3 papers
cs.AI2026
FinRank: An Evidence-Grounded Benchmark for Financial Question Answering and Retrieval over SEC Filings
Sasan Mansouri, Daniel Saad, Mark Wahrenburg +2
Financial question answering is typically evaluated by answer correctness, yet in SEC filings a plausible and even numerically correct answer can be grounded in the wrong evidence.…
cs.IR2026
Bypassing Document Ingestion: An MCP Approach to Financial Q&A
Sasan Mansouri, Edoardo Pilla, Mark Wahrenburg +1
Answering financial questions is often treated as an information retrieval problem. In practice, however, much of the relevant information is already available in curated vendor sy…
q-fin.RM2018
A factor-model approach for correlation scenarios and correlation stress-testing
Natalie Packham, Fabian Woebbeking
In 2012, JPMorgan accumulated a USD~6.2 billion loss on a credit derivatives portfolio, the so-called `London Whale', partly as a consequence of de-correlations of non-perfectly co…