arXiv:2604. 16197v2 Announce Type: replace Abstract: Data attribution and valuation are critical for understanding data-model synergy for Large Language Models (LLMs), yet existing gradient-based methods suffer from scalability challenges on LLMs.
arXiv:2512. 23847v2 Announce Type: replace-cross Abstract: We develop a statistical procedure to detect lookahead bias in economic forecasts generated by large language models (LLMs).
arXiv:2607. 11889v1 Announce Type: cross Abstract: Large language models trained on unrestricted internet corpora inevitably embed information from the future, introducing lookahead bias that compromises the validity of backtests and causal inference in finance and the social sciences.
arXiv:2607. 12248v1 Announce Type: cross Abstract: Large pretrained time-series models such as TimesFM are attractive for financial forecasting, but raw directional accuracy is a misleading scoreboard in equity markets.
arXiv:2606. 12117v1 Announce Type: cross Abstract: Benchmark scores often misrepresent a large language model's (LLM's) knowledge, because they rely, e.
FinRiskAtlas is a Chinese-language benchmark designed to evaluate large language models (LLMs) for financial risk review by focusing on decision‑aligned tasks rather than generic financial knowledge. It contains 9,742 instances across 53 task families, including 42 domain‑knowledge families and 11 downstream review operations defined by explicit evaluation contracts. The extended FinRisk‑Ask framework replays 680 pre‑action states from 104 professional trajectories, withholding future evidence during inference to assess evidence‑state control and request targeting. Results across 33 model configurations show that operation‑level evaluation yields distinct rankings and that knowledge‑based shortlisting can incur significant regret, while frequent use of the Ask branch does not necessarily improve evidence acquisition, highlighting gaps in broad financial capability scores.
arXiv:2608. 04095v1 Announce Type: new Abstract: Large language model (LLM) agents are increasingly used as personalized assistants in high-stakes domains such as financial advising, yet it remains unclear whether they can maintain and update an individualized user model over long horizons.
arXiv:2607. 15414v1 Announce Type: cross Abstract: Large Language Models (LLMs) have emerged as powerful tools for processing the heterogeneous information environments of modern financial markets.
arXiv:2605. 30363v2 Announce Type: replace-cross Abstract: Regime shifts in financial markets reorganise the joint dynamics of asset prices and macro variables, breaking any single-regime calibration.
arXiv:2607. 17409v1 Announce Type: cross Abstract: We study the problem of sequentially evaluating a new large language model (LLM) on a fixed question set using historical performance data from prior LLMs.
arXiv:2608. 04714v1 Announce Type: cross Abstract: Benchmark scores are reported as properties of a model, yet the inference framework used to produce them, such as HuggingFace, vLLM, or Ollama, are considered non-influential and their names and versions are almost never disclosed.
arXiv:2607. 16229v1 Announce Type: cross Abstract: Large language models (LLMs) are increasingly used as components of agentic systems that observe, plan, and act.