arXiv:2607. 04103v3 Announce Type: replace-cross Abstract: Generative artificial intelligence is moving from general-purpose experimentation toward specialized applications across banking, capital markets, insurance, payments, and wealth management.
By Dennis Mao, Alessandra Lin, Yixin Kang, Yiqing Wang
arXiv:2607. 19409v1 Announce Type: new Abstract: Recent advances in large language models have accelerated deployment of agentic systems in operational finance.
By Wolfgang M. Pauli, Sarah Panda, Kidus Admassu, Said Bleik, Ademola Okerinde, Jeremy Reynolds
arXiv:2607. 08177v1 Announce Type: new Abstract: In this paper, we study the automatic schema generation problem: given a collection of historical ship maintenance and operational reports across multiple form categories, automatically discover compact and informative schemas that capture the essential information requirements of each report type.
By Sohrab Namazi Nia, Amogh Dalal, Ning Sa, Peter Ly, Marti Zentmaier, Tomek Strzalkowski, Jay Miller, Rishi Singh, Senjuti Basu Roy
arXiv:2608.28944v1 Announce Type: new
Abstract: Credit risk analysis in financial institutions traditionally requires analysts to manually write SQL queries, run statistical computations, and build v...
By Vennise Ho, Kristian Diana, Sandy Mourad, Milena Pilipovic, Vineel Nagisetty, Hossein Hajimirsadeghi
arXiv:2607. 07858v1 Announce Type: new Abstract: Artificial intelligence (AI) is beginning to reshape actuarial practice, particularly in domains that require reasoning over unstructured documents, heterogeneous data sources, and regulated decision workflows.
By Robert Richardson, Josh Meyers, Brian Hartman, David Sandberg
The paper introduces an AI economist agent that integrates large language models, retrieval‑augmented generation, knowledge graphs, and quantitative models to conduct evidence‑based economic and financial scenario analysis. The framework orchestrates LLM agents to plan analyses, retrieve relevant evidence, and structure economic mechanisms, while registered quantitative models produce numerical outcomes and predefined tests validate intermediate results for inclusion in the final report. Applied to European macro‑financial stress scenarios and bank capital analysis, the empirical study demonstrates the agent’s ability to combine flexible evidence retrieval and scenario construction while maintaining traceability to sources and explicit model calculations.
By Masahiro Kato