Large Language Models (LLMs) demonstrate strong capabilities in code generation but often lack adaptability in planning and refinement. We propose Self-PR, a framework that integrates adaptive plan selection and iterative repair to improve correctness and generalization. Self-PR constructs a reusable plan database via task clustering and trains a selector to choose task-specific strategies. Incorrect outputs are refined through multi-round feedback until correctness. Trained only on HumanEval, Self-PR generalizes well to out-of-distribution tasks (MBPP), improving pass@1 by +4.9% on HumanEval and +5.5% on MBPP compared to Modularization-of-Thought prompting. Experiments across Llama-3 (8B, 70B) and GPT-4o-mini confirm robustness and scalability. These findings suggest that adaptive planning and feedback-driven repair are essential for reliable LLM-based code generation.

The finance sector is seeing a rapid increase in the application of machine learning and AI, with Large Language Models (LLMs), ESG (Environmental, Social, and Governance) investing, and AI Safety significantly reshaping the field. This workshop focuses on how these advancements intersect with core financial AI applications. We will foster interdisciplinary discussion on applying LLMs to finance, addressing challenges in multilingual and non-English markets like Korea. The event will also highlight the integration of ESG signals into algorithmic decision-making and explore AI Safety, emphasizing reliability, fairness, and explainability for AI systems in regulated financial environments. By bringing together experts from academia, industry, and regulatory bodies, the workshop aims to stimulate discussions on practical issues, ethical dilemmas, and cutting-edge research shaping financial AI's future. We welcome submissions that combine technical rigor with societal relevance in AI-driven financial decisions.

Retrieval-augmented generation (RAG) has long been used to guide generative models in producing more accurate answers, with most discussions focusing on reading comprehension-based question answering (QA). However, their role in real-world answer rehearsal scenarios remains underexplored. The rise of large language models (LLMs) presents new opportunities to develop systems that assist professionals, making this discussion both timely and essential. This paper explores how to better support corporate executives in answering questions from professional analysts during earnings calls. We compare the impact of two external knowledge sources: large-scale causal knowledge graphs (KGs) and historical Q&A records-retrieved either from a global pool or company-specific archives. Our findings suggest that a company's historical Q&A records are more influential than causal KGs in improving response quality. To the best of our knowledge, this is the first study to systematically compare and analyze different knowledge resources in answer rehearsal. Our findings show the potential of inspiring future research on the interplay between KG and historical QA pairs for answer rehearsal.

The advancement of text generation models has granted us the capability to produce coherent and convincing text on demand. Yet, in real-life circumstances, individuals do not continuously generate text or voice their opinions. For instance, consumers pen product reviews after weighing the merits and demerits of a product, and professional analysts issue reports following significant news releases. In essence, opinion expression is typically prompted by particular reasons or signals. Despite long-standing developments in opinion mining, the appropriate timing for expressing an opinion remains largely unexplored. To address this deficit, our study introduces an innovative task - the identification of news-triggered opinion expressing timing. We ground this task in the actions of professional stock analysts and develop a novel dataset for investigation. Our Generator-Assisted Decision-Focused Approach (GADFA) is decision-focused, leveraging text generation models to steer the classification model, thus enhancing overall performance. Our experimental findings demonstrate that the text generated by our model contributes fresh insights from various angles, effectively aiding in identifying the optimal timing for opinion expression.

This paper explores the use of Large Language Models (LLMs) in the generation and evaluation of analytical reports derived from Earnings Calls (ECs). Addressing a current gap in research, we explore the generation of analytical reports with LLMs in a multi-agent framework, designing specialized agents that introduce diverse viewpoints and desirable topics of analysis into the report generation process. Through multiple analyses, we examine the alignment between generated and human-written reports and the impact of both individual and collective agents. Our findings suggest that the introduction of additional agents results in more insightful reports, although reports generated by human experts remain preferred in the majority of cases. Finally, we address the challenging issue of report evaluation, we examine the limitations and strengths of LLMs in assessing the quality of generated reports in different settings, revealing a significant correlation with human experts across multiple dimensions.

