arXiv Computation and Language By Zihao Zheng, Baichuan Li, Junyi Yao, Jiayu Long

Reliable Financial Named Entity Recognition under Domain Shift

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arXiv:2608. 19558v1 Announce Type: new Abstract: Financial AI systems often train information extractors on one textual register and deploy them across filings, news, and user-generated content, while standard F1 scores do not indicate which predictions remain safe to automate when the input distribution changes.

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arXiv Computation and Language
Aug 27

Reliable Financial Named Entity Recognition Under Domain Shift: Confidence Estimation and Selective Prediction

The paper investigates confidence estimation and selective prediction for financial named entity recognition (NER) under domain shift, using a stress test across SEC filings, financial news, and social media. It evaluates BERT and LoRA‑tuned Qwen2.5 models with five inference‑time confidence signals, finding that whole‑output probability is a strong in‑domain error detector but weak out‑of‑domain, while entity‑span probability and self‑consistency remain robust. Abstention can dramatically reduce sentence error on high‑confidence in‑domain data, but offers limited benefit under extreme social‑media shift, suggesting a staged deployment that first detects severe distribution shift before applying confidence gating.

By Zihao Zheng, Baichuan Li, Junyi Yao, Jiayu Long
arXiv AI
Jun 12

Fin-RATE: A Real-world Financial Analytics and Tracking Evaluation Benchmark for LLMs on SEC Filings

arXiv:2602. 07294v4 Announce Type: replace-cross Abstract: With the increasing deployment of Large Language Models (LLMs) in the finance domain, LLMs are increasingly expected to parse complex regulatory disclosures.

By Yidong Jiang, Junrong Chen, Eftychia Makri, Jialin Chen, Peiwen Li, Ali Maatouk, Leandros Tassiulas, Eliot Brenner, Bing Xiang, Rex Ying