GLOBAL RESEARCH ARCHIVE
日本クオンツ投資戦略: LLMで読み解く四半期決算短信のセンチメント
Research evidence excerpt
日本クオンツ投資戦略: LLMで読み解く四半期決算短信のセンチメント
IdeaM
補足情報
参考文献
[1] Gyawali, Nikesh, et al. "Evaluating Large Language Models for Stance Detection on
Financial Targets from SEC Filing Reports and Earnings Call Transcripts." arXiv preprint
arXiv:2510.23464 (2025).
[2] Hadlock, Samuel, Jesse Roberts, and Joohun Lee. "Enhancing Post Earnings
Announcement Drift Measurement with Large Language Models." Proceedings of The 10th
Workshop on Financial Technology and Natural Language Processing. 2025.
[3] Jha, Manish, et al. ChatGPT and corporate policies. No. w32161. National Bureau of
Economic Research, 2024.
[4] Li, Qingquan, et al. "Evaluating scoring bias in llm-as-a-judge." International Conference
on Database Systems for Advanced Applications. Singapore: Springer Nature Singapore,
2026.
[5] Lu, Yi-Long, Chunhui Zhang, and Wei Wang. "Systematic bias in large language models:
Discrepant response patterns in binary vs. continuous judgment tasks." arXiv preprint
arXiv:2504.19445 (2025).
[6] Pardawala, Huzaifa, et al. "SubjECTive-QA: Measuring subjectivity in Earnings Call
Transcripts' QA through six-dimensional feature analysis." Advances in Neural Information
Processing Systems 37 (2024): 59342-59372.
[7] 種村賢飛, 久保健治, and 中川慧. "LLM-PEAD.txt: 日本株式市場における LLM を用い
たサプライズ抽出と決算後ドリフトの実証分析." 人工知能学会第二種研究会資料
2025.FIN-035 (2025): 157-163.
[8] 辻晶弘. "生成AIを用いた決算説明サプライズの定量化手法の提案." 人工知能学会第
二種研究会資料 2025.FIN-035 (2025): 135-141.
データに関する補足
四半期決算短信データは、東証上場会社情報サービ
ス(https://www.jpx.co.jp/listing/co-search/index.html)から取得した。「経営成績等の概
況」等に関するテキストは、四半期決算に関するPDFファイルから抽出した。
The English excerpt is extracted automatically from the cited source page and may contain layout or recognition errors. It is never batch translated.
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