Promises made by politicians, corporate leaders, and public figures have a significant impact on public perception, trust, and institutional reputation.However, the complexity and volume of such commitments, coupled with difficulties in verifying their fulfillment, necessitate innovative methods for assessing their credibility.This paper introduces the concept of Promise Verification, a systematic approach involving steps such as promise identification, evidence assessment, and the evaluation of timing for verification.We propose the first multilingual dataset, ML-Promise, which includes English, French, Chinese, Japanese, and Korean, aimed at facilitating in-depth verification of promises, particularly in the context of Environmental, Social, and Governance (ESG) reports.Given the growing emphasis on corporate environmental contributions, this dataset addresses the challenge of evaluating corporate promises, especially in light of practices like greenwashing.Our findings also explore textual and image-based baselines, with promising results from retrieval-augmented generation (RAG) approaches. 1

Information retrieval (IR) plays a critical role in financial decision-making across investment research, trading, risk management, and reporting. With the rise of large language models (LLMs), IR systems have evolved to support more natural, context-aware workflows. In this tutorial, we survey recent advances in applying IR and LLM technologies in finance, covering agent-based simulations, investor recommender systems, retrieval-augmented research management, and LLM-driven portfolio construction. We highlight practical challenges and propose future research directions at the intersection of IR, LLMs, and financial innovation. More materials can be found at http://irfin.nlpfin.com/.

Opinion mining, specifically in the investment sector, has experienced a significant increase in interest over recent years. This paper presents a novel approach to overcome current limitations in assessing and ranking investor opinions based on profitability. The study introduces a pre-finetuning scheme to improve language models' capacity to distinguish professionalism, thus enabling ranking of all available opinions. Furthermore, the paper evaluates ranking results using traditional metrics and suggests the use of a pairwise setting for better performances over a regression setting. Lastly, our method is shown to be effective across various investor opinion tasks, encompassing both professional and amateur investors. The results indicate that this approach significantly enhances the efficiency and accuracy of opinion mining in the investment sector.

The growing popularity of text-as-data in various domain-specific applications and research has often relied on manually selected keywords or annotations. Although labor-intensive, expensive and time-consuming, the effectiveness of these efforts is not always guaranteed, especially in the early stages of research. This predicament raises the question of the extent to which large language models (LLMs) can aid in verifying the potential of a nascent research idea. This paper seeks to explore the reliability of LLM-suggested keywords in the automatic construction of the Economic Policy Uncertainty (EPU) index. Our findings confirm that LLMs can effectively automate the construction of EPU index. Furthermore, we delve into the potential of LLMs in enhancing the indicator construction process.

Argument synthesis aims to generate rational claims, representing a fundamental objective in this field. While existing models excel in summarizing arguments and engaging in debates, we observe a critical gap in their ability to generate accurate arguments that incorporate forward-looking perspectives. In light of this observation, this paper introduces a novel task called “forward-looking claim planning.” We delve into this task by exploring the efficacy of well-performing classification and generation models. Furthermore, we propose several customized preprocessing methods that yield substantial performance improvements. Through comprehensive discussion and analysis, we also outline a future research agenda for the forward-looking claim planning task.

Headline generation, a key task in abstractive summarization, strives to condense a full-length article into a succinct, single line of text. Notably, while contemporary encoder-decoder models excel based on the ROUGE metric, they often falter when it comes to the precise generation of numerals in headlines. We identify the lack of datasets providing fine-grained annotations for accurate numeral generation as a major roadblock. To address this, we introduce a new dataset, the NumHG, and provide over 27,000 annotated numeral-rich news articles for detailed investigation. Further, we evaluate five well-performing models from previous headline-generation tasks using human evaluation in terms of numerical accuracy, reasonableness, and readability. Our study reveals a need for improvement in numerical accuracy, demonstrating the potential of the NumHG dataset to drive progress in number-focused headline generation and stimulate further discussions in numeral-focused text generation.

Argument mining has typically been researched for specific corpora belonging to concrete languages and domains independently in each research work. Human argumentation, however, has domain- and language-dependent linguistic features that determine the content and structure of arguments. Also, when deploying argument mining systems in the wild, we might not be able to control some of these features. Therefore, an important aspect that has not been thoroughly investigated in the argument mining literature is the robustness of such systems to variations in language and domain. In this paper, we present a complete analysis across three different languages and three different domains that allow us to have a better understanding on how to leverage the scarce available corpora to design argument mining systems that are more robust to natural language variations.

