Related papers: Do Sell-side Analyst Reports Have Investment Value…
LLMs have demonstrated exceptional proficiency in a wide range of NLP tasks. However, a notable gap remains in practical data analysis scenarios, particularly when LLMs are required to process long sequences of unstructured documents, such…
Large Language Models (LLMs) are increasingly used to generate textual explanations of process models discovered from event logs. Producing explanations from large behavioral abstractions (e.g., directly-follows graphs or Petri nets) can be…
This report documents the development, test, and application of Large Language Models (LLMs) for automated text analysis, with a specific focus on gambling-like elements in digital games, such as lootboxes. The project aimed not only to…
Identifying risks associated with a company is important to investors and the well-being of the overall financial market. In this study, we build a computational framework to automatically extract company risk factors from news articles.…
Cryptocurrency investment is inherently difficult due to its shorter history compared to traditional assets, the need to integrate vast amounts of data from various modalities, and the requirement for complex reasoning. While deep learning…
Large language models (LLMs) are increasingly used in academic peer review, yet their reliability, alignment with human judgment, and robustness to adversarial attacks remain poorly understood. We present a systematic benchmark of…
The field of artificial intelligence (AI) agents is evolving rapidly, driven by the capabilities of Large Language Models (LLMs) to autonomously perform and refine tasks with human-like efficiency and adaptability. In this context,…
The capabilities of large language models (LLMs) have raised concerns about their potential to create and propagate convincing narratives. Here, we study their performance in detecting convincing arguments to gain insights into LLMs'…
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…
The gargantuan plethora of opinions, facts and tweets on financial business offers the opportunity to test and analyze the influence of such text sources on future directions of stocks. It also creates though the necessity to distill via…
We find that event features extracted by large language models (LLMs) are effective for text-based stock return prediction. Using a pre-trained LLM to extract event features from news articles, we propose a novel deep learning model based…
Explanations of machine learning (ML) model predictions generated by Explainable AI (XAI) techniques such as SHAP are essential for people using ML outputs for decision-making. We explore the potential of Large Language Models (LLMs) to…
Large language models are increasingly used to evaluate other models, yet these judgments typically lack any representation of confidence. This pilot study tests whether framing an evaluation task as a betting game (a fictional prediction…
We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…
LLMs have so far failed both to generate consistently compelling stories and to recognize this failure--on the leading creative-writing benchmark (EQ-Bench), LLM judges rank zero-shot AI stories above New Yorker short stories, a gold…
Large Language Models (LLMs) exhibit remarkable capabilities across a spectrum of tasks in financial services, including report generation, chatbots, sentiment analysis, regulatory compliance, investment advisory, financial knowledge…
Large language models (LLMs) demonstrate strong potential as autonomous agents, with promising capabilities in reasoning, tool use, and sequential decision-making. While prior benchmarks have evaluated LLM agents in various domains, the…
Past work that improves document-level sentiment analysis by encoding user and product information has been limited to considering only the text of the current review. We investigate incorporating additional review text available at the…
Financial sentiment analysis is crucial for trading and investment decision-making. This study introduces an adaptive retrieval augmented framework for Large Language Models (LLMs) that aligns with human instructions through Instruction…
This study proposes a novel hybrid deep learning framework that integrates a Large Language Model (LLM) with a Transformer architecture for stock price forecasting. The research addresses a critical theoretical gap in existing approaches…