arXiv:2606. 26350v1 Announce Type: new Abstract: Although large language model agents are increasingly applied to quantitative-finance workflows, their evaluation remains fragmented across isolated tasks, while the financial relevance of benchmark tasks is often overlooked.
arXiv:2605. 05580v2 Announce Type: replace Abstract: Quantitative trading agents have demonstrated substantial promise in automating factor discovery, signal aggregation, and portfolio execution.
arXiv:2605. 14355v3 Announce Type: replace Abstract: As AI agents improve, the central question is no longer whether they can solve isolated well-defined financial tasks, but whether they can reliably carry out financial professional work.
arXiv:2607. 27853v2 Announce Type: replace-cross Abstract: Powered by advances in LLMs and autonomous agents, deep research has become one of the most widely adopted agentic products.
arXiv:2608. 16386v1 Announce Type: cross Abstract: Financial agents must do more than recall domain knowledge: they must be both reliable, executing precise operations over grounded evidence, and executive, sustaining long-horizon research whose conclusions remain auditable.
arXiv:2607. 11141v1 Announce Type: new Abstract: Large language models (LLMs) based agents are beginning to participate in portfolio construction and market analysis, where decisions must be justified under evolving information and risk constraints.
arXiv:2607. 19409v1 Announce Type: new Abstract: Recent advances in large language models have accelerated deployment of agentic systems in operational finance.
arXiv:2603. 02668v2 Announce Type: replace Abstract: We present SorryDB, a dynamically-updating benchmark of open Lean tasks drawn from 78 real world formalization projects on GitHub.
arXiv:2605. 22664v2 Announce Type: replace Abstract: LLM agents are increasingly expected to carry out end-to-end workflows, producing complete artifacts from high-level user instructions.
arXiv:2606. 03829v1 Announce Type: new Abstract: Financial-research answers are decision-relevant only when another analyst can audit how they were produced: which source was chosen, which period and accounting definition were used, which assumptions were made, and how the calculation was performed.
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.
arXiv:2606. 02497v1 Announce Type: new Abstract: Time series forecasting has advanced rapidly, especially with the emergence of foundation models that show strong zero-shot performance on numerical extrapolation.
arXiv:2606. 01498v1 Announce Type: cross Abstract: Time series data inform critical decisions across many real-world domains.