arXiv AI

When Summaries Distort Decisions: Information Fidelity in LLM-Compressed Financial Analysis

arXiv:2606. 29251v1 Announce Type: new Abstract: Financial decision-makers face more information than they can directly inspect, making context compression necessary.

arXiv AI
Jun 12

Fin-RATE: A Real-world Financial Analytics and Tracking Evaluation Benchmark for LLMs on SEC Filings

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
Hugging Face Trending Papers
Jul 29

Diagnosing Fine-Grained Inconsistency Classification in Financial Disclosure Text

Financial disclosures contain numerical claims, temporal statements, entity references, policy commitments, and risk descriptions that may conflict in qualitatively different ways. Detecting a conflict is only the first step: review workflows may also need to determine its type, since numerical, temporal, referential, factual, and normative inconsistencies require different evidence and downstream checks.

Hugging Face Trending Papers
Jun 22

IPO Finance Agent: Evaluation of LLM Financial Analysts beyond Finance Agent v2, with Automated Rubric Generation -- the Case of the SpaceX (SPCX) IPO

Finance Agent v2 (by Vals AI) has emerged as the reference benchmark for evaluating both Anthropic Claude and OpenAI ChatGPT frontier language models on financial tasks. However, it narrowly deals with periodic reporting from publicly traded companies (SEC 10-K and 10-Q filings), and its agentic harness relies on naive, unenriched chunk retrieval.

arXiv Computation and Language
Sep 4

The Analyst in the Prompt: Role, Retrieval, and Memory Biases in LLM Financial Analysis

The study examines how user context—such as memory, profiles, and role prompts—affects Large Language Models’ (LLMs) financial analysis. Using 3,575 SEC filings and twelve LLMs, the authors distinguish between evidence selection and interpretation, finding that most context spillover arises from differing interpretations under various roles rather than from retrieving different evidence. They evaluate two mitigation strategies—expressing investor mindset as a user profile instead of an assistant role, and separating evidence-based from personalized outputs—both of which reduce but do not eliminate spillover, with effectiveness varying across models.

By Ahmed Asaad, Amr Mohamed, Yang Zhang, Omneya Abdelsalam