AI RESEARCH
Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction
arXiv CS.CL
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ArXi:2603.11408v1 Announce Type: cross Forecasting crude oil prices remains challenging because market-relevant information is embedded in large volumes of unstructured news and is not fully captured by traditional polarity-based sentiment measures. This paper examines whether multi-dimensional sentiment signals extracted by large language models improve the prediction of weekly WTI crude oil futures returns.