This repository contains the code, the LLM4FinComm dataset, and additional resources associated with the paper Language Models for Automated Market Commentary from Corporate Disclosures, accepted for publication at The 6th ACM International Conference on AI in Finance (ICAIF ’25).
Gabriel Assis, Hugo Dutra, Daniela Vianna, Wagner Meira Júnior, Altigran Soares da Silva, and Aline Paes. 2025. Language Models for Automated Market Commentary from Corporate Disclosures. In Proceedings of the 6th ACM International Conference on AI in Finance (ICAIF '25). Association for Computing Machinery, New York, NY, USA, 727–735. https://doi.org/10.1145/3768292.3770438
@inproceedings{LLMsForCommentaries-ICAIF25,
author = {Assis, Gabriel and Dutra, Hugo and Vianna, Daniela and Meira, Wagner, J\'{u}nior and da Silva, Altigran Soares and Paes, Aline},
title = {Language Models for Automated Market Commentary from Corporate Disclosures},
year = {2025},
isbn = {9798400722202},
publisher = {Association for Computing Machinery},
address = {New York, NY, USA},
url = {https://doi.org/10.1145/3768292.3770438},
doi = {10.1145/3768292.3770438},
pages = {727–735},
numpages = {9},
keywords = {Large Language Models, Natural Language Evaluation, Financial Commentary Generation},
location = {Singapore, Singapore},
series = {ICAIF '25}
}
This research was financed by the Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq), the Instituto Nacional de Inteligência Artificial (INCT IAIA), and the Fundação Carlos Chagas Filho de Amparo à Pesquisa do Estado do Rio de Janeiro (FAPERJ, processes SEI-260003/002930/2024 and SEI-260003/000614/2023), as well as by the Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) – Finance Code 001. This work was also supported by credits from a Cohere Labs Research Grant, by Google Cloud Research Credits (award GCP19980904), and by the Maritaca AI credits program.