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q-fin.CP2026
When Does "Post-Call" Begin? An Availability Contract for Earnings-Call NLP Benchmarks
Xiaoyu Ma, Kelvin J. L. Koa, Yuncong Liu +1
Corporate financial disclosures often unfold over time, with announcements, prepared remarks, and discussion spanning multiple high-frequency return intervals. Financial NLP benchm…
q-fin.CP2026
FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Finance
Jiaze Sun, Kelvin J. L. Koa, Ruiyang Ni +3
Financial forecasting is difficult due to low signal-to-noise ratios, latent factors, heavy tails, regime shifts, and jumps. Real-world benchmarks offer limited failure attribution…