Reliable Financial Named Entity Recognition under Domain Shift

Abstract:Financial AI systems often train information extractors on one textual register and deploy them across filings, news, and user-generated content, while standard F1 scores do not indicate which predictions remain safe to automate when the input distribution changes. We study confidence estimation and selective prediction for financial named entity recognition (NER) on a three-tier stress test spanning SEC filings, financial news, and general-topic social media as an extreme out-of-domain condition. We evaluate a BERT tagger and LoRA-tuned Qwen2.5-0.5B/1.5B models using five inference-time confidence signals, three training seeds, and bootstrap intervals. Confidence rankings themselves change under distribution shift: whole-output probability is the strongest in-domain error detector but deteriorates out of domain, whereas entity-span probability and self-consistency are more robust; self-consistency is also better calibrated without post-hoc fitting. Abstention reduces sentence error from 34.3% to below 2% on the highest-confidence 40% of in-domain inputs and remains useful on financial news, but recovers no usefully large clean subset under the extreme social-media shift. These results motivate a staged deployment strategy that detects severe distribution shift upstream before applying prediction-level confidence gating.

Computation and Language (cs.CL)

arXiv:2608.19558 [cs.CL]

(or arXiv:2608.19558v1 [cs.CL] for this version)

https://doi.org/10.48550/arXiv.2608.19558 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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