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Related papers: FinTexTS: Financial Text-Paired Time-Series Datase…

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In this paper, we introduce the Financial-STS task, a financial domain-specific NLP task designed to measure the nuanced semantic similarity between pairs of financial narratives. These narratives originate from the financial statements of…

Computation and Language · Computer Science 2024-03-22 Jiaxin Liu , Yi Yang , Kar Yan Tam

Financial technology (FinTech) has drawn much attention among investors and companies. While conventional stock analysis in FinTech targets at predicting stock prices, less effort is made for profitable stock recommendation. Besides, in…

Machine Learning · Computer Science 2021-06-21 Yi-Ling Hsu , Yu-Che Tsai , Cheng-Te Li

While Large Language Models have been used to produce interpretable stock forecasts, they mainly focus on analyzing textual reports but not historical price data, also known as Technical Analysis. This task is challenging as it switches…

Statistical Finance · Quantitative Finance 2026-03-03 Kelvin J. L. Koa , Jan Chen , Yunshan Ma , Huanhuan Zheng , Tat-Seng Chua

Share valuations are known to adjust to new information entering the market, such as regulatory disclosures. We study whether the language of such news items can improve short-term and especially long-term (24 months) forecasts of stock…

Applications · Statistics 2018-06-27 Stefan Feuerriegel , Julius Gordon

The financial sector, a pivotal force in economic development, increasingly uses the intelligent technologies such as natural language processing to enhance data processing and insight extraction. This research paper through a review…

Computation and Language · Computer Science 2024-12-31 Denisa Millo , Blerina Vika , Nevila Baci

In the time-series domain, an increasing number of works combine text with temporal data to leverage the reasoning capabilities of large language models (LLMs) for various downstream time-series understanding tasks. This enables a single…

Computation and Language · Computer Science 2025-11-11 Zhirui Zhang , Changhua Pei , Tianyi Gao , Zhe Xie , Yibo Hao , Zhaoyang Yu , Longlong Xu , Tong Xiao , Jing Han , Dan Pei

Hypernym and synonym matching are one of the mainstream Natural Language Processing (NLP) tasks. In this paper, we present systems that attempt to solve this problem. We designed these systems to participate in the FinSim-3, a shared task…

Computation and Language · Computer Science 2021-07-30 Ankush Chopra , Sohom Ghosh

Embedding models play a crucial role in representing and retrieving information across various NLP applications. Recent advances in large language models (LLMs) have further enhanced the performance of embedding models. While these models…

Computation and Language · Computer Science 2025-09-15 Yixuan Tang , Yi Yang

The increasing influence of unstructured external information, such as news articles, on stock prices has attracted growing attention in financial markets. Despite recent advances, most existing newsbased forecasting models represent all…

Computational Engineering, Finance, and Science · Computer Science 2025-10-28 Jinwoong Kim , Sangjin Park

The financial industry poses great challenges with risk modeling and profit generation. These entities are intricately tied to the sophisticated prediction of stock movements. A stock forecaster must untangle the randomness and…

Statistical Finance · Quantitative Finance 2023-09-14 Luke Sanborn , Matthew Sahagun

Stock market prediction is a long-standing challenge in finance, as accurate forecasts support informed investment decisions. Traditional models rely mainly on historical prices, but recent work shows that financial news can provide useful…

Machine Learning · Computer Science 2025-12-10 Nader Sadek , Mirette Moawad , Christina Naguib , Mariam Elzahaby

Financial firms commonly process and store billions of time-series data, generated continuously and at a high frequency. To support efficient data storage and retrieval, specialized time-series databases and systems have emerged. These…

Large Language models (LLMs) usually rely on extensive training datasets. In the financial domain, creating numerical reasoning datasets that include a mix of tables and long text often involves substantial manual annotation expenses. To…

Artificial Intelligence · Computer Science 2024-01-22 Ziqiang Yuan , Kaiyuan Wang , Shoutai Zhu , Ye Yuan , Jingya Zhou , Yanlin Zhu , Wenqi Wei

Large Language Models (LLMs), such as ChatGPT, Phi3 and Llama-3, are leading a significant leap in AI, as they can generalize knowledge from their training to new tasks without fine-tuning. However, their application in the financial domain…

Computation and Language · Computer Science 2024-11-11 Yue Yu , Prayag Tiwari

Financial event entity extraction is a crucial task for analyzing market dynamics and building financial knowledge graphs, yet it presents significant challenges due to the specialized language and complex structures in financial texts.…

Computation and Language · Computer Science 2025-04-22 Soo-joon Choi , Ji-jun Park

This paper presents a multi-label topic model for financial texts like ad-hoc announcements, 8-K filings, finance related news or annual reports. I train the model on a new financial multi-label database consisting of 3,044 German ad-hoc…

Statistical Finance · Quantitative Finance 2023-11-15 Moritz Scherrmann

Financial sentiment analysis (FSA) has attracted significant attention, and recent studies increasingly explore large language models (LLMs) for this field. Yet most work evaluates only classification metrics, leaving unclear whether…

Computational Engineering, Finance, and Science · Computer Science 2025-09-17 Zijian Zhang , Rong Fu , Yangfan He , Xinze Shen , Yanlong Wang , Xiaojing Du , Haochen You , Jiazhao Shi , Simon Fong

In modern financial markets, news plays a critical role in shaping investor sentiment and influencing stock price movements. However, most existing studies aggregate daily news sentiment into a single score, potentially overlooking…

Computational Engineering, Finance, and Science · Computer Science 2025-10-09 Qizhao Chen

This paper explores the potential of large language models (LLMs) to generate financial reports from time series data. We propose a framework encompassing prompt engineering, model selection, and evaluation. We introduce an automated…

Computation and Language · Computer Science 2025-07-02 Elizabeth Fons , Elena Kochkina , Rachneet Kaur , Zhen Zeng , Berowne Hlavaty , Charese Smiley , Svitlana Vyetrenko , Manuela Veloso

Accurate stock price forecasting has consistently remained a pivotal yet challenging FinTech task that underpins quantitative trading and investment decision making. Recent efforts have been dedicated to modeling various complex…

Trading and Market Microstructure · Quantitative Finance 2026-05-26 Yong Zhang , Xinxiao Wu , Yunde Jia , Che Sun