The paper investigates confidence estimation and selective prediction for financial named entity recognition (NER) under domain shift, using a stress test across SEC filings, financial news, and social media. It evaluates BERT and LoRA‑tuned Qwen2.5 models with five inference‑time confidence signals, finding that whole‑output probability is a strong in‑domain error detector but weak out‑of‑domain, while entity‑span probability and self‑consistency remain robust. Abstention can dramatically reduce sentence error on high‑confidence in‑domain data, but offers limited benefit under extreme social‑media shift, suggesting a staged deployment that first detects severe distribution shift before applying confidence gating.
arXiv:2608. 19558v1 Announce Type: new Abstract: Financial AI systems often train information extractors on one textual register and deploy them across filings, news, and user-generated content, while standard F1 scores do not indicate which predictions remain safe to automate when the input distribution changes.
arXiv:2606. 18192v1 Announce Type: new Abstract: As high-quality public web corpora become increasingly exhausted, clean long-context documents have become a scarce and expensive source of training data for large language models (LLMs).
arXiv:2608. 04200v1 Announce Type: cross Abstract: Financial sentiment classifiers are commonly evaluated against human labels, but strong linguistic performance does not necessarily imply economically useful return predictability.
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.
The paper presents the CDSP (context-conditional deliberation signal pipeline), which transforms investment committee meeting transcripts into structured predictive features. CDSP segments transcripts into topical chunks, assigns asset‑class context labels via a large language model, maps financial keywords to a taxonomy, and adds sentiment polarity and mention frequency features. Using these engineered features on 48 monthly meetings, the best model—combining sentence embeddings with CDSP features—achieves 73% accuracy and a 0.73 F1 score, outperforming a simple stock‑choice baseline, though the improvement is not statistically significant.
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.
arXiv:2607. 26368v1 Announce Type: cross Abstract: Financial disclosures contain numerical claims, temporal statements, entity references, policy commitments, and risk descriptions that may conflict in qualitatively different ways.
The paper introduces a training‑free, alignment‑free method for corporate intelligence that uses deterministic sparse seed vectors to hash word strings into a fixed high‑dimensional basis. By accumulating these seed vectors across sentence contexts, the authors create corpus‑specific semantic signatures that enable rapid document comparison, issuer fingerprinting, vocabulary shift tracking, and thematic sentence extraction—all on standard CPU hardware. Applied to a multi‑year set of SEC filings, the approach reveals distinct semantic profiles for major corporate events such as Boeing’s 737 MAX crisis, Intel’s supply‑chain disruptions, and Bunge’s acquisition of Viterra, with each profile traceable to its source sentences without any domain‑specific training or LLM inference.
Large language models (LLMs) can synthesize financial narratives but may express high confidence when evidence is sparse, stale, or contradictory. This failure is especially consequential in forecasting, where filings, news, prices, volume, and technical signals can disagree.
arXiv:2609.35864v1 Announce Type: new Abstract: SEC 10-K filings contain substantial financial information that is not consistently captured in structured datasets, creating a missing-data problem af...
arXiv:2606. 10392v1 Announce Type: new Abstract: Financial named-entity recognition (NER) is essential for translating unstructured financial reports and news into structured knowledge graphs.
arXiv:2607. 14174v1 Announce Type: new Abstract: Financial sentiment extraction has largely relied on news text and supervised extraction against return labels alone, leaving 10-K filings -- and volatility, the target risk disclosure is arguably best suited to informing -- comparatively unexplored.