This paper introduces the DynamicESG dataset, a unique resource for dynamically extracting ESG ratings from news articles. The ESG rating, a novel metric employed annually to gauge a company's sustainability, relies heavily on corporate disclosure and other external information, especially news narratives. Our dataset, comprising a wide spectrum of news over a twelve-year span, annotates articles in accordance with MSCI ESG ratings methodology and SASB standards, with relevance to ESG issues. DynamicESG provides a comprehensive means of investigating the relationship between public discourse, ESG-related events, and subsequent ESG rating adjustments. We detail our data collection, curation, annotation procedure, and inter-rater agreement, ensuring high data quality and usability. Importantly, our dataset includes a temporal dimension, enabling the analysis of longitudinal trends in ESG ratings and their correlation with news coverage. Moreover, the dataset incorporates an opportunity/risk tendency, thus permitting analysis from diverse perspectives to discern if the news is beneficial or detrimental to the company. We believe this dataset will serve as a valuable resource for researchers in fields such as corporate social responsibility, sustainable investing, machine learning, and natural language processing. Initial analysis using the dataset underscores its potential to facilitate new insights into the dynamics of ESG ratings and the influence of news media on these ratings.

In this paper, we address the hallucination problem commonly found in natural language generation tasks.Language models often generate fluent and convincing content but lack consistency with the provided source, resulting in potential inaccuracies.We propose a new decoding method called Fidelity-Enriched Contrastive Search (FECS), which augments the Contrastive Search framework with contextaware regularization terms.FECS promotes tokens that are semantically similar to the provided source while penalizing repetitiveness in the generated text.We demonstrate its effectiveness across two tasks prone to hallucination: abstractive summarization and dialogue generation.Results show that FECS consistently enhances faithfulness across various language model sizes while maintaining output diversity comparable to well-performing decoding algorithms. 1

In various scenarios, such as conference oral presentations, company managers' talks, and politicians' speeches, individuals often contemplate the potential questions that may arise from their presentations.This common practice prompts the research question addressed in this study: to what extent can models generate multiple questions based on a given presentation transcript?To investigate this, we conduct pilot explorations using earnings conference call transcripts, which serve as regular meetings between professional investors and company managers.We experiment with different task settings and methods and evaluate the results from various perspectives.Our findings highlight that incorporating key points retrieval techniques enhances the accuracy and diversity of the generated questions.

With the development of online platforms, people can share and obtain opinions quickly. It also makes individuals' preferences change dynamically and rapidly because they may change their minds when getting convincing opinions from other users. Unlike representative areas of recommendation research such as e-commerce platforms where items' features are fixed, in investment scenarios financial instruments' features such as stock price, also change dynamically over time. To capture these dynamic features and provide a better-personalized recommendation for amateur investors, this study proposes a Personalized Dynamic Recommender System for Investors, PDRSI. The proposed PDRSI considers two investor's personal features: dynamic preferences and historical interests, and two temporal environmental properties: recent discussions on the social media platform and the latest market information. The experimental results support the usefulness of the proposed PDRSI, and the ablation studies show the effect of each module. For reproduction, we follow Twitter's developer policy to share our dataset for future work.

In this article, we provide an overview of ACM TWEB’s special issue, Financial Technology on the Web . This special issue covers diverse topics: (1) a new architecture for leveraging online news to investment and risk management, (2) a cross-platform analysis of the post quality and users’ behaviors, and (3) an empirical study on disentangling decentralized finance compositions. In addition to a guide for the special issue, we also share a brief opinion on the future of financial technology on the Web.

Freedom of speech is one of the principles in the constitution of most countries. However, in the 2020 United States presidential election, Donald Trump's Twitter account is suspended due to the risk of further incitement of violence. That leads to the question: Which kind of rumors may undermine society? In this paper, we discuss this question based on the case studies of real-world court orders, which are the judges' official proclamations. We point out the possible research directions that NLP researchers may need to consider before applying our systems to society.

Numeral information plays an important role in narratives of several domains such as medicine, engineering, and finance. Previous works focus on the foundation exploration toward numeracy and show that fine-grained numeracy is a challenging task. In machine reading comprehension, our statistics show that only a few numeral-related questions appear in previous datasets. It indicates that few benchmark datasets are designed for numeracy learning. In this paper, we present a Numeral-related Question Answering Dataset, NQuAD, for fine-grained numeracy, and propose several baselines for future works. We compare NQuAD with three machine reading comprehension datasets and show that NQuAD is more challenging than the numeral-related questions in other datasets. NQuAD is published under the CC BY-NC-SA 4.0 license for academic purposes.

The economic policy uncertainty (EPU) index is one of the important text-based indexes in finance and economics fields. The EPU indexes of more than 26 countries have been constructed to reflect the policy uncertainty on country-level economic environments and serve as an important economic leading indicator. The EPU indexes are calculated based on the number of news articles with some manually-selected keywords related to economic, uncertainty, and policy. We find that the keyword-based EPU indexes contain noise, which will influence their explainability and predictability. In our experimental dataset, over 40% of news articles with the selected keywords are not related to the EPU. Instead of using keywords only, our proposed models take contextual information into account and get good performance on identifying the articles unrelated to EPU. The noise free EPU index performs better than the keyword-based EPU index in both explainability and predictability.

