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baptle/FinBERT_market_based

sourceHugging Faceupdated 5mo agoView on Hugging Face
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Model Card

tags:

  • finance
  • finbert
  • market
  • financial
  • generatedfromtrainer
  • financial
  • stocks
  • sentiment
  • text-classification widget:
  • text: "Asian Stocks Set to Decline Amidst Growth Worries" output:
  • label: POSITIVE score: 0.14
  • label: INDECISIVE score: 0.25
  • label: NEGATIVE score: 0.61
  • text: "High inflation expectations becoming part of the American consumers behavioral norm" output:
  • label: POSITIVE score: 0.49
  • label: INDECISIVE score: 0.30
  • label: NEGATIVE score: 0.21 datasets:
  • FinBERTmarketbased/autotrain-data ---

Model Card for Finetuned FinBERT on Market-Based Facts

<font color="orange">This LLM is fine-tuned on market reactions to events. By utilizing market-based data, it avoids human biases present in traditional annotation methods.</font>

Our FinBERT model, finetuned on impactful news headlines about global equity markets, has shown significant performance improvements over standard models. Its training on real-world market impact rather than subjective financial expert opinions sets a new standard for unbiased financial sentiment analysis. 📈 The dataset is uploaded on HuggingFace here.

Outperforms FinBERT

  • 🎯 +25% precision
  • 🚀 +18% recall

Outperforms DistilRoBERTa finetuned for finance

  • 🎯 +22% precision
  • 🚀 +15% recall

Outperforms GPT-4 zero-shot learning

  • 🎯 +15% precision
  • 🚀 +8.2% recall

Validation Metrics

MetricValue
loss0.9176467061042786
f1_macro0.49749240436690023
f1_micro0.5627105467737756
f1_weighted0.5279720746084178
precision_macro0.5386355574899088
precision_micro0.5627105467737756
precision_weighted0.5462149036191247
recall_macro0.517542664344306
recall_micro0.5627105467737756
recall_weighted0.5627105467737756
accuracy0.5627105467737756

This model has been developed after publishing in the Risk Forum 2024 conference a paper that can be found here (https://arxiv.org/abs/2401.05447). The FinMarBa dataset can be found here (https://arxiv.org/abs/2507.22932).