arXiv Computation and Language By Fengyuan Liu, Mukai Li, Jieshun You, Yilin Zheng, Chenjia Min, Yizhou Zhang, Harper Chen, Qi Liu

FinForesight: A Diagnostic Backtesting Benchmark for Deep Research Systems in Financial Forecasting

Read the original on arXiv Computation and Language →

FinForesight is a diagnostic backtesting benchmark designed to evaluate deep research systems for financial forecasting. It tests four forecasting tasks—valuation, return ranking, event direction, and future financial fundamentals—across Chinese, U.S., and Hong Kong markets, while also including two diagnostic tasks for counterfactual reasoning and financial calculation. The framework limits evidence to what was available at the forecast date and compares pretraining-era, post-cutoff, and live evaluations to assess how well controlled backtests predict future performance.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Computation and Language.

arXiv AI
Aug 5

FinVerse: Financial Time-Series Benchmark

arXiv:2608. 03259v1 Announce Type: cross Abstract: As time-series foundation models have emerged, the need for benchmarks that can evaluate their forecasting ability in meaningful ways has become increasingly important.

By Jaehoon Lee, Jun Seo, Seunghan Lee, Tae Yoon Lim, Dongwan Kang, Hwanil Choi, Minjae Kim, Sungdong Yoo, Junhyeok Kang, Sangjun Han, Soonyoung Lee, Wonbin Ahn
arXiv Computation and Language
Sep 30

Can Language Models Learn to Forecast Stock Prices

arXiv:2609.36914v1 Announce Type: new Abstract: Post-training has been shown to significantly improve language models' performance on tasks with verifiable outcomes, including mathematical reasoning,...

By Jiacheng Guo, Suozhi Huang, Shuzhen Li, Yunlong Gao, Zerui Cheng, Jason Ge, Shushu Liang, Zihao Li, Hao Lu, Ming Yin, Shilong Liu, Jiashuo Liu, Xu Kuang, Mengdi Wang
arXiv AI
Oct 26

FinVerse: Toward More Realistic Evaluation for Financial Time-Series Forecasting

arXiv:2608.03259v3 Announce Type: replace-cross Abstract: Time-series foundation models (TSFMs) are increasingly evaluated on broad benchmarks that apply uniform conventional forecast evaluation metr...

By Jaehoon Lee, Jun Seo, Seunghan Lee, Tae Yoon Lim, Dongwan Kang, Hwanil Choi, Minjae Kim, Sungdong Yoo, Junhyeok Kang, Sangjun Han, Soonyoung Lee, Hao Ni, Srijan Sood, Stefan Zohren, Chanyeol Choi, Yongjae Lee, Zhangyang Wang, Lukasz Szpruch, Benjamin Bowring, Wonbin Ahn
arXiv AI
5d ago

Hedge-Bench: Can Agents Reason Their Way to Better Predictions?

Hedge-Bench is a benchmark comprising 92 real-world environments derived from hedge fund analysts' reasoning traces, designed to test AI agents’ ability to forecast future events from incomplete information. Agents are evaluated on joint success—correct forecasts with over 60% research coverage—across 11 frontier models, achieving rates between 2.54% and 31.52%. Training Muse‑Glimmer with GRPO on 165 environments improves coverage on held‑out tasks and demonstrates generalization to out‑of‑distribution evaluations.

By Mahesh Ramesh, Eric Cho, Alice Lu, Shawn Huang, Baiqing Lyu