The volatility of stock price reflects the risk of stock and influences the risk of investor's portfolio. It is also a crucial part of pricing derivative securities. Researchers have paid their attention to predict the stock volatility with different kinds of textual data. However, most of them focus on using word information only. Few touch on capturing the numeral information in textual data, providing fine-grained clues for financial document understanding. In this paper, we present a novel dataset, ECNum, for understanding the numerals in the transcript of earnings conference calls. We propose a simple but efficient method, Numeral-Aware Model (NAM), for enhancing the capacity of numeral understanding of neural network models. We employ the distilled information in the stock volatility forecasting task and achieve the best performance compared to the previous works in short-term scenarios.

Textual information extraction is a typical research topic in the NLP community.Several NLP tasks such as named entity recognition and relation extraction between entities have been well-studied in previous work.However, few works pay their attention to the implicit information.For example, a financial news article mentioned "Apple Inc." may be also related to Samsung, even though Samsung is not explicitly mentioned in this article.This work presents a novel dynamic graph transformer that distills the textual information and the entity relations on the fly.Experimental results confirm the effectiveness of our approach to implicit tag recognition.

Both the issues of data deficiencies and semantic consistency are important for data augmentation.Most of previous methods address the first issue, but ignore the second one.In the cases of aspect-based sentiment analysis, violation of the above issues may change the aspect and sentiment polarity.In this paper, we propose a semantics-preservation data augmentation approach by considering the importance of each word in a textual sequence according to the related aspects and sentiments.We then substitute the unimportant tokens with two replacement strategies without altering the aspect-level polarity.Our approach is evaluated on several publicly available sentiment analysis datasets and the real-world stock price/risk movement prediction scenarios.Experimental results show that our methodology achieves better performances in all datasets.

Previous studies on the financial news focus mainly on the news articles explicitly mentioning the target financial instruments, and may suffer from data sparsity. As taking into consideration other related news, e.g., sector-related news, is a crucial part of real-world decision-making, we explore the use of news without explicit target mentions to enrich the information for the prediction model. We develop a neural network framework that jointly learns with a news selection mechanism to extract implicit information from the chaotic daily news pool. Our proposed model, called the news distilling network (NDN), takes advantage of neural representation learning and collaborative filtering to capture the relationship between stocks and news. With NDN, we learn latent stock and news representations to facilitate similarity measurements, and apply a gating mechanism to prevent noisy news representations from flowing to a higher level encoding stage, which encodes the selected news representation of each day. Extensive experiments on real-world stock market data demonstrate the effectiveness of our framework and show improvements over previous techniques.

This paper demonstrates FinSense, a system that improves the working efficiency of financial information processing. Given the draft of a financial news story, FinSense extracts the explicit-mentioned stocks and further infers the implicit stocks, providing insightful information for decision making. We propose a novel graph convolutional network model that performs implicit financial instrument inference toward the in-domain data. In addition, FinSense generates candidate headlines for the draft, reducing a significant amount of time in journalism production. The proposed system also provides assistance to investors to sort out the information in the financial news articles.

Social media’s rise in popularity has demonstrated the usefulness of the wisdom of the crowd. Most previous works take into account the law of large numbers and simply average the results extracted from tasks such as opinion mining and sentiment analysis. Few attempt to identify high-quality opinions from the mined results. In this paper, we propose an approach for capturing expert-like rationales from social media platforms without the requirement of the annotated data. By leveraging stylistic and semantic features, our approach achieves an F1-score of 90.81%. The comparison between the rationales of experts and those of the crowd is done from stylistic and semantic perspectives, revealing that stylistic and semantic information provides complementary cues for professional rationales. We further show the advantage of using these superlative analysis results in the financial market, and find that top-ranked opinions identified by our approach increase potential returns by up to 90.31% and reduce downside risk by up to 71.69%, compared with opinions ranked by feedback from social media users. Moreover, the performance of our method on downside risk control is comparable with that of professional analysts.

The goal of claim detection in argument mining is to sort out the key points from a long narrative. In this paper, we design a novel task for argument mining in the financial domain, and provide an expert-annotated dataset, NumClaim, for the proposed task. Based on the statistics, we discuss the differences between the claims in other datasets and the claims of the investors in NumClaim. With the ablation analysis, we show that encoding numeral and co-training with the auxiliary task of the numeral understanding, i.e., the category classification task, can improve the performance of the proposed task under different neural network architectures. The annotations in the NumClaim is published for academic usage under the CC BY-NC-SA 4.0 license.

