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arXiv cs.LG · Papers

How Much of a 10-K Matters? Aggregation-Dependent Value of Full-Text versus Risk-Factor Sentiment

arXiv:2607.14174v1 Announce Type: new Abstract: Financial sentiment extraction has largely relied on news text and supervised extraction against return labels alone, leaving 10-K filings -- and volatility, the target risk disclosure is arguably best suited to informing -- comparatively unexplored. We extend a supervise