Quantum natural language processing (QNLP) provides a grammar-aware framework for text modeling, and Distributional Compositional Categorical (DisCoCat) is one of its theoretically grounded formulations. Prior work on financial sentiment analysis has identified practical limitations of DisCoCat, including parser sensitivity, high simulation cost, and difficulty handling longer sentences. We study an LLM-assisted preprocessing workflow that uses controlled rewriting to compress, simplify, or decompose moderate-complexity financial sentiment sentences into parser-compatible, circuit-efficient variants while preserving sentiment-bearing meaning. We compare prompting strategies, language models, and filtering configurations with the low-complexity-only DisCoCat baseline of Stein et al. At the circuit level, the strongest compression variants reduce average qubit and gate counts by more than 70 percent relative to the raw moderate-complexity subset. Across repeated training runs, GPT-4.1-mini with Prompt B achieves the highest observed mean accuracy, $0.550 \pm 0.035$, compared with $0.521 \pm 0.050$ for the baseline. Larger training splits do not necessarily improve downstream performance; across evaluated configurations, training-split size has a moderately negative association with accuracy (Pearson $r=-0.446$). These results provide exploratory evidence that LLM-assisted rewriting can make some moderate-complexity inputs usable within the evaluated DisCoCat configuration, while highlighting prompt design, filtering, and circuit-aware preprocessing as considerations for more scalable QNLP-based financial sentiment analysis.
Recent advances in Generative AI have substantially improved financial sentiment analysis through post-trained financial large language models (LLMs). However, existing approaches remain confined to a market-agnostic, supervised learning paradigm that relies on limited, static and human-annotated datasets, and thus are incapable of adapting to evolving market conditions. To address this limitation, we introduce FinSMART, the first market-aligned reinforcement learning framework for financial sentiment analysis, which directly optimizes sentiment signals using realized market outcomes. To deal with the noisy, non-stationary, and multifactorial nature of financial markets, FinSMART incorporates a signal extraction pipeline that combines market-aware data filtering with a discrete asymmetric trading reward, enabling stable reinforcement learning from economically meaningful market feedback. Experimental results demonstrate that FinSMART significantly outperforms existing state-of-the-art methods in profitability, risk-adjusted performance, and sentiment signal quality, improving cumulative trading returns by 220% over the strongest baseline. Uniquely, the FinSMART framework naturally supports market-aware retraining, at any point in time, by replacing costly manual annotation with newly observed financial articles and their realized market outcomes. Such a retraining strategy enables the model to continuously adapt to changing market dynamics, resulting in consistent performance gains over its static counterpart. These findings demonstrate the practical applicability of market-aligned reinforcement learning and highlight its potential as a next-generation paradigm for developing adaptive financial LLMs.