Evaluating LLMs in Finance Requires Explicit Bias Consideration

By Yaxuan Kong, Hoyoung Lee, Yoontae Hwang, Alejandro Lopez-Lira, Bradford Levy, Dhagash Mehta, Qingsong Wen, Chanyeol Choi, Yongjae Lee, Stefan Zohren

Published 2026-02-15

Everscope rating

1301.2

Relevance to quantitative trading

9 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Structural Validity Framework. Problem types: Risk Management, Portfolio Optimization, Natural Language Processing, Time Series Forecasting, Algorithmic Execution, Market Making.

arXiv:2602.14233 · Code · Paper rankings

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