Related papers: AlphaFin: Benchmarking Financial Analysis with Ret…

Financial risk prediction plays a crucial role in the financial sector. Machine learning methods have been widely applied for automatically detecting potential risks and thus saving the cost of labor. However, the development in this field…

How to quickly and automatically mine effective information and serve investment decisions has attracted more and more attention from academia and industry. And new challenges have arisen with the global pandemic. This paper proposes a…

Stock market prediction is one of the most attractive research topic since the successful prediction on the market's future movement leads to significant profit. Traditional short term stock market predictions are usually based on the…

Multimodal Large Language Models (MLLMs) have made substantial progress in recent years. However, their rigorous evaluation within specialized domains like finance is hindered by the absence of datasets characterized by professional-level…

Reinforcement Learning (RL) has emerged as a transformative approach for aligning and enhancing Large Language Models (LLMs), addressing critical challenges in instruction following, ethical alignment, and reasoning capabilities. This…

The development of large language models (LLMs) has provided new tools for research in supply chain management (SCM). In this paper, we introduce a retrieval-augmented generation (RAG) framework that dynamically integrates external…

In the field of quantitative trading, it is common practice to transform raw historical stock data into indicative signals for the market trend. Such signals are called alpha factors. Alphas in formula forms are more interpretable and thus…

Traditionally, traders and quantitative analysts address alpha decay by manually crafting formulaic alphas, mathematical expressions that identify patterns or signals in financial data, through domain expertise and trial-and-error. This…

Cryptocurrency trading is a challenging task requiring the integration of heterogeneous data from multiple modalities. Traditional deep learning and reinforcement learning approaches typically demand large training datasets and encode…

A linear multi-factor model is one of the most important tools in equity portfolio management. The linear multi-factor models are widely used because they can be easily interpreted. However, financial markets are not linear and their…

Accurate stock market predictions following earnings reports are crucial for investors. Traditional methods, particularly classical machine learning models, struggle with these predictions because they cannot effectively process and…

Trading range breakout is a key method in the technical analysis of financial trading, widely employed by traders in financial markets such as stocks, futures, and foreign exchange. However, distinguishing between true and false breakout…

Financial markets exhibit complex dynamics where localized events trigger ripple effects across entities. Previous event studies, constrained by static single-company analyses and simplistic assumptions, fail to capture these ripple…

Financial documents--such as 10-Ks, 10-Qs, and investor presentations--span hundreds of pages and combine diverse modalities, including dense narrative text, structured tables, and complex figures. Answering questions over such content…

LLMs have transformed NLP and shown promise in various fields, yet their potential in finance is underexplored due to a lack of comprehensive evaluation benchmarks, the rapid development of LLMs, and the complexity of financial tasks. In…

Modern analyst agents must reason over complex, high token inputs, including dozens of retrieved documents, tool outputs, and time sensitive data. While prior work has produced tool calling benchmarks and examined factuality in knowledge…

The rapid advancement and widespread adoption of Large Language Models (LLMs) have elevated the need for reliable AI-generated content (AIGC) detection, which remains challenging as models evolve. We introduce AIGC-text-bank, a…

In recent years, there has been a growing trend of applying Reinforcement Learning (RL) in financial applications. This approach has shown great potential to solve decision-making tasks in finance. In this survey, we present a comprehensive…

Large language models (LLMs) are increasingly deployed in financial contexts, raising critical concerns about reliability, alignment, and susceptibility to adversarial manipulation. While prior finance-related benchmarks assess LLMs'…

Large Language Models (LLMs) augmented with Retrieval-Augmented Generation (RAG) techniques are revolutionizing applications across multiple domains, such as healthcare, finance, and customer service. Despite their potential, evaluating RAG…