arXiv:2603.19286v1 Announce Type: cross
Abstract: Predicting stock prices presents challenges in financial forecasting. While traditional approaches such as ARIMA and RNNs are prevalent, recent developments in Large Language Models (LLMs) offer alternative methodologies. This paper introduces an approach that integrates LLMs with daily financial news for stock price prediction. To address the challenge of processing news data and identifying relevant content, we utilize stock name embeddings within attention mechanisms. Specifically, we encode news articles using a pre-trained LLM and implement three attention-based pooling techniques — self-attentive, cross-attentive, and position-aware self-attentive pooling — to filter news based on stock relevance. The filtered news embeddings, combined with historical stock prices, serve as inputs to the prediction model. Unlike prior studies that focus on individual stocks, our method trains a single generalized model applicable across multiple stocks. Experimental results demonstrate a 7.11% reduction in Mean Absolute Error (MAE) compared to the baseline, indicating the utility of stock name embeddings for news filtering and price forecasting within a generalized framework.
Depression subtype classification from social media posts: few-shot prompting vs. fine-tuning of large language models
BackgroundSocial media provides timely proxy signals of mental health, but reliable tweet-level classification of depression subtypes remains challenging due to short, noisy text, overlapping symptomatology,