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
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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