Point-in-Time Financial RAG with Frozen LLMs and Market-Feedback Adaptive Retrieval
Zijie Zhao; Roy E. Welsch · 2026 · arXiv
WASTE classifies this as Negative / Null Result Report · AI classification, approximate
The study found no significant effect — useful as a negative control or null benchmark for your own design.
Abstract (excerpt)
Financial retrieval-augmented generation (RAG) systems typically rank evidence by textual relevance, but in financial markets evidence utility 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 financial news and SEC filing passages, appends a pre-decision market-context card, and predicts multi-horizon residual-return signals. Our method keeps the LLM frozen and adapts retrieval through an external Bayesian source memory updated from matured re
Excerpt shown for reference under fair use — read the full paper at the publisher.
About to run something similar?
Run an AI Precheck on your own design to catch failure modes like this one before you spend the time. Your first desk check is free.
Related failures
Leakage and the reproducibility crisis in machine-learning-based science
Negative / Null Result ReportDefining and detecting quantum speedup
Negative / Null Result ReportService robots in hotels: understanding the service quality perceptions of human-robot interaction
Negative / Null Result ReportBoosting methods for multi-class imbalanced data classification: an experimental review
Negative / Null Result ReportFINANCIAL DEVELOPMENT AND ECONOMIC GROWTH: A META‐ANALYSIS
Negative / Null Result ReportThe impact of site-specific digital histology signatures on deep learning model accuracy and bias
WASTE indexes this work — it does not host or republish it. Failure-type classification is automated and approximate.
Metadata source: arXiv