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.

With the increasing demand for privacy preservation and strategy sharing in global financial markets, traditional centralized modeling approaches have become inadequate for multi-institutional collaborative tasks, particularly under the realistic challenges of multi-source heterogeneity and non-independent and identically distributed (non-IID) data. To address these limitations, a heterogeneity-aware Federated Quantitative Learning framework, Federated Quantitative Learning, is proposed to enable efficient cross-market financial strategy modeling while preserving data privacy. This framework integrates a Path Quality-Aware Aggregation Mechanism, a Gradient Clipping and Compression Module, and a Heterogeneity-Adaptive Optimizer, collectively enhancing model robustness and generalization. Empirical studies conducted on multiple real-world financial datasets, including those from the United States, European Union, and Asia-Pacific markets, demonstrate that Federated Quantitative Learning outperforms existing mainstream methods in key performance indicators such as annualized return, Sharpe ratio, maximum drawdown, and volatility. Under the full model configuration, Federated Quantitative Learning achieves an annualized return of 12.72%, a Sharpe ratio of 1.12, a maximum drawdown limited to 10.3%, and a reduced volatility of 9.7%, showing significant improvements over methods such as Federated Averaging, Federated Proximal Optimization, and Model-Contrastive Federated Learning. Moreover, module ablation studies and attention mechanism comparisons further validate the effectiveness of each core component in enhancing model performance. This study introduces a novel paradigm for secure strategy sharing and high-quality modeling in multi-institutional quantitative systems, offering practical feasibility and broad applicability.

With the rapid advancement of virtual human technology and live-streaming e-commerce, virtual anchors have increasingly become key interactive entities in the digital economy. However, emerging issues such as fake reviews, abnormal tipping, and illegal transactions pose significant threats to platform financial security and user privacy. To address these challenges, a multimodal emotion–finance fusion security recognition framework (MSF-Net) is proposed, which integrates visual, audio, textual, and financial transaction signals to achieve cross-modal feature alignment and multi-signal risk modeling. The framework consists of three core modules: the multimodal alignment transformer (MAT), the fake review detection (FRD) module, and the multi-signal fusion decision module (MSFDM), enabling deep integration of semantic consistency modeling and emotion–behavior collaborative recognition. Experimental results demonstrate that MSF-Net achieves superior performance in virtual live-streaming financial security detection, reaching a precision of 0.932, a recall of 0.924, an F1-score of 0.928, an accuracy of 0.931, and an area under curve (AUC) of 0.956, while maintaining a real-time inference speed of 60.7 FPS, indicating outstanding precision and responsiveness. The ablation experiments further verify the necessity of each module, as the removal of any component leads to an F1-score decrease exceeding 4%, confirming the structural validity of the model’s hierarchical fusion design. In addition, a lightweight version of MSF-Net was developed through parameter distillation and quantization pruning techniques, achieving real-time deployment on mobile devices with an average latency of only 19.4 milliseconds while maintaining an F1-score of 0.923 and an AUC of 0.947. The results indicate that MSF-Net exhibits both innovation and practicality in multimodal deep fusion and security risk recognition, offering a scalable solution for intelligent risk control in data-driven artificial intelligence applications across financial and virtual interaction domains.