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This research develops a sentiment-driven quantitative trading system that leverages a large language model, FinGPT, for sentiment analysis, and explores a novel method for signal integration using a reinforcement learning algorithm, Twin…

Computational Finance · Quantitative Finance 2025-10-14 Wo Long , Wenxin Zeng , Xiaoyu Zhang , Ziyao Zhou

Researchers and financial professionals require robust computerized tools that allow users to rapidly operationalize and assess the semantic textual content in financial news. However, existing methods commonly work at the document-level…

Information Retrieval · Computer Science 2019-01-03 Bernhard Lutz , Nicolas Pröllochs , Dirk Neumann

This paper explores the application of deep learning techniques, particularly focusing on BERT models, in sentiment analysis. It begins by introducing the fundamental concept of sentiment analysis and how deep learning methods are utilized…

Computation and Language · Computer Science 2024-03-14 Yichao Wu , Zhengyu Jin , Chenxi Shi , Penghao Liang , Tong Zhan

We develop an open-source tool (EmTract) that extracts emotions from social media text tailed for financial context. To do so, we annotate ten thousand short messages from a financial social media platform (StockTwits) and combine it with…

Pricing of Securities · Quantitative Finance 2023-06-23 Domonkos F. Vamossy , Rolf Skog

The emergence of Large Language Models (LLMs), such as ChatGPT, has revolutionized general natural language preprocessing (NLP) tasks. However, their expertise in the financial domain lacks a comprehensive evaluation. To assess the ability…

Computation and Language · Computer Science 2023-10-20 Yue Guo , Zian Xu , Yi Yang

We develop a chatbot using Deep Bidirectional Transformer models (BERT) to handle client questions in financial investment customer service. The bot can recognize 381 intents, and decides when to say "I don't know" and escalates…

Computation and Language · Computer Science 2020-03-12 Shi Yu , Yuxin Chen , Hussain Zaidi

The large language based-model chatbot ChatGPT gained a lot of popularity since its launch and has been used in a wide range of situations. This research centers around a particular situation, when the ChatGPT is used to produce news that…

Computation and Language · Computer Science 2023-10-26 Amanda Ferrari Iaquinta , Gustavo Voltani von Atzingen

Financial sentiment analysis plays a crucial role in uncovering latent patterns and detecting emerging trends, enabling individuals to make well-informed decisions that may yield substantial advantages within the constantly changing realm…

Machine Learning · Computer Science 2023-12-15 Sorouralsadat Fatemi , Yuheng Hu

Recent reasoning methods (e.g., chain-of-thought, entailment reasoning) help users understand how language models (LMs) answer a single question, but they do little to reveal the LM's overall understanding, or "theory," about the question's…

Large language models (LLMs) like ChatGPT have shown the potential to assist developers with coding and debugging tasks. However, their role in collaborative issue resolution is underexplored. In this study, we analyzed 1,152…

Software Engineering · Computer Science 2024-12-12 Joy Krishan Das , Saikat Mondal , Chanchal K. Roy

Pre-trained models like BERT (Devlin et al., 2018) have dominated NLP / IR applications such as single sentence classification, text pair classification, and question answering. However, deploying these models in real systems is highly…

Computation and Language · Computer Science 2021-05-06 Jiecao Chen , Liu Yang , Karthik Raman , Michael Bendersky , Jung-Jung Yeh , Yun Zhou , Marc Najork , Danyang Cai , Ehsan Emadzadeh

Given the success with in-context learning of large pre-trained language models, we introduce in-context learning distillation to transfer in-context few-shot learning ability from large models to smaller models. We propose to combine…

Computation and Language · Computer Science 2022-12-22 Yukun Huang , Yanda Chen , Zhou Yu , Kathleen McKeown

Recent advances in generative models have enabled significant progress in tasks such as generating and editing images from text, as well as creating videos from text prompts, and these methods are being applied across various fields.…

Artificial Intelligence · Computer Science 2025-09-03 Taegyeong Lee , Jiwon Park , Kyunga Bang , Seunghyun Hwang , Ung-Jin Jang

The Python Testbed for Federated Learning Algorithms is a simple Python FL framework that is easy to use by ML&AI developers who do not need to be professional programmers and is also amenable to LLMs. In the previous research, generic…

Artificial Intelligence · Computer Science 2025-09-08 Miroslav Popovic , Marko Popovic , Miodrag Djukic , Ilija Basicevic

Text style transfer is usually performed using attributes that can take a handful of discrete values (e.g., positive to negative reviews). In this work, we introduce an architecture that can leverage pre-trained consistent continuous…

Computation and Language · Computer Science 2019-11-12 Eric Michael Smith , Diana Gonzalez-Rico , Emily Dinan , Y-Lan Boureau

This study integrates real-time sentiment analysis from financial news, GPT-2 and FinBERT, with technical indicators and time-series models like ARIMA and ETS to optimize S&P 500 trading strategies. By merging sentiment data with momentum…

Computational Finance · Quantitative Finance 2025-07-15 Haojie Liu , Zihan Lin , Randall R. Rojas

Pretrained Foundation Models (PFMs) are regarded as the foundation for various downstream tasks with different data modalities. A PFM (e.g., BERT, ChatGPT, and GPT-4) is trained on large-scale data which provides a reasonable parameter…

This work presents a generative pre-trained transformer (GPT) designed for modeling financial time series. The GPT functions as an order generation engine within a discrete event simulator, enabling realistic replication of limit order book…

Trading and Market Microstructure · Quantitative Finance 2024-11-26 Aaron Wheeler , Jeffrey D. Varner

This work investigates the capabilities of large language models (LLMs) in detecting and understanding human emotions through text. Drawing upon emotion models from psychology, we adopt an interdisciplinary perspective that integrates…

Computation and Language · Computer Science 2025-03-10 Florian Lecourt , Madalina Croitoru , Konstantin Todorov

This project introduces an end-to-end trading system that leverages Large Language Models (LLMs) for real-time market sentiment analysis. By synthesizing data from financial news and social media, the system integrates sentiment-driven…

Trading and Market Microstructure · Quantitative Finance 2025-02-04 Ziyao Zhou , Ronitt Mehra