2026-10-15T13:50:52Z https://api.figshare.com/v2/oai

oai:figshare.com:article/34035683 2026-09-30T17:36:56Z category_7 category_45 category_734 category_931 category_106 category_132 portal_5 item_type_3 month_year_09_2026

<p>Trading performance (January 2022–December 2023, 498 days). returns net of transaction costs. the S&P 500 compound annualized return is computed from total return index data: in 2022 and +26.3% in 2023, yielding (Source: S&P Dow Jones Indices). see Experimental Setup for complete protocol details.</p> Hong He (221185) Xinhai Li (191514) Medicine Sociology Biological Sciences not elsewhere classified Information Systems not elsewhere classified Science Policy Infectious Diseases three key innovations strictly chronological train shape investor behavior scale temporal fusion relevant historical patterns random walk benchmarks effect size analysis bootstrap confidence intervals aware temporal alignment article without using ablation studies reveal 2022 &# 8211 2013 &# 8211 time fusion architecture preventing information leakage future market information price autocorrelation vanishes scale financial news using large models time series forecasting financial news series models advanced time market reaction level forecasting financial narratives series prediction series data work demonstrates text publication testing ). test splits stfa ), sentiment annotations semantic information return prediction predictive accuracy multimodal sources multimodal baselines liquidity stocks generated independently experiments demonstrate deep learning based sentiment balance accuracy <p>Trading performance (January 2022–December 2023, 498 days). returns net of transaction costs. the S&P 500 compound annualized return is computed from total return index data: in 2022 and +26.3% in 2023, yielding (Source: S&P Dow Jones Indices). see Experimental Setup for complete protocol details.</p> 2026-09-30T17:36:43Z Dataset Dataset 10.1371/journal.pone.0356139.t004 https://figshare.com/articles/dataset/_p_Trading_performance_January_2022_December_2023_498_days_returns_net_of_transaction_costs_the_S_P_500_compound_annualized_return_is_computed_from_total_return_index_data_in_2022_and_26_3_in_2023_yielding_Source_S_P_Dow_Jones_Indices_see_E/34035683 CC BY 4.0