Large language models (LLMs) can synthesize financial narratives but may express high confidence when evidence is sparse, stale, or contradictory. This failure is especially consequential in forecasting, where filings, news, prices, volume, and technical signals can disagree.
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. 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:2606. 24950v1 Announce Type: new Abstract: Financial decision-making is contextual: forecasting prices, valuing companies, and assessing event exposure weigh price history, accounting fundamentals, macroeconomic regime, and contemporaneous text.
By Patara Trirat, Jin Myung Kwak, Jay Heo, Heejun Lee, Sung Ju Hwang
arXiv:2608. 04200v1 Announce Type: cross Abstract: Financial sentiment classifiers are commonly evaluated against human labels, but strong linguistic performance does not necessarily imply economically useful return predictability.
By Fusheng Luo
arXiv:2607. 19409v1 Announce Type: new Abstract: Recent advances in large language models have accelerated deployment of agentic systems in operational finance.
By Wolfgang M. Pauli, Sarah Panda, Kidus Admassu, Said Bleik, Ademola Okerinde, Jeremy Reynolds
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: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:2603. 19225v3 Announce Type: replace-cross Abstract: Real-world financial decision-making is a challenging problem that requires reasoning over heterogeneous signals, including company fundamentals derived from regulatory filings and trading signals computed from price dynamics.
By Yogesh Agrawal, Aniruddha Dutta, Md Mahadi Hasan, Santu Karmaker, Aritra Dutta
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
arXiv:2602. 07294v4 Announce Type: replace-cross Abstract: With the increasing deployment of Large Language Models (LLMs) in the finance domain, LLMs are increasingly expected to parse complex regulatory disclosures.
By Yidong Jiang, Junrong Chen, Eftychia Makri, Jialin Chen, Peiwen Li, Ali Maatouk, Leandros Tassiulas, Eliot Brenner, Bing Xiang, Rex Ying
The paper evaluates twelve financial sentiment models—including dictionary-based methods, finance-specific transformers, and open-source large language models—using linguistic and economic validity criteria. General-purpose LLMs match finance-specific transformers in classification performance but do not yield stronger economic relationships. While several models correlate with earnings surprises, none shows a significant link to next‑day stock returns, and performance is strongest for large earnings beats or misses.
By Arslan Bisharat, Oudom Hean