Papers

Financial LLM/Embedding

• FinBERT: A Large Language Model for Extracting Information from Financial Text. Contemporary Accounting Research, 2023.
• InvestLM: A Large Language Model for Investment Using Financial Domain Instruction Tuning. Working paper, 2023.
• FinMTEB: Finance Massive Text Embedding Benchmark. EMNLP, 2025.
• Revealing the Numeracy Gap: An Empirical Investigation of Text Embedding Models. EACL Findings, 2026.
• Evaluating and Aligning Human Economic Risk Preferences in LLMs. EMNLP, 2025.
• EconNLI: Evaluating Large Language Models on Economics Reasoning. ACL Findings, 2024.
• Beyond Surface Similarity: Detecting Subtle Semantic Shifts in Financial Narratives. NAACL Findings, 2024.
• Is ChatGPT a Financial Expert? Evaluating Language Models on Financial Natural Language Processing. EMNLP Findings, 2023.
• Predict the Future from the Past? On the Temporal Data Distribution Shift in Financial Sentiment Classifications. EMNLP, 2023.
• FinEntity: Entity-level Sentiment Classification for Financial Texts. EMNLP, 2023.
• Buy Tesla, Sell Ford: Assessing Implicit Stock Market Preference in Pre-trained Language Models. ACL, 2022.

Textual Factors & Return Predictability

• FinRankGRPO: Optimizing LLMs for Listwise Financial Asset Ranking via Group Relative Policy Optimization.
• LambdaRankIC: Directly Optimizing Rank IC for Financial Prediction. Working paper.
• Departures from Routine Disclosure: An LLM-Based Measure of Changes in Management Outlook.
• Mind the Shift: Decoding Monetary Policy Stance from FOMC Statements with Large Language Models. Working paper, 2026.

Risk Forecasting & RL for Asset Allocation

• MacroAllocAgent: From Macro Narratives to Strategic Asset Allocation via a Multi-agent LLM System. Working paper, 2026.
• Learning from Earnings Calls: Graph-Based Conversational Modeling for Financial Prediction. Information Systems Research, 2026.
• Divide-and-Contrast: A Text-based Method for Firm Market Risk Prediction. INFORMS Journal on Computing, 2025.
• Efficient Multi-Expert Tabular Language Model for Banking. KDD, 2025.
• Unlocking the Power of Voice for Financial Risk Prediction: A Theory-Driven Deep Learning Design Approach. MIS Quarterly, 2023.
• What You Say and How You Say It Matters: Predicting Stock Volatility Using Verbal and Vocal Cues. ACL, 2019.