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~ similar to 2605.00493v2· 20 results

cs.CEq-fin.CPRecentMay 28, 2026

Beyond TVL: An Explainable Risk Scoring Framework for Tokenized Real-World Assets

Rischan Mafrur, Khadijah

The paper introduces an explainable risk scoring framework that evaluates tokenized real-world assets (RWAs) based on liquidity, concentration, and market quality, demonstrating that total value locke…

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cs.AIq-fin.TRRecentMay 27, 2026

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

Taojie Zhu, Wentao Zhao, Rui Sun, Beidi Luan +6 more

The paper introduces KTD-Fin, a novel benchmark that evaluates LLM trading agents by masking historical market data and decomposing returns, finding that LLM agents' profits are largely due to passive…

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cs.CLRecentMay 29, 2026

Learning Whom to Trust: Market-Feedback Adaptive Retrieval for Frozen LLMs in Event-Driven Financial RAG

Zijie Zhao, Roy E. Welsch

The paper proposes a market-feedback adaptive retrieval system for frozen LLMs in financial RAG, significantly improving event-impact prediction by learning which evidence sources to prioritize.

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cs.CRRecentApr 17, 2026

Modeling Sparse and Bursty Vulnerability Sightings: Forecasting Under Data Constraints

Cedric Bonhomme, Alexandre Dulaunoy

The paper investigates forecasting sparse and bursty vulnerability sightings, concluding that traditional time-series models like SARIMAX are inadequate, and count-based methods like Poisson regressio…

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cs.DCcs.CRcs.CYRecentMay 6, 2026

Toward a Risk Assessment Framework for Institutional DeFi: A Nine-Dimension Approach

Eva Oberholzer, Valeriy Zamaraiev

The paper proposes a novel nine-dimension risk assessment framework for institutional DeFi adoption, significantly enhancing existing methodologies by incorporating novel dimensions like composability…

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cs.AIRecentMay 30, 2026

ForeSci: Evaluating LLM Agents for Forward-Looking AI Research Judgment

Qiuyu Tian, Zequn Liu, Yingce Xia, Haojie Yin +1 more

The paper introduces ForeSci, a novel benchmark that evaluates LLM agents' ability to make forward-looking research judgments using only historical evidence, finding that explicit evidence organizatio…

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cs.AIcs.CRRecentMay 27, 2026

Paper Agents, Paper Gains: An Empirical Analysis of DeFi Investment Agents

Jay Yu, Amy Zhao, Danning Sui

The paper analyzes the nascent DeFi investment agent market, finding that while token valuations are high, current deployments are heterogeneous, lack clear autonomous execution, and exhibit poor risk…

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cs.AIcs.CRRecentMay 27, 2026

Paper Agents, Paper Gains: An Empirical Analysis of DeFi Investment Agents

Jay Yu, Amy Zhao, Danning Sui

The paper empirically analyzes the nascent DeFi investment agent market, finding that while token valuations are high, current deployments lack robust autonomous execution and exhibit poor risk-adjust…

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cs.AIq-fin.PMRecentMay 27, 2026

PortBench: A Correlation-Aware, Full-Pipeline Benchmark for LLM-Driven Portfolio Management

Yuxuan Zhao, Sijia Chen, Ningxin Su

The paper introduces PortBench, a comprehensive benchmark that evaluates LLMs for portfolio management by assessing both correlation awareness and performance across a full, multi-stage decision pipel…

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cs.CERecentMay 29, 2026

When Certainty Is Not Worth It: Capital Lock-Up and Settlement Discounting in Prediction Markets

Jonas Gebele, Florian Matthes

This paper shows that the pricing of outcomes in prediction markets is significantly influenced by the financial friction of delayed settlement, quantifying this effect using an annualized settlement…

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cs.AIcs.CERecentJun 1, 2026

Absorbing Complexity: An Interaction-Native Knowledge Harness for Financial LLM Agents

