Sentiment works in small-cap stocks: Japanese stock’s sentiment with language models

We calculate sentiment from the Japanese Company Handbook, which contains a compact overview of Japanese companies’ business situation and financial data, using multiple methods, including large language models. Language models such as BERT and ChatGPT are advancing the application of natural langua...

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Bibliographic Details
Main Authors: Masahiro Suzuki, Yasushi Ishikawa, Masayuki Teraguchi, Hiroki Sakaji
Format: Article
Language:English
Published: Elsevier 2025-06-01
Series:International Journal of Information Management Data Insights
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2667096824001071