相关论文: FISHNET: Financial Intelligence from Sub-querying,…

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…

With the rapid adoption of large language models (LLMs) in financial service scenarios, dialogue security detection under high regulatory risk presents significant challenges. Existing methods mainly rely on single-dimensional semantic…

Neural networks are increasingly used to support decision-making. To verify their reliability and adaptability, researchers and practitioners have proposed a variety of tools and methods for tasks such as NN code verification, refactoring,…

To improve stock trend predictions and support personalized investment decisions, this paper proposes FinArena, a novel Human-Agent collaboration framework. Inspired by the mixture of experts (MoE) approach, FinArena combines multimodal…

This paper introduces the UCFE: User-Centric Financial Expertise benchmark, an innovative framework designed to evaluate the ability of large language models (LLMs) to handle complex real-world financial tasks. UCFE benchmark adopts a…

Transcending human cognitive limitations represents a critical frontier in LLM training. Proprietary agentic systems like DeepResearch have demonstrated superhuman capabilities on extremely complex information-seeking benchmarks such as…

Large Language Models (LLMs) increasingly act as function-call agents that invoke external tools to tackle tasks beyond their static knowledge. However, they typically invoke tools one at a time without a global view of task structure. As…

Personalized financial advice requires consideration of user goals, constraints, risk tolerance, and jurisdiction. Prior LLM work has focused on support systems for investors and financial planners. Simultaneously, numerous recent studies…

Generative and agentic artificial intelligence is entering financial markets faster than existing governance can adapt. Current model-risk frameworks assume static, well-specified algorithms and one-time validations; large language models…

With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…

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…

Recent industrial credit scoring models remain heavily reliant on manually tuned statistical learning methods. Despite their potential, deep learning architectures have struggled to consistently outperform traditional statistical models in…

Large language models (LLMs) have become powerful tools for advancing natural language processing applications in the financial industry. However, existing financial LLMs often face challenges such as hallucinations or superficial parameter…

Financial reporting systems increasingly leverage Large Language Models (LLMs) to extract and summarize corporate disclosures. However, most existing approaches assume a single-market setting and overlook structural differences across…

Financial trading is a crucial component of the markets, informed by a multimodal information landscape encompassing news, prices, and Kline charts, and encompasses diverse tasks such as quantitative trading and high-frequency trading with…

Financial document question answering (QA) demands complex multi-step numerical reasoning over heterogeneous evidence--structured tables, textual narratives, and footnotes--scattered across corporate filings. Existing retrieval-augmented…

Vision-Language Models (VLMs) have recently shown promising advancements in sequential decision-making tasks through task-specific fine-tuning. However, common fine-tuning methods, such as Supervised Fine-Tuning (SFT) and Reinforcement…

The rapid advancement of large language models (LLMs) has enabled the development of multi-agent systems where multiple LLM-based agents collaborate on complex tasks. However, existing systems often rely on centralized coordination, leading…

With the rapid progress of large language models (LLMs), financial information retrieval has become a critical industrial application. Extracting task-relevant information from lengthy financial filings is essential for both operational and…

We introduce FinDebate, a multi-agent framework for financial analysis, integrating collaborative debate with domain-specific Retrieval-Augmented Generation (RAG). Five specialized agents, covering earnings, market, sentiment, valuation,…