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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

Trading is a highly competitive task that requires a combination of strategy, knowledge, and psychological fortitude. With the recent success of large language models(LLMs), it is appealing to apply the emerging intelligence of LLM agents…

Trading and Market Microstructure · Quantitative Finance 2026-03-03 Han Ding , Yinheng Li , Junhao Wang , Hang Chen , Doudou Guo , Yunbai Zhang

With the rapid development of natural language processing (NLP) technology, large-scale pre-trained language models such as GPT-3 have become a popular research object in NLP field. This paper aims to explore sentiment analysis optimization…

Computation and Language · Computer Science 2024-05-17 Tong Zhan , Chenxi Shi , Yadong Shi , Huixiang Li , Yiyu Lin

The integration of emotional support into various conversational scenarios presents profound societal benefits, such as social interactions, mental health counseling, and customer service. However, there are unsolved challenges that hinder…

Computation and Language · Computer Science 2023-08-23 Zhonghua Zheng , Lizi Liao , Yang Deng , Liqiang Nie

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

Large Language Models (LLMs) have recently been leveraged for asset pricing tasks and stock trading applications, enabling AI agents to generate investment decisions from unstructured financial data. However, most evaluations of LLM…

Trading and Market Microstructure · Quantitative Finance 2026-05-26 Weixian Waylon Li , Hyeonjun Kim , Mihai Cucuringu , Tiejun Ma

The introduction of ChatGPT has led to a significant increase in the utilization of Large Language Models (LLMs) for addressing downstream tasks. There's an increasing focus on cost-efficient training and deployment within this context.…

The paper considers the possibility to fine-tune Llama 2 GPT large language model (LLM) for the multitask analysis of financial news. For fine-tuning, the PEFT/LoRA based approach was used. In the study, the model was fine-tuned for the…

Computation and Language · Computer Science 2023-09-12 Bohdan M. Pavlyshenko

This study explores the integration of large language models (LLMs) into classic inflation nowcasting frameworks, particularly in light of high inflation volatility periods such as the COVID-19 pandemic. We propose InflaBERT, a BERT-based…

Computational Engineering, Finance, and Science · Computer Science 2024-10-29 Marc-Antoine Allard , Paul Teiletche , Adam Zinebi

Significant progress has been made in automated problem-solving using societies of agents powered by large language models (LLMs). In finance, efforts have largely focused on single-agent systems handling specific tasks or multi-agent…

Trading and Market Microstructure · Quantitative Finance 2025-06-04 Yijia Xiao , Edward Sun , Di Luo , Wei Wang

While Large Language Model (LLM) agents show promise in automated trading, they still face critical limitations. Prominent multi-agent frameworks often suffer from inefficiency, produce inconsistent signals, and lack the end-to-end…

Computational Engineering, Finance, and Science · Computer Science 2026-04-21 Zheye Deng , Weixiang Yan , Changlong Yu , Jiashu Wang

Large Language Models (LLMs), such as ChatGPT, have demonstrated the capability to generate human like, natural responses across a range of tasks, including task oriented dialogue and question answering. However, their application in real…

Computation and Language · Computer Science 2025-05-01 Naheed Rayhan , Md. Ashrafuzzaman

This paper introduces a methodology leveraging Large Language Models (LLMs) for sector-level portfolio allocation through systematic analysis of macroeconomic conditions and market sentiment. Our framework emphasizes top-down sector…

Computational Engineering, Finance, and Science · Computer Science 2025-04-11 Ryan Quek Wei Heng , Edoardo Vittori , Keane Ong , Rui Mao , Erik Cambria , Gianmarco Mengaldo

This paper presents a Multi Agent Bitcoin Trading system that utilizes Large Language Models (LLMs) for alpha generation and portfolio management in the cryptocurrencies market. Unlike equities, cryptocurrencies exhibit extreme volatility…

Portfolio Management · Quantitative Finance 2025-11-17 Aadi Singhi

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…

Computation and Language · Computer Science 2023-11-15 Xiao-Yang Liu , Guoxuan Wang , Hongyang Yang , Daochen Zha

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…

Computation and Language · Computer Science 2025-08-01 Baptiste Lefort , Eric Benhamou , Beatrice Guez , Jean-Jacques Ohana , Ethan Setrouk , Alban Etienne

This paper provides different approaches for a binary sentiment classification on a small training dataset. LLMs that provided state-of-the-art results in sentiment analysis and similar domains are being used, such as BERT, RoBERTa and…

Computation and Language · Computer Science 2023-11-08 Guillem Senabre Prades

Companies across all economic sectors continue to deploy large language models at a rapid pace. Reinforcement learning is experiencing a resurgence of interest due to its association with the fine-tuning of language models from human…

Machine Learning · Computer Science 2025-02-25 David Byrd

Dynamic hedging strategies are essential for effective risk management in derivatives markets, where volatility and market sentiment can greatly impact performance. This paper introduces a novel framework that leverages large language…

Computation and Language · Computer Science 2025-04-08 Jie Yang , Yiqiu Tang , Yongjie Li , Lihua Zhang , Haoran Zhang

Large language models (LLMs) fine-tuned on multimodal financial data have demonstrated impressive reasoning capabilities in various financial tasks. However, they often struggle with multi-step, goal-oriented scenarios in interactive…