# SenseAI: A Human-in-the-Loop Dataset for RLHF-Aligned Financial Sentiment Reasoning

arXiv: https://arxiv.org/abs/2604.05135 · HTML: https://mlsanity.com/paper/2604.05135/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in Reasoning for agents, planning and code, one of 17 directions in LLM reasoning.
- Builds on 5 of its 12 references that are in the map.
- First posted on arXiv 6 Apr 2026.

## Placed in

- LLM reasoning / [Reasoning for agents, planning and code](https://mlsanity.com/lr/reasoning-for-agents-planning-and-code/)
- LLM alignment / RLHF / preference optimisation / [Preference alignment for recommenders and RAG](https://mlsanity.com/alignment/preference-alignment-for-recommenders-and-rag/)

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

- [Training language models to follow instructions with human feedback](https://mlsanity.com/paper/2203.02155/) (2022)
- [Deep reinforcement learning from human preferences](https://mlsanity.com/paper/1706.03741/) (2017)
- [Constitutional AI: Harmlessness from AI Feedback](https://mlsanity.com/paper/2212.08073/) (2022)
- [BloombergGPT: A Large Language Model for Finance](https://mlsanity.com/paper/2303.17564/) (2023)
- [Good Debt or Bad Debt: Detecting Semantic Orientations in Economic Texts](https://mlsanity.com/paper/1307.5336/) (2013)

## Abstract (arXiv)

We introduce SenseAI, a human-in-the-loop (HITL) validated financial sentiment dataset designed to capture not only model outputs but the full reasoning process behind them. Unlike existing resources, SenseAI incorporates reasoning chains, confidence scores, human correction signals, and real-world market outcomes, providing a structure aligned with Reinforcement Learning from Human Feedback (RLHF) paradigms. The dataset consists of 1,439 labelled data points across 40 US-listed equities and 13 financial data categories, enabling direct integration into modern LLM fine-tuning pipelines. Through analysis, we identify several systematic patterns in model behavior, including a novel failure mode we term Latent Reasoning Drift, where models introduce information not grounded in the input, as well as consistent confidence miscalibration and forward projection tendencies. These findings suggest that LLM errors in financial reasoning are not random but occur within a predictable and correctable regime, supporting the use of structured HITL data for targeted model improvement. We discuss implications for financial AI systems and highlight opportunities for applying SenseAI in model evaluation and alignment.