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Related papers: Temporal Data Meets LLM -- Explainable Financial T…

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Financial forecasting increasingly uses large neural network models, but their opacity raises challenges for trust and regulatory compliance. We present several approaches to explainable and reliable AI in finance. \emph{First}, we describe…

Machine Learning · Computer Science 2025-10-31 Albi Isufaj , Pablo Mollá , Helmut Prendinger

Large Language Models (LLMs) have recently been leveraged for asset pricing tasks and stock trading applications, enabling AI agents to generate investment decisions from unstructured financial data. However, most evaluations of LLM…

Trading and Market Microstructure · Quantitative Finance 2026-05-26 Weixian Waylon Li , Hyeonjun Kim , Mihai Cucuringu , Tiejun Ma

Recent advances in large language models (LLMs) have unlocked novel opportunities for machine learning applications in the financial domain. These models have demonstrated remarkable capabilities in understanding context, processing vast…

General Finance · Quantitative Finance 2024-06-19 Yuqi Nie , Yaxuan Kong , Xiaowen Dong , John M. Mulvey , H. Vincent Poor , Qingsong Wen , Stefan Zohren

The integration of Artificial Intelligence (AI) techniques, particularly large language models (LLMs), in finance has garnered increasing academic attention. Despite progress, existing studies predominantly focus on tasks like financial…

Model selection is a critical step in time series forecasting, traditionally requiring extensive performance evaluations across various datasets. Meta-learning approaches aim to automate this process, but they typically depend on…

Machine Learning · Computer Science 2025-04-04 Wang Wei , Tiankai Yang , Hongjie Chen , Ryan A. Rossi , Yue Zhao , Franck Dernoncourt , Hoda Eldardiry

Large language models (LLMs) are increasingly deployed in quantitative finance for stock price forecasting. This review synthesizes recent applications of LLMs in this domain, including extracting sentiment from financial news and social…

Pricing of Securities · Quantitative Finance 2026-05-08 Olivia Zhang , Zhilin Zhang

The proliferation of time series foundation models has created a landscape where no single method achieves consistent superiority, framing the central challenge not as finding the best model, but as orchestrating an optimal ensemble with…

Artificial Intelligence · Computer Science 2025-12-19 Defu Cao , Michael Gee , Jinbo Liu , Hengxuan Wang , Wei Yang , Rui Wang , Yan Liu

With the evolution of large language models (LLMs), there is growing interest in leveraging LLMs for time series tasks. In this paper, we explore the characteristics of LLMs for time series forecasting by considering various existing and…

Machine Learning · Computer Science 2025-02-11 Janghoon Yang

The stock market is inherently complex, with interdependent relationships among companies, sectors, and financial indicators. Traditional research has largely focused on time-series forecasting and single-company analysis, relying on…

Databases · Computer Science 2026-01-21 Cheonsol Lee , Youngsang Jeong , Jeongyeol Shin , Huiju Kim , Jidong Kim

Large Language Models (LLMs) are increasingly explored as flexible alternatives to classical machine learning models for classification tasks through zero-shot prompting. However, their suitability for structured tabular data remains…

Computation and Language · Computer Science 2025-10-30 Saeed AlMarri , Kristof Juhasz , Mathieu Ravaut , Gautier Marti , Hamdan Al Ahbabi , Ibrahim Elfadel

Extracting previously unknown patterns and information in time series is central to many real-world applications. In this study, we introduce a novel approach to modeling financial time series using a deep learning model. We use a Long…

Statistical Finance · Quantitative Finance 2020-07-15 Jungsik Hwang

Annual Reports of publicly listed companies contain vital information about their financial health which can help assess the potential impact on Stock price of the firm. These reports are comprehensive in nature, going up to, and sometimes…

Statistical Finance · Quantitative Finance 2023-09-07 Udit Gupta

Financial sentiment analysis plays a crucial role in uncovering latent patterns and detecting emerging trends, enabling individuals to make well-informed decisions that may yield substantial advantages within the constantly changing realm…

Machine Learning · Computer Science 2023-12-15 Sorouralsadat Fatemi , Yuheng Hu

We introduce a large language model (LLM) based approach to answer complex questions requiring multi-hop numerical reasoning over financial reports. While LLMs have exhibited remarkable performance on various natural language and reasoning…

Computation and Language · Computer Science 2023-11-28 Karmvir Singh Phogat , Chetan Harsha , Sridhar Dasaratha , Shashishekar Ramakrishna , Sai Akhil Puranam

The financial domain presents a complex environment for stock market prediction, characterized by volatile patterns and the influence of multifaceted data sources. Traditional models have leveraged either Convolutional Neural Networks (CNN)…

Statistical Finance · Quantitative Finance 2025-04-08 Arya Chakraborty , Auhona Basu

Time-series prediction or forecasting is critical across many real-world dynamic systems, and recent studies have proposed using Large Language Models (LLMs) for this task due to their strong generalization capabilities and ability to…

Machine Learning · Computer Science 2025-06-04 Chamara Madarasingha , Nasrin Sohrabi , Zahir Tari

Sentiment analysis is a vital tool for uncovering insights from financial articles, news, and social media, shaping our understanding of market movements. Despite the impressive capabilities of large language models (LLMs) in financial…

Computation and Language · Computer Science 2023-06-23 Boyu Zhang , Hongyang Yang , Xiao-Yang Liu

An emerging topic in large language models (LLMs) is their application to time series forecasting, characterizing mainstream and patternable characteristics of time series. A relevant but rarely explored and more challenging question is…

Machine Learning · Computer Science 2024-08-08 Manqing Dong , Hao Huang , Longbing Cao

Accurate analysis of industrial time-series big data is critical for the Prognostics and Health Management (PHM) of industrial equipment. While recent advancements in Large Language Models (LLMs) have shown promise in time-series analysis,…

Machine Learning · Computer Science 2026-03-10 Haiteng Wang , Yikang Li , Yunfei Zhu , Jingheng Yan , Lei Ren , Laurence T. Yang

In the domain of data science, the predictive tasks of classification, regression, and imputation of missing values are commonly encountered challenges associated with tabular data. This research endeavors to apply Large Language Models…

Machine Learning · Computer Science 2026-04-23 Yazheng Yang , Yuqi Wang , Yaxuan Li , Sankalok Sen , Lei Li , Lin Qiu , Qi Liu