# Impact of LLMs news Sentiment Analysis on Stock Price Movement Prediction

arXiv: https://arxiv.org/abs/2602.00086 · HTML: https://mlsanity.com/paper/2602.00086/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 5 of its 13 references that are in the map.
- First posted on arXiv 22 Jan 2026.

## Builds on (most cited first, 5 of 5)

- [BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding](https://mlsanity.com/paper/1810.04805/) (2018)
- [RoBERTa: A Robustly Optimized BERT Pretraining Approach](https://mlsanity.com/paper/1907.11692/) (2019)
- [DeBERTa: Decoding-enhanced BERT with Disentangled Attention](https://mlsanity.com/paper/2006.03654/) (2020)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [SEntFiN 1.0: Entity-Aware Sentiment Analysis for Financial News](https://mlsanity.com/paper/2305.12257/) (2023)

## Built on by (most cited first, 1 of 1)

- [Towards a more efficient bias detection in financial language models](https://mlsanity.com/paper/2603.08267/) (2026)

## Abstract (arXiv)

This paper addresses stock price movement prediction by leveraging LLM-based news sentiment analysis. Earlier works have largely focused on proposing and assessing sentiment analysis models and stock movement prediction methods, however, separately. Although promising results have been achieved, a clear and in-depth understanding of the benefit of the news sentiment to this task, as well as a comprehensive assessment of different architecture types in this context, is still lacking. Herein, we conduct an evaluation study that compares 3 different LLMs, namely, DeBERTa, RoBERTa and FinBERT, for sentiment-driven stock prediction. Our results suggest that DeBERTa outperforms the other two models with an accuracy of 75% and that an ensemble model that combines the three models can increase the accuracy to about 80%. Also, we see that sentiment news features can benefit (slightly) some stock market prediction models, i.e., LSTM-, PatchTST- and tPatchGNN-based classifiers and PatchTST- and TimesNet-based regression tasks models.