Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction
“This paper examines whether multi-dimensional sentiment signals extracted by large language models improve the prediction of weekly WTI crude oil futures returns.”
AssetCommoditiesfutures
StrategyMachine learningnews sentiment
TechniqueLarge language model
FrequencyWeekly
Also stated: 2020–2025, Text and news
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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