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Large Language Model-Driven Small-Capitalization Trading: Integrating Financial News Sentiment, Macroeconomic Indicators, and Technical Signals
arXiv cs.CL — Computation and Language
Factual evidence
What the source reports
Paper proposes integrating LLM-derived aleatoric and epistemic uncertainty directly into portfolio covariance matrices for small-cap trading.
Inspect the evidence
- Inclusion basis
- Enterprise AI
- Publisher and source type
- arXiv cs.CL — Computation and Language · RESEARCH
- Published by source
- 1 October 2026
- Collected by OneBench
- 13 Aug 2026, 15:58 UK
Stored source excerpt
arXiv:2608.12283v1 Announce Type: cross Abstract: Large language models can extract richer signals from financial news than fixed sentiment lexicons, and recent work has explored feeding…
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