This paper presents an empirical comparison of lexicon-based and Large Language Model (LLM)-based sentiment analysis for extracting market-relevant signals from social media discourse in highly volatile equity markets. Using Reddit data from r/WallStreetBets and focusing on meme stocks (GME, AMC, NOK), we construct time-aligned sentiment indicators and evaluate their relationship with market returns, with particular attention to extreme positive return events in the upper tail of the return distribution.
arXiv:2607. 15258v1 Announce Type: new Abstract: The growing use of Bitcoin as a decentralized digital asset and investment tool has sparked strong interest in understanding its market behavior.
By Arthur G. Bubolz, Abreu Quevedo, Giancarlo Lucca, Rafael A. Berri, Eduardo Borges, Bruno L. Dalmazo
arXiv:2607. 14174v1 Announce Type: new Abstract: Financial sentiment extraction has largely relied on news text and supervised extraction against return labels alone, leaving 10-K filings -- and volatility, the target risk disclosure is arguably best suited to informing -- comparatively unexplored.
By Sanggyu Sean Choi
Learn how finance teams use ChatGPT to streamline reporting, analyze data, improve forecasts, and communicate insights more clearly.
We will also collaborate on new AI experiences for FT readers.
arXiv:2607. 28127v1 Announce Type: cross Abstract: Recent advances in Generative AI have substantially improved financial sentiment analysis through post-trained financial large language models (LLMs).
By Giorgos Iacovides, Wuyang Zhou, Danilo Mandic
arXiv:2607. 15414v1 Announce Type: cross Abstract: Large Language Models (LLMs) have emerged as powerful tools for processing the heterogeneous information environments of modern financial markets.
By Geofrey Ntale
arXiv:2608. 09834v1 Announce Type: cross Abstract: Financial sentiment analysis converts unstructured financial news into quantitative signals that can support market analysis and decision-making.
By Fan Zhang, Jiaming Li
arXiv:2607. 20645v1 Announce Type: cross Abstract: We introduce Frontier Financial Judgement, a challenging new benchmark developed in collaboration with professional equity analysts to assess agents' ability to replicate expert human judgements.
By Joshua Harris
arXiv:2008. 08041v3 Announce Type: replace-cross Abstract: In the big data era, deep learning and intelligent data mining technique solutions have been applied by researchers in various areas.
By Wilfredo Tovar
Just over a year after launching ChatGPT, AI is changing how we live, work and learn. It’s also raised important conversations about data in the age of AI.
arXiv:2606. 10412v1 Announce Type: new Abstract: The rapid evolution of financial technology demands sophisticated artificial intelligence systems capable of handling diverse challenges across multiple domains simultaneously.
By Fanrong Liu, Zhang Yuwei, Mingni Luo