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Large Language Models (LLMs) are increasingly employed in real-world applications, driving the need to evaluate the trustworthiness of their generated text. To this end, reliable uncertainty estimation is essential. Leading uncertainty…

Machine Learning · Computer Science 2026-04-21 Lukas Aichberger , Kajetan Schweighofer , Sepp Hochreiter

Norms of Persistent Homology introduced in topological data analysis are seen as indicators of system instability, analogous to the changing predictability that is captured in financial market uncertainty indexes. This paper demonstrates…

General Finance · Quantitative Finance 2021-10-04 Simon Rudkin , Wanling Qiu , Pawel Dlotko

Forecasting central bank policy decisions remains a persistent challenge for investors, financial institutions, and policymakers due to the wide-reaching impact of monetary actions. In particular, anticipating shifts in the U.S. federal…

Portfolio Management · Quantitative Finance 2025-07-01 Fiona Xiao Jingyi , Lili Liu

Modern recommender systems may output considerably different recommendations due to small perturbations in the training data. Changes in the data from a single user will alter the recommendations as well as the recommendations of other…

Information Retrieval · Computer Science 2024-02-07 Sejoon Oh , Berk Ustun , Julian McAuley , Srijan Kumar

ChatGPT has gained a huge popularity since its introduction. Its positive aspects have been reported through many media platforms, and some analyses even showed that ChatGPT achieved a decent grade in professional exams, adding extra…

Computation and Language · Computer Science 2023-11-15 Myeongjun Erik Jang , Thomas Lukasiewicz

Financial metrics like the Sharpe ratio are pivotal in evaluating investment performance by balancing risk and return. However, traditional metrics often struggle with robustness and generalization, particularly in dynamic and volatile…

Portfolio Management · Quantitative Finance 2025-02-05 Kamer Ali Yuksel , Hassan Sawaf

As increasingly sophisticated language models emerge, their trustworthiness becomes a pivotal issue, especially in tasks such as summarization and question-answering. Ensuring their responses are contextually grounded and faithful is…

Computation and Language · Computer Science 2023-08-24 Anirudh Mittal , Timo Schick , Mikel Artetxe , Jane Dwivedi-Yu

Text-to-SQL, which provides zero-code interface for operating relational databases, has gained much attention in financial analysis; because, financial professionals may not well-skilled in SQL programming. However, until now, there is no…

Computation and Language · Computer Science 2024-01-22 Chao Zhang , Yuren Mao , Yijiang Fan , Yu Mi , Yunjun Gao , Lu Chen , Dongfang Lou , Jinshu Lin

Evaluating consistency in large language models (LLMs) is crucial for ensuring reliability, particularly in complex, multi-step interactions between humans and LLMs. Traditional self-consistency methods often miss subtle semantic changes in…

Artificial Intelligence · Computer Science 2025-06-18 Zhaochen Hong , Haofei Yu , Jiaxuan You

Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…

Statistical Finance · Quantitative Finance 2022-01-31 Jia Wang , Tong Sun , Benyuan Liu , Yu Cao , Degang Wang

Recently, Large Language Models (LLMs) make remarkable evolutions in language understanding and generation. Following this, various benchmarks for measuring all kinds of capabilities of LLMs have sprung up. In this paper, we challenge the…

Computation and Language · Computer Science 2024-06-11 Yinghui Li , Qingyu Zhou , Yuanzhen Luo , Shirong Ma , Yangning Li , Hai-Tao Zheng , Xuming Hu , Philip S. Yu

Text data is inherently temporal. The meaning of words and phrases changes over time, and the context in which they are used is constantly evolving. This is not just true for social media data, where the language used is rapidly influenced…

Computation and Language · Computer Science 2025-03-05 Kai-Robin Lange , Niklas Benner , Lars Grönberg , Aymane Hachcham , Imene Kolli , Jonas Rieger , Carsten Jentsch

With the ever-increasing complexity of neural language models, practitioners have turned to methods for understanding the predictions of these models. One of the most well-adopted approaches for model interpretability is feature-based…

Computation and Language · Computer Science 2021-06-10 Muhammad Bilal Zafar , Michele Donini , Dylan Slack , Cédric Archambeau , Sanjiv Das , Krishnaram Kenthapadi

Text and time series data offer complementary views of financial markets: news articles provide narrative context about company events, while stock prices reflect how markets react to those events. However, despite their complementary…

Computational Engineering, Finance, and Science · Computer Science 2025-09-25 Ross Koval , Nicholas Andrews , Xifeng Yan

Large Language Models (LLMs) have stunningly advanced the field of machine translation, though their effectiveness within the financial domain remains largely underexplored. To probe this issue, we constructed a fine-grained Chinese-English…

Computation and Language · Computer Science 2024-06-28 Yuxin Fu , Shijing Si , Leyi Mai , Xi-ang Li

Investors make investment decisions depending on several factors such as fundamental analysis, technical analysis, and quantitative analysis. Another factor on which investors can make investment decisions is through sentiment analysis of…

Computation and Language · Computer Science 2021-09-22 Saurabh Kamal , Sahil Sharma

Financial sentiment analysis is crucial for understanding the influence of news on stock prices. Recently, large language models (LLMs) have been widely adopted for this purpose due to their advanced text analysis capabilities. However,…

Computation and Language · Computer Science 2025-06-24 Yixuan Liang , Yuncong Liu , Neng Wang , Hongyang Yang , Boyu Zhang , Christina Dan Wang

With the growing interest in large language models, the need for evaluating the quality of machine text compared to reference (typically human-generated) text has become focal attention. Most recent works focus either on task-specific…

Recent breakthroughs in large language models (LLMs) have led to the development of new benchmarks for evaluating their performance in the financial domain. However, current financial benchmarks often rely on news articles, earnings…

Computation and Language · Computer Science 2025-08-19 Jie Zhu , Junhui Li , Yalong Wen , Xiandong Li , Lifan Guo , Feng Chen

Predicting corporate earnings surprises is a profitable yet challenging task, as accurate forecasts can inform significant investment decisions. However, progress in this domain has been constrained by a reliance on expensive, proprietary,…

Multimedia · Computer Science 2025-10-07 Dong Shu , Yanguang Liu , Huopu Zhang , Mengnan Du