Comparing LLMs for Sentiment Analysis in Financial Market News

Fuente: arXiv
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Main Authors: Teles, Lucas Eduardo Pereira, Figueiredo, Carlos M. S.
Format: Preprint
Published: 2025
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author Teles, Lucas Eduardo Pereira
Figueiredo, Carlos M. S.
author_facet Teles, Lucas Eduardo Pereira
Figueiredo, Carlos M. S.
contents This article presents a comparative study of large language models (LLMs) in the task of sentiment analysis of financial market news. This work aims to analyze the performance difference of these models in this important natural language processing task within the context of finance. LLM models are compared with classical approaches, allowing for the quantification of the benefits of each tested model or approach. Results show that large language models outperform classical models in the vast majority of cases.
format Preprint
id arxiv_https___arxiv_org_abs_2510_15929
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Comparing LLMs for Sentiment Analysis in Financial Market News
Teles, Lucas Eduardo Pereira
Figueiredo, Carlos M. S.
Statistical Finance
Artificial Intelligence
Computation and Language
This article presents a comparative study of large language models (LLMs) in the task of sentiment analysis of financial market news. This work aims to analyze the performance difference of these models in this important natural language processing task within the context of finance. LLM models are compared with classical approaches, allowing for the quantification of the benefits of each tested model or approach. Results show that large language models outperform classical models in the vast majority of cases.
title Comparing LLMs for Sentiment Analysis in Financial Market News
topic Statistical Finance
Artificial Intelligence
Computation and Language
url https://arxiv.org/abs/2510.15929