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The proliferation of edge devices has generated an unprecedented volume of time series data across different domains, motivating various well-customized methods. Recently, Large Language Models (LLMs) have emerged as a new paradigm for time…

Machine Learning · Computer Science 2025-05-06 Chenxi Liu , Shaowen Zhou , Qianxiong Xu , Hao Miao , Cheng Long , Ziyue Li , Rui Zhao

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

Time series modeling holds significant importance in many real-world applications and has been extensively studied. While pre-trained foundation models have made impressive strides in the fields of natural language processing (NLP) and…

Computation and Language · Computer Science 2025-02-20 Juyuan Zhang , Wei Zhu , Jiechao Gao

Time series forecasting aims to model temporal dependencies among variables for future state inference, holding significant importance and widespread applications in real-world scenarios. Although deep learning-based methods have achieved…

Machine Learning · Computer Science 2026-05-21 Zesen Wang , Lijuan Lan , Yonggang Li

Large language models (LLMs) have demonstrated promising performance in various financial applications, though their potential in complex investment strategies remains underexplored. To address this gap, we investigate how LLMs can predict…

Computational Engineering, Finance, and Science · Computer Science 2024-12-02 Yoshia Abe , Shuhei Matsuo , Ryoma Kondo , Ryohei Hisano

This paper investigates whether large language models (LLMs) can improve cross-sectional momentum strategies by extracting predictive signals from firm-specific news. We combine daily U.S. equity returns for S&P 500 constituents with…

Portfolio Management · Quantitative Finance 2025-10-31 Nikolas Anic , Andrea Barbon , Ralf Seiz , Carlo Zarattini

Large Language Models (LLMs) offer a promising alternative to traditional survey methods, potentially enhancing efficiency and reducing costs. In this study, we use LLMs to create virtual populations that answer survey questions, enabling…

Human-Computer Interaction · Computer Science 2025-03-24 Enzo Sinacola , Arnault Pachot , Thierry Petit

Transformer-based models have gained increasing attention in time series research, driving interest in Large Language Models (LLMs) and foundation models for time series analysis. As the field moves toward multi-modality, Large Vision…

Machine Learning · Computer Science 2025-07-11 Ziming Zhao , ChengAo Shen , Hanghang Tong , Dongjin Song , Zhigang Deng , Qingsong Wen , Jingchao Ni

Understanding time series is crucial for its application in real-world scenarios. Recently, large language models (LLMs) have been increasingly applied to time series tasks, leveraging their strong language capabilities to enhance various…

Artificial Intelligence · Computer Science 2026-01-06 Zhe Xie , Zeyan Li , Xiao He , Longlong Xu , Xidao Wen , Tieying Zhang , Jianjun Chen , Rui Shi , Dan Pei

We study the probabilistic modeling performed by Autoregressive Large Language Models (LLMs) through the angle of time directionality, addressing a question first raised in (Shannon, 1951). For large enough models, we empirically find a…

Machine Learning · Computer Science 2024-07-25 Vassilis Papadopoulos , Jérémie Wenger , Clément Hongler

Time series anomaly detection is critical for supply chain management to take proactive operations, but faces challenges: classical unsupervised anomaly detection based on exploiting data patterns often yields results misaligned with…

Machine Learning · Computer Science 2026-01-28 Haoting Zhang , Shekhar Jain

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

The impressive linguistic abilities of large language models (LLMs) have recommended them as models of human sentence processing, with some conjecturing a positive 'quality-power' relationship (Wilcox et al., 2023), in which language…

Computation and Language · Computer Science 2025-05-20 Yi-Chien Lin , Hongao Zhu , William Schuler

Adapting Large Language Models (LLMs) that are extensively trained on abundant text data, and customizing the input prompt to enable time series forecasting has received considerable attention. While recent work has shown great potential…

Machine Learning · Computer Science 2024-12-09 Jayanie Bogahawatte , Sachith Seneviratne , Maneesha Perera , Saman Halgamuge

Recent advances in large language models (LLMs) have opened new possibilities for artificial intelligence applications in finance. In this paper, we provide a practical survey focused on two key aspects of utilizing LLMs for financial…

General Finance · Quantitative Finance 2024-07-10 Yinheng Li , Shaofei Wang , Han Ding , Hang Chen

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

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…

In recent years, large language models (LLMs) have been extensively utilized for behavioral modeling, for example, to automatically generate sequence diagrams. However, no overview of this work has been published yet. Such an overview will…

Software Engineering · Computer Science 2025-09-30 Muhammad Laiq

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 planning ability of Large Language Models (LLMs) has garnered increasing attention in recent years due to their remarkable capacity for multi-step reasoning and their ability to generalize across a wide range of domains. While some…

Artificial Intelligence · Computer Science 2025-02-19 Mohamed Aghzal , Erion Plaku , Gregory J. Stein , Ziyu Yao