Related papers: Sentiment trading with large language models
Large language models (LLMs), including ChatGPT, can extract profitable trading signals from the sentiment in news text. However, backtesting such strategies poses a challenge because LLMs are trained on many years of data, and backtesting…
Financial sentiment analysis plays a crucial role in decoding market trends and guiding strategic trading decisions. Despite the deployment of advanced deep learning techniques and language models to refine sentiment analysis in finance,…
Large Language Models (LLM) have recently been shown to perform well at various tasks from language understanding, reasoning, storytelling, and information search to theory of mind. In an extension of this work, we explore the ability of…
Opinions expressed in online finance-related textual data are having an increasingly profound impact on trading decisions and market movements. This trend highlights the vital role of sentiment analysis as a tool for quantifying the nature…
Accurately predicting short-term stock price movement remains a challenging task due to the market's inherent volatility and sensitivity to investor sentiment. This paper discusses a deep learning framework that integrates emotion features…
The remarkable achievements and rapid advancements of Large Language Models (LLMs) such as ChatGPT and GPT-4 have showcased their immense potential in quantitative investment. Traders can effectively leverage these LLMs to analyze financial…
The paper considers the possibility to fine-tune Llama 2 GPT large language model (LLM) for the multitask analysis of financial news. For fine-tuning, the PEFT/LoRA based approach was used. In the study, the model was fine-tuned for the…
Background: Large language models (LLMs) have seen extraordinary advances with applications in clinical decision support. However, high-quality evidence is urgently needed on the potential and limitation of LLMs in providing accurate…
Sentiment analysis serves as a pivotal component in Natural Language Processing (NLP). Advancements in multilingual pre-trained models such as XLM-R and mT5 have contributed to the increasing interest in cross-lingual sentiment analysis.…
Accurate stock market predictions following earnings reports are crucial for investors. Traditional methods, particularly classical machine learning models, struggle with these predictions because they cannot effectively process and…
In this study, we wish to showcase the unique utility of large language models (LLMs) in financial semantic annotation and alpha signal discovery. Leveraging a corpus of company-related tweets, we use an LLM to automatically assign…
This project introduces an end-to-end trading system that leverages Large Language Models (LLMs) for real-time market sentiment analysis. By synthesizing data from financial news and social media, the system integrates sentiment-driven…
Large Language Models (LLMs) have demonstrated potential in predicting mental health outcomes from online text, yet traditional classification methods often lack interpretability and robustness. This study evaluates structured reasoning…
We examine how large language models (LLMs) interpret historical stock returns and compare their forecasts with estimates from a crowd-sourced platform for ranking stocks. While stock returns exhibit short-term reversals, LLM forecasts…
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…
Large language models (LLMs) promise to democratize financial analysis by reducing information-processing costs. Yet equal access does not ensure equal outcomes, as the locus of friction may shift from processing information to evaluating…
Natural language processing (NLP) has recently gained relevance within financial institutions by providing highly valuable insights into companies and markets' financial documents. However, the landscape of the financial domain presents…
Recently, large language models (LLMs) have demonstrated outstanding reasoning capabilities on mathematical and coding tasks. However, their application to financial tasks-especially the most fundamental task of stock movement…
In recent years, large language models (LLMs) have attracted attention due to their ability to generate human-like text. As surveys and opinion polls remain key tools for gauging public attitudes, there is increasing interest in assessing…
Machine learning methods are increasingly applied to analyze health-related public discourse based on large-scale data, but questions remain regarding their ability to accurately detect different types of health sentiments. Especially,…