arXiv:2605.16358v2 Announce Type: replace-cross
Abstract: Large Language Models (LLMs) are increasingly applied to real-world forecasting tasks, yet evaluating their true predictive capability remain...
By Mingtian Tan, Mihir Parmar, Palash Goyal, Chun-Liang Li, Nanyun Peng, Thomas Hartvigsen, Jinsung Yoon, Tomas Pfister
The paper introduces an agentic forecasting environment built on 2,100+ resolved Polymarket questions, where a language model (Qwen3.5-35B-A3B) learns to gather evidence during rollout via web search, page reading, and financial time series, all filtered to avoid post‑cutoff leaks. Training with single‑epoch GRPO and a Brier‑score reward improves calibration by 30‑40% and reduces search attempts, while the trained policy outperforms four frontier models in evidence‑based forecasting, achieving lower soft‑Brier scores at roughly 5% of the inference cost. The authors release the environment, dataset, and per‑rollout records as a reusable harness for temporal forecasting agents.
By Yusuf Afifi, Artur Kiulian, Anton Polishko, Mykola Khandoga, Hamudi Naanaa, Alina Krasnobrizha
arXiv:2606. 11816v1 Announce Type: cross Abstract: Forecasting real-world events requires language-model agents to reason under uncertainty from incomplete, time-bounded information.
By Yizhou Chi, Eric Chamoun, Zifeng Ding, Andreas Vlachos
Forecast-Dojo is a replayable environment designed to benchmark and train large language model (LLM) forecasting agents. It integrates resolved prediction‑market questions with dated news, enabling agents to research events and revisit predictions at successive historical dates. The platform includes 1,568 Polymarket events, 18.8 million dated news articles, and supports repeated evaluation, training interactions, and outcome feedback, with evidence that research tools lower Brier scores across 12 tested models, though all models still lag behind historical market forecasts.
By Liqin Ye, Haorui Wang, Fardin Ahmed, Rongzhi Zhang, Yuan He, Ziyuan Lin, Yanbin Yin, Jing Peng, Michael Galarnyk, Sudheer Chava, Chao Zhang
Time-series foundation models provide strong zero-shot forecast, but deployment for real-world applications still requires task-specific designs for model inputs and outputs. Direct inference can leav...
TSFLab is a self‑improving, agent‑agnostic workbench designed to streamline time‑series forecasting research. It equips coding agents with shared resources and tools, enabling low‑cost experimentation, reproducibility, and continuous maintenance of research artifacts. Experiments show that TSFLab boosts task completion rates by 20‑163% and reduces token usage and development time significantly compared to baseline approaches.
By ChengAo Shen, Yanjun Zhao, Haoxin Liu, Bonnie Chen, Miles Ma, Dongjin Song, Hanghang Tong, Qingsong Wen, Jingrui He, Jingchao Ni