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LLMs have demonstrated exceptional proficiency in a wide range of NLP tasks. However, a notable gap remains in practical data analysis scenarios, particularly when LLMs are required to process long sequences of unstructured documents, such…

Computation and Language · Computer Science 2026-05-21 Yuefeng Shi , Nedjma Ousidhoum , Jose Camacho-Collados

Large Language Models (LLMs) are increasingly used to generate textual explanations of process models discovered from event logs. Producing explanations from large behavioral abstractions (e.g., directly-follows graphs or Petri nets) can be…

Machine Learning · Computer Science 2025-10-14 P. van Oerle , R. H. Bemthuis , F. A. Bukhsh

This report documents the development, test, and application of Large Language Models (LLMs) for automated text analysis, with a specific focus on gambling-like elements in digital games, such as lootboxes. The project aimed not only to…

General Economics · Economics 2024-12-13 Thomas Krause , Steffen Otterbach , Johannes Singer

Identifying risks associated with a company is important to investors and the well-being of the overall financial market. In this study, we build a computational framework to automatically extract company risk factors from news articles.…

Computation and Language · Computer Science 2025-08-18 Jiaxin Pei , Soumya Vadlamannati , Liang-Kang Huang , Daniel Preotiuc-Pietro , Xinyu Hua

Cryptocurrency investment is inherently difficult due to its shorter history compared to traditional assets, the need to integrate vast amounts of data from various modalities, and the requirement for complex reasoning. While deep learning…

Trading and Market Microstructure · Quantitative Finance 2025-01-08 Yichen Luo , Yebo Feng , Jiahua Xu , Paolo Tasca , Yang Liu

Large language models (LLMs) are increasingly used in academic peer review, yet their reliability, alignment with human judgment, and robustness to adversarial attacks remain poorly understood. We present a systematic benchmark of…

Computation and Language · Computer Science 2026-05-26 Lingyao Li , Junjie Xiong , Changjia Zhu , Runlong Yu , Chen Chen , Junyu Wang , Renkai Ma , Zhicong Lu

The field of artificial intelligence (AI) agents is evolving rapidly, driven by the capabilities of Large Language Models (LLMs) to autonomously perform and refine tasks with human-like efficiency and adaptability. In this context,…

Statistical Finance · Quantitative Finance 2025-08-18 Tianjiao Zhao , Jingrao Lyu , Stokes Jones , Harrison Garber , Stefano Pasquali , Dhagash Mehta

The capabilities of large language models (LLMs) have raised concerns about their potential to create and propagate convincing narratives. Here, we study their performance in detecting convincing arguments to gain insights into LLMs'…

Computation and Language · Computer Science 2024-10-07 Paula Rescala , Manoel Horta Ribeiro , Tiancheng Hu , Robert West

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

The gargantuan plethora of opinions, facts and tweets on financial business offers the opportunity to test and analyze the influence of such text sources on future directions of stocks. It also creates though the necessity to distill via…

Statistical Finance · Quantitative Finance 2020-09-23 Junni L. Zhang , Wolfgang Karl Härdle , Cathy Y. Chen , Elisabeth Bommes

We find that event features extracted by large language models (LLMs) are effective for text-based stock return prediction. Using a pre-trained LLM to extract event features from news articles, we propose a novel deep learning model based…

General Economics · Economics 2025-12-24 Gang Li , Dandan Qiao , Mingxuan Zheng

Explanations of machine learning (ML) model predictions generated by Explainable AI (XAI) techniques such as SHAP are essential for people using ML outputs for decision-making. We explore the potential of Large Language Models (LLMs) to…

Computation and Language · Computer Science 2024-12-09 Alexandra Zytek , Sara Pido , Sarah Alnegheimish , Laure Berti-Equille , Kalyan Veeramachaneni

Large language models are increasingly used to evaluate other models, yet these judgments typically lack any representation of confidence. This pilot study tests whether framing an evaluation task as a betting game (a fictional prediction…

Artificial Intelligence · Computer Science 2025-12-09 Michael Todasco

We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…

General Finance · Quantitative Finance 2026-02-16 Mykola Babiak , Jozef Barunik

LLMs have so far failed both to generate consistently compelling stories and to recognize this failure--on the leading creative-writing benchmark (EQ-Bench), LLM judges rank zero-shot AI stories above New Yorker short stories, a gold…

Computation and Language · Computer Science 2026-04-14 Peiqi Sui , Yutong Zhu , Tianyi Cheng , Peter West , Richard Jean So , Hoyt Long , Ari Holtzman

Large Language Models (LLMs) exhibit remarkable capabilities across a spectrum of tasks in financial services, including report generation, chatbots, sentiment analysis, regulatory compliance, investment advisory, financial knowledge…

Computational Engineering, Finance, and Science · Computer Science 2025-06-02 Hariom Tatsat , Ariye Shater

Large language models (LLMs) demonstrate strong potential as autonomous agents, with promising capabilities in reasoning, tool use, and sequential decision-making. While prior benchmarks have evaluated LLM agents in various domains, the…

Machine Learning · Computer Science 2026-03-03 Yanxu Chen , Zijun Yao , Yantao Liu , Amy Xin , Jin Ye , Jianing Yu , Lei Hou , Juanzi Li

Past work that improves document-level sentiment analysis by encoding user and product information has been limited to considering only the text of the current review. We investigate incorporating additional review text available at the…

Computation and Language · Computer Science 2020-11-19 Chenyang Lyu , Jennifer Foster , Yvette Graham

Financial sentiment analysis is crucial for trading and investment decision-making. This study introduces an adaptive retrieval augmented framework for Large Language Models (LLMs) that aligns with human instructions through Instruction…

Computational Engineering, Finance, and Science · Computer Science 2024-10-22 Zijie Zhao , Roy E. Welsch

This study proposes a novel hybrid deep learning framework that integrates a Large Language Model (LLM) with a Transformer architecture for stock price forecasting. The research addresses a critical theoretical gap in existing approaches…