相关论文: FANAL -- Financial Activity News Alerting Language…

Publicly traded companies must disclose financial information under regulations of the Securities and Exchange Commission (SEC) and the Generally Accepted Accounting Principles (GAAP). The eXtensible Business Reporting Language (XBRL), as…

We study the problem of automatically annotating relevant numerals (GAAP metrics) occurring in the financial documents with their corresponding XBRL tags. Different from prior works, we investigate the feasibility of solving this extreme…

Transformer-based language models such as BERT having 110M+ parameters have revolutionized natural language understanding, yet their internal mechanisms remain largely opaque to researchers and practitioners. Traditional attention-based…

Transformer-based models such as BERT, XLNET, and XLM-R have achieved state-of-the-art performance across various NLP tasks including the identification of offensive language and hate speech, an important problem in social media. In this…

Forecasting financial time series (FTS) is an essential field in finance and economics that anticipates market movements in financial markets. This paper investigates the accuracy of text mining and technical analyses in forecasting…

Particularly, financial named-entity recognition (NER) is one of the many important approaches to translate unformatted reports and news into structured knowledge graphs. However, free, easy-to-use large language models (LLMs) often fail to…

The proliferation of fake news and its propagation on social media has become a major concern due to its ability to create devastating impacts. Different machine learning approaches have been suggested to detect fake news. However, most of…

Multimodal Large Language Models (MLLMs) have made substantial progress in recent years. However, their rigorous evaluation within specialized domains like finance is hindered by the absence of datasets characterized by professional-level…

Financial risk prediction plays a crucial role in the financial sector. Machine learning methods have been widely applied for automatically detecting potential risks and thus saving the cost of labor. However, the development in this field…

Financial Numerical Entity (FNE) understanding aims to recover the meaning of numerical mentions in financial reports. Existing studies primarily focus on concept name prediction and face two important limitations. First, labels derived…

Financial arguments play a critical role in shaping investment decisions and public trust in financial institutions. Nevertheless, assessing their quality remains poorly studied in the literature. In this paper, we examine the capabilities…

In this study, we integrate sentiment analysis within a financial framework by leveraging FinBERT, a fine-tuned BERT model specialized for financial text, to construct an advanced deep learning model based on Long Short-Term Memory (LSTM)…

The Spatial-Temporal Graph Attention Network (ST-GAT) framework was created to serve as an explainable GNN-based solution for detecting bank distress early warning signs and for conducting macro-prudential surveillance of the interbank…

It is reported that financial news, especially financial events expressed in news, provide information to investors' long/short decisions and influence the movements of stock markets. Motivated by this, we leverage financial event streams…

This study presents German FinBERT, a novel pre-trained German language model tailored for financial textual data. The model is trained through a comprehensive pre-training process, leveraging a substantial corpus comprising financial…

This paper introduces a Large Language Model (LLM)-based multi-agent framework designed to enhance anomaly detection within financial market data, tackling the longstanding challenge of manually verifying system-generated anomaly alerts.…

Large language models (LLMs) have demonstrated remarkable capabilities across various professional domains, with their performance typically evaluated through standardized benchmarks. In the financial field, the stringent demands for…

In the paper, we consider multilevel multitask analysis of cryptocurrency news using a fine-tuned Mistral 7B large language model with retrieval-augmented generation (RAG). On the first level of analytics, the fine-tuned model generates…

Fine-grained financial sentiment analysis on news headlines is a challenging task requiring human-annotated datasets to achieve high performance. Limited studies have tried to address the sentiment extraction task in a setting where…

Financial news is essential for accurate market prediction, but evolving narratives across macroeconomic regimes introduce semantic and causal drift that weaken model reliability. We present an evaluation framework to quantify robustness in…