The increasing availability of unstructured data has opened new frontiers in quantitative finance. In particular, the integration of sentiment analysis into trading strategies has gained great interest. In contrast to traditional technical indicators, which capture patterns in historical price and volume data, sentiment signals extracted from news articles and other media offer a complementary, forward-looking perspective rooted in investor expectations and market narratives. However, effectively combining these two distinct sources of information, one backward-looking and one anticipatory, remains a significant challenge in systematic investing. This paper explores an innovative approach to integrating sentiment information with traditional technical indicators in equity market trading.

Question answering (QA) plays a central role in financial education, yet existing large language model (LLM) approaches often fail to capture the nuanced and specialized reasoning required for financial problem-solving. The financial domain demands multistep quantitative reasoning, familiarity with domain-specific terminology, and comprehension of real-world scenarios. We present a multi-agent framework that leverages role-based prompting to enhance performance on domain-specific QA. Our framework comprises a Base Generator, an Evidence Retriever, and an Expert Reviewer agent that work in a single-pass iteration to produce a refined answer. We evaluated our framework on a set of 3,532 expert-designed finance education questions from Study.com, an online learning platform. We leverage retrieval-augmented generation (RAG) for contextual evidence from 6 finance textbooks and prompting strategies for a domain-expert reviewer. Our experiments indicate that critique-based refinement improves answer accuracy by 6.6-8.3% over zero-shot Chain-of-Thought baselines, with the highest performance from Gemini-2.0-Flash. Furthermore, our method enables GPT-4o-mini to achieve performance comparable to the finance-tuned FinGPT-mt_Llama3-8B_LoRA. Our results show a cost-effective approach to enhancing financial QA and offer insights for further research in multi-agent financial LLM systems.

The financial industry has long been a pioneer in adopting cutting-edge technologies to enhance operational efficiency, accuracy, and strategic decision-making [2]. With the exponential growth of structured and unstructured data, particularly from news feeds, earnings reports, disclosures, and social media, there is an increasing demand for intelligent systems capable of processing human language at scale [11]. Initially, the industry relied on rule-based approaches and traditional statistical techniques such as bag-of-words and TF-IDF [28], which offered limited semantic understanding. As noted by Abubakar et al.[1], these limitations triggered a shift toward machine learning and deep learning models that, while better at capturing patterns, still required substantial domain-specific feature engineering. This landscape was significantly transformed with the introduction of transformer-based architectures, most notably the Generative Pre-trained Transformer (GPT) family [5]. These models demonstrated the power of large-scale pretraining followed by task-specific fine-tuning, enabling generalization across diverse NLP tasks. Models such as GPT-3, GPT-4, BERT, and T5 have delivered state-of-the-art results in sentiment analysis, summarization, question answering, and named entity recognition [13]. Beyond LLMs, the broader field of Generative AI (GAI)--including GANs, V AEs, and diffusion models--has found increasing relevance in finance, facilitating applications such as synthetic data generation, automated reporting, and scenario simulation [32, 31]. LLMs have emerged as essential tools in processing unstructured financial text, especially models fine-tuned on finance-specific corpora like FinBERT, BloombergGPT, and FinGPT [4, 39].

Stock trend forecasting, a challenging problem in the financial domain, involves ex-tensive data and related indicators. Relying solely on empirical analysis often yields unsustainable and ineffective results. Machine learning researchers have demonstrated that the application of random forest algorithm can enhance predictions in this context, playing a crucial auxiliary role in forecasting stock trends. This study introduces a new approach to stock market prediction by integrating sentiment analysis using FinGPT generative AI model with the traditional Random Forest model. The proposed technique aims to optimize the accuracy of stock price forecasts by leveraging the nuanced understanding of financial sentiments provided by FinGPT. We present a new methodology called "Sentiment-Augmented Random Forest" (SARF), which in-corporates sentiment features into the Random Forest framework. Our experiments demonstrate that SARF outperforms conventional Random Forest and LSTM models with an average accuracy improvement of 9.23% and lower prediction errors in pre-dicting stock market movements.

Large language models (LLMs) have demonstrated remarkable proficiency in understanding and generating human-like texts, which may potentially revolutionize the finance industry. However, existing LLMs often fall short in the financial field, which is mainly attributed to the disparities between general text data and financial text data. Unfortunately, there is only a limited number of financial text datasets available, and BloombergGPT, the first financial LLM (FinLLM), is close-sourced (only the training logs were released). In light of this, we aim to democratize Internet-scale financial data for LLMs, which is an open challenge due to diverse data sources, low signal-to-noise ratio, and high time-validity. To address the challenges, we introduce an open-sourced and data-centric framework, Financial Generative Pre-trained Transformer (FinGPT), that automates the collection and curation of real-time financial data from 34 diverse sources on the Internet, providing researchers and practitioners with accessible and transparent resources to develop their FinLLMs. Additionally, we propose a simple yet effective strategy for fine-tuning FinLLM using the inherent feedback from the market, dubbed Reinforcement Learning with Stock Prices (RLSP). We also adopt the Low-rank Adaptation (LoRA, QLoRA) method that enables users to customize their own FinLLMs from general-purpose LLMs at a low cost. Finally, we showcase several FinGPT applications, including robo-advisor, sentiment analysis for algorithmic trading, and low-code development. FinGPT aims to democratize FinLLMs, stimulate innovation, and unlock new opportunities in open finance. The codes have been open-sourced.

Large language models (LLMs) excel in many tasks in NLP and beyond, but most open models have very limited coverage of smaller languages and LLM work tends to focus on languages where nearly unlimited data is available for pretraining. In this work, we study the challenges of creating LLMs for Finnish, a language spoken by less than 0.1% of the world population. We compile an extensive dataset of Finnish combining web crawls, news, social media and eBooks. We pursue two approaches to pretrain models: 1) we train seven monolingual models from scratch (186M to 13B parameters) dubbed FinGPT, 2) we continue the pretraining of the multilingual BLOOM model on a mix of its original training data and Finnish, resulting in a 176 billion parameter model we call BLUUMI. For model evaluation, we introduce FIN-bench, a version of BIG-bench with Finnish tasks. We also assess other model qualities such as toxicity and bias. Our models and tools are openly available at https://turkunlp.org/gpt3-finnish.

Large language models (LLMs) have shown the potential of revolutionizing natural language processing tasks in diverse domains, sparking great interest in finance. Accessing high-quality financial data is the first challenge for financial LLMs (FinLLMs). While proprietary models like BloombergGPT have taken advantage of their unique data accumulation, such privileged access calls for an open-source alternative to democratize Internet-scale financial data. In this paper, we present an open-source large language model, FinGPT, for the finance sector. Unlike proprietary models, FinGPT takes a data-centric approach, providing researchers and practitioners with accessible and transparent resources to develop their FinLLMs. We highlight the importance of an automatic data curation pipeline and the lightweight low-rank adaptation technique in building FinGPT. Furthermore, we showcase several potential applications as stepping stones for users, such as robo-advising, algorithmic trading, and low-code development. Through collaborative efforts within the open-source AI4Finance community, FinGPT aims to stimulate innovation, democratize FinLLMs, and unlock new opportunities in open finance. Two associated code repos are \url{https://github.com/AI4Finance-Foundation/FinGPT} and \url{https://github.com/AI4Finance-Foundation/FinNLP}