Related papers: FinLlama: Financial Sentiment Classification for A…
This paper addresses stock price movement prediction by leveraging LLM-based news sentiment analysis. Earlier works have largely focused on proposing and assessing sentiment analysis models and stock movement prediction methods, however,…
The rapid advancement of Large Language Models (LLMs) has led to a surge of financial benchmarks, evolving from static knowledge evaluation toward interactive trading simulations. However, existing frameworks for evaluating real-time…
Existing financial sentiment analysis methods often fail to capture the multi-faceted nature of risk in bond markets due to their single-level approach and neglect of temporal dynamics. We propose Multi-level Financial Sentiment Analysis…
Traditionally, traders and quantitative analysts address alpha decay by manually crafting formulaic alphas, mathematical expressions that identify patterns or signals in financial data, through domain expertise and trial-and-error. This…
Cross-lingual aspect-based sentiment analysis (ABSA) involves detailed sentiment analysis in a target language by transferring knowledge from a source language with available annotated data. Most existing methods depend heavily on often…
Large Language Models (LLMs) are increasingly adopted in financial analysis for interpreting complex market data and trends. However, their use is challenged by intrinsic biases (e.g., risk-preference bias) and a superficial understanding…
Financial markets exhibit complex dynamics where localized events trigger ripple effects across entities. Previous event studies, constrained by static single-company analyses and simplistic assumptions, fail to capture these ripple…
Although large language models (LLMs) has shown great performance on natural language processing (NLP) in the financial domain, there are no publicly available financial tailtored LLMs, instruction tuning datasets, and evaluation…
Financial Sentiment Analysis (FSA) traditionally relies on human-annotated sentiment labels to infer investor sentiment and forecast market movements. However, inferring the potential market impact of words based on their human-perceived…
Trading range breakout is a key method in the technical analysis of financial trading, widely employed by traders in financial markets such as stocks, futures, and foreign exchange. However, distinguishing between true and false breakout…
Large language models (LLMs) have achieved promising results in sentiment analysis through the in-context learning (ICL) paradigm. However, their ability to distinguish subtle sentiments still remains a challenge. Inspired by the human…
Generative AI, particularly large language models (LLMs), is beginning to transform the financial industry by automating tasks and helping to make sense of complex financial information. One especially promising use case is the automatic…
In the rapidly evolving field of financial sentiment analysis, the efficiency and accuracy of predictive models are critical due to their significant impact on financial markets. Transformer based models like BERT and large language models…
By capturing the prevailing sentiment and market mood, textual data has become increasingly vital for forecasting commodity prices, particularly in metal markets. However, the effectiveness of lightweight, finetuned large language models…
This paper presents a novel hierarchical framework for portfolio optimization, integrating lightweight Large Language Models (LLMs) with Deep Reinforcement Learning (DRL) to combine sentiment signals from financial news with traditional…
Language Models (LMs) have demonstrated impressive capabilities with core Natural Language Processing (NLP) tasks. The effectiveness of LMs for highly specialized knowledge-intensive tasks in finance remains difficult to assess due to major…
Standard classification models often map inputs directly to labels without explicit reasoning, potentially limiting their performance, robustness, and interpretability. This paper introduces a novel two-stage approach to enhance text…
With strong expressive capabilities in Large Language Models(LLMs), generative models effectively capture sentiment structures and deep semantics, however, challenges remain in fine-grained sentiment classification across multi-lingual and…
Large Language Models (LLMs) have demonstrated impressive capabilities across diverse Natural Language Processing (NLP) tasks, including language understanding, reasoning, and generation. However, general-domain LLMs often struggle with…
Large language models (LLMs) have demonstrated remarkable proficiency in understanding and generating human-like texts, which may potentially revolutionize the finance industry. However, existing LLMs often fall short in the financial…