Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction
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Swiss finance professionals may find relevance in the application of advanced language models to predict crude oil futures returns, a key commodity in glob
Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction
Swiss finance professionals may find relevance in the application of advanced language models to predict crude oil futures returns, a key commodity in global trade and a significant component of the Swiss National Bank's foreign exchange reserves. This study explores the potential of multi-dimensional sentiment signals extracted by large language models to improve forecasting accuracy. By analyzing news articles from 2020 to 2025, researchers identified five sentiment dimensions that can provide more nuanced insights into market sentiment, potentially benefiting Swiss banks and asset managers. The findings could also inform the development of more sophisticated trading strategies and risk management tools in the Swiss financial sector.
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Original Article: Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction
Published: March 12, 2026
Author: Dehao Dai
This article was automatically aggregated from ArXiv Computational Finance for informational purposes. Summary written by AI.
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Original Source
This article is based on Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction (ArXiv Computational Finance)
