BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks
Fuente:
arXiv
Guardado en:
| Autores principales: | Aparicio, Valentina, Gordon, Daniel, Huayamares, Sebastian G., Luo, Yuhuai |
|---|---|
| Formato: | Preprint |
| Publicado: |
2024
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance
por: Bichuch, Maxim, et al.
Publicado: (2022)
por: Bichuch, Maxim, et al.
Publicado: (2022)
Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500
por: Liu, Haojie, et al.
Publicado: (2025)
por: Liu, Haojie, et al.
Publicado: (2025)
Emergence of Randomness in Temporally Aggregated Financial Tick Sequences
por: Onofri, Silvia, et al.
Publicado: (2025)
por: Onofri, Silvia, et al.
Publicado: (2025)
Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior
por: Un, Kuok Sin, et al.
Publicado: (2025)
por: Un, Kuok Sin, et al.
Publicado: (2025)
Pricing and Hedging Financial Derivatives in Merger\&Acquisition Deals with Price Impact
por: Barucci, Emilio, et al.
Publicado: (2026)
por: Barucci, Emilio, et al.
Publicado: (2026)
Scalable Agent-Based Modeling for Complex Financial Market Simulations
por: Wheeler, Aaron, et al.
Publicado: (2023)
por: Wheeler, Aaron, et al.
Publicado: (2023)
FinLlama: Financial Sentiment Classification for Algorithmic Trading Applications
por: Konstantinidis, Thanos, et al.
Publicado: (2024)
por: Konstantinidis, Thanos, et al.
Publicado: (2024)
FinDPO: Financial Sentiment Analysis for Algorithmic Trading through Preference Optimization of LLMs
por: Iacovides, Giorgos, et al.
Publicado: (2025)
por: Iacovides, Giorgos, et al.
Publicado: (2025)
FinGPT: Enhancing Sentiment-Based Stock Movement Prediction with Dissemination-Aware and Context-Enriched LLMs
por: Liang, Yixuan, et al.
Publicado: (2024)
por: Liang, Yixuan, et al.
Publicado: (2024)
FinRobot: AI Agent for Equity Research and Valuation with Large Language Models
por: Zhou, Tianyu, et al.
Publicado: (2024)
por: Zhou, Tianyu, et al.
Publicado: (2024)
FLUXLAYER: High-Performance Design for Cross-chain Fragmented Liquidity
por: Lao, Xin, et al.
Publicado: (2025)
por: Lao, Xin, et al.
Publicado: (2025)
Macroscopic Market Making
por: Guo, Ivan, et al.
Publicado: (2023)
por: Guo, Ivan, et al.
Publicado: (2023)
An Impulse Control Approach to Market Making in a Hawkes LOB Market
por: Jain, Konark, et al.
Publicado: (2025)
por: Jain, Konark, et al.
Publicado: (2025)
Neural Hidden Markov Model with Adaptive Granularity Attention for High-Frequency Order Flow Modeling
por: Hu, Tianzuo
Publicado: (2026)
por: Hu, Tianzuo
Publicado: (2026)
Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
por: Nechepurenko, Maksym
Publicado: (2026)
por: Nechepurenko, Maksym
Publicado: (2026)
Liquidity provision in CLMMs: evidence from transactions data
por: Urusov, Andrey, et al.
Publicado: (2026)
por: Urusov, Andrey, et al.
Publicado: (2026)
A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices
por: Lin, Luyun, et al.
Publicado: (2026)
por: Lin, Luyun, et al.
Publicado: (2026)
Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs
por: Anthropelos, Michail, et al.
Publicado: (2024)
por: Anthropelos, Michail, et al.
Publicado: (2024)
Correlation emergence in two coupled simulated limit order books
por: Bauer, Dominic, et al.
Publicado: (2024)
por: Bauer, Dominic, et al.
Publicado: (2024)
Chronologically Consistent Large Language Models
por: He, Songrun, et al.
Publicado: (2025)
por: He, Songrun, et al.
Publicado: (2025)
Optimal Exit Time for Liquidity Providers in Automated Market Makers
por: Bergault, Philippe, et al.
Publicado: (2025)
por: Bergault, Philippe, et al.
Publicado: (2025)
High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach
por: Gao, Kang, et al.
