Related papers: FANAL -- Financial Activity News Alerting Language…
In this paper, we extend financial sentiment analysis~(FSA) to event-level since events usually serve as the subject of the sentiment in financial text. Though extracting events from the financial text may be conducive to accurate sentiment…
Traditional Graph Neural Network (GNN) approaches for fake news detection (FND) often depend on auxiliary, non-textual data such as user interaction histories or content dissemination patterns. However, these data sources are not always…
Large language models (LLMs) excel at generating human-like responses but often struggle with interactive tasks that require access to real-time information. This limitation poses challenges in finance, where models must access up-to-date…
With the rapid adoption of large language models (LLMs) in financial service scenarios, dialogue security detection under high regulatory risk presents significant challenges. Existing methods mainly rely on single-dimensional semantic…
Over the last two decades, the development of the CoNLL-2003 named entity recognition (NER) dataset has helped enhance the capabilities of deep learning and natural language processing (NLP). The finance domain, characterized by its unique…
Predicting the next activity in an ongoing process is one of the most common classification tasks in the business process management (BPM) domain. It allows businesses to optimize resource allocation, enhance operational efficiency, and…
This study introduces a framework for evaluating consistency in large language model (LLM) binary text classification, addressing the lack of established reliability assessment methods. Adapting psychometric principles, we determine sample…
Environmental, Social, and Governance (ESG) are non-financial factors that are garnering attention from investors as they increasingly look to apply these as part of their analysis to identify material risks and growth opportunities. Some…
With the rapid growth of online information, the spread of fake news has become a serious social challenge. In this study, we propose a novel detection framework based on Large Language Models (LLMs) to identify and classify fake news by…
Pre-trained language model word representation, such as BERT, have been extremely successful in several Natural Language Processing tasks significantly improving on the state-of-the-art. This can largely be attributed to their ability to…
The Efficient Market Hypothesis (EMH) highlights the essence of financial news in stock price movement. Financial news comes in the form of corporate announcements, news titles, and other forms of digital text. The generation of insights…
Transformer-based pre-trained language models such as BERT have achieved remarkable results in Semantic Sentence Matching. However, existing models still suffer from insufficient ability to capture subtle differences. Minor noise like word…
Every publicly traded company in the US is required to file an annual 10-K financial report, which contains a wealth of information about the company. In this paper, we propose an explainable deep-learning model, called FinBERT-XRC, that…
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…
Financial markets face growing threats from misinformation that can trigger billions in losses in minutes. Most existing approaches lack transparency in their decision-making and provide limited attribution to credible sources. We introduce…
Language models (LMs) show promise for vulnerability detection but struggle with long, real-world code due to sparse and uncertain vulnerability locations. These issues, exacerbated by token limits, often cause models to miss…
Fake news detection has been a critical task for maintaining the health of the online news ecosystem. However, very few existing works consider the temporal shift issue caused by the rapidly-evolving nature of news data in practice,…
The abundance of information in digital media, which in today's world is the main source of knowledge about current events for the masses, makes it possible to spread disinformation on a larger scale than ever before. Consequently, there is…
Multimodal Large Language Models (MLLMs) have experienced rapid development in recent years. However, in the financial domain, there is a notable lack of effective and specialized multimodal evaluation datasets. To advance the development…
Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market. In the High-Frequency Trading (HFT), forecasting for trading purposes is even a more challenging task…