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LLM-extracted features outperform sentiment alone on financial news prediction

A structured information extraction framework combining LLaMA-3.1-70B and FinBERT achieves 0.600 F1 on financial news prediction, beating sentiment-only models by decoupling event type, impact scope, and temporal

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Researchers have shown that extracting multiple semantic dimensions from financial news outperforms traditional sentiment analysis for stock prediction. The study tested a framework that uses LLaMA-3.1-70B to extract six structured features from 41,618 news-stock pairs in the FNSPID dataset, achievi...

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Method & sources
Source type
Primary publication (lab/vendor blog) — our analysis + implication
Source link
r/arxiv-compression
Published
UTC
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By the gotcontext.ai team (editorial standards)
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