Large language models (LLMs) are now widely used as judges, yet their decisions can change under presentation choices that should be irrelevant. We study one such source of instability: candidate-order sensitivity in listwise factuality evaluation, where several answers can look similarly polished while differing substantially in hallucination risk. We introduce PCFJudge, an inference-time method that reruns the same factuality-first listwise prompt over multiple orderings of the same candidate set and aggregates the resulting scores, ranks, and uncertainty signals into a single consensus decision. On RewardBench 2 Factuality, the final seven-permutation aggregate (K=7) improves top-1 selection accuracy from 86.00% to 91.33% with GPT-5.4 and from 86.33% to 89.67% with Claude Sonnet 4.6. These results suggest that candidate order can be a meaningful source of factuality-judging error and that marginalizing over this nuisance variation can improve the reliability of LLM evaluation.

In the financial domain, conducting entity-level sentiment analysis is crucial for accurately assessing the sentiment directed toward a specific financial entity. To our knowledge, no publicly available dataset currently exists for this purpose. In this work, we introduce an entity-level sentiment classification dataset, called FinEntity, that annotates financial entity spans and their sentiment (positive, neutral, and negative) in financial news. We document the dataset construction process in the paper. Additionally, we benchmark several pre-trained models (BERT, FinBERT, etc.) and ChatGPT on entity-level sentiment classification. In a case study, we demonstrate the practical utility of using FinEntity in monitoring cryptocurrency markets. The data and code of FinEntity is available at https://github.com/yixuantt/FinEntity.