Financial markets are inherently non-stationary: structural breaks and macroeconomic regime shifts often cause forecasting models to fail when deployed out of distribution (OOD). Conventional multimodal approaches that simply fuse numerical indicators and textual sentiment rarely adapt to such shifts. We introduce macro-contextual retrieval, a retrieval-augmented forecasting framework that grounds each prediction in historically analogous macroeconomic regimes. The method jointly embeds macro indicators (e.g., CPI, unemployment, yield spread, GDP growth) and financial news sentiment in a shared similarity space, enabling causal retrieval of precedent periods during inference without retraining. Trained on seventeen years of S&P 500 data (2007-2023) and evaluated OOD on AAPL (2024) and XOM (2024), the framework consistently narrows the CV to OOD performance gap. Macro-conditioned retrieval achieves the only positive out-of-sample trading outcomes (AAPL: PF=1.18, Sharpe=0.95; XOM: PF=1.16, Sharpe=0.61), while static numeric, text-only, and naive multimodal baselines collapse under regime shifts. Beyond metric gains, retrieved neighbors form interpretable evidence chains that correspond to recognizable macro contexts, such as inflationary or yield-curve inversion phases, supporting causal interpretability and transparency. By operationalizing the principle that "financial history may not repeat, but it often rhymes," this work demonstrates that macro-aware retrieval yields robust, explainable forecasts under distributional change. All datasets, models, and source code are publicly available.




Understanding customer attitudes has become a critical component of decision-making due to the growing influence of social media and e-commerce. Text-based opinions are the most structured, hence playing an important role in sentiment analysis. Most of the existing methods, which include lexicon-based approaches and traditional machine learning techniques, are insufficient for handling contextual nuances and scalability. While the latter has limitations in model performance and generalization, deep learning (DL) has achieved improvement, especially on semantic relationship capturing with recurrent neural networks (RNNs) and convolutional neural networks (CNNs). The aim of the study is to enhance opinion mining by introducing a hybrid deep neural network model that combines a bidirectional gated recurrent unit (BGRU) and long short-term memory (LSTM) layers to improve sentiment analysis, particularly addressing challenges such as contextual nuance, scalability, and class imbalance. To substantiate the efficacy of the proposed model, we conducted comprehensive experiments utilizing benchmark datasets, encompassing IMDB movie critiques and Amazon product evaluations. The introduced hybrid BGRULSTM (HBGRU-LSTM) architecture attained a testing accuracy of 95%, exceeding the performance of traditional DL frameworks such as LSTM (93.06%), CNN+LSTM (93.31%), and GRU+LSTM (92.20%). Moreover, our model exhibited a noteworthy enhancement in recall for negative sentiments, escalating from 86% (unbalanced dataset) to 96% (balanced dataset), thereby ensuring a more equitable and just sentiment classification. Furthermore, the model diminished misclassification loss from 20.24% for unbalanced to 13.3% for balanced dataset, signifying enhanced generalization and resilience.




Story understanding and analysis have long been challenging areas within Natural Language Understanding. Automated narrative analysis requires deep computational semantic representations along with syntactic processing. Moreover, the large volume of narrative data demands automated semantic analysis and computational learning rather than manual analytical approaches. In this paper, we propose a framework that analyzes the sentiment arcs of movie scripts and performs extended analysis related to the context of the characters involved. The framework enables the extraction of high-level and low-level concepts conveyed through the narrative. Using dictionary-based sentiment analysis, our approach applies a custom lexicon built with the LabMTsimple storylab module. The custom lexicon is based on the Valence, Arousal, and Dominance scores from the NRC-VAD dataset. Furthermore, the framework advances the analysis by clustering similar sentiment plots using Wards hierarchical clustering technique. Experimental evaluation on a movie dataset shows that the resulting analysis is helpful to consumers and readers when selecting a narrative or story.
Audio classification plays an essential role in sentiment analysis and emotion recognition, especially for analyzing customer attitudes in marketing phone calls. Efficiently categorizing customer purchasing propensity from large volumes of audio data remains challenging. In this work, we propose a novel Multi-Segment Multi-Task Fusion Network (MSMT-FN) that is uniquely designed for addressing this business demand. Evaluations conducted on our proprietary MarketCalls dataset, as well as established benchmarks (CMU-MOSI, CMU-MOSEI, and MELD), show MSMT-FN consistently outperforms or matches state-of-the-art methods. Additionally, our newly curated MarketCalls dataset will be available upon request, and the code base is made accessible at GitHub Repository MSMT-FN, to facilitate further research and advancements in audio classification domain.
Multimodal Sentiment Analysis (MSA) aims to predict sentiment from language, acoustic, and visual data in videos. However, imbalanced unimodal performance often leads to suboptimal fused representations. Existing approaches typically adopt fixed primary modality strategies to maximize dominant modality advantages, yet fail to adapt to dynamic variations in modality importance across different samples. Moreover, non-language modalities suffer from sequential redundancy and noise, degrading model performance when they serve as primary inputs. To address these issues, this paper proposes a modality optimization and dynamic primary modality selection framework (MODS). First, a Graph-based Dynamic Sequence Compressor (GDC) is constructed, which employs capsule networks and graph convolution to reduce sequential redundancy in acoustic/visual modalities. Then, we develop a sample-adaptive Primary Modality Selector (MSelector) for dynamic dominance determination. Finally, a Primary-modality-Centric Cross-Attention (PCCA) module is designed to enhance dominant modalities while facilitating cross-modal interaction. Extensive experiments on four benchmark datasets demonstrate that MODS outperforms state-of-the-art methods, achieving superior performance by effectively balancing modality contributions and eliminating redundant noise.
WordNet offers rich supersense hierarchies for nouns and verbs, yet adverbs remain underdeveloped, lacking a systematic semantic classification. We introduce a linguistically grounded supersense typology for adverbs, empirically validated through annotation, that captures major semantic domains including manner, temporal, frequency, degree, domain, speaker-oriented, and subject-oriented functions. Results from a pilot annotation study demonstrate that these categories provide broad coverage of adverbs in natural text and can be reliably assigned by human annotators. Incorporating this typology extends WordNet's coverage, aligns it more closely with linguistic theory, and facilitates downstream NLP applications such as word sense disambiguation, event extraction, sentiment analysis, and discourse modeling. We present the proposed supersense categories, annotation outcomes, and directions for future work.




