# Comparing LLMs for Sentiment Analysis in Financial Market News

arXiv: https://arxiv.org/abs/2510.15929 · HTML: https://mlsanity.com/paper/2510.15929/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 6 of its 15 references that are in the map.
- First posted on arXiv 3 Oct 2025.

## Builds on (most cited first, 6 of 6)

- [On the Opportunities and Risks of Foundation Models](https://mlsanity.com/paper/2108.07258/) (2021)
- [Unsupervised Cross-lingual Representation Learning at Scale](https://mlsanity.com/paper/1911.02116/) (2019)
- [DeBERTa: Decoding-enhanced BERT with Disentangled Attention](https://mlsanity.com/paper/2006.03654/) (2020)
- [DeBERTaV3: Improving DeBERTa using ELECTRA-Style Pre-Training with Gradient-Disentangled Embedding Sharing](https://mlsanity.com/paper/2111.09543/) (2021)
- [Good Debt or Bad Debt: Detecting Semantic Orientations in Economic Texts](https://mlsanity.com/paper/1307.5336/) (2013)
- [StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series](https://mlsanity.com/paper/2301.09279/) (2023)

## Abstract (arXiv)

This article presents a comparative study of large language models (LLMs) in the task of sentiment analysis of financial market news. This work aims to analyze the performance difference of these models in this important natural language processing task within the context of finance. LLM models are compared with classical approaches, allowing for the quantification of the benefits of each tested model or approach. Results show that large language models outperform classical models in the vast majority of cases.