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9 papers in the last four weeks, level with the four weeks before. 0.1% of all new papers.

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Point-in-Time Financial RAG with Frozen LLMs and Market-Feedback Adaptive Retrieval
May 29, 2026Zijie Zhao, Roy E. WelschRetrieval-Augmented Generation Quantitative Finance
Massachusetts Institute of Technology · Cambridge, MA, USA
BlueFin: Benchmarking LLM Agents on Financial Spreadsheets
May 29, 2026Srivatsa Kundurthy, Clara Na, Colton Moraine +6LLM Agent Evaluation AI Agent Benchmarks
1Longitude Labs Inc. · 2Cornell University · 3Carnegie Mellon University
FinVerBench: Benchmark Validity and Calibration in Large Language Model Financial Statement Verification
May 28, 2026Silu PandaLLM Evaluation Language Model Calibration
K-FinHallu: A Hallucination Detection Benchmark for Multi-Turn RAG in Korean Finance
May 28, 2026Eunbyeol Cho, Yunseung Lee, Mirae Kim +3Retrieval-Augmented Generation Hallucination in Language Models
KAIST AI · Financial Tech Lab, KakaoBank Corp.
FinGuard: Detecting Financial Regulatory Non-Compliance in LLM Interactions
May 28, 2026Huaixia Dou, Jie Zhu, Minghao Wu +5Language Model Safety Evaluation LLM Guardrails
Qwen DianJin Team, Alibaba Cloud Computing · Tongyi Lab, Alibaba Group · School of Computer Science and Technology, Soochow University
Paper Agents, Paper Gains: An Empirical Analysis of DeFi Investment Agents
May 27, 2026Jay Yu, Amy Zhao, Danning SuiFinancial Services AI Agent Evaluation
Pantera Capital · Stanford University · IC3 +1
IPO-Mine: A Toolkit and Dataset for Section-Structured Analysis of Long, Multimodal IPO Documents
May 27, 2026Michael Galarnyk, Siddharth Lohani, Vidhyakshaya Kannan +8Document Information Extraction Multimodal Model Evaluation
Georgia Institute of Technology Atlanta, GA, USA · Sai University Chennai, Tamil Nadu, India · Duke University Durham, NC, USA
From Knowing to Doing: A Memory-Controlled Benchmark for LLM Trading Agents on Stock Markets
May 27, 2026Taojie Zhu, Wentao Zhao, Rui Sun +7Benchmark Contamination LLM Agent Evaluation
1Tsinghua University, 2Stepfun · 2Stepfun · 4Shanghai Jiao Tong University +3
FinBoardBench: Benchmarking Dynamic Wealth Management and Strategic Financial Reasoning of LLMs via Board Game Simulations
May 27, 2026Xuesi Hu, Peng Wang, Jinpeng Miao +7LLM Evaluation Finance
School of Computer Science and Engineering, Macau University of Science and Technology, Macau, China · School of Economics, Anhui University, Anhui, China · SKLPlanets, Macau University of Science and Technology, Macau, China +2
PortBench: A Correlation-Aware, Full-Pipeline Benchmark for LLM-Driven Portfolio Management
May 27, 2026Yuxuan Zhao, Sijia Chen, Ningxin SuLLM Evaluation Quantitative Finance
1Yantai Research Institute of Harbin Engineering University · 2The Hong Kong University of Science and Technology (Guangzhou)
FinHarness: An Inline Lifecycle Safety Harness for Finance LLM Agents
May 26, 2026Haoxuan Jia, Yang Liu, Bin Chong +10AI Agent Reliability LLM Guardrails
Nanyang Technological University · Tsinghua University · Peking University +8
AlphaMemo: Structured Search-Process Memory for Self-Evolving Alpha Mining Agents
May 26, 2026Hang Yu, Zifan Zheng, Jeff Z. Pan +3LLM Agent Memory Finance
University of Sydney · University of Edinburgh
StakeBench: Evaluating Language Understanding Grounded in Market Commitment
May 25, 2026Yunhua Pei, Jingyu Hu, Yiwei Shi +3LLM Evaluation Forecasting Benchmarks
University of Bristol, Bristol, UK
DeepSeekMath Meets Order Book: Group-Aware Policy Optimization for High-Frequency Directional Trading
May 25, 2026Sayak Charabarty, Souradip PalGroup Relative Policy Optimization Proximal Policy Optimization
Department of Computer Science Northwestern University Evanston, IL 60208, USA · School of Electrical and Computer Engineering Purdue University West Lafayette, IN 47906, USA
MimirRAG: A Multi-Agent RAG Framework for Financial Data Retrieval with Metadata Integration
May 24, 2026Magnus Samuelsen, Wilmer Nyström, Somnath Mazumdar +2Financial Services Multi-Agent LLM Systems
Copenhagen Business School, Solbjerg Plads 3, Frederiksberg, 2000, Denmark · Jyske Bank, Copenhagen, Denmark
Noise-Robust Financial Numerical Entity Attribute Tagging
May 24, 2026Hsin-Min Lu, Chen-Yang Lai, Yi-Jhen Li +1Document Information Extraction Noisy-Label Learning
National Taiwan University · National Central University
Summoning the Oracle to Slay It: Mitigating Look-Ahead Bias in Financial Backtesting with Large Language Models
May 23, 2026Weixian Waylon Li, Mengyu Wang, Tiejun MaLanguage Model Decoding Quantitative Finance
University of Edinburgh
MadEvolve: Evolutionary Optimization of Trading Systems with Large Language Models
May 21, 2026Yurii Kvasiuk, Tianyi Li, Owen Colegrove +1Quantitative Finance Evolutionary Optimization
Department of Physics, University of Wisconsin–Madison · Event Horizon Labs
MBABench: Evaluating LLM Agents on End-to-End Spreadsheet Tasks in Finance
May 21, 2026Thomson Yen, Julian Poeltl, Harshith Srinivas Gear +9LLM Agent Evaluation AI Agent Benchmarks
Decision, Risk, and Operations Division, Columbia Business School · ESB Business School, Reutlingen University · Decision, Risk,and Operations Division, Columbia Business School
Zero-shot adaptation to order book dynamics
May 20, 2026Arip AsadulaevSequential Decision Making Stochastic Optimal Control
Graph-Augmented Retrieval for Cross-Entity Financial Sentiment Analysis: A Comparative Study
May 19, 2026Rajan Bastakoti, Sagar Bhetwal, Nirajan Acharya +1Graph Retrieval-Augmented Generation Financial Sentiment Analysis
DePaul University · Chicago, IL, USA · Youngstwon State University +2
Agentic Trading: When LLM Agents Meet Financial Markets
May 19, 2026Yihan Xia, Panpan You, Taotao Wang +4LLM Agent Evaluation Finance
College of Electronic and Information Engineering, Shenzhen University, Shenzhen, China
Representation Signatures and Risk-Feedback Alignment in LLM Trading Agents
May 16, 2026Weicheng XueLLM Alignment LLM Auditing
Virginia Tech
The Alpha Illusion: Reported Alpha from LLM Trading Agents Should Not Be Treated as Deployment Evidence
May 16, 2026Yuxuan Ye, Jun Han, Ao Hu +7LLM Agent Evaluation AI Agent Benchmarks
Fudan University · Shanghai University of Finance and Economics · Southwest University of Finance and Economics +3
FINESSE-Bench: A Hierarchical Benchmark Suite for Financial Domain Knowledge and Technical Analysis in Large Language Models
May 14, 2026Dmitry Stanishevskii, Nini Kamkia, Alexey Khoroshilov +4LLM Evaluation Quantitative Finance
Lime FinTech
Herculean: An Agentic Benchmark for Financial Intelligence
May 14, 2026Xueqing Peng, Zhuohan Xie, Yupeng Cao +60Financial Services LLM Agent Evaluation
FIND: Toward Multimodal Financial Reasoning and Question Answering for Indic Languages
May 13, 2026Sarmistha Das, Vaibhav Vishal, Syed Ibrahim Ahmad +2Financial Services Financial QA
Indian Institute of Technology Patna, India · Microsoft, India
A Multi-Agent Orchestration Framework for Venture Capital Due Diligence
May 13, 2026Grigorios Alexandrou, Katerina PramatariMulti-Agent LLM Systems LLM Agent Orchestration
Department of Management Science and Technology, Athens University ofMay Economics and Business (AUEB), Athens, Greece
Plan Before You Trade: Inference-Time Optimization for RL Trading Agents
May 12, 2026Eun Go, Rohan Deb, Arindam BanerjeeReinforcement Learning Inference-Time Optimization
Siebel School of Computing and Data Science University of Illinois Urbana-Champaign
Persistent and Conversational Multi-Method Explainability for Trustworthy Financial AI
May 12, 2026Georgios Makridis, Georgios Fatouros, John Soldatos +2Explainable Artificial Intelligence Explainability Evaluation
University of Piraeus, Greece · ExpertAI-Lux S.à r.l · Department of Digital Systems

