Hugging Face Trending Papers

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
Sep 25

A Fast and Effective Solution to the Problem of Look-ahead Bias in LLMs

The paper addresses look‑ahead bias in large language models (LLMs) used for financial prediction, which arises because LLMs are trained on long time‑series data. It proposes a low‑cost solution that adjusts the logits of a base model at inference time using two smaller, specialized models—one fine‑tuned to forget certain information and another to retain it. Experiments show that this method removes both verbatim and semantic knowledge, corrects biases, and outperforms previous approaches.

By Humzah Merchant, Bradford Levy
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 Computation and Language
4d ago

Can Language Models Learn to Forecast Stock Prices

arXiv:2609.36914v1 Announce Type: new Abstract: Post-training has been shown to significantly improve language models' performance on tasks with verifiable outcomes, including mathematical reasoning,...

By Jiacheng Guo, Suozhi Huang, Shuzhen Li, Yunlong Gao, Zerui Cheng, Jason Ge, Shushu Liang, Zihao Li, Hao Lu, Ming Yin, Shilong Liu, Jiashuo Liu, Xu Kuang, Mengdi Wang
arXiv AI
Aug 5

FinVerse: Financial Time-Series Benchmark

arXiv:2608. 03259v1 Announce Type: cross Abstract: As time-series foundation models have emerged, the need for benchmarks that can evaluate their forecasting ability in meaningful ways has become increasingly important.

By Jaehoon Lee, Jun Seo, Seunghan Lee, Tae Yoon Lim, Dongwan Kang, Hwanil Choi, Minjae Kim, Sungdong Yoo, Junhyeok Kang, Sangjun Han, Soonyoung Lee, Wonbin Ahn
arXiv AI
3d ago

DualCast: A Dual-Path Language Model for Bimodal Financial Time-Series Forecasting

DualCast is a dual‑path language model that forecasts financial time‑series by combining a fast numerical forecaster with an optional text‑conditioned revision mechanism. The fast path trains only new financial‑token embeddings and output heads on a frozen Qwen3‑8B backbone, while the slow path uses a LoRA adapter to incorporate news and refine predictions. In zero‑shot tests across equities and energy prices at multiple time resolutions, the slow path achieves the lowest mean absolute percentage error in most settings, especially for longer horizons, and news ablations show additional gains in many markets.

By Wentao Zhao, Hongqiang Wu, Shanghang Liu, Zhaochen Zan, Yu Zhang, Biqing Huang