Deep Limit Order Book forecasting models capture nonlinear market dynamics, but their ability to quantify the effects of counterfactual order book messages has not been systematically validated. We in...
CEDAR is a two‑stage framework for demand forecasting that incorporates planned actions and external event signals. Stage I uses an Action‑Interleaved Transformer to model controllable state transitions under interventions, while Stage II applies a Residual Correction Module that aligns event descriptions with product context using LLM‑assisted text representations. Experiments on a large Alibaba 1688 dataset show that CEDAR improves simulation accuracy over traditional time‑series forecasting baselines and benefits real‑world budget planning.
By Junjie Meng, Ranxu Zhang, Zi-an Zhang, Shujun Liu, Xiaoning Qi, Xiaozhou Xu, Yanyong Zhang, Hui Xiong, Chao Wang
Forecast-Dojo is a replayable environment designed to benchmark and train large language model (LLM) forecasting agents. It integrates resolved prediction‑market questions with dated news, enabling agents to research events and revisit predictions at successive historical dates. The platform includes 1,568 Polymarket events, 18.8 million dated news articles, and supports repeated evaluation, training interactions, and outcome feedback, with evidence that research tools lower Brier scores across 12 tested models, though all models still lag behind historical market forecasts.
By Liqin Ye, Haorui Wang, Fardin Ahmed, Rongzhi Zhang, Yuan He, Ziyuan Lin, Yanbin Yin, Jing Peng, Michael Galarnyk, Sudheer Chava, Chao Zhang
FinForesight is a diagnostic backtesting benchmark designed to evaluate deep research systems for financial forecasting. It tests four forecasting tasks—valuation, return ranking, event direction, and future financial fundamentals—across Chinese, U.S., and Hong Kong markets, while also including two diagnostic tasks for counterfactual reasoning and financial calculation. The framework limits evidence to what was available at the forecast date and compares pretraining-era, post-cutoff, and live evaluations to assess how well controlled backtests predict future performance.
By Fengyuan Liu, Mukai Li, Jieshun You, Yilin Zheng, Chenjia Min, Yizhou Zhang, Harper Chen, Qi Liu
WhatIf-Bench is a semi‑synthetic benchmark that tests how well time‑series forecasters use covariates to predict a target’s response to future events. It generates 37,665 tasks from mechanistic simulators of data centers, power grids, road traffic, and water networks, varying covariate numbers, historical events, and event length. Evaluation shows large‑language models outperform the best time‑series foundation models, with all models performing well on replayed events but struggling on novel covariate settings, highlighting generalization as the main challenge.
By Arjun Ashok, Mihir Parmar, Palash Goyal, Bhavana Dalvi Mishra, Chun-Liang Li, Irina Rish, Alexandre Drouin, Jinsung Yoon, Tomas Pfister
arXiv:2609.05905v1 Announce Type: cross
Abstract: LLM agents are increasingly used for live forecasting, where they retrieve up-to-date information and produce estimates for unresolved future events....
By Yuanpu Cao, Yongkang Du, Yurui Chang, Lu Lin, Jinghui Chen