May 29, 2026, cs.CLJ/K move · Enter open · S save

Point-in-Time Financial RAG with Frozen LLMs and Market-Feedback Adaptive Retrieval

Zijie Zhao, Roy E. Welsch

Massachusetts Institute of Technology · Cambridge, MA, USA

Retrieval-Augmented Generation Quantitative Finance Financial Forecasting Temporal IR Adaptive Retrieval Finance+1

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Financial retrieval-augmented generation (RAG) systems typically rank evidence by textual relevance, but in financial markets evidence utility depends on event type, forecast horizon, and market context. We study news-triggered event-impact prediction as a point-in-time financial RAG problem. For each company-news anchor, the system retrieves financial news and SEC filing passages, appends a pre-decision market-context card, and predicts multi-horizon residual-return signals. Our method keeps the LLM frozen and adapts retrieval through an external Bayesian source memory updated from matured residual-return feedback. On a fixed 89-stock Nasdaq-oriented universe derived from the FinRL-DeepSeek/FNSPID task, using original FNSPID news and point-in-time EDGAR filing passages, Frozen Reader with Source Memory improves held-out macro-F1 from 0.438 to 0.471 and downstream portfolio Sharpe from 0.52 to 0.84 relative to Frozen Reader with No Memory. Supervised LoRA gives modest gains under static retrieval, but after source-memory adaptation, the LoRA reader does not improve over the frozen reader. These results suggest that, for financial RAG systems, learning where to retrieve can be as important as learning how to read, offering a modular route to market-feedback adaptation.

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