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This paper introduces a novel approach that leverages Large Language Models (LLMs) and Generative Agents to enhance time series forecasting by reasoning across both text and time series data. With language as a medium, our method adaptively…

Artificial Intelligence · Computer Science 2024-10-31 Xinlei Wang , Maike Feng , Jing Qiu , Jinjin Gu , Junhua Zhao

Past work has studied event prediction and event language modeling, sometimes mediated through structured representations of knowledge in the form of event schemas. Such schemas can lead to explainable predictions and forecasting of unseen…

Computation and Language · Computer Science 2023-05-25 Anisha Gunjal , Greg Durrett

The aim of this paper is the analysis and selection of stock trading systems that combine different models with data of different nature, such as financial and microeconomic information. Specifically, based on previous work by the authors…

Computational Finance · Quantitative Finance 2025-12-03 Juan C. King , Jose M. Amigo

Sustaining long-term interactions remains a bottleneck for Large Language Models (LLMs), as their limited context windows struggle to manage dialogue histories that extend over time. Existing memory systems often treat interactions as…

Computation and Language · Computer Science 2026-02-11 Yiming Shu , Pei Liu , Tiange Zhang , Ruiyang Gao , Jun Ma , Chen Sun

In the realm of financial decision-making, predicting stock prices is pivotal. Artificial intelligence techniques such as long short-term memory networks (LSTMs), support-vector machines (SVMs), and natural language processing (NLP) models…

Machine Learning · Computer Science 2024-01-04 Kevin Taylor , Jerry Ng

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…

Computation and Language · Computer Science 2025-10-27 Xueyuan Lin , Cehao Yang , Ye Ma , Ming Li , Rongjunchen Zhang , Yang Ni , Xiaojun Wu , Chengjin Xu , Jian Guo , Hui Xiong

Large Language Models (LLMs) face significant computational and memory constraints when processing long contexts, despite growing demand for applications requiring reasoning over extensive documents, multi-session dialogues, and book length…

Computation and Language · Computer Science 2026-02-10 Chandra Vamsi Krishna Alla , Harish Naidu Gaddam , Manohar Kommi

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…

Statistical Finance · Quantitative Finance 2025-08-19 Yueyi Wang , Qiyao Wei

Effective long-term memory in conversational AI requires synthesizing information across multiple sessions. However, current systems place excessive reasoning burden on response generation, making performance significantly dependent on…

Computation and Language · Computer Science 2025-09-16 Sangyeop Kim , Yohan Lee , Sanghwa Kim , Hyunjong Kim , Sungzoon Cho

Investors and stock market analysts face major challenges in predicting stock returns and making wise investment decisions. The predictability of equity stock returns can boost investor confidence, but it remains a difficult task. To…

Statistical Finance · Quantitative Finance 2025-07-04 Adebola K. Ojo , Ifechukwude Jude Okafor

Large language models (LLMs) deployed in user-facing applications require long-horizon consistency: the ability to remember prior interactions, respect user preferences, and ground reasoning in past events. However, contemporary memory…

Multiagent Systems · Computer Science 2026-02-04 Daivik Patel , Shrenik Patel

Long-term conversational large language model (LLM) agents require memory systems that can recover relevant evidence from historical interactions without overwhelming the answer stage with irrelevant context. However, existing memory…

Computation and Language · Computer Science 2026-04-23 Shuqi Cao , Jingyi He , Fei Tan

Understanding how individuals perceive and recall information in their natural environments is critical to understanding potential failures in perception (e.g., sensory loss) and memory (e.g., dementia). Event segmentation, the process of…

Computation and Language · Computer Science 2025-10-20 Ryan A. Panela , Alex J. Barnett , Morgan D. Barense , Björn Herrmann

The task of financial analysis primarily encompasses two key areas: stock trend prediction and the corresponding financial question answering. Currently, machine learning and deep learning algorithms (ML&DL) have been widely applied for…

Computation and Language · Computer Science 2024-03-20 Xiang Li , Zhenyu Li , Chen Shi , Yong Xu , Qing Du , Mingkui Tan , Jun Huang , Wei Lin

Time-series forecasting in real-world applications such as finance and energy often faces challenges due to limited training data and complex, noisy temporal dynamics. Existing deep forecasting models typically supervise predictions using…

Machine Learning · Computer Science 2026-01-14 Jiacheng You , Jingcheng Yang , Yuhang Xie , Zhongxuan Wu , Xiucheng Li , Feng Li , Pengjie Wang , Jian Xu , Bo Zheng , Xinyang Chen

Memory is critical for enabling large language model (LLM) based agents to maintain coherent behavior over long-horizon interactions. However, existing agent memory systems suffer from two key gaps: they rely on a one-size-fits-all memory…

Artificial Intelligence · Computer Science 2026-02-17 Mingfei Lu , Mengjia Wu , Feng Liu , Jiawei Xu , Weikai Li , Haoyang Wang , Zhengdong Hu , Ying Ding , Yizhou Sun , Jie Lu , Yi Zhang

The real-time prediction of business processes using historical event data is an important capability of modern business process monitoring systems. Existing process prediction methods are able to also exploit the data perspective of…

Artificial Intelligence · Computer Science 2022-05-11 Marco Pegoraro , Merih Seran Uysal , David Benedikt Georgi , Wil M. P. van der Aalst

Predicting stock prices presents challenges in financial forecasting. While traditional approaches such as ARIMA and RNNs are prevalent, recent developments in Large Language Models (LLMs) offer alternative methodologies. This paper…

Statistical Finance · Quantitative Finance 2026-03-23 Pei-Jun Liao , Hung-Shin Lee , Yao-Fei Cheng , Li-Wei Chen , Hung-yi Lee , Hsin-Min Wang

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…

Computation and Language · Computer Science 2023-10-11 Yujie Ding , Shuai Jia , Tianyi Ma , Bingcheng Mao , Xiuze Zhou , Liuliu Li , Dongming Han

The increasing richness in volume, and especially types of data in the financial domain provides unprecedented opportunities to understand the stock market more comprehensively and makes the price prediction more accurate than before.…

Computational Finance · Quantitative Finance 2018-05-16 Huiwen Wang , Shan Lu , Jichang Zhao