LabelFusion-TS: Fusing Large Language Models, Transformer Encoders, and Financial Time Series for Monetary-Policy Stance Classification
Financial text is produced and interpreted within a market environment, yet financial text classifiers almost always receive text alone. We study whether financial time series are useful as an additional input on the task of classifying sentences from Federal Reserve communication as hawkish, dovish, or neutral. Our system, \lfts{}, extends the \lf{} architecture with this modality: a small voting network combines three independently trained components, a fine-tuned RoBERTa encoder, a prompted large language model (LLM), and a fused ensemble of time-series transformers over the market series of the months preceding publication. Because only about a thousand annotated sentences are availab...
| Authors | Michael Schlee, Fabian Lukassen, Christoph Weisser |
|---|---|
| Primary category | cs.CL |
| Published | 12 August 2026 |
| Last updated at source | 12 August 2026 |
Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 17 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.