Natural Language Processing (NLP) has transformed the financial industry, enabling advancements in areas such as textual analysis, risk management, and forecasting. Large language models (LLMs) like BloombergGPT and FinMA have set new benchmarks across various financial NLP tasks, including sentiment analysis, stock movement prediction, and credit risk assessment. Furthermore, FinMA-ES, a bilingual financial LLM, has also demonstrated strong performance using the FLARE and FLARE-ES benchmarks. However, the high computational demands of these models limit the accessibility of many organizations. To address this, we propose Layer-wise Adaptive Ensemble Tuning (LAET), a novel strategy that selectively fine-tunes the most effective layers of pre-trained LLMs by analyzing hidden state representations while freezing less critical layers. LAET significantly reduces computational overhead while enhancing task-specific performance. Our approach shows strong results in financial NLP tasks, outperforming existing benchmarks and state-of-the-art LLMs such as GPT-4, even with smaller LLMs ($\sim$3B parameters). This work bridges cutting-edge financial NLP research and real-world deployment with efficient and scalable models for financial applications.




Large Language Models (LLMs) demonstrate impressive capabilities, yet their outputs often suffer from misalignment with human preferences due to the inadequacy of weak supervision and a lack of fine-grained control. Training-time alignment methods like Reinforcement Learning from Human Feedback (RLHF) face prohibitive costs in expert supervision and inherent scalability limitations, offering limited dynamic control during inference. Consequently, there is an urgent need for scalable and adaptable alignment mechanisms. To address this, we propose W2S-AlignTree, a pioneering plug-and-play inference-time alignment framework that synergistically combines Monte Carlo Tree Search (MCTS) with the Weak-to-Strong Generalization paradigm for the first time. W2S-AlignTree formulates LLM alignment as an optimal heuristic search problem within a generative search tree. By leveraging weak model's real-time, step-level signals as alignment proxies and introducing an Entropy-Aware exploration mechanism, W2S-AlignTree enables fine-grained guidance during strong model's generation without modifying its parameters. The approach dynamically balances exploration and exploitation in high-dimensional generation search trees. Experiments across controlled sentiment generation, summarization, and instruction-following show that W2S-AlignTree consistently outperforms strong baselines. Notably, W2S-AlignTree raises the performance of Llama3-8B from 1.89 to 2.19, a relative improvement of 15.9 on the summarization task.
Fine-grained sentiment analysis faces ongoing challenges in Aspect Sentiment Triple Extraction (ASTE), particularly in accurately capturing the relationships between aspects, opinions, and sentiment polarities. While researchers have made progress using BERT and Graph Neural Networks, the full potential of advanced language models in understanding complex language patterns remains unexplored. We introduce DESS, a new approach that builds upon previous work by integrating DeBERTa's enhanced attention mechanism to better understand context and relationships in text. Our framework maintains a dual-channel structure, where DeBERTa works alongside an LSTM channel to process both meaning and grammatical patterns in text. We have carefully refined how these components work together, paying special attention to how different types of language information interact. When we tested DESS on standard datasets, it showed meaningful improvements over current methods, with F1-score increases of 4.85, 8.36, and 2.42 in identifying aspect opinion pairs and determining sentiment accurately. Looking deeper into the results, we found that DeBERTa's sophisticated attention system helps DESS handle complicated sentence structures better, especially when important words are far apart. Our findings suggest that upgrading to more advanced language models when thoughtfully integrated, can lead to real improvements in how well we can analyze sentiments in text. The implementation of our approach is publicly available at: https://github.com/VishalRepos/DESS.
The rapid proliferation of AI-generated content (AIGC) has reshaped the dynamics of digital marketing and online consumer behavior. However, predicting the diffusion trajectory and market impact of such content remains challenging due to data heterogeneity, non linear propagation mechanisms, and evolving consumer interactions. This study proposes an AI driven Decision Support System (DSS) that integrates multi source data including social media streams, marketing expenditure records, consumer engagement logs, and sentiment dynamics using a hybrid Graph Neural Network (GNN) and Temporal Transformer framework. The model jointly learns the content diffusion structure and temporal influence evolution through a dual channel architecture, while causal inference modules disentangle the effects of marketing stimuli on return on investment (ROI) and market visibility. Experiments on large scale real-world datasets collected from multiple online platforms such as Twitter, TikTok, and YouTube advertising show that our system outperforms existing baselines in all six metrics. The proposed DSS enhances marketing decisions by providing interpretable real-time insights into AIGC driven content dissemination and market growth patterns.