ChronoSteer is a decoupled agentic framework that bridges large language models and time series foundation models by learning cross‑modal alignment from synthetic paired supervision. It converts textual events into revision instructions that steer a frozen time‑series model, discretizes these instructions into a compact codebook to reduce semantic divergence, and then refines the predictions with a two‑stage training strategy. The authors also release a leakage‑controlled multimodal benchmark and report a 25.8% improvement in zero‑shot prediction accuracy over the unimodal backbone.
By Chengsen Wang, Qi Qi, Zhongwen Rao, Lujia Pan, Jingyu Wang
arXiv:2607. 09955v1 Announce Type: cross Abstract: Predictive modeling is a core component of modern financial services, where a wide range of tasks are traditionally addressed using separate models trained on manually engineered tabular features.
By Nikita Rusakov, Vladislav Meshkov, Konstantin Zorin, Gleb Zaripov, Alexander Uglov, Alexey Vasilev, Anton Klenitskiy
FINESSE is an agent‑based simulation framework that generates synthetic, structured datasets of multiple interdependent financial event streams, such as transactions, payments, account status changes, and policy interventions. Each stream has its own action space, schema, and variable types, and the streams are coupled through agents’ evolving latent states, allowing temporally rich interactions. The accompanying FINESSE‑Bench dataset supports four tasks—balance forecasting, transaction fraud detection, missed payment prediction, and next event prediction—and baseline results are provided using various time‑series and event‑sequence methods.
By Tyler Farnan, Benjamin Eng, Adam Abate, Xirui Hou, Rizal Fathony, Nam H. Nguyen, Senthil Kumar
arXiv:2604. 00513v3 Announce Type: replace-cross Abstract: With the rapid growth of e-commerce, exploring general representations rather than task-specific ones has attracted increasing attention.
By Junxian Wu, Chenghan Fu, Zhanheng Nie, Daoze Zhang, Bowen Wan, Wanxian Guan, Chuan Yu, Jian Xu, Bo Zheng
Just Pass Twice (JPT) is a method that allows causal large language models to perform token classification for zero‑shot named entity recognition by concatenating the input with itself, giving each token full bidirectional context without architectural changes. The approach combines these representations with definition‑guided entity embeddings to enable flexible zero‑shot generalization. JPT achieves state‑of‑the‑art results, outperforming prior methods by an average of +7.9 F1 on CrossNER and MIT benchmarks and running over 20× faster than comparable generative approaches.
By Ahmed Ewais, Ahmed Hashish, Amr Ali
arXiv:2604.08649v2 Announce Type: replace-cross
Abstract: Modern financial systems generate vast quantities of transactional and event-level data that encode rich economic signals. This paper present...
By Maxim Ostroukhov, Ruslan Mikhailov, Vladimir Iashin, Artem Sokolov, Andrei Akshonov, Vitaly Protasov, Andrey Goncharov, Dmitrii Beloborodov, Vince Mullin, Roman Yokunda Enzmann, Georgios Kolovos, Jason Renders, Pavel Nesterov, Anton Repushko