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Based on the characteristics of the Chinese futures market, this paper builds a supervised learning model to predict the trend of futures prices and then designs a trading strategy based on the prediction results. The Precision, Recall and…

Statistical Finance · Quantitative Finance 2023-03-09 Fuquan Tang

With the proliferation of Large Language Models (LLMs) in diverse domains, there is a particular need for unified evaluation standards in clinical medical scenarios, where models need to be examined very thoroughly. We present CliMedBench,…

Computation and Language · Computer Science 2024-10-07 Zetian Ouyang , Yishuai Qiu , Linlin Wang , Gerard de Melo , Ya Zhang , Yanfeng Wang , Liang He

How to quickly and automatically mine effective information and serve investment decisions has attracted more and more attention from academia and industry. And new challenges have arisen with the global pandemic. This paper proposes a…

Computational Finance · Quantitative Finance 2022-12-20 Jimei Shen , Zhehu Yuan , Yifan Jin

The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset.…

Computational Finance · Quantitative Finance 2024-07-18 Yuhui Jin

Despite the success of large language models (LLMs) in various domains, their potential in Traditional Chinese Medicine (TCM) remains largely underexplored due to two critical barriers: (1) the scarcity of high-quality TCM data and (2) the…

Computation and Language · Computer Science 2025-08-21 Junying Chen , Zhenyang Cai , Zhiheng Liu , Yunjin Yang , Rongsheng Wang , Qingying Xiao , Xiangyi Feng , Zhan Su , Jing Guo , Xiang Wan , Guangjun Yu , Haizhou Li , Benyou Wang

Quantitative investment is a fundamental financial task that highly relies on accurate stock prediction and profitable investment decision making. Despite recent advances in deep learning (DL) have shown stellar performance on capturing…

Trading and Market Microstructure · Quantitative Finance 2022-07-18 Shuo Sun , Rundong Wang , Bo An

In this study, we perform a novel analysis of the 2015 financial bubble in the Chinese stock market by calibrating the Log Periodic Power Law Singularity (LPPLS) model to two important Chinese stock indices, SSEC and SZSC, from early 2014…

Statistical Finance · Quantitative Finance 2019-06-14 Min Shu , Wei Zhu

The accurate prediction of stock movements is crucial for investment strategies. Stock prices are subject to the influence of various forms of information, including financial indicators, sentiment analysis, news documents, and relational…

Computational Finance · Quantitative Finance 2025-09-03 Chang Zong , Hang Zhou

While multimodal LLMs (MLLMs) demonstrate remarkable reasoning progress, their application in specialized scientific domains like physics reveals significant gaps in current evaluation benchmarks. Specifically, existing benchmarks often…

Computation and Language · Computer Science 2025-09-22 Zhongze Luo , Zhenshuai Yin , Yongxin Guo , Zhichao Wang , Jionghao Zhu , Xiaoying Tang

Large-scale portfolio choice is highly sensitive to estimation error, making the preliminary asset selection essential in empirical implementation. Existing selection rules typically rely on scalar returns or low dimensional high frequency…

Applications · Statistics 2026-05-12 Yangzhou Chen , Shuaida He , Xin Chen

With the rapid development of large language models (LLMs), assessing their performance on health-related inquiries has become increasingly essential. The use of these models in real-world contexts-where misinformation can lead to serious…

Computation and Language · Computer Science 2025-02-24 Chenlu Guo , Nuo Xu , Yi Chang , Yuan Wu

Developing Large Language Models (LLMs) with robust long-context capabilities has been the recent research focus, resulting in the emergence of long-context LLMs proficient in Chinese. However, the evaluation of these models remains…

Computation and Language · Computer Science 2024-10-17 Zexuan Qiu , Jingjing Li , Shijue Huang , Xiaoqi Jiao , Wanjun Zhong , Irwin King

Classical Chinese poetry is a vital and enduring part of Chinese literature, conveying profound emotional resonance. Existing studies analyze sentiment based on textual meanings, overlooking the unique rhythmic and visual features inherent…

Computation and Language · Computer Science 2025-05-20 Xiaocong Du , Haoyu Pei , Haipeng Zhang

Using large language models (LLMs) to assist psychological counseling is a significant but challenging task at present. Attempts have been made on improving empathetic conversations or acting as effective assistants in the treatment with…

Computation and Language · Computer Science 2024-06-11 Chenhao Zhang , Renhao Li , Minghuan Tan , Min Yang , Jingwei Zhu , Di Yang , Jiahao Zhao , Guancheng Ye , Chengming Li , Xiping Hu

Recent works have shown that social media platforms are able to influence the trends of stock price movements. However, existing works have majorly focused on the U.S. stock market and lacked attention to certain emerging countries such as…

Computational Engineering, Finance, and Science · Computer Science 2018-01-03 Xi Zhang , Jiawei Shi , Di Wang , Binxing Fang

Prediction of future movement of stock prices has always been a challenging task for the researchers. While the advocates of the efficient market hypothesis (EMH) believe that it is impossible to design any predictive framework that can…

Statistical Finance · Quantitative Finance 2021-09-03 Sidra Mehtab , Jaydip Sen

Compound AI systems (CASs) that employ LLMs as agents to accomplish knowledge-intensive tasks via interactions with tools and data retrievers have garnered significant interest within database and AI communities. While these systems have…

Databases · Computer Science 2024-06-04 Yanlin Feng , Sajjadur Rahman , Aaron Feng , Vincent Chen , Eser Kandogan

Owing to the continuous efforts by the Chinese NLP community, more and more Chinese machine reading comprehension datasets become available. To add diversity in this area, in this paper, we propose a new task called Sentence Cloze-style…

Computation and Language · Computer Science 2021-05-17 Yiming Cui , Ting Liu , Ziqing Yang , Zhipeng Chen , Wentao Ma , Wanxiang Che , Shijin Wang , Guoping Hu

Large language models (LLMs), including both proprietary and open-source models, have showcased remarkable capabilities in addressing a wide range of downstream tasks. Nonetheless, when it comes to practical Chinese legal tasks, these…

Computation and Language · Computer Science 2024-06-10 Zhi Zhou , Jiang-Xin Shi , Peng-Xiao Song , Xiao-Wen Yang , Yi-Xuan Jin , Lan-Zhe Guo , Yu-Feng Li

Dialogue summarization has drawn much attention recently. Especially in the customer service domain, agents could use dialogue summaries to help boost their works by quickly knowing customer's issues and service progress. These applications…

Computation and Language · Computer Science 2021-09-07 Haitao Lin , Liqun Ma , Junnan Zhu , Lu Xiang , Yu Zhou , Jiajun Zhang , Chengqing Zong