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Extraction of sentiment signals from news text, stock message boards, and business reports, for stock movement prediction, has been a rising field of interest in finance.
Language models are few-shot learners
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Roberta: A robustly optimized bert pretraining approach
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FinBERT: Financial Sentiment Analysis with Pre-trained Language Models
Araci, D. 2019 · 1908
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Perturbation sensitivity analysis to detect unintended model biases
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Exploring the Limits of Transfer Learning with a Unified Text-to-Text Transformer
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A Comprehensive Survey on Transfer Learning
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WWW’18 Open Challenge: Financial Opinion Mining and Question Answering
Maia, M.; Handschuh, S.; Freitas, A.; Davis, B.; McDermott, R.; Zarrouk, M.; and Balahur, A. 2018 · 1942
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The behavior of stock-market prices
Fama, E. F. 1965 · 1965
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Cheap talk on the web: The determinants of postings on stock message boards
Wysocki, P. D. 1998 · 1998
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Pruksachatkun, Y.; Phang, J.; Liu, H.; Htut, P. M.; Zhang, X.; Pang, R. Y.; Vania, C.; Kann, K.; and Bowman, S. R. 2020 · 2005
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Yahoo! For Amazon: Sentiment Extraction from Small Talk on the Web
Das, S. R.; and Chen, M. Y. 2007 · 2007
Cited alongside, same era.
Multilingual Sentiment Analysis using Machine Translation?
Balahur, A.; and Turchi, M. 2012 · 2012
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Non-stationarity in financial time series: Generic features and tail behavior
Schmitt, T. A.; Chetalova, D.; Schäfer, R.; and Guhr, T. 2013 · 2013
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Using Structured Events to Predict Stock Price Movement: An Empirical Investigation
Ding, X.; Zhang, Y.; Liu, T.; and Duan, J. 2014 · 2014
Cited alongside, same era.
Aspect-Level Cross-lingual Sentiment Classification with Constrained SMT
Lambert, P. 2015 · 2015
Cited alongside, same era.
SemEval-2017 Task 5: Fine-Grained Sentiment Analysis on Financial Microblogs and News
Cortis, K.; Freitas, A.; Daudert, T.; Huerlimann, M.; Zarrouk, M.; Handschuh, S.; and Davis, B. 2017 · 2017
StereoSet: Measuring stereotypical bias in pretrained language models
Nadeem, M.; Bethke, A.; and Reddy, S. 2021 · 2021
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Klue: Korean language understanding evaluation
Park, S.; Moon, J.; Kim, S.; Cho, W. I.; Han, J.; Park, J.; Song, C.; Kim, J.; Song, Y.; Oh, T.; et al. 2021 · 2021
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A Multi-Layer Network for Aspect-Based Cross-Lingual Sentiment Classification
Sattar, K.; Umer, Q.; Vasbieva, D. G.; Chung, S.; Latif, Z.; and Lee, C. 2021 · 2021
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Ethical and social risks of harm from language models
Weidinger, L.; Mellor, J.; Rauh, M.; Griffin, C.; Uesato, J.; Huang, P.-S.; Cheng, M.; Glaese, M.; Balle, B.; Kasirzadeh, A.; et al. 2021 · 2021
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Buy Tesla, Sell Ford: Assessing Implicit Stock Market Preference in Pre-trained Language Models
Chuang, C.; and Yang, Y. 2022 · 2022
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Cited alongside, same era.
Designing and Interpreting Probes with Control Tasks
Hewitt, J.; and Liang, P. 2019 · 2019
Cited alongside, same era.
First to “Read” the News: News Analytics and Algorithmic Trading
von Beschwitz, B.; Keim, D. B.; and Massa, M. 2019 · 2019
Cited alongside, same era.
Don’t Stop Pretraining: Adapt Language Models to Domains and Tasks
Gururangan, S.; Marasović, A.; Swayamdipta, S.; Lo, K.; Beltagy, I.; Downey, D.; and Smith, N. A. 2020 · 2020
Cited alongside, same era.
Time series momentum: Is it there?
Huang, D.; Li, J.; Wang, L.; and Zhou, G. 2020 · 2020
Cited alongside, same era.
Deduplicating training data makes language models better
Lee, K.; Ippolito, D.; Nystrom, A.; Zhang, C.; Eck, D.; Callison-Burch, C.; and Carlini, N. 2021a
Cited in the paper.
CrossAug: A Contrastive Data Augmentation Method for Debiasing Fact Verification Models
Lee, M.; Won, S.; Kim, J.; Lee, H.; Park, C.; and Jung, K. 2021b
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Fine-grained, aspect-based sentiment analysis on economic and financial lexicon
Consoli, S.; Barbaglia, L.; and Manzan, S. 2022 · 2022
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Time-aware language models as temporal knowledge bases
Dhingra, B.; Cole, J. R.; Eisenschlos, J. M.; Gillick, D.; Eisenstein, J.; and Cohen, W. W. 2022 · 2022
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Auto-Debias: Debiasing Masked Language Models with Automated Biased Prompts
Guo, Y.; Yang, Y.; and Abbasi, A. 2022 · 2022
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SEntFiN 1.0: Entity‐aware sentiment analysis for financial news
Sinha, A.; Kedas, S.; Kumar, R.; and Malo, P. 2022 · 2022
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