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The financial market trend forecasting method is emerging as a hot topic in financial markets today. Many challenges still currently remain, and various researches related thereto have been actively conducted. Especially, recent research of…

Statistical Finance · Quantitative Finance 2020-04-06 Jonghyeon Min

Financial analyses of stock markets rely heavily on quantitative approaches in an attempt to predict subsequent or market movements based on historical prices and other measurable metrics. These quantitative analyses might have missed out…

Computation and Language · Computer Science 2020-08-04 Shaan Aryaman , Nguwi Yok Yen

We study the dynamic pricing problem faced by a broker seeking to learn prices for a large number of credit market securities, such as corporate bonds, government bonds, loans, and other credit-related securities. A major challenge in…

Pricing of Securities · Quantitative Finance 2025-12-18 Adel Javanmard , Jingwei Ji , Renyuan Xu

Financial news plays a central role in shaping investor sentiment and short-term dynamics in commodity markets. Many downstream financial applications, such as commodity price prediction or sentiment modeling, therefore rely on the ability…

Computation and Language · Computer Science 2026-03-17 Michael Schlee , Christoph Weisser , Timo Kivimäki , Melchizedek Mashiku , Benjamin Saefken

Informational bias is widely present in news articles. It refers to providing one-sided, selective or suggestive information of specific aspects of certain entity to guide a specific interpretation, thereby biasing the reader's opinion.…

Computation and Language · Computer Science 2022-01-26 Shijia Guo , Kenny Q. Zhu

Identifying inter-firm relationships such as supply and competitive ties is critical for financial analysis and corporate governance, yet remains challenging due to the scale, sparsity, and contextual dependence of corporate data.…

Machine Learning · Computer Science 2025-10-14 Qianyou Sun , Jiexin Zheng , Bohan Jin , Lihua Chen , Yijie Peng

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 research focuses on utilizing natural language processing techniques to predict stock price fluctuations, with a specific interest in early detection of economic, political, social, and technological changes that can be leveraged for…

Artificial Intelligence · Computer Science 2023-10-10 Krutika Sarode , Shashidhar Reddy Javaji , Vishal Kalakonnavar

The emergence and rapid progress of the Internet have brought ever-increasing impact on financial domain. How to rapidly and accurately mine the key information from the massive negative financial texts has become one of the key issues for…

Computation and Language · Computer Science 2020-01-16 Lingyun Zhao , Lin Li , Xinhao Zheng

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 paper explores the intersection of Natural Language Processing (NLP) and financial analysis, focusing on the impact of sentiment analysis in stock price prediction. We employ BERTopic, an advanced NLP technique, to analyze the…

Computation and Language · Computer Science 2024-04-05 Enmin Zhu , Jerome Yen

Recent advances in finance-specific language models such as FinBERT have enabled the quantification of public sentiment into index-based measures, yet compressing diverse linguistic signals into single metrics overlooks contextual nuances…

Computational Engineering, Finance, and Science · Computer Science 2025-11-04 Minjoo Kim , Jinwoong Kim , Sangjin Park

Reasonable pricing of data products enables data trading platforms to maximize revenue and foster the growth of the data trading market. The textual semantics of data products are vital for pricing and contain significant value that remains…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Ruize Gao , Feng Xiao , Jinpu Li , Shaoze Cui

The financial domain poses substantial challenges for vision-language models (VLMs) due to specialized chart formats and knowledge-intensive reasoning requirements. However, existing financial benchmarks are largely single-turn and rely on…

Computer Vision and Pattern Recognition · Computer Science 2026-02-04 Chenxi Zhang , Ziliang Gan , Liyun Zhu , Youwei Pang , Qing Zhang , Rongjunchen Zhang

To answer this question, we fine-tune transformer-based language models, including BERT, on different sources of company-related text data for a classification task to predict the one-year stock price performance. We use three different…

Computation and Language · Computer Science 2022-02-07 Stefan Pasch , Daniel Ehnes

The macroeconomic climate influences operations with regard to, e.g., raw material prices, financing, supply chain utilization and demand quotas. In order to adapt to the economic environment, decision-makers across the public and private…

Machine Learning · Statistics 2018-03-13 Stefan Feuerriegel , Julius Gordon

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

Time series (TS) reasoning models (TSRMs) have shown promising capabilities in general domains, yet they consistently fail on financial domain, which exhibit unique characteristics. We propose a general 2x2 capability taxonomy for TSRMs by…

Artificial Intelligence · Computer Science 2026-05-26 Seunghan Lee , Jun Seo , Jaehoon Lee , Sungdong Yoo , Minjae Kim , Tae Yoon Lim , Dongwan Kang , Hwanil Choi , Soonyoung Lee , Wonbin Ahn

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

In the financial domain, conducting entity-level sentiment analysis is crucial for accurately assessing the sentiment directed toward a specific financial entity. To our knowledge, no publicly available dataset currently exists for this…

Computation and Language · Computer Science 2023-10-20 Yixuan Tang , Yi Yang , Allen H Huang , Andy Tam , Justin Z Tang