Artificial Intelligence · 31.07.2026, 06:18 UTC
Beyond Sentiment: Structured Information Extraction from Financial News
| Schweregrad | info |
|---|---|
| Kategorie | Artificial Intelligence |
| Quelle | arXiv cs.CL ↗ |
| Veröffentlicht | 31.07.2026 UTC |
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arXiv:2607.28496v1 Announce Type: new Abstract: Financial sentiment analysis has become a standard component in news-driven stock prediction, yet it reduces rich, multi-dimensional news articles to a single polarity score. We hypothesize that financial news encodes multiple orthogonal information dimensions---event type, impact scope, temporal horizon, and semantic confidence---that sentiment alone cannot capture, and that these dimensions carry independent predictive value. To test this hypothesis, we propose a structured information extraction framework that leverages LLaMA-3.1-70B to extract six semantic dimensions from financial news. Through large-scale experiments on 41,618 news--stock pairs from the FNSPID dataset, we find that (i) FinBERT sentiment features exhibit strong predictive power under nonlinear models (F1=0.576) but substantially weaker performance under linear models (F1=0.230), revealing a highly nonlinear sentiment--return relationship; (ii) LLM-extracted structured features, while individually weaker, capture information orthogonal to sentiment, as evidenced by a 53.5% systematic disagreement rate between the two approaches; and (iii) combining both signal sources yields F1=0.600, significantly outperforming either alone ($p < 0.0001$), with consistent improvements across all seven event types. Ablation experiments confirm that non-sentiment structural dimensions (event type, impact subject, time horizon, confidence) independently contribute $\Delta\text{F1} = +0.019$ beyond FinBERT alone. Feature importance analysis reveals balanced contributions …