FinAudio: A Benchmark for Audio Large Language Models in Financial Applications

Audio Large Language Models (AudioLLMs) have received widespread attention and have significantly improved performance on audio tasks such as conversation, audio understanding, and automatic speech recognition (ASR). Despite these advancements, there is an absence of a benchmark for assessing AudioLLMs in financial scenarios, where audio data, such as earnings conference calls and CEO speeches, are crucial resources for financial analysis and investment decisions. In this paper, we introduce \textsc{FinAudio}, the first benchmark designed to evaluate the capacity of AudioLLMs in the financial domain. We first define three tasks based on the unique characteristics of the financial domain: 1) ASR for short financial audio, 2) ASR for long financial audio, and 3) summarization of long financial audio. Then, we curate two short and two long audio datasets, respectively, and develop a novel dataset for financial audio summarization, comprising the \textsc{FinAudio} benchmark. Then, we evaluate seven prevalent AudioLLMs on \textsc{FinAudio}. Our evaluation reveals the limitations of existing AudioLLMs in the financial domain and offers insights for improving AudioLLMs. All datasets and codes will be released.

SynGraph: A Dynamic Graph-LLM Synthesis Framework for Sparse Streaming User Sentiment Modeling

User reviews on e-commerce platforms exhibit dynamic sentiment patterns driven by temporal and contextual factors. Traditional sentiment analysis methods focus on static reviews, failing to capture the evolving temporal relationship between user sentiment rating and textual content. Sentiment analysis on streaming reviews addresses this limitation by modeling and predicting the temporal evolution of user sentiments. However, it suffers from data sparsity, manifesting in temporal, spatial, and combined forms. In this paper, we introduce SynGraph, a novel framework designed to address data sparsity in sentiment analysis on streaming reviews. SynGraph alleviates data sparsity by categorizing users into mid-tail, long-tail, and extreme scenarios and incorporating LLM-augmented enhancements within a dynamic graph-based structure. Experiments on real-world datasets demonstrate its effectiveness in addressing sparsity and improving sentiment modeling in streaming reviews.

Plutus: Benchmarking Large Language Models in Low-Resource Greek Finance

Despite Greece's pivotal role in the global economy, large language models (LLMs) remain underexplored for Greek financial context due to the linguistic complexity of Greek and the scarcity of domain-specific datasets. Previous efforts in multilingual financial natural language processing (NLP) have exposed considerable performance disparities, yet no dedicated Greek financial benchmarks or Greek-specific financial LLMs have been developed until now. To bridge this gap, we introduce Plutus-ben, the first Greek Financial Evaluation Benchmark, and Plutus-8B, the pioneering Greek Financial LLM, fine-tuned with Greek domain-specific data. Plutus-ben addresses five core financial NLP tasks in Greek: numeric and textual named entity recognition, question answering, abstractive summarization, and topic classification, thereby facilitating systematic and reproducible LLM assessments. To underpin these tasks, we present three novel, high-quality Greek financial datasets, thoroughly annotated by expert native Greek speakers, augmented by two existing resources. Our comprehensive evaluation of 22 LLMs on Plutus-ben reveals that Greek financial NLP remains challenging due to linguistic complexity, domain-specific terminology, and financial reasoning gaps. These findings underscore the limitations of cross-lingual transfer, the necessity for financial expertise in Greek-trained models, and the challenges of adapting financial LLMs to Greek text. We release Plutus-ben, Plutus-8B, and all associated datasets publicly to promote reproducible research and advance Greek financial NLP, fostering broader multilingual inclusivity in finance.

Disentangled VAD Representations via a Variational Framework for Political Stance Detection

The stance detection task aims to categorise the stance regarding specified targets. Current methods face challenges in effectively integrating sentiment information for stance detection. Moreover, the role of highly granular sentiment labelling in stance detection has been largely overlooked. This study presents a novel stance detection framework utilizing a variational autoencoder (VAE) to disentangle latent emotional features-value, arousal, and dominance (VAD)-from political discourse on social media. This approach addresses limitations in current methods, particularly in in-target and cross-target stance detection scenarios. This research uses an advanced emotional annotation tool to annotate seven-class sentiment labels for P-STANCE. Evaluations on benchmark datasets, including P-STANCE and SemEval-2016, reveal that PoliStance-VAE achieves state-of-the-art performance, surpassing models like BERT, BERTweet, and GPT-4o. PoliStance-VAE offers a robust and interpretable solution for stance detection, demonstrating the effectiveness of integrating nuanced emotional representations. This framework paves the way for advancements in natural language processing tasks, particularly those requiring detailed emotional understanding.

Rumor Detection by Multi-task Suffix Learning based on Time-series Dual Sentiments

The widespread dissemination of rumors on social media has a significant impact on people's lives, potentially leading to public panic and fear. Rumors often evoke specific sentiments, resonating with readers and prompting sharing. To effectively detect and track rumors, it is essential to observe the fine-grained sentiments of both source and response message pairs as the rumor evolves over time. However, current rumor detection methods fail to account for this aspect. In this paper, we propose MSuf, the first multi-task suffix learning framework for rumor detection and tracking using time series dual (coupled) sentiments. MSuf includes three modules: (1) an LLM to extract sentiment intensity features and sort them chronologically; (2) a module that fuses the sorted sentiment features with their source text word embeddings to obtain an aligned embedding; (3) two hard prompts are combined with the aligned vector to perform rumor detection and sentiment analysis using one frozen LLM. MSuf effectively enhances the performance of LLMs for rumor detection with only minimal parameter fine-tuning. Evaluating MSuf on four rumor detection benchmarks, we find significant improvements compared to other emotion-based methods.

