arXiv:2606. 21678v2 Announce Type: replace-cross Abstract: Language models can generate plausible rationales for their predictions, but these explanations may not faithfully represent the model's internal reasoning.
By Vatsal Ananthula, Adarsh Kumarappan
arXiv:2607. 18271v1 Announce Type: new Abstract: Time series forecasts are widely used in decision-critical domains, where they are rarely consumed without accompanying explanations.
By Ria Mundhra, Gustavo Sato dos Santos, Michael Benedikt
arXiv:2607. 00856v1 Announce Type: cross Abstract: In recent years, large language models have achieved remarkable success and have seen growing adoption in financial applications.
By Dangxing Chen, Pengzhan Guo
arXiv:2606. 24950v1 Announce Type: new Abstract: Financial decision-making is contextual: forecasting prices, valuing companies, and assessing event exposure weigh price history, accounting fundamentals, macroeconomic regime, and contemporaneous text.
By Patara Trirat, Jin Myung Kwak, Jay Heo, Heejun Lee, Sung Ju Hwang
The paper introduces Fact-Ablated Evaluation (FAE), a framework that iteratively removes cited evidence to test whether large language models (LLMs) adjust their fact‑checking predictions accordingly. Experiments reveal that many off‑the‑shelf LLMs rely more on internal knowledge than on the provided evidence. To address this, the authors propose REAL, a training method that uses counterfactual evidence supervision to encourage LLMs to base veracity judgments on evidence, achieving better evidence‑dependent performance across four datasets.
By Xingyu Deng, Mingzi Cao, Nikolaos Aletras, Xi Wang, Mark Stevenson
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