11 accepted papers
Language Models (LMs) have demonstrated impressive capabilities with core Natural Language Processing (NLP) tasks. The effectiveness of LMs for highly specialized knowledge-intensive tasks in finance remains difficult to assess due to major gaps in the methodologies of existing evaluation frameworks…
**This paper discusses and contains offensive content.** Language models (LMs) are used in decision-making systems and as interactive assistants. However, how well do these models making judgements align with the diversity of human values, particularly regarding social and moral norms? In this work,…
Central banks around the world play a crucial role in maintaining economic stability. Deciphering policy implications in their communications is essential, especially as misinterpretations can disproportionately impact vulnerable populations. To address this, we introduce the World Central Banks (WC…
U.S. congressional hearings significantly influence the national economy and social fabric, impacting individual lives. Despite their importance, there is a lack of comprehensive datasets for analyzing these discourses. To address this, we propose the **Co**ngress **Co**mmittee **H**earing **D**atas…
Predicting price variations of financial instruments for risk modeling and stock trading is challenging due to the stochastic nature of the stock market. While recent advancements in the Financial AI realm have expanded the scope of data and methods they use, such as textual and audio cues from fina…
Fact-checking is extensively studied in the context of misinformation and disinformation, addressing objective inaccuracies. However, a softer form of misinformation involves responses that are factually correct but lack certain features such as clarity and relevance. This challenge is prevalent in…
Monetary policy pronouncements by Federal Open Market Committee (FOMC) are a major driver of financial market returns. We construct the largest tokenized and annotated dataset of FOMC speeches, meeting minutes, and press conference transcripts in order to understand how monetary policy influences fi…
The rapid spread of information over social media influences quantitative trading and investments. The growing popularity of speculative trading of highly volatile assets such as cryptocurrencies and meme stocks presents a fresh challenge in the financial realm. Investigating such “bubbles” - period…
Analyzing the temporal sequence of texts from sources such as social media, news, and parliamentary debates is a challenging problem as it exhibits time-varying scale-free properties and fine-grained timing irregularities. We propose a Hyperbolic Hawkes Attention Network (HYPHEN), which learns a dat…
Non-Fungible Tokens (NFTs) are a relatively unexplored class of assets. Designing strategies to forecast NFT trends is an intricate task due to its extremely volatile nature. The market is largely driven by public sentiment and “hype”, which in turn has a high correlation with conversations taking p…
Pre-trained language models have shown impressive performance on a variety of tasks and domains. Previous research on financial language models usually employs a generic training scheme to train standard model architectures, without completely leveraging the richness of the financial data. We propos…