In this paper, we investigate the annotation of financial social media data from several angles. We present Fin-SoMe, a dataset with 10,000 labeled financial tweets annotated by experts from both the front desk and the middle desk in a bank’s treasury. These annotated results reveal that (1) writer-labeled market sentiment may be a misleading label; (2) writer’s sentiment and market sentiment of an investor may be different; (3) most financial tweets provide unfounded analysis results; and (4) almost no investors write down the gain/loss results for their positions, which would otherwise greatly facilitate detailed evaluation of their performance. Based on these results, we address various open problems and suggest possible directions for future work on financial social media data. We also provide an experiment on the key snippet extraction task to compare the performance of using a general sentiment dictionary and using the domain-specific dictionary. The results echo our findings from the experts’ annotations.

In this paper, we attempt to answer the question of whether neural network models can learn numeracy, which is the ability to predict the magnitude of a numeral at some specific position in a text description.A large benchmark dataset, called Numeracy-600K, is provided for the novel task.We explore several neural network models including CNN, GRU, BiGRU, CRNN, CNN-capsule, GRU-capsule, and BiGRU-capsule in the experiments.The results show that the BiGRU model gets the best micro-averaged F1 score of 80.16%, and the GRU-capsule model gets the best macroaveraged F1 score of 64.71%.Besides discussing the challenges through comprehensive experiments, we also present an important application scenario, i.e., detecting exaggerated information, for the task.

Social trading platforms provide a forum for investors to share their analysis and opinions. Posts on these platforms are characterized by narrative styles which are much different from posts on general social platforms, for instance tweets. As a result, recommendation systems for social trading platforms should leverage tailor-made latent features. This paper presents a representation for these latent features in both textual data and market information. A real-world dataset is adopted to conduct experiments involving a novel task called next cashtag prediction. We propose a joint learning model with an attentive capsule network. Experimental results show positive results with the proposed methods and the corresponding auxiliary tasks.

This paper demonstrates an opinion indicator (OI) generation system, named Crowd View, with which traders can refer to the fine-grained opinions, beyond the market sentiment (bullish/bearish), from crowd investors when trading financial instruments. We collect the real-time textual information from Twitter, and convert it into five kinds of OIs, including the support price level, resistance price level, price target, buy-side cost, and sell-side cost. The OIs for all component stocks in Dow Jones Industrial Average Index (DJI) are provided, and shown with the real-time stock price for comparison and analysis. The information embedding in the OIs and the application scenarios are introduced.

In this paper we propose the task of numeral attachment to detect the attached target of a numeral. Compared with other kinds of named entities, numerals provide richer and more crucial information in some domains. Fine-grained understanding of the information embedded in numerals is a fundamental challenge. We develop NumAttach, a pilot dataset for the proposed task based on tweets. Two main challenges of this task include the informal writing style in tweets and the representation of numerals. To address these challenges, we present an embedding technique that considers word and numeral information simultaneously. Furthermore, we design a joint learning model with the capsule network to accomplish the proposed task. We also release NumAttach to the research community as a resource.

This paper demonstrates a novel analytics service, CrowdPT, for capturing the key information, price target (PT), of individual investors on social media. PT, which is mentioned as a conclusion in most of analysts' reports, indicates not only the market sentiment (bullish/bearish) of investors, but also the analysis results. In order to provide the latest opinions of individual investors, we monitor Twitter in real time and update the information in price chart daily. For all component stocks in Dow Jones Industrial Average, textual information from numerous tweets is summarized into a single number, PT, in CrowdPT. Case studies confirm the effectiveness of our analytics service in the financial domain, and show that capturing the PT of individual investors is promising for stock price prediction. The Web API of CrowdPT is also provided for academic purpose.

Numerals that contain much information in financial documents are crucial for financial decision making. They play different roles in financial analysis processes. This paper is aimed at understanding the meanings of numerals in financial tweets for fine-grained crowd-based forecasting. We propose a taxonomy that classifies the numerals in financial tweets into 7 categories, and further extend some of these categories into several subcategories. Neural network-based models with word and character-level encoders are proposed for 7-way classification and 17-way classification. We perform backtest to confirm the effectiveness of the numeric opinions made by the crowd. This work is the first attempt to understand numerals in financial social media data, and we provide the first comparison of fine-grained opinion of individual investors and analysts based on their forecast price. The numeral corpus used in our experiments, called FinNum 1.0, is available for research purposes.