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Large Language Models (LLMs) are increasingly adopted in the financial domain. Their exceptional capabilities to analyse textual data make them well-suited for inferring the sentiment of finance-related news. Such feedback can be leveraged…

Cryptography and Security · Computer Science 2026-03-30 Advije Rizvani , Giovanni Apruzzese , Pavel Laskov

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

Financial sentiment analysis refers to classifying financial text contents into sentiment categories (e.g. positive, negative, and neutral). In this paper, we focus on the classification of financial news title, which is a challenging task…

Computation and Language · Computer Science 2024-01-11 Wei Luo , Dihong Gong

Competitor analysis is essential in modern business due to the influence of industry rivals on strategic planning. It involves assessing multiple aspects and balancing trade-offs to make informed decisions. Recent Large Language Models…

Artificial Intelligence · Computer Science 2025-04-07 Amir Hadifar , Christopher Ochs , Arjan Van Ewijk

Large language models (LLMs) are increasingly used to support the analysis of complex financial disclosures, yet their reliability, behavioral consistency, and transparency remain insufficiently understood in high-stakes settings. This…

Computation and Language · Computer Science 2026-01-21 Md Talha Mohsin

Forecasting crude oil prices remains challenging because market-relevant information is embedded in large volumes of unstructured news and is not fully captured by traditional polarity-based sentiment measures. This paper examines whether…

Statistical Finance · Quantitative Finance 2026-03-18 Dehao Dai , Ding Ma , Dou Liu , Kerui Geng , Yiqing Wang

IT environments typically have logging mechanisms to monitor system health and detect issues. However, the huge volume of generated logs makes manual inspection impractical, highlighting the importance of automated log analysis in IT…

Software Engineering · Computer Science 2025-11-20 Pranjal Gupta , Karan Bhukar , Harshit Kumar , Seema Nagar , Prateeti Mohapatra , Debanjana Kar

Recent advances in large language models (LLMs) have unlocked novel opportunities for machine learning applications in the financial domain. These models have demonstrated remarkable capabilities in understanding context, processing vast…

General Finance · Quantitative Finance 2024-06-19 Yuqi Nie , Yaxuan Kong , Xiaowen Dong , John M. Mulvey , H. Vincent Poor , Qingsong Wen , Stefan Zohren

Stock market prediction is one of the most attractive research topic since the successful prediction on the market's future movement leads to significant profit. Traditional short term stock market predictions are usually based on the…

Computational Finance · Quantitative Finance 2018-11-16 Huicheng Liu

The impressive linguistic abilities of large language models (LLMs) have recommended them as models of human sentence processing, with some conjecturing a positive 'quality-power' relationship (Wilcox et al., 2023), in which language…

Computation and Language · Computer Science 2025-05-20 Yi-Chien Lin , Hongao Zhu , William Schuler

Time series data plays a critical role across diverse domains such as healthcare, energy, and finance, where tasks like classification, anomaly detection, and forecasting are essential for informed decision-making. Recently, large language…

Machine Learning · Computer Science 2024-12-18 Francis Tang , Ying Ding

Stock price movements are influenced by many factors, and alongside historical price data, tex-tual information is a key source. Public news and social media offer valuable insights into market sentiment and emerging events. These sources…

Computational Engineering, Finance, and Science · Computer Science 2025-07-29 Wenyan Xu , Dawei Xiang , Rundong Wang , Yonghong Hu , Liang Zhang , Jiayu Chen , Zhonghua Lu

Large Language Models (LLMs) have shown capabilities close to human performance in various analytical tasks, leading researchers to use them for time and labor-intensive analyses. However, their capability to handle highly specialized and…

Computation and Language · Computer Science 2024-10-08 Alexander S. Choi , Syeda Sabrina Akter , JP Singh , Antonios Anastasopoulos

This paper studies whether a lightweight supervised aggregator can combine diverse zero-shot large language model outputs into a stronger downstream signal for corporate disclosure classification. Zero-shot LLMs can read disclosures without…

Trading and Market Microstructure · Quantitative Finance 2026-05-01 Kemal Kirtac

Log data provides crucial insights for tasks like monitoring, root cause analysis, and anomaly detection. Due to the vast volume of logs, automated log parsing is essential to transform semi-structured log messages into structured…

Machine Learning · Computer Science 2025-05-16 Viktor Beck , Max Landauer , Markus Wurzenberger , Florian Skopik , Andreas Rauber

This study aims to evaluate the sentiment of financial texts using large language models~(LLMs) and to empirically determine whether LLMs exhibit company-specific biases in sentiment analysis. Specifically, we examine the impact of general…

Computational Finance · Quantitative Finance 2025-08-26 Kei Nakagawa , Masanori Hirano , Yugo Fujimoto

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…

Portfolio Management · Quantitative Finance 2025-07-25 Benjamin Coriat , Eric Benhamou

Generative AI tools such as ChatGPT can fundamentally change the way investors process information. We probe the economic usefulness of these tools in summarizing complex corporate disclosures using the stock market as a laboratory. The…

General Economics · Economics 2025-10-10 Alex Kim , Maximilian Muhn , Valeri Nikolaev

Large Language Models (LLMs) have demonstrated impressive capabilities across various domains, but their effectiveness in financial decision-making remains inadequately evaluated. Current benchmarks primarily assess LLMs' understanding on…

Multiagent Systems · Computer Science 2025-06-27 Changlun Li , Yao Shi , Yuyu Luo , Nan Tang

In this study, we wish to showcase the unique utility of large language models (LLMs) in financial semantic annotation and alpha signal discovery. Leveraging a corpus of company-related tweets, we use an LLM to automatically assign…

Statistical Finance · Quantitative Finance 2025-08-19 Yueyi Wang , Qiyao Wei
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