A meta-benchmarking framework organizes 452 LLM benchmarks into 41 O*NET Generalized Work Activities and 38 BIAN domains, using discrimination-coverage-recency weights to scale K-factors in an Elo tournament for comparable financial-services scores.
FinBen: A holistic financial benchmark for large language models
9 Pith papers cite this work, alongside 21 external citations. Polarity classification is still indexing.
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LLMs are applied in a generative pipeline for extracting, normalizing, and interpreting eligibility criteria from securities prospectuses, achieving up to 91% precision in document-level decisions with a conservative bias.
CLExEval introduces a human-annotated evaluation framework on 40 rare cases that identifies verbosity bias, hidden knowledge paradox, and 68.6% reasoning-to-output mismatch in LLMs while showing LLM-as-a-Judge overestimates reliability.
FINESSE-Bench is a new hierarchical benchmark suite combining certification-style exams, trading tasks, and a Russian olympiad set to evaluate LLMs on financial competencies at multiple difficulty levels.
SysTradeBench evaluates 17 LLMs on 12 trading strategies, finding over 91.7% code validity but rapid convergence in iterative fixes and a continued need for human oversight on critical strategies.
Reported alpha from end-to-end LLM trading agents does not constitute deployment evidence until it passes structural tests for temporal integrity, frictions, robustness, calibration, execution, and disaggregation.
An agentic RAG system with a finance-tuned retriever, Program-of-Thought code execution, and adaptive routing reports 5.6–9.3 point gains on FinQA, ConvFinQA, and TAT-QA while cutting API cost ~41%.
Reproducibility audit of 30 LLM trading papers shows execution assumptions under-reported relative to agent architectures, illustrated by a 10-equity example where frictions compress returns.
CausalGAN + SAC RL pipeline generates synthetic bond yield data; fine-tuned Qwen2.5-7B LLM produces trading signals, with reported MAE 0.103, 60% profit rate, and LLM score 3.37/5.
citing papers explorer
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Meta-Benchmarks for Financial-Services LLM Evaluation
A meta-benchmarking framework organizes 452 LLM benchmarks into 41 O*NET Generalized Work Activities and 38 BIAN domains, using discrimination-coverage-recency weights to scale K-factors in an Elo tournament for comparable financial-services scores.
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LLM-Based Examination of Eligibility Criteria from Securities Prospectuses at the German Central Bank
LLMs are applied in a generative pipeline for extracting, normalizing, and interpreting eligibility criteria from securities prospectuses, achieving up to 91% precision in document-level decisions with a conservative bias.
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CLExEval: A Human-in-the-Loop Framework for Qualitative Evaluation of LLM Clinical Reasoning
CLExEval introduces a human-annotated evaluation framework on 40 rare cases that identifies verbosity bias, hidden knowledge paradox, and 68.6% reasoning-to-output mismatch in LLMs while showing LLM-as-a-Judge overestimates reliability.
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FINESSE-Bench: A Hierarchical Benchmark Suite for Financial Domain Knowledge and Technical Analysis in Large Language Models
FINESSE-Bench is a new hierarchical benchmark suite combining certification-style exams, trading tasks, and a Russian olympiad set to evaluate LLMs on financial competencies at multiple difficulty levels.
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SysTradeBench: An Iterative Build-Test-Patch Benchmark for Strategy-to-Code Trading Systems with Drift-Aware Diagnostics
SysTradeBench evaluates 17 LLMs on 12 trading strategies, finding over 91.7% code validity but rapid convergence in iterative fixes and a continued need for human oversight on critical strategies.
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The Alpha Illusion: Reported Alpha from LLM Trading Agents Should Not Be Treated as Deployment Evidence
Reported alpha from end-to-end LLM trading agents does not constitute deployment evidence until it passes structural tests for temporal integrity, frictions, robustness, calibration, execution, and disaggregation.
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Agentic Retrieval-Augmented Generation for Financial Document Question Answering
An agentic RAG system with a finance-tuned retriever, Program-of-Thought code execution, and adaptive routing reports 5.6–9.3 point gains on FinQA, ConvFinQA, and TAT-QA while cutting API cost ~41%.
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Beyond Agent Architecture: Execution Assumptions and Reproducibility in LLM-Based Trading Systems
Reproducibility audit of 30 LLM trading papers shows execution assumptions under-reported relative to agent architectures, illustrated by a 10-equity example where frictions compress returns.
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Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation
CausalGAN + SAC RL pipeline generates synthetic bond yield data; fine-tuned Qwen2.5-7B LLM produces trading signals, with reported MAE 0.103, 60% profit rate, and LLM score 3.37/5.