MulFSA combines micro-level firm sentiment, meso-level industry sentiment, and duration-aware smoothing from PLMs/LLMs to extract a daily sentiment index that reduces credit spread forecast errors by 10.25% MAE and 11.94% MAPE on a 1.35M-text Chinese bond corpus.
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MulFSA: Multi-level Financial Sentiment Analysis Framework for Bond Market
MulFSA combines micro-level firm sentiment, meso-level industry sentiment, and duration-aware smoothing from PLMs/LLMs to extract a daily sentiment index that reduces credit spread forecast errors by 10.25% MAE and 11.94% MAPE on a 1.35M-text Chinese bond corpus.