arXiv AI
Jun 9
Evaluating AI Investment Strategies
arXiv:2606. 08791v1 Announce Type: cross Abstract: We study the problem of auditing a black-box algorithmic decision-maker from observable inputs and outputs alone.
Liquidity-Based Audit of Algorithmic Trading Strategies
arXiv:2606. 29018v1 Announce Type: cross Abstract: We show that net demand for liquidity by algo strategies is identifiable from its trade and price history alone, with no knowledge of its signal or optimization problem.
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arXiv AI
Jun 9
Beyond Agent Architecture: Execution Assumptions and Reproducibility in LLM-Based Trading Systems
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 AI
Jul 1
FinPersona-Bench: A Benchmark for Longitudinal Psychometric Stability of Autonomous Financial Agents
arXiv:2606. 31522v1 Announce Type: cross Abstract: Large Language Models (LLMs) are increasingly deployed as autonomous financial agents initialized with explicit behavioral mandates such as "preserve capital" or "avoid speculative bets" that are meant to govern every decision throughout deployment.
arXiv AI
Jun 9
Supracompetitive Pricing Under AI Monoculture
arXiv:2601. 01279v3 Announce Type: replace-cross Abstract: When competing sellers delegate pricing to a shared AI model, such as a large language model, correlated recommendations combined with performance-driven updates aggregating seller feedback raise a key question: can standard AI deployment practices inadvertently produce supracompetitive pricing?
arXiv Machine Learning
Jun 9
Post-Rejection Follow-up Sampling: A Methodology for Counterfactual Outcome Measurement in Algorithmic DEX Trading
arXiv:2606. 08228v1 Announce Type: cross Abstract: Algorithmic trading systems on decentralised exchanges (DEXs) reject most candidate tokens they evaluate.
arXiv Machine Learning
6d ago
Long-Horizon Forecasting of Complete Financial Statements with Forma
arXiv:2608. 11327v1 Announce Type: new Abstract: Specialist training beats generalist scale when forecasting financial statements.
Hugging Face Trending Papers
Aug 11
Long-Horizon Forecasting of Complete Financial Statements with Forma
Specialist training beats generalist scale when forecasting financial statements. To our knowledge, no prior work jointly forecasts complete financial statements beyond one year, yet in a discounted-cash-flow valuation most firm value sits past that window.
arXiv Machine Learning
Jun 2
Representation Signatures and Risk-Feedback Alignment in LLM Trading Agents
arXiv:2605. 28850v2 Announce Type: replace Abstract: We study behavioral alignment and representation dynamics of large language model (LLM) agents in financial decision environments.
arXiv Machine Learning
Jun 2
FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting
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.
arXiv Machine Learning
Jul 14
Bet on Features: Anytime-Valid and Feature-Aware Auditing of Conditional Quantile Forecasters
arXiv:2607. 11653v1 Announce Type: new Abstract: Black-box conditional quantile forecasts are widely used for sequential decisions under asymmetric costs, such as inventory planning in supply chain management.
arXiv AI
Jun 3
Misspecified Estimate-then-Optimize Leads to Supra-Competitive Prices
arXiv:2605. 16064v2 Announce Type: replace-cross Abstract: We study whether simple algorithmic pricing systems can systematically produce collusive-like prices in multi-firm markets.
arXiv Machine Learning
Aug 4
Conditional Deep Levy Models for Exotic Derivatives: History-Aware Path Generation and P-Q Payoff Diagnostics
arXiv:2509. 13374v2 Announce Type: replace-cross Abstract: We develop and audit a history-aware financial path generator based on Denoising Levy Probabilistic Models (DLPMs) for conditional equity-index path generation.