arXiv:2608.12283v2 Announce Type: replace-cross
Abstract: Large language models can extract richer signals from financial news than fixed sentiment lexicons, and recent work has explored feeding such...
By Alireza Kargarzadeh, Nariman Khaledian, Navid Parvini, Arman Khaledian
arXiv:2609.38545v1 Announce Type: cross
Abstract: Machine-learning signals built from financial text treat what institutions say, and what the media repeat, as evidence about value. But whoever shape...
By Ali Atiah Alzahrani
The paper audits the impact of temporal leakage on financial-news direction prediction across 49,799 articles and 16 feature-model combinations, including TF‑IDF, MiniLM, FinBERT, and fine‑tuned RoBERTa‑large / DeBERTa‑v3‑large, as well as zero/few‑shot and LoRA probes of Llama‑3 and Qwen2.5. Random train‑test splits inflate MCC scores by 1.1× to 6.5×, with larger models and richer features showing greater gains, while end‑to‑end FinBERT fine‑tuning actually increases the gap. Only the mergers and acquisitions (M&A) category shows a positive locked‑test signal under near‑temporal chronological evaluation, with the signal localized to 2024‑2025 European‑tilted M&A semantics and not transferring to a 2009‑2020 U.S. corpus.
By Chenhao Xue, Raslen Guesmi, Siwei Feng, Yucheng Gong, Jacob Xavier Sundram, Jordan Pang, Lan Wang, Julian Kaljuvee
arXiv:2607. 20645v1 Announce Type: cross Abstract: We introduce Frontier Financial Judgement, a challenging new benchmark developed in collaboration with professional equity analysts to assess agents' ability to replicate expert human judgements.
By Joshua Harris
The paper demonstrates that large language models (LLMs) used for forecasting real‑world events can be manipulated by simply publishing new articles, even without direct access to the model or its retriever. By injecting a small number of targeted news pieces into a common crawl corpus, an adversary can flip over half of the forecast probabilities and significantly degrade forecast accuracy. The study also shows that common defense strategies can be cheaply bypassed, highlighting the vulnerability of probabilistic LLM judgments to information‑supply‑chain attacks.
By Yuan Lu, Yukuan Zhang
arXiv:2609.23703v1 Announce Type: cross
Abstract: Financial language models can transform unstructured firm-specific news into structured decision signals, but financial AI research lacks an integrat...
By Kemal Kirtac