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:2606. 25068v1 Announce Type: new Abstract: Online time-series forecasters receive labels only after horizon-dependent delays, while every adaptation step spends limited compute.
By Xibai Wang
arXiv:2607. 16229v1 Announce Type: cross Abstract: Large language models (LLMs) are increasingly used as components of agentic systems that observe, plan, and act.
By Rishab Ghosh, Vinay Devarakonda
arXiv:2608. 14903v1 Announce Type: new Abstract: Quantitative forecasts of frontier artificial intelligence often connect dated targets to trends in benchmark scores, training compute, release time, or expert belief.
By Fabricio F Costa
arXiv:2607. 13618v1 Announce Type: new Abstract: LLM agents are increasingly evaluated on multi-week decision tasks in which the state that drives cost is never directly observed.
By Sagar Deb, Ashwanth Krishnan
arXiv:2607. 11653v1 Announce Type: new Abstract: Black-box conditional quantile forecasts are widely used for sequential decisions under asymmetric costs, such as inventory planning in supply chain management.
By Ivane Antonov, Sohom Mukherjee, Richard Pibernik, Yo Joong Choe