CrossAlpha is a new open benchmark covering 3600 firms across US, Japan, Taiwan, South Korea and Hong Kong that distills reports into 10-category descriptions, constructs residual cross-market similarity graphs, and tests them on 11 years of aligned return data.
Financial statement analysis with large language models
8 Pith papers cite this work. Polarity classification is still indexing.
8
Pith papers citing it
representative citing papers
CSTrader is a multi-agent LLM trading system for CS2 skins that outperforms a -15.62% market index and single-prompt baselines with up to 7.58% returns by using specialized agents for liquidity, sentiment reversal, and risk control.
Frozen LLM checkpoints serve as time capsules of public text and generate outlook scores that forecast equity returns and analyst actions beyond contemporaneous valuations.
QRAFTI is a multi-agent framework using tool-calling and reflection-based planning to emulate quant research tasks like factor replication and signal testing on financial data.
YouZhi-LLM applies a layer-adaptive GQA-to-MLA transition plus Ascend-specific distillation and fine-tuning to reduce KV-cache size, yielding up to 2.69× higher concurrency and modest gains on financial benchmarks versus base models.
LLM agents (hawkish, dovish, debate) outperform a deterministic z-score rule agent in Sharpe ratio for commodity ETF portfolios by 0.04-0.044, with advantage concentrated in the soft-landing sub-period and preserved up to 30bp trading costs.
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.
A survey synthesizing recent LLM research and assessing its applicability to financial data analysis.
citing papers explorer
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CSTrader: A Testbed for Language-Grounded Trading in a Community-Driven Virtual Asset Market
CSTrader is a multi-agent LLM trading system for CS2 skins that outperforms a -15.62% market index and single-prompt baselines with up to 7.58% returns by using specialized agents for liquidity, sentiment reversal, and risk control.