相关论文: FinTexTS: Financial Text-Paired Time-Series Datase…

Machine-generated texts (MGTs) pose risks such as disinformation and phishing, underscoring the need for reliable detection. Metric-based methods, which extract statistically distinguishable features of MGTs, are often more practical than…

Large language models (LLMs) are increasingly being applied to financial analysis, reporting, investment decision support, risk management, compliance, and professional training. However, robust evaluation of their domain competence in…

We propose to leverage news discourse profiling to model document-level temporal structures for building temporal dependency graphs. Our key observation is that the functional roles of sentences used for profiling news discourse signify…

With the recent advances in social media, the use of NLP techniques in social media data analysis has become an emerging research direction. Business organizations can particularly benefit from such an analysis of social media discourse,…

Multimodal analysis that uses numerical time series and textual corpora as input data sources is becoming a promising approach, especially in the financial industry. However, the main focus of such analysis has been on achieving high…

This paper provides a holistic study of how stock prices vary in their response to financial disclosures across different topics. Thereby, we specifically shed light into the extensive amount of filings for which no a priori categorization…

Time series anomaly detection plays a critical role in many dynamic systems. Despite its importance, previous approaches have primarily relied on unimodal numerical data, overlooking the importance of complementary information from other…

The sheer volume of financial statements makes it difficult for humans to access and analyze a business's financials. Robust numerical reasoning likewise faces unique challenges in this domain. In this work, we focus on answering deep…

Large language models are reshaping quantitative investing by turning unstructured financial information into evidence-grounded signals and executable decisions. This survey synthesizes research with a focus on equity return prediction and…

Identifying and exploring emerging trends in the news is becoming more essential than ever with many changes occurring worldwide due to the global health crises. However, most of the recent research has focused mainly on detecting trends in…

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

The proliferation of news media outlets has increased the demand for intelligent systems capable of detecting redundant information in news articles in order to enhance user experience. However, the heterogeneous nature of news can lead to…

The marvel of markets lies in the fact that dispersed information is instantaneously processed and used to adjust the price of goods, services and assets. Financial markets are particularly efficient when it comes to processing information;…

The remarkable achievements and rapid advancements of Large Language Models (LLMs) such as ChatGPT and GPT-4 have showcased their immense potential in quantitative investment. Traders can effectively leverage these LLMs to analyze financial…

Finance is a particularly difficult playground for deep reinforcement learning. However, establishing high-quality market environments and benchmarks for financial reinforcement learning is challenging due to three major factors, namely,…

Stock trend prediction plays a critical role in seeking maximized profit from stock investment. However, precise trend prediction is very difficult since the highly volatile and non-stationary nature of stock market. Exploding information…

This paper uses a new textual data index for predicting stock market data. The index is applied to a large set of news to evaluate the importance of one or more general economic-related keywords appearing in the text. The index assesses the…

The lack of contextual information in text data can make the annotation process of text-based emotion classification datasets challenging. As a result, such datasets often contain labels that fail to consider all the relevant emotions in…

Large language models (LLMs) have demonstrated impressive performance in text generation tasks; however, their embedding spaces often suffer from the isotropy problem, resulting in poor discrimination of domain-specific terminology,…

Large Language Models (LLMs) have demonstrated impressive capabilities across a wide range of tasks. However, their proficiency and reliability in the specialized domain of financial data analysis, particularly focusing on data-driven…