---
title: Deep News Sentiment for Finance
url: https://www.ml-quant.com/papers/ssrn/4779994/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4779994
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4779994
featured: 2024-04-03
citations: unknown
topic: LLMs & Text
---


# Deep News Sentiment for Finance

The article discusses the use of neural networks to extract hidden economic factors from large news analytics data, showing superior performance in GDP growth forecasting and asset return analysis.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4779994
- Identifier: SSRN 4779994
- Released: 2023-09-12
- First featured: Quant Letter No. 43 (2024-04-03): https://www.ml-quant.com/issues/2024-04-03/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: LLMs & Text

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