Ailiya Borjigin, Igor Stadnyk, Ben Bilski, Maksym Chikita +3 more

The paper proposes the Interaction-Native Knowledge Harness (InKH), an architecture that absorbs complex context into financial LLM agents, significantly improving performance, reducing latency, and e…

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cs.CRRecentJun 2, 2026

Signals and Spoils: Speculative Oracle Extractable Value in the Era of Cross-Chain Interoperability

Hasret Ozan Sevim, Christof Ferreira Torres

The paper investigates speculative Oracle Extractable Value (OEV) on Layer-2 blockchains, demonstrating that predictable latency differences in cross-chain oracle updates allow for profitable cross-ch…

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cs.CRRecentMay 6, 2026

Order Flow Exclusivity and Value Extraction Mechanisms: An Analysis of Ethereum Builder Centralization

Ao Zhang, Yunwen Liu, Ren Zhang, Yingdi Shan +1 more

The paper analyzes Ethereum builder transactions to show that builder centralization is an emergent property of the Proposer-Builder Separation (PBS) architecture, driven by specific order flow and ME…

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cs.CRRecentApr 4, 2026

LiquiLM: Bridging the Semantic Gap in Liquidity Flaw Audit via DCN and LLMs

Zekai Liu, Xiaoqi Li, Wenkai Li, Zongwei Li

LiquiLM is a novel framework that combines Large Language Models (LLMs) with a Dynamic Co-Attention Network (DCN) to effectively bridge the semantic gap between complex smart contract code and high-le…

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q-fin.GNcs.CYcs.LGRecentJun 1, 2026

Auditing Asset-Specific Preferences in Financial Large Language Models: Evidence from Bitcoin Representations and Portfolio Allocation

Wenbin Wu

The paper demonstrates that large language models (LLMs) exhibit measurable, controllable biases toward specific assets like Bitcoin, identifying an internal feature that can causally shift portfolio…

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cs.CRcs.AIcs.LGRecentMay 17, 2026

SCAFDS: Edge-Feature Graph Attention for Interbank Fraud Detection with Attribution-Grounded SAR Generation

Mohammad Nasir Uddin

SCAFDS introduces a novel, seven-stage graph attention system that models fraud propagation using co-occurrence edge features and generates forensically traceable SAR narratives, significantly improvi…

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cs.CRcs.CYRecentMar 25, 2026

From Hype to Collapse: Investigating Rug Pull Scams on Solana

Jiaxin Chen, Ziwei Li, Zigui Jiang, Ruihong He +3 more

This paper analyzes the Solana Rug Pull ecosystem by creating a large-scale, manually verified dataset of fraudulent tokens, identifying three key behavioral patterns, and characterizing the resulting…

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cs.CLcs.CERecentMay 27, 2026

FinBoardBench: Benchmarking Dynamic Wealth Management and Strategic Financial Reasoning of LLMs via Board Game Simulations

Xuesi Hu, Peng Wang, Jinpeng Miao, Xilin Tao +6 more

The paper introduces FinBoardBench, a novel evaluation suite using financial board games to demonstrate that current LLMs, despite strong static reasoning, fail at complex, dynamic wealth management a…

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cs.CRRecentMay 21, 2026

PACT: Reducing Alert Fatigue in Low-Prevalence SOC Streams with Triggered Active Learning

Samuel Ndichu, Tao Ban, Seiichi Ozawa, Takeshi Takahashi +1 more

PACT is a Pareto-aware active learning controller that significantly reduces the false-positive investigation burden in low-prevalence security alert streams without sacrificing recall.

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q-fin.GNcs.CRRecentApr 30, 2026

The Satoshi Overhang: Why the Bear Case is Bounded

Karl T. Ulrich

The paper analyzes the potential market impact of a large, unknown Bitcoin holder (the Satoshi overhang) and concludes that the mechanical downside risk is bounded, suggesting the terminal states are…

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