English
Related papers

Related papers: Structured Event Representation and Stock Return P…

200 papers

Large Language Models (LLMs), benefiting from the auto-regressive modelling approach performed on massive unannotated texts corpora, demonstrates powerful perceptual and reasoning capabilities. However, as for extending auto-regressive…

Computer Vision and Pattern Recognition · Computer Science 2024-09-24 Tianshuo Peng , Zuchao Li , Lefei Zhang , Hai Zhao , Ping Wang , Bo Du

In this paper, we focus on learning structure-aware document representations from data without recourse to a discourse parser or additional annotations. Drawing inspiration from recent efforts to empower neural networks with a structural…

Computation and Language · Computer Science 2018-02-06 Yang Liu , Mirella Lapata

Structural equation models (SEMs) are widely used in sciences, ranging from economics to psychology, to uncover causal relationships underlying a complex system under consideration and estimate structural parameters of interest. We study…

Machine Learning · Statistics 2020-10-21 Luofeng Liao , You-Lin Chen , Zhuoran Yang , Bo Dai , Zhaoran Wang , Mladen Kolar

Stock price prediction has been the focus of a large amount of research but an acceptable solution has so far escaped academics. Recent advances in deep learning have motivated researchers to apply neural networks to stock prediction. In…

Statistical Finance · Quantitative Finance 2021-03-29 Firuz Kamalov , Linda Smail , Ikhlaas Gurrib

Vision and language models (VLMs) have demonstrated remarkable zero-shot (ZS) performance in a variety of tasks. However, recent works have shown that even the best VLMs struggle to capture aspects of compositional scene understanding, such…

Computer Vision and Pattern Recognition · Computer Science 2023-10-26 Roei Herzig , Alon Mendelson , Leonid Karlinsky , Assaf Arbelle , Rogerio Feris , Trevor Darrell , Amir Globerson

This paper introduces BreakGPT, a novel large language model (LLM) architecture adapted specifically for time series forecasting and the prediction of sharp upward movements in asset prices. By leveraging both the capabilities of LLMs and…

Statistical Finance · Quantitative Finance 2024-11-12 Aleksandr Simonyan

Event temporal graphs have been shown as convenient and effective representations of complex temporal relations between events in text. Recent studies, which employ pre-trained language models to auto-regressively generate linearised graphs…

Computation and Language · Computer Science 2024-04-03 Xingwei Tan , Yuxiang Zhou , Gabriele Pergola , Yulan He

Stock prediction, a subject closely related to people's investment activities in fully dynamic and live environments, has been widely studied. Current large language models (LLMs) have shown remarkable potential in various domains,…

Statistical Finance · Quantitative Finance 2026-01-13 Bohan Liang , Zijian Chen , Qi Jia , Kaiwei Zhang , Kaiyuan Ji , Guangtao Zhai

Sentence embedding is one of the most fundamental tasks in Natural Language Processing and plays an important role in various tasks. The recent breakthrough in sentence embedding is achieved by pre-trained language models (PLMs). Despite…

Computation and Language · Computer Science 2023-06-06 Lingfeng Shen , Haiyun Jiang , Lemao Liu , Shuming Shi

Recently, Large Language Models (LLMs) have attracted significant attention for their exceptional performance across a broad range of tasks, particularly in text analysis. However, the finance sector presents a distinct challenge due to its…

Computation and Language · Computer Science 2024-06-18 Meiyun Wang , Kiyoshi Izumi , Hiroki Sakaji

This study examines the feasibility of applying large language models (LLMs) for forecasting the impact of traffic incidents on the traffic flow. The use of LLMs for this task has several advantages over existing machine learning-based…

Artificial Intelligence · Computer Science 2025-07-08 George Jagadeesh , Srikrishna Iyer , Michal Polanowski , Kai Xin Thia

I introduce a survey of economic expectations formed by querying a large language model (LLM)'s expectations of various financial and macroeconomic variables based on a sample of news articles from the Wall Street Journal between 1984 and…

General Economics · Economics 2023-05-08 Leland Bybee

Pre-trained Large Language Models (LLMs) encapsulate large amounts of knowledge and take enormous amounts of compute to train. We make use of this resource, together with the observation that LLMs are able to transfer knowledge and…

Machine Learning · Computer Science 2025-01-14 Malcolm L. Wolff , Shenghao Yang , Kari Torkkola , Michael W. Mahoney

People acquire concepts through rich physical and social experiences and use them to understand and navigate the world. In contrast, large language models (LLMs), trained solely through next-token prediction on text, exhibit strikingly…

Computation and Language · Computer Science 2025-11-11 Ningyu Xu , Qi Zhang , Chao Du , Qiang Luo , Xipeng Qiu , Xuanjing Huang , Menghan Zhang

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

Generating semantically coherent text requires a robust internal representation of linguistic structures, which traditional embedding techniques often fail to capture adequately. A novel approach, Latent Lexical Projection (LLP), is…

Computation and Language · Computer Science 2025-03-26 Ziad Shaker , Brendan Ashdown , Hugo Fitzalan , Alistair Heathcote , Jocasta Huntington

Recently, large language models (LLMs) have demonstrated powerful capabilities in performing various tasks and thus are applied by recent studies to time series forecasting (TSF) tasks, which predict future values with the given historical…

Computation and Language · Computer Science 2025-07-15 Chen Su , Yuanhe Tian , Qinyu Liu , Jun Zhang , Yan Song

Complex Event Recognition and Forecasting (CER/F) techniques attempt to detect, or even forecast ahead of time, event occurrences in streaming input using predefined event patterns. Such patterns are not always known in advance, or they…

Artificial Intelligence · Computer Science 2022-09-01 Nikos Katzouris , Georgios Paliouras

In modern IT systems and computer networks, real-time and offline event log analysis is a crucial part of cyber security monitoring. In particular, event log analysis techniques are essential for the timely detection of cyber attacks and…

Cryptography and Security · Computer Science 2025-04-15 Risto Vaarandi , Hayretdin Bahsi

The performance bottleneck of Automatic Speech Recognition (ASR) in stuttering speech scenarios has limited its applicability in domains such as speech rehabilitation. This paper proposed an LLM-driven ASR-SED multi-task learning framework…

Sound · Computer Science 2025-05-29 Shangkun Huang , Jing Deng , Jintao Kang , Rong Zheng