gong, Jacob Xavier Sundram, Jordan Pang, Lan Wang, Julian Kaljuvee
arXiv:2602. 07294v4 Announce Type: replace-cross Abstract: With the increasing deployment of Large Language Models (LLMs) in the finance domain, LLMs are increasingly expected to parse complex regulatory disclosures.
By Yidong Jiang, Junrong Chen, Eftychia Makri, Jialin Chen, Peiwen Li, Ali Maatouk, Leandros Tassiulas, Eliot Brenner, Bing Xiang, Rex Ying
arXiv:2608. 07037v1 Announce Type: cross Abstract: Small businesses often have only 12-24 months of accounting history, yet planning and risk workflows require coordinated forecasts across financial statements.
By Shrutendra Harsola, Vignesh Subrahmaniam
arXiv:2512. 18390v2 Announce Type: replace Abstract: Organizations often have an incumbent predictive model in production when new data sources become available.
By Vassilis Digalakis Jr, Christophe P\'erignon, S\'ebastien Saurin, Flore Sentenac
arXiv:2606. 03704v1 Announce Type: new Abstract: Financial decision-making tasks such as stock recommendation and portfolio allocation typically estimate future return and risk and then select trades or allocations for an investor, and the chosen optimization objective often determines realized performance.
By Keigo Sakurai, Takahiro Ogawa, Miki Haseyama, Anjyu Anan, Kei Nakagawa
arXiv:2606. 24950v1 Announce Type: new Abstract: Financial decision-making is contextual: forecasting prices, valuing companies, and assessing event exposure weigh price history, accounting fundamentals, macroeconomic regime, and contemporaneous text.
By Patara Trirat, Jin Myung Kwak, Jay Heo, Heejun Lee, Sung Ju Hwang
arXiv:2502. 18834v3 Announce Type: replace-cross Abstract: Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investment strategies.
By Yifan Hu, Yuante Li, Peiyuan Liu, Yuxia Zhu, Naiqi Li, Tao Dai, Shu-tao Xia, Dawei Cheng, Changjun Jiang