Leveraging Contrastive Semantics and Language Adaptation for Robust Financial Text Classification Across Languages

With the growing demand for multilingual financial information, cross-lingual financial sentiment recognition faces significant challenges, including semantic misalignment, ambiguous sentiment expression, and insufficient transferability. To address these issues, a unified multilingual recognition framework is proposed, integrating semantic contrastive learning with a language-adaptive modulation mechanism. This approach is built upon the XLM-R multilingual model and employs a semantic contrastive module to enhance cross-lingual semantic consistency. In addition, a language modulation module based on low-rank parameter injection is introduced to improve the model’s sensitivity to fine-grained emotional features in low-resource languages such as Chinese and French. Experiments were conducted on a constructed trilingual financial sentiment dataset encompassing English, Chinese, and French. The results demonstrate that the proposed model significantly outperforms existing methods in cross-lingual sentiment recognition tasks. Specifically, in the English-to-French transfer setting, the model achieved 73.6% in accuracy, 69.8% in F1-Macro, 72.4% in F1-Weighted, and a cross-lingual generalization score of 0.654. Further improvements were observed under multilingual joint training, reaching 77.3%, 73.6%, 76.1%, and 0.696, respectively. In overall comparisons, the proposed model attained the highest performance across cross-lingual scenarios, with 75.8% in accuracy, 72.3% in F1-Macro, and 74.7% in F1-Weighted, surpassing strong baselines such as XLM-R+SimCSE and LaBSE. These results highlight the model’s superior capability in semantic alignment and generalization across languages. The proposed framework demonstrates strong applicability and promising potential in multilingual financial sentiment analysis, public opinion monitoring, and multilingual risk modeling.