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From the 1 of 7 linked papers with an AI index.

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7 papers

cs.CL2026

CalibratedRubric: Task-Adaptive Rubric Banks for Open-Ended LLM Evaluation

Mengting Chen, Yanshu Sun, Wanting Liang +5

Reliable evaluation of open-ended LLM outputs requires fine-grained rubrics, yet expert curation is costly and difficult to scale. Existing automated pipelines rely on strict judge…

cs.LG2026

GAUGE: Grading Agent-Built Financial Models Without a Golden Answer

Jiacheng Lu, Sinuo Wang, Wentao Zhao +12

Financial models combine public disclosures with analyst assumptions to produce forecasts and valuations. While some components can be checked mechanically, forecasts, discount rat…

cs.CL2026

FinResearchBench II: A Deep Research Benchmark with Consensus-Derived Gold Rubrics for Distinguishing Financial Report Quality

Beidi Luan, Rui Sun, Sinuo Wang +5

The paper introduces a scalable pipeline that automatically creates and evaluates rubrics for assessing the quality of long-form financial reports generated by deep research agents…

q-fin.TR2026

ContestTrade: A Multi-Agent Trading System Based on Internal Contest Mechanism

Rui Sun, Li Zhao, Zuoyou Jiang +5

In financial trading, large language model (LLM)-based agents demonstrate significant potential, but their decisions can be sensitive to noisy and non-stationary market information…

cs.AI2026

From Knowing to Doing: A Memory-Controlled Benchmark for LLM Trading Agents on Stock Markets

Taojie Zhu, Wentao Zhao, Rui Sun +7

Evaluating whether large language model (LLM) agents can profit in capital markets is increasingly framed as end-to-end trading: place an agent in a historical market, let it trade…

q-fin.TR2025

Alpha-R1: Alpha Screening with LLM Reasoning via Reinforcement Learning

Zuoyou Jiang, Li Zhao, Rui Sun +6

Signal decay and regime shifts pose recurring challenges for data-driven investment strategies in non-stationary markets. Conventional time-series and machine learning approaches,…