Publicado: (2022)
por: Gao, Kang, et al.
Publicado: (2022)
Riding Wavelets: A Method to Discover New Classes of Price Jumps
por: Aubrun, Cecilia, et al.
Publicado: (2024)
por: Aubrun, Cecilia, et al.
Publicado: (2024)
Second Thoughts: How 1-second subslots transform CEX-DEX Arbitrage on Ethereum
por: Adadurov, Aleksei, et al.
Publicado: (2026)
por: Adadurov, Aleksei, et al.
Publicado: (2026)
Follow the Leader: Enhancing Systematic Trend-Following Using Network Momentum
por: Li, Linze, et al.
Publicado: (2025)
por: Li, Linze, et al.
Publicado: (2025)
All AMMs are CFMMs. All DeFi markets have invariants. A DeFi market is arbitrage-free if and only if it has an increasing invariant
por: Lee, Roger
Publicado: (2023)
por: Lee, Roger
Publicado: (2023)
Residual U-net with Self-Attention to Solve Multi-Agent Time-Consistent Optimal Trade Execution
por: Na, Andrew, et al.
Publicado: (2023)
por: Na, Andrew, et al.
Publicado: (2023)
Stylized Facts and Market Microstructure: An In-Depth Exploration of German Bond Futures Market
por: Bodor, Hamza, et al.
Publicado: (2024)
por: Bodor, Hamza, et al.
Publicado: (2024)
Unlocking Profit Potential: Maximizing Returns with Bayesian Optimization of Supertrend Indicator Parameters
por: Rahman, Abdul
Publicado: (2024)
por: Rahman, Abdul
Publicado: (2024)
Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions
por: Ardia, David, et al.
Publicado: (2024)
por: Ardia, David, et al.
Publicado: (2024)
Decentralized Prediction Markets and Sports Books
por: Amini, Hamed, et al.
Publicado: (2023)
por: Amini, Hamed, et al.
Publicado: (2023)
Multivariate Quadratic Hawkes Processes -- Part II: Non-Parametric Empirical Calibration
por: Aubrun, Cecilia, et al.
Publicado: (2025)
por: Aubrun, Cecilia, et al.
Publicado: (2025)
Optimal Execution under Incomplete Information
por: Chevalier, Etienne, et al.
Publicado: (2024)
por: Chevalier, Etienne, et al.
Publicado: (2024)
Automated Market Making: the case of Pegged Assets
por: Bergault, Philippe, et al.
Publicado: (2024)
por: Bergault, Philippe, et al.
Publicado: (2024)
The leverage effect and other stylized facts displayed by Bitcoin returns
por: Filho, F. N. M. de Sousa, et al.
Publicado: (2020)
por: Filho, F. N. M. de Sousa, et al.
Publicado: (2020)
High-Frequency Options Trading | With Portfolio Optimization
por: Bhatia, Sid
Publicado: (2024)
por: Bhatia, Sid
Publicado: (2024)
Electricity Spot Prices Forecasting Using Stochastic Volatility Models
por: Batyrov, Andrei Renatovich
Publicado: (2024)
por: Batyrov, Andrei Renatovich
Publicado: (2024)
Performative Market Making
por: Kleitsikas, Charalampos, et al.
Publicado: (2025)
por: Kleitsikas, Charalampos, et al.
Publicado: (2025)
The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility: A Unifying Framework
por: Maitrier, Guillaume, et al.
Publicado: (2025)
por: Maitrier, Guillaume, et al.
Publicado: (2025)
Arbitrage on Decentralized Exchanges
por: He, Xue Dong, et al.
Publicado: (2025)
por: He, Xue Dong, et al.
Publicado: (2025)
Ejemplares similares
-
Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance
por: Bichuch, Maxim, et al.
Publicado: (2022) -
Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500
por: Liu, Haojie, et al.
Publicado: (2025) -
Emergence of Randomness in Temporally Aggregated Financial Tick Sequences
por: Onofri, Silvia, et al.
Publicado: (2025) -
Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior
por: Un, Kuok Sin, et al.
Publicado: (2025) -
Pricing and Hedging Financial Derivatives in Merger\&Acquisition Deals with Price Impact
por: Barucci, Emilio, et al.
Publicado: (2026)