arXiv:2603.23268v1 Announce Type: cross Abstract: Mechanistic interpretability reveals that safety-critical behaviors (e.g., alignment, jailbreak, backdoor) in Large Language Models (LLMs) are grounded in specialized functional components. However, existing safety attribution methods struggle with generalization and reliability due to their reliance on heuristic, domain-specific metrics and search algorithms. To address this, we propose \ourmethod, a unified safety interpretability framework that identifies functionally complete safety circuits in LLMs via optimization. Unlike methods focusing on isolated heads or neurons, \ourmethod introduces differentiable binary masks to extract multi-granular circuits through gradient descent on safety datasets, while integrates Safety Circuit Tuning to utilize these sparse circuits for efficient safety fine-tuning. We validate \ourmethod in two key scenarios in LLM safety: \textbf{(1) backdoor attacks}, identifying a backdoor circuit with 0.42\% sparsity, whose ablation eradicates the Attack Success Rate (ASR) from 100\% $\to$ 0.4\% while retaining over 99\% general utility; \textbf{(2) safety alignment}, localizing an alignment circuit with 3.03\% heads and 0.79\% neurons, whose removal spikes ASR from 0.8\% $\to$ 96.9\%, whereas excluding this circuit during helpfulness fine-tuning maintains 96.5\% safety retention.

arXiv:2602.14233v1 Announce Type: cross Abstract: Large Language Models (LLMs) are increasingly integrated into financial workflows, but evaluation practice has not kept up. Finance-specific biases can inflate performance, contaminate backtests, and make reported results useless for any deployment claim. We identify five recurring biases in financial LLM applications. They include look-ahead bias, survivorship bias, narrative bias, objective bias, and cost bias. These biases break financial tasks in distinct ways and they often compound to create an illusion of validity. We reviewed 164 papers from 2023 to 2025 and found that no single bias is discussed in more than 28 percent of studies. This position paper argues that bias in financial LLM systems requires explicit attention and that structural validity should be enforced before any result is used to support a deployment claim. We propose a Structural Validity Framework and an evaluation checklist with minimal requirements for bias diagnosis and future system design. The material is available at https://github.com/Eleanorkong/Awesome-Financial-LLM-Bias-Mitigation.