FinRiskAtlas is a Chinese-language benchmark designed to evaluate large language models (LLMs) for financial risk review by focusing on decision‑aligned tasks rather than generic financial knowledge. It contains 9,742 instances across 53 task families, including 42 domain‑knowledge families and 11 downstream review operations defined by explicit evaluation contracts. The extended FinRisk‑Ask framework replays 680 pre‑action states from 104 professional trajectories, withholding future evidence during inference to assess evidence‑state control and request targeting. Results across 33 model configurations show that operation‑level evaluation yields distinct rankings and that knowledge‑based shortlisting can incur significant regret, while frequent use of the Ask branch does not necessarily improve evidence acquisition, highlighting gaps in broad financial capability scores.
By Suyang Zhong, Jingzhe Zhu, Qi Xu, Liyao Sun, Yin Wang, Qingqing Sun, Shuai Chen, Tianyi Zhang
UniToolCall introduces a unified framework for tool-use in large language model agents, standardizing toolset construction, dataset generation, and evaluation. The framework aggregates over 22,000 tools and creates a hybrid training corpus of more than 390,000 instances by combining ten public datasets with synthetically generated, structurally controlled trajectories. It models diverse interaction patterns—single‑hop vs. multi‑hop, single‑turn vs. multi‑turn, serial vs. parallel execution—and adds an Anchor Linkage mechanism to enforce cross‑turn dependencies, while converting seven public benchmarks into a common Query–Action–Observation–Answer format for fine‑grained evaluation.
By Yijuan Liang, Xinghao Chen, Yifan Ge, Ziyi Wu, Hao Wu, Changyu Zeng, Wei Xing, Xiaoyu Shen
arXiv:2608. 11047v1 Announce Type: new Abstract: While existing benchmarks have made substantial progress in evaluating LLMs across STEM domains, financial reasoning over structured data remains comparatively less explored.
By Alicia Larsen, Victoire Laurent, Aulia Kharis Rakhamsari, Lara Turgut, Nino Antulov-Fantulin
The paper introduces a data‑centric pipeline for post‑training language models on financial reasoning tasks. It mines open‑source reasoning traces, distills financial instruction data, and generates knowledge‑graph‑guided question‑answer pairs, then filters examples with lightweight classifiers and applies reinforcement learning with rule‑based verifiers. Experiments on FINESSE‑Bench show that retention‑aware adaptation—self‑distilled fine‑tuning and model merging—outperforms ordinary supervised fine‑tuning, improving accuracy by up to 3.0 points and avoiding regressions.
By Zhirayr Hayrapetyan, Andrei Kalmykov, Denis Kokosinskii, Dmitry Stanishevskii, Dmitry Zmitrovich
arXiv:2603. 19225v3 Announce Type: replace-cross Abstract: Real-world financial decision-making is a challenging problem that requires reasoning over heterogeneous signals, including company fundamentals derived from regulatory filings and trading signals computed from price dynamics.
By Yogesh Agrawal, Aniruddha Dutta, Md Mahadi Hasan, Santu Karmaker, Aritra Dutta
arXiv:2606. 17642v1 Announce Type: new Abstract: Financial multimodal reasoning requires agents to coordinate numerical computation, retrieval, visual interpretation, and temporal grounding across heterogeneous evidence sources.
By Pianran Guo, Pengcheng Zhou, Yucheng Jian, Shuhua Chen