Causal Reconstruction of Sentiment Signals from Sparse News Data
arXiv:2603.23568v1 Announce Type: cross Abstract: Sentiment signals derived from sparse news are commonly used in financial analysis and technology monitoring, yet transforming raw article-level observations into reliable temporal series remains a largely unsolved engineering problem. Rather than treating this as a classification challenge, we propose to frame it as a causal signal reconstruction problem: given probabilistic sentiment outputs from a fixed classifier, recover a stable latent sentiment series that is robust to the structural pathologies of news data […]