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This paper introduces the Hype Index as a novel metric to quantify media attention toward large-cap equities, leveraging advances in Natural Language Processing (NLP) for extracting predictive signals from financial news. Using the S&P 100…

Statistical Finance · Quantitative Finance 2025-06-10 Zheng Cao , Wanchaloem Wunkaew , Helyette Geman

The application of Machine learning to finance has become a familiar approach, even more so in stock market forecasting. The stock market is highly volatile, and huge amounts of data are generated every minute globally. The extraction of…

Computation and Language · Computer Science 2024-01-03 Sai Akash Bathini , Dagli Cihan

We present a methodology for extracting structured risk factors from corporate 10-K filings while maintaining adherence to a predefined hierarchical taxonomy. Our three-stage pipeline combines LLM extraction with supporting quotes,…

Computation and Language · Computer Science 2026-01-22 Rian Dolphin , Joe Dursun , Jarrett Blankenship , Katie Adams , Quinton Pike

With the continuous development of artificial intelligence technology, using machine learning technology to predict market trends may no longer be out of reach. In recent years, artificial intelligence has become a research hotspot in the…

Portfolio Management · Quantitative Finance 2024-04-30 Shuochen Bi , Wenqing Bao , Jue Xiao , Jiangshan Wang , Tingting Deng

Large language models (LLMs) are increasingly used in human-AI interaction research and practice, yet existing capability and safety benchmarks reveal little about the value priorities these systems express or how those priorities…

Artificial Intelligence · Computer Science 2026-05-19 Gabriel Rongyang Lau , Wei Yan Low , Seow Min Koh , Fiona Fui-Hoon Nah , Andree Hartanto

Evaluating AI-generated reviews by verdict agreement is widely recognized as insufficient, yet current alternatives rarely audit which concerns a system identifies, how it prioritizes them, or whether those priorities align with the review…

Artificial Intelligence · Computer Science 2026-04-23 Ming Jin

The integration of Artificial Intelligence into sustainable finance represents a transformative paradigm shift in how Environmental, Social, and Governance factors are analyzed, predicted, and incorporated into investment decisions. This…

Computational Engineering, Finance, and Science · Computer Science 2026-05-26 Eduardo C. Garrido-Merchán , Esther Vaquero Lafuente , Elisa Aracil

Can fully agentic AI nowcast stock returns? We deploy a state-of-the-art Large Language Model to evaluate the attractiveness of each Russell 1000 stock daily, starting from April 2025 when AI web interfaces enabled real-time search. Our…

General Finance · Quantitative Finance 2026-01-21 Zefeng Chen , Darcy Pu

Accurate and transparent financial information disclosure is essential for market efficiency, investor decision-making, and corporate governance. Chinese stock exchanges' investor interactive platforms provide a widely used channel through…

Computation and Language · Computer Science 2026-04-10 Peilin Zhou , Ziyue Xu , Xinyu Shi , Jiageng Wu , Yikang Jiang , Dading Chong , Wang Dong , Jun Chen , Bin Ke , Jie Yang

Many promising-looking ideas in AI research fail to deliver, but their validation takes substantial human labor and compute. Predicting an idea's chance of success is thus crucial for accelerating empirical AI research, a skill that even…

Artificial Intelligence · Computer Science 2025-06-03 Jiaxin Wen , Chenglei Si , Yueh-han Chen , He He , Shi Feng

The application of AI in finance is increasingly dependent on the principles of responsible AI. These principles - explainability, fairness, privacy, accountability, transparency and soundness form the basis for trust in future AI systems.…

Machine Learning · Computer Science 2022-06-07 Charl Maree , Jan Erik Modal , Christian W. Omlin

This paper develops an autonomous framework for systematic factor investing via agentic AI. Rather than relying on sequential manual prompts, our approach operationalizes the model as a self-directed engine that endogenously formulates…

Portfolio Management · Quantitative Finance 2026-04-07 Allen Yikuan Huang , Zheqi Fan

We conducted a scoping review for active learning in the domain of natural language processing (NLP), which we summarize in accordance with the PRISMA-ScR guidelines as follows: Objective: Identify active learning strategies that were…

Computation and Language · Computer Science 2024-08-23 Philipp Kohl , Yoka Krämer , Claudia Fohry , Bodo Kraft

For both public and private firms, comparable companies' analysis is widely used as a method for company valuation. In particular, the method is of great value for valuation of private equity companies. The several approaches to the…

Computation and Language · Computer Science 2023-09-26 Eurico Covas

Today, many systems use artificial intelligence (AI) to solve complex problems. While this often increases system effectiveness, developing a production-ready AI-based system is a difficult task. Thus, solid AI engineering practices are…

Software Engineering · Computer Science 2024-09-12 Marcel Grote , Justus Bogner

The intricate behavior patterns of financial markets are influenced by fundamental, technical, and psychological factors. During times of high volatility and regime shifts causes many traditional strategies like trend-following or…

Computational Finance · Quantitative Finance 2026-01-28 Varun Narayan Kannan Pillai , Akshay Ajith , Sumesh K J

Welcome to the sixth edition of the AI Index Report. This year, the report introduces more original data than any previous edition, including a new chapter on AI public opinion, a more thorough technical performance chapter, original…

Modeling investor behavior is crucial to identifying behavioral coaching opportunities for financial advisors. With the help of natural language processing (NLP) we analyze an unstructured (textual) dataset of financial advisors' summary…

Statistical Finance · Quantitative Finance 2021-07-13 Cynthia Pagliaro , Dhagash Mehta , Han-Tai Shiao , Shaofei Wang , Luwei Xiong

Publicly accessible benchmarks that allow for assessing and comparing model performances are important drivers of progress in artificial intelligence (AI). While recent advances in AI capabilities hold the potential to transform medical…

Artificial Intelligence · Computer Science 2022-12-26 Kathrin Blagec , Jakob Kraiger , Wolfgang Frühwirt , Matthias Samwald

Governing artificial intelligence (AI) inventions is a major policy concern, yet definitions and measurement remain contested. We compare four patent-based approaches reflecting distinct understandings of AI. Using US patents (1990-2019),…

General Economics · Economics 2025-07-16 Kerstin Hötte , Taheya Tarannum , Vilhelm Verendel , Lauren Bennett