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

arXiv:2605.31201v1 Announce Type: new Abstract: Financial retrieval-augmented generation (RAG) systems typically rank evidence by textual relevance, but in financial markets the useful evidence source depends on event type, forecast horizon, and market context. We study news-triggered event-impact prediction as a point-in-time financial RAG problem. For each company-news anchor, the system retrieves related financial news and SEC filing passages, appends a pre-decision market-context card, and predicts multi-horizon residual-return signals. Our method keeps the large language model (LLM) reade

Source: arXiv cs.CL — read the full report at the original publisher.

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