FinBERT adapts BERT to the financial domain and outperforms prior state-of-the-art methods on financial sentiment analysis tasks.
year = 2011
4 Pith papers cite this work. Polarity classification is still indexing.
4
Pith papers citing it
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UNVERDICTED 4representative citing papers
A new model derives a convex systemic risk coupling r(φ) that grows superlinearly with AI adoption share, producing a saddle-node bifurcation to algorithmic monoculture and 18-54% tail-loss amplification, validated on SEC 13F holdings data.
Value of information to informed traders equals price-order flow covariance and totals 0.04% of market cap, much less than active management fees.
The paper develops a four-layer AI agent architecture and the Agentic Financial Market Model linking agent parameters such as autonomy and coupling to market efficiency, liquidity, and systemic risk, with an exploratory event-study application.
citing papers explorer
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FinBERT: Financial Sentiment Analysis with Pre-trained Language Models
FinBERT adapts BERT to the financial domain and outperforms prior state-of-the-art methods on financial sentiment analysis tasks.
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Artificial Intelligence and Systemic Risk: A Unified Model of Performative Prediction, Algorithmic Herding, and Cognitive Dependency in Financial Markets
A new model derives a convex systemic risk coupling r(φ) that grows superlinearly with AI adoption share, producing a saddle-node bifurcation to algorithmic monoculture and 18-54% tail-loss amplification, validated on SEC 13F holdings data.
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The Value of Information: A Puzzle
Value of information to informed traders equals price-order flow covariance and totals 0.04% of market cap, much less than active management fees.
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AI Agents in Financial Markets: Architecture, Applications, and Systemic Implications
The paper develops a four-layer AI agent architecture and the Agentic Financial Market Model linking agent parameters such as autonomy and coupling to market efficiency, liquidity, and systemic risk, with an exploratory event-study application.