Reasoning through Verifiable Forecast Actions: Consistency-Grounded RL for Financial LLMs

ArXi:2605.21975v1 Announce Type: new Financial markets are characterized by extreme non-stationarity, low signal-to-noise ratios, and strong dependence on external information such as news, company fundamentals, and macroeconomic signals. Yet, existing approaches either abstract time-series into text or decouple forecasting from language-based reasoning, leading to a fundamental mismatch between qualitative reasoning and quantitative outcomes. To address this, we