Cover Image

The LLM Pro Finance Suite: Multilingual Large Language Models for Financial Applications

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Caillaut, Gaëtan, Qader, Raheel, Liu, Jingshu, Nakhlé, Mariam, Sadoune, Arezki, Ahmim, Massinissa, Barthelemy, Jean-Gabriel
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Artificial Intelligence Computational Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Scaling Laws of Decoder-Only Models on the Multilingual Machine Translation Task
by: Caillaut, Gaëtan, et al.
Published: (2024)

Large Language Model Adaptation for Financial Sentiment Analysis
by: Inserte, Pau Rodriguez, et al.
Published: (2024)

Lingua Custodi's participation at the WMT 2025 Terminology shared task
by: Liu, Jingshu, et al.
Published: (2025)

FinSurvival: A Suite of Large Scale Survival Modeling Tasks from Finance
by: Green, Aaron, et al.
Published: (2025)

Machine Learning Methods for Pricing Financial Derivatives
by: Fan, Lei, et al.
Published: (2024)

Financial Analysis: Intelligent Financial Data Analysis System Based on LLM-RAG
by: Wang, Jingru, et al.
Published: (2025)

Beyond the Numbers: Causal Effects of Financial Report Sentiment on Bank Profitability
by: Neupane, Krishna, et al.
Published: (2026)

Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
by: He, Yifan, et al.
Published: (2025)

From fair price to fair volatility: Towards an Efficiency-Consistent Definition of Financial Risk
by: Bianchi, Sergio, et al.
Published: (2025)

Modeling of Measurement Error in Financial Returns Data
by: Jasra, Ajay, et al.
Published: (2024)

Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
by: Grab, Colin D.
Published: (2024)

Financial Statement Analysis with Large Language Models
by: Kim, Alex, et al.
Published: (2024)

An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics
by: Li, Haochen, et al.
Published: (2023)

Model-Free Deep Hedging with Transaction Costs and Light Data Requirements
by: Brugière, Pierre, et al.
Published: (2025)

Contagion on Financial Networks: An Introduction
by: Ugwu, Sunday Akukodi
Published: (2024)

Investigating Similarities Across Decentralized Financial (DeFi) Services
by: Luo, Junliang, et al.
Published: (2024)

RealFin: How Well Do LLMs Reason About Finance When Users Leave Things Unsaid?
by: Dai, Yuyang, et al.
Published: (2026)

A Comparison between Financial and Gambling Markets
by: Liu, Haoyu, et al.
Published: (2024)

Some Statistical Problems with High Dimensional Financial data
by: Chakrabarti, Arnab, et al.
Published: (2018)

The Impact of Trump-Era Tariffs on Financial Market Efficiency
by: Takaishi, Tetsuya
Published: (2026)

Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review
by: Ericson, Lars, et al.
Published: (2024)

Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades
by: Safari, Sara A., et al.
Published: (2025)

Beyond the Black Box: Interpretability of LLMs in Finance
by: Tatsat, Hariom, et al.
Published: (2025)

FNSPID: A Comprehensive Financial News Dataset in Time Series
by: Dong, Zihan, et al.
Published: (2024)

Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK
by: Varga, Katalin, et al.
Published: (2024)

TAC Method for Fitting Exponential Autoregressive Models and Others: Applications in Economy and Finance
by: Sánchez, Javier Cabello, et al.
Published: (2024)

Financial Data Analysis with Robust Federated Logistic Regression
by: Yang, Kun, et al.
Published: (2025)

A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments
by: Saidd, Nabeel Ahmad
Published: (2026)

Financial sentiment analysis using FinBERT with application in predicting stock movement
by: Jiang, Tingsong, et al.
Published: (2023)

Causal Discovery in Financial Markets: A Framework for Nonstationary Time-Series Data
by: Sadeghi, Agathe, et al.
Published: (2023)

Time-Series K-means in Causal Inference and Mechanism Clustering for Financial Data
by: Xiao, Minheng
Published: (2022)

Scalable Agent-Based Modeling for Complex Financial Market Simulations
by: Wheeler, Aaron, et al.
Published: (2023)

Phase Transitions in Financial Markets Using the Ising Model: A Statistical Mechanics Perspective
by: Giorgio, Bruno
Published: (2025)

Modeling a Financial System with Memory via Fractional Calculus and Fractional Brownian Motion
by: Geraghty, Patrick
Published: (2024)

International Financial Markets Through 150 Years: Evaluating Stylized Facts
by: Safari, Sara A., et al.
Published: (2025)

Transformers Beyond Order: A Chaos-Markov-Gaussian Framework for Short-Term Sentiment Forecasting of Any Financial OHLC timeseries Data
by: Pathan, Arif
Published: (2025)

Classification of Extremal Dependence in Financial Markets via Bootstrap Inference
by: Hui, Qian, et al.
Published: (2025)

AMA-LSTM: Pioneering Robust and Fair Financial Audio Analysis for Stock Volatility Prediction
by: Wang, Shengkun, et al.
Published: (2024)

Core-Periphery Dynamics in Market-Conditioned Financial Networks: A Conditional P-Threshold Mutual Information Approach
by: Mukhia, Kundan, et al.
Published: (2026)

CBDC Stress Test in a Dual-Currency Setting
by: Dumitrescu, Catalin
Published: (2025)