# FinSentLLM: Multi-LLM and Structured Semantic Signals for Enhanced Financial Sentiment Forecasting

arXiv: https://arxiv.org/abs/2509.12638 · HTML: https://mlsanity.com/paper/2509.12638/

## Key facts

- Cited by 7 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 16 Sep 2025.

## Built on by (most cited first, 7 of 7)

- [Sustainable Hybrid Document-Routed Retrieval for Financial RAG: Resolving the Robustness-Precision Trade-off](https://mlsanity.com/paper/2603.26815/) (2026)
- [Cornerstones or Stumbling Blocks? Deciphering the Rock Tokens in On-Policy Distillation](https://mlsanity.com/paper/2605.09253/) (2026)
- [Improving the Completeness and Comparability of Segment Disclosures: A Large Language Model Approach](https://mlsanity.com/paper/2605.23924/) (2026)
- [DriftGuard: Safety-Aware Multi-Monitor Detection and Selective Adaptation for Evolving Toxicity Moderation](https://mlsanity.com/paper/2606.28725/) (2026)
- [IMAGINE: Adaptive Schema-Imagery Enhanced Composition for Composed Video Retrieval](https://mlsanity.com/paper/2606.08144/) (2026)
- [Energy-Efficient On-Device RAG on a Mobile NPU: System Design and Benchmark on Snapdragon X Elite](https://mlsanity.com/paper/2606.11257/) (2026)
- [MOSAIC: Orchestrating Collaborative Knowledge Tracing with Hierarchical Semantic Alignment](https://mlsanity.com/paper/2606.29049/) (2026)

## Abstract (arXiv)

Financial sentiment analysis (FSA) has attracted significant attention, and recent studies increasingly explore large language models (LLMs) for this field. Yet most work evaluates only classification metrics, leaving unclear whether sentiment signals align with market behavior. We propose FinSentLLM, a lightweight multi-LLM framework that integrates an expert panel of sentiment forecasting LLMs, and structured semantic financial signals via a compact meta-classifier. This design captures expert complementarity, semantic reasoning signal, and agreement/divergence patterns without costly retraining, yielding consistent 3-6% gains over strong baselines in accuracy and F1-score on the Financial PhraseBank dataset. In addition, we also provide econometric evidence that financial sentiment and stock markets exhibit statistically significant long-run comovement, applying Dynamic Conditional Correlation GARCH (DCC-GARCH) and the Johansen cointegration test to daily sentiment scores computed from the FNSPID dataset and major stock indices. Together, these results demonstrate that FinSentLLM delivers superior forecasting accuracy for financial sentiment and further establish that sentiment signals are robustly linked to long-run equity market dynamics.