Cover Image

All That Glisters Is Not Gold: A Benchmark for Reference-Free Counterfactual Financial Misinformation Detection

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Jiang, Yuechen, Liu, Zhiwei, Cao, Yupeng, He, Yueru, Xu, Ziyang, Xu, Chen, Deng, Zhiyang, Tiwari, Prayag, Chen, Xi, Lopez-Lira, Alejandro, Huang, Jimin, Tsujii, Junichi, Ananiadou, Sophia
Format:	Preprint
Published:	2026
Subjects:	Computation and Language Computational Engineering, Finance, and Science Computational Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

MFMDQwen: Multilingual Financial Misinformation Detection Based on Large Language Model
by: Liu, Zhiwei, et al.
Published: (2026)

INVESTORBENCH: A Benchmark for Financial Decision-Making Tasks with LLM-based Agent
by: Li, Haohang, et al.
Published: (2024)

AutoRedTrader: Autonomous Red Teaming of Trading Agents through Synthetic Misinformation Injection
by: Liu, Zhiwei, et al.
Published: (2026)

Open-FinLLMs: Open Multimodal Large Language Models for Financial Applications
by: Huang, Jimin, et al.
Published: (2024)

CatMemo at the FinLLM Challenge Task: Fine-Tuning Large Language Models using Data Fusion in Financial Applications
by: Cao, Yupeng, et al.
Published: (2024)

No Language is an Island: Unifying Chinese and English in Financial Large Language Models, Instruction Data, and Benchmarks
by: Hu, Gang, et al.
Published: (2024)

UCFE: A User-Centric Financial Expertise Benchmark for Large Language Models
by: Yang, Yuzhe, et al.
Published: (2024)

FinAudio: A Benchmark for Audio Large Language Models in Financial Applications
by: Cao, Yupeng, et al.
Published: (2025)

FinBen: A Holistic Financial Benchmark for Large Language Models
by: Xie, Qianqian, et al.
Published: (2024)

SeQwen at the Financial Misinformation Detection Challenge Task: Sequential Learning for Claim Verification and Explanation Generation in Financial Domains
by: Purbey, Jebish, et al.
Published: (2024)

AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets
by: Fan, Tianyu, et al.
Published: (2025)

Modeling of Measurement Error in Financial Returns Data
by: Jasra, Ajay, et al.
Published: (2024)

FLAG-Trader: Fusion LLM-Agent with Gradient-based Reinforcement Learning for Financial Trading
by: Xiong, Guojun, et al.
Published: (2025)

Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model
by: Cao, Zheng, et al.
Published: (2025)

Machine Learning Methods for Pricing Financial Derivatives
by: Fan, Lei, et al.
Published: (2024)

Financial Wind Tunnel: A Retrieval-Augmented Market Simulator
by: Cao, Bokai, et al.
Published: (2025)

From Scores to Skills: A Cognitive Diagnosis Framework for Evaluating Financial Large Language Models
by: Kuang, Ziyan, et al.
Published: (2025)

Identifying Evidence Subgraphs for Financial Risk Detection via Graph Counterfactual and Factual Reasoning
by: Du, Huaming, et al.
Published: (2025)

The Statistical Significance of the Inclusion of Graph Neural Networks in the Financial Time Series Forecasting Problem
by: Gregnanin, Marco, et al.
Published: (2026)

Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations
by: Lopez-Lira, Alejandro
Published: (2025)

Beyond the Numbers: Causal Effects of Financial Report Sentiment on Bank Profitability
by: Neupane, Krishna, et al.
Published: (2026)

Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
by: He, Yifan, et al.
Published: (2025)

Multimodal Financial Foundation Models (MFFMs): Progress, Prospects, and Challenges
by: Yanglet, Xiao-Yang Liu, et al.
Published: (2025)

Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
by: Grab, Colin D.
Published: (2024)

From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market
by: Zhang, Wenxuan, et al.
Published: (2026)

Neural Term Structure of Additive Process for Option Pricing
by: Lin, Jimin, et al.
Published: (2024)

Tokenizing Stock Prices for Enhanced Multi-Step Forecast and Prediction
by: Zhu, Zhuohang, et al.
Published: (2025)

Conv-FinRe: A Conversational and Longitudinal Benchmark for Utility-Grounded Financial Recommendation
by: Wang, Yan, et al.
Published: (2026)

Shallow Representation of Option Implied Information
by: Lin, Jimin
Published: (2026)

Artificial Intelligence and Systemic Risk: A Unified Model of Performative Prediction, Algorithmic Herding, and Cognitive Dependency in Financial Markets
by: Meng, Shuchen, et al.
Published: (2026)

FinTagging: Benchmarking LLMs for Extracting and Structuring Financial Information
by: Wang, Yan, et al.
Published: (2025)

Modeling News Interactions and Influence for Financial Market Prediction
by: Wang, Mengyu, et al.
Published: (2024)

Personalized Chain-of-Thought Summarization of Financial News for Investor Decision Support
by: Zhang, Tianyi, et al.
Published: (2025)

Forecasting implied volatility surface with generative diffusion models
by: Jin, Chen, et al.
Published: (2025)

FinArena: A Human-Agent Collaboration Framework for Financial Market Analysis and Forecasting
by: Xu, Congluo, et al.
Published: (2025)

MoA is All You Need: Building LLM Research Team using Mixture of Agents
by: Chen, Sandy, et al.
Published: (2024)

Effect of Leaders Voice on Financial Market: An Empirical Deep Learning Expedition on NASDAQ, NSE, and Beyond
by: Das, Arijit, et al.
Published: (2024)

Leveraging Generative Adversarial Networks for Addressing Data Imbalance in Financial Market Supervision
by: Jiang, Mohan, et al.
Published: (2024)

EDINET-Bench: Evaluating LLMs on Complex Financial Tasks using Japanese Financial Statements
by: Sugiura, Issa, et al.
Published: (2025)

CIDER: Counterfactual-Invariant Diffusion-based GNN Explainer for Causal Subgraph Inference
by: Zhang, Qibin, et al.
Published: (2024)