arXiv:2607. 24889v1 Announce Type: cross Abstract: Financial models combine public disclosures with analyst assumptions to produce forecasts and valuations.
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arXiv:2608. 11683v1 Announce Type: new Abstract: AI agents are increasingly deployed for professional investment research, yet no benchmark captures the complexity of the full investor workflow.
AI agents are increasingly deployed for professional investment research, yet no benchmark captures the complexity of the full investor workflow. Existing benchmarks mainly target financial data extraction, a narrow slice that current models have largely saturated, while reference-based metrics and generic LLM-as-a-judge scoring fall short on the open-ended, long-form answers that real analyst queries demand.
arXiv:2609.21841v1 Announce Type: new Abstract: Frontier language models now produce professional deliverables that expert graders judge to match human work on a substantial share of economically val...
The paper argues that verbalized confidence—once viewed as overconfident and coarse—has become the preferred soft‑scoring method for LLM‑as‑a‑Judge on top‑tier proprietary models released after 2025. Experiments on SummEval, AggreFact, and HelpSteer2 across up to 18 LLMs show that log‑probabilities are no longer the best signal, and that adding an overconfidence advisory and self‑debate further improves calibration and robustness. The authors note that these enhancements incur little accuracy loss on post‑2025 models but do affect pre‑2025 ones, highlighting a compatibility shift in how confidence should be measured.
arXiv:2606. 25984v2 Announce Type: replace Abstract: Large language models are increasingly deployed as investment research assistants, yet no benchmark tests whether they can accurately reconstruct and apply the specific procedural decision frameworks of expert investors.
The paper demonstrates that the outcome of a forecasting leaderboard is largely determined by the evaluator’s design choices rather than the models themselves. By fixing the data, horizon, and period, the authors varied three key evaluation decisions—unit of analysis, error pooling, and scoring metric—and showed that each can reverse or eliminate the apparent superiority of any forecasting method. The study also evaluates the practical impact of these choices on a deployed system, revealing that the selection rule captures a significant portion of the potential performance gain, and confirms the findings on an external public dataset.