FLAG-Trader: Fusion LLM-Agent with Gradient-based Reinforcement Learning for Financial Trading

Large language models (LLMs) fine-tuned on multimodal financial data have demonstrated impressive reasoning capabilities in various financial tasks. However, they often struggle with multi-step, goal-oriented scenarios in interactive financial markets, such as trading, where complex agentic approaches are required to improve decision-making. To address this, we propose \textsc{FLAG-Trader}, a unified architecture integrating linguistic processing (via LLMs) with gradient-driven reinforcement learning (RL) policy optimization, in which a partially fine-tuned LLM acts as the policy network, leveraging pre-trained knowledge while adapting to the financial domain through parameter-efficient fine-tuning. Through policy gradient optimization driven by trading rewards, our framework not only enhances LLM performance in trading but also improves results on other financial-domain tasks. We present extensive empirical evidence to validate these enhancements.

Break the Checkbox: Challenging Closed-Style Evaluations of Cultural Alignment in LLMs

A large number of studies rely on closed-style multiple-choice surveys to evaluate cultural alignment in Large Language Models (LLMs). In this work, we challenge this constrained evaluation paradigm and explore more realistic, unconstrained approaches. Using the World Values Survey (WVS) and Hofstede Cultural Dimensions as case studies, we demonstrate that LLMs exhibit stronger cultural alignment in less constrained settings, where responses are not forced. Additionally, we show that even minor changes, such as reordering survey choices, lead to inconsistent outputs, exposing the limitations of closed-style evaluations. Our findings advocate for more robust and flexible evaluation frameworks that focus on specific cultural proxies, encouraging more nuanced and accurate assessments of cultural alignment in LLMs.

Enhancing Financial Time-Series Forecasting with Retrieval-Augmented Large Language Models

Stock movement prediction, a critical task in financial time-series forecasting, relies on identifying and retrieving key influencing factors from vast and complex datasets. However, traditional text-trained or numeric similarity-based retrieval methods often struggle to handle the intricacies of financial data. To address this, we propose the first retrieval-augmented generation (RAG) framework specifically designed for financial time-series forecasting. Our framework incorporates three key innovations: a fine-tuned 1B large language model (StockLLM) as its backbone, a novel candidate selection method enhanced by LLM feedback, and a training objective that maximizes the similarity between queries and historically significant sequences. These advancements enable our retriever, FinSeer, to uncover meaningful patterns while effectively minimizing noise in complex financial datasets. To support robust evaluation, we also construct new datasets that integrate financial indicators and historical stock prices. Experimental results demonstrate that our RAG framework outperforms both the baseline StockLLM and random retrieval methods, showcasing its effectiveness. FinSeer, as the retriever, achieves an 8% higher accuracy on the BIGDATA22 benchmark and retrieves more impactful sequences compared to existing retrieval methods. This work highlights the importance of tailored retrieval models in financial forecasting and provides a novel, scalable framework for future research in the field.

Retrieval-augmented Large Language Models for Financial Time Series Forecasting

Stock movement prediction, a fundamental task in financial time-series forecasting, requires identifying and retrieving critical influencing factors from vast amounts of time-series data. However, existing text-trained or numeric similarity-based retrieval methods fall short in handling complex financial analysis. To address this, we propose the first retrieval-augmented generation (RAG) framework for financial time-series forecasting, featuring three key innovations: a fine-tuned 1B parameter large language model (StockLLM) as the backbone, a novel candidate selection method leveraging LLM feedback, and a training objective that maximizes similarity between queries and historically significant sequences. This enables our retriever, FinSeer, to uncover meaningful patterns while minimizing noise in complex financial data. We also construct new datasets integrating financial indicators and historical stock prices to train FinSeer and ensure robust evaluation. Experimental results demonstrate that our RAG framework outperforms bare StockLLM and random retrieval, highlighting its effectiveness, while FinSeer surpasses existing retrieval methods, achieving an 8\% higher accuracy on BIGDATA22 and retrieving more impactful sequences. This work underscores the importance of tailored retrieval models in financial forecasting and provides a novel framework for future research.

Understanding and Mitigating Gender Bias in LLMs via Interpretable Neuron Editing

Large language models (LLMs) often exhibit gender bias, posing challenges for their safe deployment. Existing methods to mitigate bias lack a comprehensive understanding of its mechanisms or compromise the model's core capabilities. To address these issues, we propose the CommonWords dataset, to systematically evaluate gender bias in LLMs. Our analysis reveals pervasive bias across models and identifies specific neuron circuits, including gender neurons and general neurons, responsible for this behavior. Notably, editing even a small number of general neurons can disrupt the model's overall capabilities due to hierarchical neuron interactions. Based on these insights, we propose an interpretable neuron editing method that combines logit-based and causal-based strategies to selectively target biased neurons. Experiments on five LLMs demonstrate that our method effectively reduces gender bias while preserving the model's original capabilities, outperforming existing fine-tuning and editing approaches. Our findings contribute a novel dataset, a detailed analysis of bias mechanisms, and a practical solution for mitigating gender bias in LLMs.