English
Related papers

Related papers: Empirical Asset Pricing with Large Language Model …

200 papers

Large Language Models (LLMs) have emerged as formidable instruments capable of comprehending and producing human-like text. This paper explores the potential of LLMs, to shape user perspectives and subsequently influence their decisions on…

Artificial Intelligence · Computer Science 2024-09-04 Ganesh Prasath Ramani , Shirish Karande , Santhosh V , Yash Bhatia

Trading is a highly competitive task that requires a combination of strategy, knowledge, and psychological fortitude. With the recent success of large language models(LLMs), it is appealing to apply the emerging intelligence of LLM agents…

Trading and Market Microstructure · Quantitative Finance 2026-03-03 Han Ding , Yinheng Li , Junhao Wang , Hang Chen , Doudou Guo , Yunbai Zhang

Large language models (LLMs) are increasingly used to simulate human decision-making, but their intrinsic biases often diverge from real human behavior--limiting their ability to reflect population-level diversity. We address this challenge…

Computer Science and Game Theory · Computer Science 2025-08-27 Ayato Kitadai , Yusuke Fukasawa , Nariaki Nishino

We develop assistive agents based on Large Language Models (LLMs) that aid interlocutors in business negotiations. Specifically, we simulate business negotiations by letting two LLM-based agents engage in role play. A third LLM acts as a…

Computation and Language · Computer Science 2025-02-18 Yuncheng Hua , Lizhen Qu , Gholamreza Haffari

Detecting product price outliers is important for retail and e-commerce stores as erroneous or unexpectedly high prices adversely affect competitiveness, revenue, and consumer trust. Classical techniques offer simple thresholds while…

Computation and Language · Computer Science 2026-03-24 Shadi Sartipi , John Wu , Sina Ghotbi , Nikhita Vedula , Shervin Malmasi

We attempt to mitigate the persistent tradeoff between risk and return in medium- to long-term portfolio management. This paper proposes a novel LLM-guided no-regret portfolio allocation framework that integrates online learning dynamics,…

Portfolio Management · Quantitative Finance 2026-01-27 Muhammad Abro , Hassan Jaleel

In recent years, large language models (LLMs) have achieved remarkable success in natural language processing (NLP). LLMs require an extreme amount of parameters to attain high performance. As models grow into the trillion-parameter range,…

Computation and Language · Computer Science 2024-09-10 Zhyar Rzgar K Rostam , Sándor Szénási , Gábor Kertész

This paper investigates whether large language models (LLMs) can generate reliable stock market predictions. We evaluate four state-of-the-art models - ChatGPT, Gemini, DeepSeek, and Perplexity - across three prompting strategies: a naive…

Trading and Market Microstructure · Quantitative Finance 2026-04-21 Ricardo Crisostomo , Diana Mykhalyuk

Automated negotiation in complex, multi-party and multi-issue settings critically depends on accurate opponent modeling. However, conventional numerical-only approaches fail to capture the qualitative information embedded in natural…

Pre-trained large language models (LLM) have emerged as a powerful tool for simulating various scenarios and generating output given specific instructions and multimodal input. In this work, we analyze the specific use of LLM to enhance a…

Machine Learning · Computer Science 2024-05-10 Yuhang Wu , Yingfei Wang , Chu Wang , Zeyu Zheng

Data marketplaces, which mediate the purchase and exchange of data from third parties, have attracted growing attention for reducing the cost and effort of data collection while enabling the trading of diverse datasets. However, a…

Multiagent Systems · Computer Science 2025-11-18 Jun Sashihara , Yukihisa Fujita , Kota Nakamura , Masahiro Kuwahara , Teruaki Hayashi

Sparse portfolio optimization is a fundamental yet challenging problem in quantitative finance, since traditional approaches heavily relying on historical return statistics and static objectives can hardly adapt to dynamic market regimes.…

Portfolio Management · Quantitative Finance 2025-07-24 Haochen Luo , Yuan Zhang , Chen Liu

Effective decision-making in Large Language Models (LLMs) is essential for handling intricate tasks. However, existing approaches prioritize performance but often overlook the balance between effectiveness and computational cost. To address…

Computation and Language · Computer Science 2025-06-03 Jiawei Gu , Shangsong Liang

The advancement of Large Language Models (LLM) has also resulted in an equivalent proliferation in its applications. Software design, being one, has gained tremendous benefits in using LLMs as an interface component that extends fixed user…

Software Engineering · Computer Science 2024-07-01 Claudionor N. Coelho , Hanchen Xiong , Tushar Karayil , Sree Koratala , Rex Shang , Jacob Bollinger , Mohamed Shabar , Syam Nair

This paper presents a novel hierarchical framework for portfolio optimization, integrating lightweight Large Language Models (LLMs) with Deep Reinforcement Learning (DRL) to combine sentiment signals from financial news with traditional…

Portfolio Management · Quantitative Finance 2025-07-25 Benjamin Coriat , Eric Benhamou

Large language model (LLM) is an effective approach to addressing data scarcity in low-resource scenarios. Recent existing research designs hand-crafted prompts to guide LLM for data augmentation. We introduce a data augmentation strategy…

Computation and Language · Computer Science 2025-06-10 Yaping Chai , Haoran Xie , Joe S. Qin

Large Language Models (LLMs) have shown impressive abilities in many applications. When a concrete and precise answer is desired, it is important to have a quantitative estimation of the potential error rate. However, this can be…

Computation and Language · Computer Science 2024-12-20 Theodore Zhao , Mu Wei , J. Samuel Preston , Hoifung Poon

Qualitative data collection and analysis approaches, such as those employing interviews and focus groups, provide rich insights into customer attitudes, sentiment, and behavior. However, manually analyzing qualitative data requires…

Computers and Society · Computer Science 2024-08-21 Sreyoshi Bhaduri , Satya Kapoor , Alex Gil , Anshul Mittal , Rutu Mulkar

We introduce a simple and tractable methodology for estimating semiparametric conditional latent factor models. Our approach disentangles the roles of characteristics in capturing factor betas of asset returns from ``alpha.'' We construct…

Econometrics · Economics 2025-04-29 Qihui Chen , Nikolai Roussanov , Xiaoliang Wang

Selecting language models in business contexts requires a careful analysis of the final financial benefits of the investment. However, the emphasis of academia and industry analysis of LLM is solely on performance. This work introduces a…

Artificial Intelligence · Computer Science 2024-05-29 Geraldo Xexéo , Filipe Braida , Marcus Parreiras , Paulo Xavier