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LabelFusion-TS: Fusing Large Language Models, Transformer Encoders, and Financial Time Series for Monetary-Policy Stance Classification

Michael Schlee, Fabian Lukassen, Christoph Weisser · Aug 12, 2026 · Citations: 0

Automatic Metrics
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How to use this page

Low trust

Use this as background context only. Do not make protocol decisions from this page alone.

Best use

Background context only

What to verify

Validate the evaluation procedure and quality controls in the full paper before operational use.

Evidence quality

Low

Derived from extracted protocol signals and abstract evidence.

Abstract

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 available for training, the RoBERTa encoder is first pre-trained on sentences annotated automatically by the LLM and only then fine-tuned on the human labels. Trained on Federal Open Market Committee (FOMC) communication up to 2015 and evaluated on 2015--2022, the fused system achieves 70.2\% weighted F1 -- against 64.1\% for the zero-shot LLM -- and overtakes it with as few as 240 human-labelled sentences. We take this as initial evidence for market time series as an input modality in financial text classification.

Abstract-only analysis — low confidence

All signals on this page are inferred from the abstract only and may be inaccurate. Do not use this page as a primary protocol reference.

  • This paper looks adjacent to evaluation work, but not like a strong protocol reference.
  • The available metadata is too thin to trust this as a primary source.
Human Eval Hub LLM-as-Judge Hub Pairwise Preference Hub

Should You Rely On This Paper?

This paper is adjacent to HFEPX scope and is best used for background context, not as a primary protocol reference.

Best use

Background context only

Use if you need

A secondary eval reference to pair with stronger protocol papers.

Main weakness

This paper looks adjacent to evaluation work, but not like a strong protocol reference.

Trust level

Low

Usefulness score

0/100 • Low

Treat as adjacent context, not a core eval-method reference.

Human Feedback Signal

Not explicit in abstract metadata

Evaluation Signal

Detected

Usefulness for eval research

Adjacent candidate

Extraction confidence 35%

If you are doing eval pipeline work, start here:

Human Eval Hub LLM-as-Judge Hub Pairwise Preference Hub Tool-Use Eval Hub

What We Could Verify

These are the protocol signals we could actually recover from the available paper metadata. Use them to decide whether this paper is worth deeper reading.

Human Feedback Types

missing

None explicit

No explicit feedback protocol extracted.

"Financial text is produced and interpreted within a market environment, yet financial text classifiers almost always receive text alone."

Evaluation Modes

partial

Automatic Metrics

Includes extracted eval setup.

"Financial text is produced and interpreted within a market environment, yet financial text classifiers almost always receive text alone."

Quality Controls

missing

Not reported

No explicit QC controls found.

"Financial text is produced and interpreted within a market environment, yet financial text classifiers almost always receive text alone."

Benchmarks / Datasets

missing

Not extracted

No benchmark anchors detected.

"Financial text is produced and interpreted within a market environment, yet financial text classifiers almost always receive text alone."

Reported Metrics

partial

F1, F1 weighted

Useful for evaluation criteria comparison.

"Financial text is produced and interpreted within a market environment, yet financial text classifiers almost always receive text alone."

Human Feedback Details

  • Uses human feedback: No
  • Feedback types: None
  • Rater population: Not reported
  • Expertise required: General

Evaluation Details

  • Evaluation modes: Automatic Metrics
  • Agentic eval: None
  • Quality controls: Not reported
  • Evidence quality: Low
  • Use this page as: Background context only

Protocol And Measurement Signals

Benchmarks / Datasets

No benchmark or dataset names were extracted from the available abstract.

Reported Metrics

f1f1 weighted

Research Brief

Metadata summary

Financial text is produced and interpreted within a market environment, yet financial text classifiers almost always receive text alone.

Based on abstract + metadata only. Check the source paper before making high-confidence protocol decisions.

Key Takeaways

  • 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.

Researcher Actions

  • Compare this paper against nearby papers in the same arXiv category before using it for protocol decisions.
  • Validate inferred eval signals (Automatic metrics, Simulation environment) against the full paper.
  • Use related-paper links to find stronger protocol-specific references.

Caveats

  • Generated from abstract + metadata only; no PDF parsing.
  • Signals below are heuristic and may miss details reported outside the abstract.

Recommended Queries

F1

Research Summary

Contribution Summary

  • Because only about a thousand annotated sentences are available for training, the RoBERTa encoder is first pre-trained on sentences annotated automatically by the LLM and only then fine-tuned on the human labels.
  • Trained on Federal Open Market Committee (FOMC) communication up to 2015 and evaluated on 2015--2022, the fused system achieves 70.2\% weighted F1 -- against 64.1\% for the zero-shot LLM -- and overtakes it with as few as 240 human-labelled…

Why It Matters For Eval

  • Because only about a thousand annotated sentences are available for training, the RoBERTa encoder is first pre-trained on sentences annotated automatically by the LLM and only then fine-tuned on the human labels.
  • Trained on Federal Open Market Committee (FOMC) communication up to 2015 and evaluated on 2015--2022, the fused system achieves 70.2\% weighted F1 -- against 64.1\% for the zero-shot LLM -- and overtakes it with as few as 240 human-labelled…

Researcher Checklist

  • Gap: Human feedback protocol is explicit

    No explicit human feedback protocol detected.

  • Pass: Evaluation mode is explicit

    Detected: Automatic Metrics

  • Gap: Quality control reporting appears

    No calibration/adjudication/IAA control explicitly detected.

  • Gap: Benchmark or dataset anchors are present

    No benchmark/dataset anchor extracted from abstract.

  • Pass: Metric reporting is present

    Detected: f1, f1 weighted

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