Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction

By Dehao Dai, Ding Ma, Dou Liu, Kerui Geng, Yiqing Wang

Published 2026-03-16

Everscope rating

1732.4

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Multi-Dimensional LLM Sentiment Extraction with LightGBM Classification. Problem types: Classification, Time Series Forecasting, Natural Language Processing, Risk Management.

arXiv:2603.11408 · Paper rankings

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